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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $927,451.70
CAGR % 9.61%
Max % Drawdown (33.92%)
Standard Deviation 5.59%
Annualized Sharpe 0.42
Win Rate % 50.8%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.86
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $914,937.85
CAGR % 9.55%
Max % Drawdown (33.92%)
Standard Deviation 5.59%
Annualized Sharpe 0.41
Win Rate % 50.4%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.90
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,719,744.06
CAGR % 12.43%
Max % Drawdown (24.24%)
Standard Deviation 3.95%
Annualized Sharpe 0.71
Win Rate % 56.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.09
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,700,499.88
CAGR % 12.38%
Max % Drawdown (24.24%)
Standard Deviation 3.96%
Annualized Sharpe 0.70
Win Rate % 56.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.42
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,861,097.97
CAGR % 12.80%
Max % Drawdown (19.01%)
Standard Deviation 3.31%
Annualized Sharpe 0.85
Win Rate % 60.7%
Longest Drawdown 28.3 months
Avg Trades Per Year 11.12
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,894,306.32
CAGR % 12.88%
Max % Drawdown (18.92%)
Standard Deviation 3.33%
Annualized Sharpe 0.85
Win Rate % 61.9%
Longest Drawdown 25.1 months
Avg Trades Per Year 11.99
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,246,454.48
CAGR % 10.95%
Max % Drawdown (15.08%)
Standard Deviation 2.68%
Annualized Sharpe 0.85
Win Rate % 56.0%
Longest Drawdown 29.1 months
Avg Trades Per Year 12.64
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,274,985.16
CAGR % 11.06%
Max % Drawdown (18.21%)
Standard Deviation 2.69%
Annualized Sharpe 0.85
Win Rate % 58.6%
Longest Drawdown 29.1 months
Avg Trades Per Year 15.12
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $145,244,476.44
CAGR % 15.26%
Max % Drawdown (44.35%)
Standard Deviation 6.30%
Annualized Sharpe 0.63
Win Rate % 59.6%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.78
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $152,431,381.01
CAGR % 15.36%
Max % Drawdown (44.35%)
Standard Deviation 6.31%
Annualized Sharpe 0.63
Win Rate % 59.5%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.82
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $458,780,331.77
CAGR % 17.87%
Max % Drawdown (32.72%)
Standard Deviation 4.52%
Annualized Sharpe 0.94
Win Rate % 63.4%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.54
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $513,109,324.14
CAGR % 18.13%
Max % Drawdown (32.72%)
Standard Deviation 4.54%
Annualized Sharpe 0.96
Win Rate % 63.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.83
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $330,692,303.21
CAGR % 17.12%
Max % Drawdown (27.80%)
Standard Deviation 3.72%
Annualized Sharpe 1.07
Win Rate % 64.5%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.49
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $409,265,196.85
CAGR % 17.61%
Max % Drawdown (27.85%)
Standard Deviation 3.76%
Annualized Sharpe 1.09
Win Rate % 66.1%
Longest Drawdown 25.1 months
Avg Trades Per Year 11.29
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Updated 4 days, 10 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $114,320,053.62
CAGR % 14.72%
Max % Drawdown (20.49%)
Standard Deviation 3.02%
Annualized Sharpe 1.09
Win Rate % 61.0%
Longest Drawdown 29.1 months
Avg Trades Per Year 12.25
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Updated 4 days, 10 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-04-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $159,460,522.41
CAGR % 15.47%
Max % Drawdown (20.37%)
Standard Deviation 3.09%
Annualized Sharpe 1.13
Win Rate % 64.0%
Longest Drawdown 29.1 months
Avg Trades Per Year 14.59
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