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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $322,513.52
CAGR % 5.61%
Max % Drawdown (14.87%)
Standard Deviation 1.39%
Annualized Sharpe 0.54
Win Rate % 84.6%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.61
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $570,553.12
CAGR % 8.46%
Max % Drawdown (21.49%)
Standard Deviation 2.83%
Annualized Sharpe 0.58
Win Rate % 61.5%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.61
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $909,417.56
CAGR % 10.85%
Max % Drawdown (21.03%)
Standard Deviation 3.53%
Annualized Sharpe 0.66
Win Rate % 69.2%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.61
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $909,411.63
CAGR % 10.85%
Max % Drawdown (24.65%)
Standard Deviation 3.89%
Annualized Sharpe 0.61
Win Rate % 56.2%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.75
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $176,981.70
CAGR % 2.70%
Max % Drawdown (60.26%)
Standard Deviation 4.44%
Annualized Sharpe 0.06
Win Rate % 37.5%
Longest Drawdown 155.1 months
Avg Trades Per Year 1.12
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $337,591.00
CAGR % 5.84%
Max % Drawdown (28.57%)
Standard Deviation 3.11%
Annualized Sharpe 0.31
Win Rate % 33.3%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.70
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,281,528.90
CAGR % 8.53%
Max % Drawdown (14.88%)
Standard Deviation 1.55%
Annualized Sharpe 1.00
Win Rate % 70.4%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.56
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $12,324,458.38
CAGR % 10.45%
Max % Drawdown (32.95%)
Standard Deviation 3.36%
Annualized Sharpe 0.66
Win Rate % 59.4%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.66
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,294,438.15
CAGR % 11.81%
Max % Drawdown (24.76%)
Standard Deviation 3.77%
Annualized Sharpe 0.70
Win Rate % 57.1%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.72
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,083,027.74
CAGR % 11.06%
Max % Drawdown (21.10%)
Standard Deviation 3.34%
Annualized Sharpe 0.71
Win Rate % 58.1%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.64
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,780,270.79
CAGR % 7.11%
Max % Drawdown (60.77%)
Standard Deviation 4.55%
Annualized Sharpe 0.33
Win Rate % 37.8%
Longest Drawdown 155.1 months
Avg Trades Per Year 0.93
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,552,808.95
CAGR % 9.02%
Max % Drawdown (28.97%)
Standard Deviation 3.55%
Annualized Sharpe 0.52
Win Rate % 47.4%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.78
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