Updated | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $509,628.69 |
CAGR % | 6.60% |
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 | 4.31 |
Updated | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $616,416.23 |
CAGR % | 7.40% |
Max % Drawdown | (14.64%) |
Standard Deviation | 2.05% |
Annualized Sharpe | 0.62 |
Win Rate % | 63.9% |
Longest Drawdown | 28.0 months |
Avg Trades Per Year | 8.47 |
Updated | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $509,628.69 |
CAGR % | 6.60% |
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 | 4.31 |
Updated | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,997,375.94 |
CAGR % | 9.37% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.5% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 4.00 |
Updated | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $21,611,777.24 |
CAGR % | 10.78% |
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 | 4 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-06-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,997,375.94 |
CAGR % | 9.37% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.5% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 4.00 |