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Faber Tactical Asset Allocation w/ Relative Strength



Updated 5 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $502,409.98
CAGR % 6.55%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.53
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.32
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Updated 5 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $605,277.94
CAGR % 7.33%
Max % Drawdown (14.64%)
Standard Deviation 2.05%
Annualized Sharpe 0.62
Win Rate % 63.9%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.49
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Updated 5 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $502,409.98
CAGR % 6.55%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.53
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.32
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Updated 5 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,835,773.03
CAGR % 9.34%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.84
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 4.00
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Updated 5 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,217,518.25
CAGR % 10.75%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 0.94
Win Rate % 68.4%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.20
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Updated 5 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,835,773.03
CAGR % 9.34%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.84
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 4.00
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