| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $497,914.39 |
| CAGR % | 6.57% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $601,732.52 |
| CAGR % | 7.37% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.06% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 63.7% |
| Longest Drawdown | 28.0 months |
| Avg Trades Per Year | 8.40 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $497,914.39 |
| CAGR % | 6.57% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 47.7% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.24 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,735,456.27 |
| CAGR % | 9.36% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,050,690.51 |
| CAGR % | 10.78% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 68.3% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 8.15 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,735,456.27 |
| CAGR % | 9.36% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 49.3% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.96 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
