| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $333,747.01 |
| CAGR % | 6.34% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 47.5% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.08 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $404,497.86 |
| CAGR % | 7.38% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 66.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 8.10 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $333,747.01 |
| CAGR % | 6.34% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 47.5% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.08 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,154,723.15 |
| CAGR % | 9.59% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 49.4% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.86 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,991,545.59 |
| CAGR % | 11.18% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 70.2% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.00 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,154,723.15 |
| CAGR % | 9.59% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 49.4% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.86 |
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