Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $560,208.61
CAGR % 9.27%
Max % Drawdown (34.34%)
Standard Deviation 5.65%
Annualized Sharpe 0.40
Win Rate % 50.5%
Longest Drawdown 52.6 months
Avg Trades Per Year 4.99
Loading...

Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $560,208.61
CAGR % 9.27%
Max % Drawdown (34.34%)
Standard Deviation 5.65%
Annualized Sharpe 0.40
Win Rate % 50.5%
Longest Drawdown 52.6 months
Avg Trades Per Year 4.99
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $823,151.30
CAGR % 11.45%
Max % Drawdown (24.34%)
Standard Deviation 3.86%
Annualized Sharpe 0.66
Win Rate % 55.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.44
Loading...

Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $829,888.71
CAGR % 11.50%
Max % Drawdown (24.34%)
Standard Deviation 3.86%
Annualized Sharpe 0.66
Win Rate % 56.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.59
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $962,406.15
CAGR % 12.35%
Max % Drawdown (19.27%)
Standard Deviation 3.32%
Annualized Sharpe 0.81
Win Rate % 61.6%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.85
Loading...

Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $997,950.04
CAGR % 12.56%
Max % Drawdown (19.34%)
Standard Deviation 3.33%
Annualized Sharpe 0.83
Win Rate % 62.7%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.31
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $812,977.00
CAGR % 11.38%
Max % Drawdown (14.64%)
Standard Deviation 2.61%
Annualized Sharpe 0.91
Win Rate % 63.2%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.88
Loading...

Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $859,638.87
CAGR % 11.70%
Max % Drawdown (14.67%)
Standard Deviation 2.61%
Annualized Sharpe 0.94
Win Rate % 65.1%
Longest Drawdown 16.3 months
Avg Trades Per Year 13.99
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $90,757,042.63
CAGR % 15.79%
Max % Drawdown (44.30%)
Standard Deviation 6.41%
Annualized Sharpe 0.64
Win Rate % 59.9%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.78
Loading...

Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $96,628,477.34
CAGR % 15.95%
Max % Drawdown (44.30%)
Standard Deviation 6.41%
Annualized Sharpe 0.65
Win Rate % 60.1%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.80
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $238,153,768.21
CAGR % 18.22%
Max % Drawdown (32.64%)
Standard Deviation 4.55%
Annualized Sharpe 0.96
Win Rate % 63.8%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.41
Loading...

Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $271,990,079.26
CAGR % 18.56%
Max % Drawdown (32.64%)
Standard Deviation 4.56%
Annualized Sharpe 0.97
Win Rate % 64.4%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.62
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $171,871,935.19
CAGR % 17.40%
Max % Drawdown (27.16%)
Standard Deviation 3.74%
Annualized Sharpe 1.08
Win Rate % 64.4%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.29
Loading...

Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $217,035,971.82
CAGR % 17.99%
Max % Drawdown (27.19%)
Standard Deviation 3.77%
Annualized Sharpe 1.11
Win Rate % 66.3%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.92
Loading...

Updated 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $74,322,109.16
CAGR % 15.30%
Max % Drawdown (20.47%)
Standard Deviation 3.03%
Annualized Sharpe 1.13
Win Rate % 65.2%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.95
Loading...

Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,342,794.96
CAGR % 16.19%
Max % Drawdown (20.40%)
Standard Deviation 3.09%
Annualized Sharpe 1.18
Win Rate % 67.7%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.14
Loading...