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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $312,916.22
CAGR % 5.20%
Max % Drawdown (14.87%)
Standard Deviation 1.39%
Annualized Sharpe 0.46
Win Rate % 78.6%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.62
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Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $540,247.52
CAGR % 7.79%
Max % Drawdown (21.49%)
Standard Deviation 2.91%
Annualized Sharpe 0.50
Win Rate % 60.0%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.67
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Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $920,382.13
CAGR % 10.37%
Max % Drawdown (21.03%)
Standard Deviation 3.60%
Annualized Sharpe 0.62
Win Rate % 66.7%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.67
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Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $961,150.88
CAGR % 10.59%
Max % Drawdown (24.65%)
Standard Deviation 3.94%
Annualized Sharpe 0.59
Win Rate % 58.8%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.76
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Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $261,648.66
CAGR % 4.37%
Max % Drawdown (60.26%)
Standard Deviation 4.59%
Annualized Sharpe 0.16
Win Rate % 37.5%
Longest Drawdown 167.8 months
Avg Trades Per Year 1.07
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Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $316,141.00
CAGR % 5.25%
Max % Drawdown (28.57%)
Standard Deviation 3.08%
Annualized Sharpe 0.25
Win Rate % 35.3%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.76
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,124,152.05
CAGR % 8.28%
Max % Drawdown (14.88%)
Standard Deviation 1.55%
Annualized Sharpe 0.96
Win Rate % 67.9%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.57
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,655,691.05
CAGR % 10.09%
Max % Drawdown (32.95%)
Standard Deviation 3.39%
Annualized Sharpe 0.63
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.69
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $23,567,119.81
CAGR % 11.67%
Max % Drawdown (24.76%)
Standard Deviation 3.79%
Annualized Sharpe 0.68
Win Rate % 58.3%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.73
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,270,697.63
CAGR % 10.84%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.69
Win Rate % 57.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.67
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,122,456.98
CAGR % 7.80%
Max % Drawdown (60.77%)
Standard Deviation 4.62%
Annualized Sharpe 0.36
Win Rate % 37.8%
Longest Drawdown 167.8 months
Avg Trades Per Year 0.91
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Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,133,283.18
CAGR % 8.67%
Max % Drawdown (28.97%)
Standard Deviation 3.53%
Annualized Sharpe 0.50
Win Rate % 47.5%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.81
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