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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $427,935.32
CAGR % 6.93%
Max % Drawdown (14.90%)
Standard Deviation 1.94%
Annualized Sharpe 0.59
Win Rate % 47.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 3.96
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $533,685.74
CAGR % 8.02%
Max % Drawdown (14.64%)
Standard Deviation 2.01%
Annualized Sharpe 0.72
Win Rate % 65.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 7.92
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $427,935.32
CAGR % 6.93%
Max % Drawdown (14.90%)
Standard Deviation 1.94%
Annualized Sharpe 0.59
Win Rate % 47.7%
Longest Drawdown 30.5 months
Avg Trades Per Year 3.96
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,258,517.84
CAGR % 9.74%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.89
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.82
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $18,434,665.12
CAGR % 11.30%
Max % Drawdown (14.83%)
Standard Deviation 2.35%
Annualized Sharpe 1.00
Win Rate % 69.7%
Longest Drawdown 28.2 months
Avg Trades Per Year 7.92
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,258,517.84
CAGR % 9.74%
Max % Drawdown (15.12%)
Standard Deviation 2.14%
Annualized Sharpe 0.89
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 3.82
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