Updated | 3 days ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $465,202.58 |
CAGR % | 7.07% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.99% |
Annualized Sharpe | 0.60 |
Win Rate % | 47.3% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.13 |
Updated | 3 days ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $560,256.24 |
CAGR % | 7.96% |
Max % Drawdown | (14.64%) |
Standard Deviation | 2.05% |
Annualized Sharpe | 0.70 |
Win Rate % | 64.1% |
Longest Drawdown | 27.8 months |
Avg Trades Per Year | 8.05 |
Updated | 3 days ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $465,202.58 |
CAGR % | 7.07% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.99% |
Annualized Sharpe | 0.60 |
Win Rate % | 47.3% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.13 |
Updated | 3 days ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $9,982,564.72 |
CAGR % | 9.75% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.16% |
Annualized Sharpe | 0.89 |
Win Rate % | 49.2% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.90 |
Updated | 3 days ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $19,477,106.73 |
CAGR % | 11.24% |
Max % Drawdown | (14.83%) |
Standard Deviation | 2.36% |
Annualized Sharpe | 0.99 |
Win Rate % | 68.9% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 7.98 |
Updated | 3 days ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $9,982,564.72 |
CAGR % | 9.75% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.16% |
Annualized Sharpe | 0.89 |
Win Rate % | 49.2% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.90 |