| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $496,197.86 |
| CAGR % | 6.52% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.34 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $597,899.53 |
| CAGR % | 7.31% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 63.7% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.48 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $496,197.86 |
| CAGR % | 6.52% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 48.2% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.34 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,698,295.16 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.01 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,957,861.32 |
| CAGR % | 10.75% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.19 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,698,295.16 |
| CAGR % | 9.34% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 49.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 4.01 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
