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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $527,668.83
CAGR % 6.69%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.55
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.28
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $638,837.09
CAGR % 7.49%
Max % Drawdown (14.64%)
Standard Deviation 2.05%
Annualized Sharpe 0.64
Win Rate % 64.4%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.52
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $527,668.83
CAGR % 6.69%
Max % Drawdown (14.90%)
Standard Deviation 1.96%
Annualized Sharpe 0.55
Win Rate % 48.2%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.28
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,398,030.65
CAGR % 9.40%
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 3.99
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,398,787.36
CAGR % 10.82%
Max % Drawdown (14.83%)
Standard Deviation 2.34%
Annualized Sharpe 0.94
Win Rate % 68.6%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.22
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,398,030.65
CAGR % 9.40%
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 3.99
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