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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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