| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $517,879.50 |
| 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 | 4.29 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $626,412.16 |
| CAGR % | 7.43% |
| 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 | 8.47 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $517,879.50 |
| 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 | 4.29 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,184,136.29 |
| 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 | 3.99 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,962,788.14 |
| 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 | 8.19 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,184,136.29 |
| 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 | 3.99 |
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