| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $494,246.55 |
| CAGR % | 6.64% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 46.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.22 |
| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $596,226.91 |
| CAGR % | 7.44% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 63.8% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.32 |
| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $494,246.55 |
| CAGR % | 6.64% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 46.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.22 |
| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,654,879.09 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.95 |
| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,877,914.22 |
| CAGR % | 10.85% |
| 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 | 8.12 |
| Updated | 4 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,654,879.09 |
| CAGR % | 9.42% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 48.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.95 |
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