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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $499,636.92
CAGR % 6.71%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.55
Win Rate % 46.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.24
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $605,219.83
CAGR % 7.54%
Max % Drawdown (14.64%)
Standard Deviation 2.06%
Annualized Sharpe 0.64
Win Rate % 63.8%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.35
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $499,636.92
CAGR % 6.71%
Max % Drawdown (14.90%)
Standard Deviation 1.97%
Annualized Sharpe 0.55
Win Rate % 46.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.24
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,785,491.07
CAGR % 9.46%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.86
Win Rate % 48.8%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.96
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,197,661.98
CAGR % 10.90%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 0.95
Win Rate % 68.4%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.13
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,785,491.07
CAGR % 9.46%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.86
Win Rate % 48.8%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.96
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