Updated | 6 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $500,552.43 |
CAGR % | 6.67% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.97% |
Annualized Sharpe | 0.55 |
Win Rate % | 47.2% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.25 |
Updated | 6 days, 11 hours ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $603,116.46 |
CAGR % | 7.47% |
Max % Drawdown | (14.64%) |
Standard Deviation | 2.06% |
Annualized Sharpe | 0.63 |
Win Rate % | 63.9% |
Longest Drawdown | 28.0 months |
Avg Trades Per Year | 8.34 |
Updated | 6 days, 12 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $500,552.43 |
CAGR % | 6.67% |
Max % Drawdown | (14.90%) |
Standard Deviation | 1.97% |
Annualized Sharpe | 0.55 |
Win Rate % | 47.2% |
Longest Drawdown | 30.5 months |
Avg Trades Per Year | 4.25 |
Updated | 6 days, 11 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,795,173.78 |
CAGR % | 9.43% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.0% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.97 |
Updated | 6 days, 11 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $21,136,637.03 |
CAGR % | 10.86% |
Max % Drawdown | (14.83%) |
Standard Deviation | 2.35% |
Annualized Sharpe | 0.95 |
Win Rate % | 68.5% |
Longest Drawdown | 28.2 months |
Avg Trades Per Year | 8.12 |
Updated | 6 days, 11 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-12-13 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,795,173.78 |
CAGR % | 9.43% |
Max % Drawdown | (15.12%) |
Standard Deviation | 2.15% |
Annualized Sharpe | 0.85 |
Win Rate % | 49.0% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 3.97 |