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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 21 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $333,747.01
CAGR % 6.34%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.51
Win Rate % 47.5%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.08
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Updated 6 days, 21 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $404,497.86
CAGR % 7.38%
Max % Drawdown (14.64%)
Standard Deviation 1.99%
Annualized Sharpe 0.64
Win Rate % 66.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 8.10
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Updated 6 days, 21 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $333,747.01
CAGR % 6.34%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.51
Win Rate % 47.5%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.08
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Updated 6 days, 21 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,154,723.15
CAGR % 9.59%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.87
Win Rate % 49.4%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.86
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Updated 6 days, 21 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $13,991,545.59
CAGR % 11.18%
Max % Drawdown (14.83%)
Standard Deviation 2.36%
Annualized Sharpe 0.98
Win Rate % 70.2%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.00
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Updated 6 days, 21 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,154,723.15
CAGR % 9.59%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.87
Win Rate % 49.4%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.86
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