| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $332,365.27 |
| CAGR % | 6.07% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 47.1% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.17 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $409,581.60 |
| CAGR % | 7.16% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 65.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 8.09 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $332,365.27 |
| CAGR % | 6.07% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 47.1% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.17 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,135,232.21 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.2% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.90 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,193,378.82 |
| CAGR % | 11.02% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 69.7% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 7.00 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,135,232.21 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.2% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.90 |
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