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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $509,628.69
CAGR % 6.60%
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 4.31
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Updated 4 days, 12 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $616,416.23
CAGR % 7.40%
Max % Drawdown (14.64%)
Standard Deviation 2.05%
Annualized Sharpe 0.62
Win Rate % 63.9%
Longest Drawdown 28.0 months
Avg Trades Per Year 8.47
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Updated 4 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $509,628.69
CAGR % 6.60%
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 4.31
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Updated 4 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,997,375.94
CAGR % 9.37%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 4.00
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Updated 4 days, 12 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $21,611,777.24
CAGR % 10.78%
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 8.19
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Updated 4 days, 12 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-30
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,997,375.94
CAGR % 9.37%
Max % Drawdown (15.12%)
Standard Deviation 2.15%
Annualized Sharpe 0.85
Win Rate % 49.5%
Longest Drawdown 29.5 months
Avg Trades Per Year 4.00
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