| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $548,033.40 |
| CAGR % | 6.76% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.23 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $664,377.18 |
| CAGR % | 7.55% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 64.4% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.42 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $548,033.40 |
| CAGR % | 6.76% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.23 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,850,732.11 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.13% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,287,909.33 |
| CAGR % | 10.83% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.34% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 68.6% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.17 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,850,732.11 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.13% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
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