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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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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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
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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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