| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $341,898.19 |
| CAGR % | 6.61% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 49.4% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.01 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $412,678.66 |
| CAGR % | 7.66% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 67.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 7.91 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $341,898.19 |
| CAGR % | 6.61% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 49.4% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.01 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,314,459.23 |
| CAGR % | 9.73% |
| 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 | 3.83 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,297,486.19 |
| CAGR % | 11.33% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 70.4% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 7.90 |
| Updated | 1 day ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,314,459.23 |
| CAGR % | 9.73% |
| 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 | 3.83 |
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