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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 15 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $500,104.08
CAGR % 6.54%
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 4.33
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Updated 3 days, 15 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $602,951.11
CAGR % 7.33%
Max % Drawdown (14.64%)
Standard Deviation 2.06%
Annualized Sharpe 0.62
Win Rate % 63.7%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.46
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Updated 3 days, 15 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $500,104.08
CAGR % 6.54%
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 4.33
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Updated 3 days, 15 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,783,394.75
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
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Updated 3 days, 15 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,135,465.48
CAGR % 10.76%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 0.94
Win Rate % 68.3%
Longest Drawdown 28.2 months
Avg Trades Per Year 8.19
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Updated 3 days, 15 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,783,394.75
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
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