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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $515,356.78
CAGR % 6.63%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.54
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.30
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $622,823.57
CAGR % 7.42%
Max % Drawdown (14.64%)
Standard Deviation 2.05%
Annualized Sharpe 0.63
Win Rate % 64.1%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.49
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $515,356.78
CAGR % 6.63%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.54
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.30
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,128,258.04
CAGR % 9.38%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.85
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.00
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,830,298.56
CAGR % 10.79%
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 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,128,258.04
CAGR % 9.38%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.85
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.00
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