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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $337,732.76
CAGR % 6.61%
Max % Drawdown (14.90%)
Standard Deviation 1.94%
Annualized Sharpe 0.55
Win Rate % 49.4%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.05
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $405,654.77
CAGR % 7.64%
Max % Drawdown (14.64%)
Standard Deviation 2.00%
Annualized Sharpe 0.67
Win Rate % 66.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 7.88
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Updated 6 days ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $337,732.76
CAGR % 6.61%
Max % Drawdown (14.90%)
Standard Deviation 1.94%
Annualized Sharpe 0.55
Win Rate % 49.4%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.05
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Updated 6 days ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,223,777.40
CAGR % 9.74%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 50.3%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.85
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,051,926.22
CAGR % 11.34%
Max % Drawdown (14.83%)
Standard Deviation 2.36%
Annualized Sharpe 1.00
Win Rate % 70.2%
Longest Drawdown 28.2 months
Avg Trades Per Year 7.89
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Updated 6 days ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,223,777.40
CAGR % 9.74%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 50.3%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.85
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