| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
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