| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $510,224.41 |
| CAGR % | 6.70% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.26 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $614,317.57 |
| CAGR % | 7.50% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 63.5% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.40 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $510,224.41 |
| CAGR % | 6.70% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.26 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,004,143.22 |
| CAGR % | 9.44% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,524,012.16 |
| CAGR % | 10.86% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 68.2% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.15 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,004,143.22 |
| CAGR % | 9.44% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.97 |
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