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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $341,898.19
CAGR % 6.61%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.55
Win Rate % 49.4%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.01
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $412,678.66
CAGR % 7.66%
Max % Drawdown (14.64%)
Standard Deviation 1.99%
Annualized Sharpe 0.68
Win Rate % 67.1%
Longest Drawdown 27.8 months
Avg Trades Per Year 7.91
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Updated 1 day ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $341,898.19
CAGR % 6.61%
Max % Drawdown (14.90%)
Standard Deviation 1.93%
Annualized Sharpe 0.55
Win Rate % 49.4%
Longest Drawdown 30.5 months
Avg Trades Per Year 4.01
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Updated 1 day ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,314,459.23
CAGR % 9.73%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 50.3%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.83
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,297,486.19
CAGR % 11.33%
Max % Drawdown (14.83%)
Standard Deviation 2.36%
Annualized Sharpe 1.00
Win Rate % 70.4%
Longest Drawdown 28.2 months
Avg Trades Per Year 7.90
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Updated 1 day ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,314,459.23
CAGR % 9.73%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.89
Win Rate % 50.3%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.83
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