Updated | 3 days, 13 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $515,356.78 |
CAGR % | 6.63% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.96% |
Annualized Sharpe | 0.54 |
Win Rate % | 48.2% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.30 |
Updated | 3 days, 13 hours ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $622,823.57 |
CAGR % | 7.42% |
Max % Drawdown | (14.64%) |
Standard Deviation | 2.05% |
Annualized Sharpe | 0.63 |
Win Rate % | 64.1% |
Longest Drawdown | 28.0 months |
Avg Trades Per Year | 8.49 |
Updated | 3 days, 13 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $515,356.78 |
CAGR % | 6.63% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.96% |
Annualized Sharpe | 0.54 |
Win Rate % | 48.2% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.30 |
Updated | 3 days, 13 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $11,128,258.04 |
CAGR % | 9.38% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.14% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.5% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.00 |
Updated | 3 days, 13 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $21,830,298.56 |
CAGR % | 10.79% |
Max % Drawdown | (14.83%) |
Standard Deviation | 2.35% |
Annualized Sharpe | 0.94 |
Win Rate % | 68.4% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 8.20 |
Updated | 3 days, 13 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-25 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $11,128,258.04 |
CAGR % | 9.38% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.14% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.5% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.00 |