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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $284,720.64
CAGR % 5.60%
Max % Drawdown (7.01%)
Standard Deviation 1.32%
Annualized Sharpe 0.57
Win Rate % 81.8%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.57
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $401,507.73
CAGR % 7.50%
Max % Drawdown (21.49%)
Standard Deviation 2.67%
Annualized Sharpe 0.51
Win Rate % 63.6%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.57
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $695,491.22
CAGR % 10.62%
Max % Drawdown (21.03%)
Standard Deviation 3.63%
Annualized Sharpe 0.63
Win Rate % 66.7%
Longest Drawdown 34.1 months
Avg Trades Per Year 0.62
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $702,003.43
CAGR % 10.67%
Max % Drawdown (24.65%)
Standard Deviation 3.99%
Annualized Sharpe 0.59
Win Rate % 53.3%
Longest Drawdown 34.3 months
Avg Trades Per Year 0.78
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $164,424.40
CAGR % 2.62%
Max % Drawdown (59.07%)
Standard Deviation 4.47%
Annualized Sharpe 0.05
Win Rate % 42.9%
Longest Drawdown 128.5 months
Avg Trades Per Year 1.09
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Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $273,438.40
CAGR % 5.37%
Max % Drawdown (28.57%)
Standard Deviation 2.96%
Annualized Sharpe 0.27
Win Rate % 38.5%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.68
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,662,211.27
CAGR % 8.67%
Max % Drawdown (10.02%)
Standard Deviation 1.53%
Annualized Sharpe 1.04
Win Rate % 68.0%
Longest Drawdown 32.4 months
Avg Trades Per Year 0.54
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,641,171.40
CAGR % 10.13%
Max % Drawdown (32.95%)
Standard Deviation 3.33%
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 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,195,894.09
CAGR % 11.78%
Max % Drawdown (24.76%)
Standard Deviation 3.80%
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 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $12,296,930.98
CAGR % 10.97%
Max % Drawdown (21.10%)
Standard Deviation 3.37%
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 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,578,550.12
CAGR % 7.28%
Max % Drawdown (59.61%)
Standard Deviation 4.57%
Annualized Sharpe 0.34
Win Rate % 40.5%
Longest Drawdown 128.5 months
Avg Trades Per Year 0.91
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Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,308,031.59
CAGR % 8.97%
Max % Drawdown (28.97%)
Standard Deviation 3.51%
Annualized Sharpe 0.53
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.78
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