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Faber Tactical Asset Allocation w/ Relative Strength



Updated 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $476,374.90
CAGR % 6.59%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.54
Win Rate % 46.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.25
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Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $577,135.75
CAGR % 7.43%
Max % Drawdown (14.64%)
Standard Deviation 2.06%
Annualized Sharpe 0.63
Win Rate % 63.6%
Longest Drawdown 27.8 months
Avg Trades Per Year 8.43
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Updated 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $476,374.90
CAGR % 6.59%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.54
Win Rate % 46.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.25
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Updated 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,258,186.75
CAGR % 9.42%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 48.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.96
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Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $20,222,011.87
CAGR % 10.87%
Max % Drawdown (14.83%)
Standard Deviation 2.36%
Annualized Sharpe 0.95
Win Rate % 68.3%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.16
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Updated 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,258,186.75
CAGR % 9.42%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 48.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.96
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