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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $273,637.84
CAGR % 5.43%
Max % Drawdown (7.01%)
Standard Deviation 1.32%
Annualized Sharpe 0.53
Win Rate % 81.8%
Longest Drawdown 30.0 months
Avg Trades Per Year 0.58
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $399,720.41
CAGR % 7.56%
Max % Drawdown (21.49%)
Standard Deviation 2.68%
Annualized Sharpe 0.51
Win Rate % 63.6%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.58
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $691,691.10
CAGR % 10.70%
Max % Drawdown (21.03%)
Standard Deviation 3.64%
Annualized Sharpe 0.64
Win Rate % 66.7%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.63
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $683,142.83
CAGR % 10.63%
Max % Drawdown (24.65%)
Standard Deviation 4.01%
Annualized Sharpe 0.58
Win Rate % 53.3%
Longest Drawdown 34.3 months
Avg Trades Per Year 0.79
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $163,835.74
CAGR % 2.63%
Max % Drawdown (59.07%)
Standard Deviation 4.49%
Annualized Sharpe 0.05
Win Rate % 42.9%
Longest Drawdown 126.1 months
Avg Trades Per Year 1.10
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Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $272,459.45
CAGR % 5.41%
Max % Drawdown (28.57%)
Standard Deviation 2.98%
Annualized Sharpe 0.28
Win Rate % 38.5%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.68
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,480,682.60
CAGR % 8.61%
Max % Drawdown (10.02%)
Standard Deviation 1.53%
Annualized Sharpe 1.03
Win Rate % 68.0%
Longest Drawdown 30.0 months
Avg Trades Per Year 0.54
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,602,626.43
CAGR % 10.16%
Max % Drawdown (32.95%)
Standard Deviation 3.34%
Annualized Sharpe 0.64
Win Rate % 60.0%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.65
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,729,419.57
CAGR % 11.77%
Max % Drawdown (24.76%)
Standard Deviation 3.81%
Annualized Sharpe 0.69
Win Rate % 55.9%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.74
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $12,229,650.92
CAGR % 11.01%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.70
Win Rate % 56.7%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.65
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,569,318.55
CAGR % 7.31%
Max % Drawdown (59.61%)
Standard Deviation 4.58%
Annualized Sharpe 0.34
Win Rate % 40.5%
Longest Drawdown 126.1 months
Avg Trades Per Year 0.91
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Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,289,028.09
CAGR % 9.00%
Max % Drawdown (28.97%)
Standard Deviation 3.52%
Annualized Sharpe 0.53
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.78
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