| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $564,498.13 |
| CAGR % | 8.86% |
| Max % Drawdown | (34.32%) |
| Standard Deviation | 5.58% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 52.0% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 5.00 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $564,498.13 |
| CAGR % | 8.86% |
| Max % Drawdown | (34.32%) |
| Standard Deviation | 5.58% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 52.0% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 5.00 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $924,362.26 |
| CAGR % | 11.53% |
| Max % Drawdown | (24.51%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 55.4% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.45 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $932,662.29 |
| CAGR % | 11.58% |
| Max % Drawdown | (24.51%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 56.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.59 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,021,800.62 |
| CAGR % | 12.08% |
| Max % Drawdown | (19.27%) |
| Standard Deviation | 3.26% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 61.1% |
| Longest Drawdown | 28.4 months |
| Avg Trades Per Year | 11.08 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,059,019.60 |
| CAGR % | 12.28% |
| Max % Drawdown | (19.34%) |
| Standard Deviation | 3.27% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.3% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.58 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $802,604.43 |
| CAGR % | 10.76% |
| Max % Drawdown | (14.73%) |
| Standard Deviation | 2.58% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 61.3% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.41 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $859,985.76 |
| CAGR % | 11.13% |
| Max % Drawdown | (14.57%) |
| Standard Deviation | 2.58% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 63.3% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 14.42 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $91,181,330.69 |
| CAGR % | 15.47% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.36% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.4% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 4.79 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $97,081,480.68 |
| CAGR % | 15.62% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.5% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 4.81 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $257,363,017.48 |
| CAGR % | 18.02% |
| Max % Drawdown | (32.66%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.43 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $293,838,996.79 |
| CAGR % | 18.35% |
| Max % Drawdown | (32.66%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.1% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.64 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $183,213,677.24 |
| CAGR % | 17.18% |
| Max % Drawdown | (27.16%) |
| Standard Deviation | 3.71% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 64.4% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.42 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $231,695,118.42 |
| CAGR % | 17.76% |
| Max % Drawdown | (27.20%) |
| Standard Deviation | 3.74% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 66.2% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.06 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $74,382,572.67 |
| CAGR % | 14.97% |
| Max % Drawdown | (20.45%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 64.2% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.13 |
| Updated | 5 days ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,279,338.93 |
| CAGR % | 15.86% |
| Max % Drawdown | (20.38%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | 1.16 |
| Win Rate % | 66.9% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.33 |
© Copyright 2013 - 2020
Extrategic Investing, LLC.
All rights reserved.
