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Faber Tactical Asset Allocation w/ Relative Strength



Updated 10 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $338,314.36
CAGR % 6.47%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.53
Win Rate % 47.5%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.11
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Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $408,932.74
CAGR % 7.51%
Max % Drawdown (14.64%)
Standard Deviation 2.00%
Annualized Sharpe 0.65
Win Rate % 66.2%
Longest Drawdown 27.8 months
Avg Trades Per Year 8.07
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Updated 10 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $338,314.36
CAGR % 6.47%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.53
Win Rate % 47.5%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.11
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Updated 10 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,247,603.19
CAGR % 9.66%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.88
Win Rate % 49.4%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.88
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Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,152,199.63
CAGR % 11.25%
Max % Drawdown (14.83%)
Standard Deviation 2.36%
Annualized Sharpe 0.99
Win Rate % 70.1%
Longest Drawdown 28.2 months
Avg Trades Per Year 7.99
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Updated 10 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,247,603.19
CAGR % 9.66%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.88
Win Rate % 49.4%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.88
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