| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $338,314.36 |
| CAGR % | 6.47% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 47.5% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.11 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $408,932.74 |
| CAGR % | 7.51% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 66.2% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 8.07 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $338,314.36 |
| CAGR % | 6.47% |
| Max % Drawdown | (14.90%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 47.5% |
| Longest Drawdown | 30.5 months |
| Avg Trades Per Year | 4.11 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,247,603.19 |
| CAGR % | 9.66% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 49.4% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.88 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,152,199.63 |
| CAGR % | 11.25% |
| Max % Drawdown | (14.83%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 70.1% |
| Longest Drawdown | 28.2 months |
| Avg Trades Per Year | 7.99 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,247,603.19 |
| CAGR % | 9.66% |
| Max % Drawdown | (15.12%) |
| Standard Deviation | 2.15% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 49.4% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 3.88 |
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