| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,732.76 |
| CAGR % | 6.61% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 49.4% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.05 |
| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $405,654.77 |
| CAGR % | 7.64% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 66.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 7.88 |
| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,732.76 |
| CAGR % | 6.61% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 49.4% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.05 |
| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,223,777.40 |
| CAGR % | 9.74% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 50.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.85 |
| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,051,926.22 |
| CAGR % | 11.34% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 70.2% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 7.89 |
| Updated | 6 days ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,223,777.40 |
| CAGR % | 9.74% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 50.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.85 |
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