| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,247.40 |
| CAGR % | 6.50% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 46.1% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.20 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $557,288.66 |
| CAGR % | 7.33% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.07% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 63.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 8.35 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,247.40 |
| CAGR % | 6.50% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 46.1% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.20 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,917,080.03 |
| CAGR % | 9.37% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.16% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.94 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,503,597.98 |
| CAGR % | 10.83% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.13 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,917,080.03 |
| CAGR % | 9.37% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.16% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 48.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.94 |
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