| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $427,935.32 |
| CAGR % | 6.93% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $533,685.74 |
| CAGR % | 8.02% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.01% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 65.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 7.92 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $427,935.32 |
| CAGR % | 6.93% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,258,517.84 |
| CAGR % | 9.74% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.82 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,434,665.12 |
| CAGR % | 11.30% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 69.7% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 7.92 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,258,517.84 |
| CAGR % | 9.74% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.82 |
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