| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $499,636.92 |
| CAGR % | 6.71% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 46.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $605,219.83 |
| CAGR % | 7.54% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 63.8% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.35 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $499,636.92 |
| CAGR % | 6.71% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 46.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,785,491.07 |
| CAGR % | 9.46% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 48.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,197,661.98 |
| CAGR % | 10.90% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 68.4% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.13 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,785,491.07 |
| CAGR % | 9.46% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 48.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
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