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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $500,552.43
CAGR % 6.67%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.55
Win Rate % 47.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.25
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Updated 6 days, 11 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $603,116.46
CAGR % 7.47%
Max % Drawdown (14.64%)
Standard Deviation 2.06%
Annualized Sharpe 0.63
Win Rate % 63.9%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.34
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Updated 6 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $500,552.43
CAGR % 6.67%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.55
Win Rate % 47.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.25
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Updated 6 days, 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,795,173.78
CAGR % 9.43%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 49.0%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.97
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Updated 6 days, 11 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,136,637.03
CAGR % 10.86%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 0.95
Win Rate % 68.5%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.12
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Updated 6 days, 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,795,173.78
CAGR % 9.43%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 49.0%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.97
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