| 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 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 |
© Copyright 2013 - 2022
Extrategic Investing, LLC.
All rights reserved.
