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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,110,418.09
CAGR % 10.21%
Max % Drawdown (33.92%)
Standard Deviation 5.57%
Annualized Sharpe 0.45
Win Rate % 52.9%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.88
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,094,374.16
CAGR % 10.14%
Max % Drawdown (33.92%)
Standard Deviation 5.57%
Annualized Sharpe 0.44
Win Rate % 52.5%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.92
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,901,809.46
CAGR % 12.63%
Max % Drawdown (24.24%)
Standard Deviation 3.94%
Annualized Sharpe 0.72
Win Rate % 56.6%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.05
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,880,744.75
CAGR % 12.58%
Max % Drawdown (24.24%)
Standard Deviation 3.95%
Annualized Sharpe 0.72
Win Rate % 57.2%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.37
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,946,891.43
CAGR % 12.73%
Max % Drawdown (19.01%)
Standard Deviation 3.29%
Annualized Sharpe 0.85
Win Rate % 60.7%
Longest Drawdown 30.4 months
Avg Trades Per Year 11.30
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,975,751.21
CAGR % 12.80%
Max % Drawdown (18.91%)
Standard Deviation 3.31%
Annualized Sharpe 0.85
Win Rate % 61.8%
Longest Drawdown 31.1 months
Avg Trades Per Year 12.15
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,328,243.92
CAGR % 11.01%
Max % Drawdown (15.07%)
Standard Deviation 2.66%
Annualized Sharpe 0.86
Win Rate % 56.1%
Longest Drawdown 35.1 months
Avg Trades Per Year 12.59
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,351,795.99
CAGR % 11.09%
Max % Drawdown (18.18%)
Standard Deviation 2.68%
Annualized Sharpe 0.86
Win Rate % 58.6%
Longest Drawdown 35.1 months
Avg Trades Per Year 15.01
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $174,154,991.01
CAGR % 15.50%
Max % Drawdown (44.35%)
Standard Deviation 6.29%
Annualized Sharpe 0.64
Win Rate % 60.5%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.79
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $182,766,665.68
CAGR % 15.61%
Max % Drawdown (44.35%)
Standard Deviation 6.29%
Annualized Sharpe 0.64
Win Rate % 60.4%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.83
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $502,646,560.80
CAGR % 17.89%
Max % Drawdown (32.72%)
Standard Deviation 4.51%
Annualized Sharpe 0.95
Win Rate % 63.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.52
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $561,576,331.86
CAGR % 18.15%
Max % Drawdown (32.72%)
Standard Deviation 4.53%
Annualized Sharpe 0.96
Win Rate % 64.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.81
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $345,174,211.84
CAGR % 17.04%
Max % Drawdown (27.80%)
Standard Deviation 3.71%
Annualized Sharpe 1.06
Win Rate % 64.4%
Longest Drawdown 30.4 months
Avg Trades Per Year 10.58
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $427,203,172.20
CAGR % 17.52%
Max % Drawdown (27.85%)
Standard Deviation 3.75%
Annualized Sharpe 1.09
Win Rate % 66.0%
Longest Drawdown 31.1 months
Avg Trades Per Year 11.38
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Updated 2 days, 15 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $121,477,228.01
CAGR % 14.70%
Max % Drawdown (20.49%)
Standard Deviation 3.01%
Annualized Sharpe 1.09
Win Rate % 61.0%
Longest Drawdown 35.1 months
Avg Trades Per Year 12.23
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Updated 2 days, 15 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $169,481,379.13
CAGR % 15.44%
Max % Drawdown (20.37%)
Standard Deviation 3.08%
Annualized Sharpe 1.13
Win Rate % 64.0%
Longest Drawdown 35.1 months
Avg Trades Per Year 14.54
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