| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $875,112.33 |
| CAGR % | 9.34% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.61% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 50.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.86 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $863,288.92 |
| CAGR % | 9.28% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.61% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 50.4% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.90 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,679,102.11 |
| CAGR % | 12.31% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 56.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.08 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,660,626.42 |
| CAGR % | 12.26% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 56.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.41 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,822,980.58 |
| CAGR % | 12.69% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 60.7% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.11 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,855,300.87 |
| CAGR % | 12.78% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 61.9% |
| Longest Drawdown | 25.3 months |
| Avg Trades Per Year | 11.98 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,224,136.09 |
| CAGR % | 10.86% |
| Max % Drawdown | (15.08%) |
| Standard Deviation | 2.69% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 56.0% |
| Longest Drawdown | 29.3 months |
| Avg Trades Per Year | 12.63 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,251,991.76 |
| CAGR % | 10.96% |
| Max % Drawdown | (18.21%) |
| Standard Deviation | 2.70% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 58.6% |
| Longest Drawdown | 29.3 months |
| Avg Trades Per Year | 15.10 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $137,042,654.32 |
| CAGR % | 15.12% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.31% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.6% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.78 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $143,823,733.06 |
| CAGR % | 15.23% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.32% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.5% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.82 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $447,905,906.32 |
| CAGR % | 17.81% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 63.4% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.53 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $500,907,383.20 |
| CAGR % | 18.07% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.82 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,863,925.17 |
| CAGR % | 17.07% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 64.5% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.49 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $400,797,698.73 |
| CAGR % | 17.55% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.1% |
| Longest Drawdown | 25.3 months |
| Avg Trades Per Year | 11.29 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,246,432.24 |
| CAGR % | 14.67% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 61.0% |
| Longest Drawdown | 29.3 months |
| Avg Trades Per Year | 12.24 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $156,565,045.81 |
| CAGR % | 15.42% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 64.0% |
| Longest Drawdown | 29.3 months |
| Avg Trades Per Year | 14.58 |
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