Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $614,302.34
CAGR % 9.70%
Max % Drawdown (34.34%)
Standard Deviation 5.64%
Annualized Sharpe 0.42
Win Rate % 51.0%
Longest Drawdown 54.6 months
Avg Trades Per Year 4.99
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $614,302.34
CAGR % 9.70%
Max % Drawdown (34.34%)
Standard Deviation 5.64%
Annualized Sharpe 0.42
Win Rate % 51.0%
Longest Drawdown 54.6 months
Avg Trades Per Year 4.99
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $894,015.71
CAGR % 11.81%
Max % Drawdown (24.34%)
Standard Deviation 3.85%
Annualized Sharpe 0.68
Win Rate % 55.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.40
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $901,386.98
CAGR % 11.86%
Max % Drawdown (24.34%)
Standard Deviation 3.86%
Annualized Sharpe 0.69
Win Rate % 56.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.55
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,022,975.82
CAGR % 12.59%
Max % Drawdown (19.27%)
Standard Deviation 3.31%
Annualized Sharpe 0.83
Win Rate % 62.1%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.91
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,060,537.29
CAGR % 12.79%
Max % Drawdown (19.34%)
Standard Deviation 3.32%
Annualized Sharpe 0.85
Win Rate % 63.2%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.36
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $846,626.73
CAGR % 11.50%
Max % Drawdown (14.64%)
Standard Deviation 2.60%
Annualized Sharpe 0.93
Win Rate % 63.2%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.77
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $896,055.91
CAGR % 11.83%
Max % Drawdown (14.67%)
Standard Deviation 2.60%
Annualized Sharpe 0.96
Win Rate % 65.2%
Longest Drawdown 16.3 months
Avg Trades Per Year 13.91
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $99,536,830.10
CAGR % 15.96%
Max % Drawdown (44.30%)
Standard Deviation 6.40%
Annualized Sharpe 0.65
Win Rate % 60.1%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.78
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $105,976,169.72
CAGR % 16.11%
Max % Drawdown (44.30%)
Standard Deviation 6.40%
Annualized Sharpe 0.65
Win Rate % 60.3%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.80
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $258,810,258.99
CAGR % 18.36%
Max % Drawdown (32.64%)
Standard Deviation 4.55%
Annualized Sharpe 0.97
Win Rate % 63.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.39
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $295,571,540.73
CAGR % 18.70%
Max % Drawdown (32.64%)
Standard Deviation 4.56%
Annualized Sharpe 0.98
Win Rate % 64.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.61
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $182,780,111.72
CAGR % 17.48%
Max % Drawdown (27.16%)
Standard Deviation 3.73%
Annualized Sharpe 1.09
Win Rate % 64.7%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.32
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $230,827,255.55
CAGR % 18.07%
Max % Drawdown (27.19%)
Standard Deviation 3.76%
Annualized Sharpe 1.12
Win Rate % 66.5%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.94
Loading...

Updated 6 days, 22 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $77,437,778.67
CAGR % 15.34%
Max % Drawdown (20.47%)
Standard Deviation 3.02%
Annualized Sharpe 1.14
Win Rate % 65.2%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.90
Loading...

Updated 6 days, 22 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $110,860,413.53
CAGR % 16.23%
Max % Drawdown (20.40%)
Standard Deviation 3.09%
Annualized Sharpe 1.19
Win Rate % 67.8%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.11
Loading...