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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $850,280.91
CAGR % 10.19%
Max % Drawdown (33.98%)
Standard Deviation 5.64%
Annualized Sharpe 0.44
Win Rate % 52.3%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.94
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $850,280.91
CAGR % 10.19%
Max % Drawdown (33.98%)
Standard Deviation 5.64%
Annualized Sharpe 0.44
Win Rate % 52.3%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.94
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,612,542.07
CAGR % 13.44%
Max % Drawdown (24.33%)
Standard Deviation 3.98%
Annualized Sharpe 0.77
Win Rate % 57.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.11
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,622,269.72
CAGR % 13.47%
Max % Drawdown (24.33%)
Standard Deviation 3.98%
Annualized Sharpe 0.77
Win Rate % 57.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.25
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,826,444.19
CAGR % 14.08%
Max % Drawdown (18.95%)
Standard Deviation 3.34%
Annualized Sharpe 0.94
Win Rate % 63.6%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.70
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,902,990.42
CAGR % 14.29%
Max % Drawdown (19.03%)
Standard Deviation 3.35%
Annualized Sharpe 0.96
Win Rate % 64.8%
Longest Drawdown 24.5 months
Avg Trades Per Year 11.20
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,254,271.76
CAGR % 12.15%
Max % Drawdown (14.71%)
Standard Deviation 2.70%
Annualized Sharpe 0.96
Win Rate % 59.1%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.20
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,308,508.27
CAGR % 12.37%
Max % Drawdown (14.68%)
Standard Deviation 2.69%
Annualized Sharpe 0.98
Win Rate % 61.9%
Longest Drawdown 16.4 months
Avg Trades Per Year 14.28
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $133,787,508.43
CAGR % 15.81%
Max % Drawdown (44.35%)
Standard Deviation 6.35%
Annualized Sharpe 0.64
Win Rate % 60.6%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.81
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $142,465,702.83
CAGR % 15.96%
Max % Drawdown (44.35%)
Standard Deviation 6.36%
Annualized Sharpe 0.65
Win Rate % 60.8%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.83
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $424,804,047.43
CAGR % 18.57%
Max % Drawdown (32.73%)
Standard Deviation 4.55%
Annualized Sharpe 0.98
Win Rate % 64.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.52
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $484,839,200.96
CAGR % 18.89%
Max % Drawdown (32.73%)
Standard Deviation 4.56%
Annualized Sharpe 0.99
Win Rate % 64.6%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.72
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $327,622,288.91
CAGR % 17.94%
Max % Drawdown (27.80%)
Standard Deviation 3.75%
Annualized Sharpe 1.12
Win Rate % 66.1%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.27
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $411,582,028.93
CAGR % 18.49%
Max % Drawdown (27.84%)
Standard Deviation 3.78%
Annualized Sharpe 1.14
Win Rate % 67.9%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.91
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Updated 1 day, 11 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $115,534,380.10
CAGR % 15.46%
Max % Drawdown (20.49%)
Standard Deviation 3.03%
Annualized Sharpe 1.15
Win Rate % 62.9%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.03
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Updated 1 day, 11 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-01-21
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $165,496,829.01
CAGR % 16.31%
Max % Drawdown (20.38%)
Standard Deviation 3.09%
Annualized Sharpe 1.19
Win Rate % 66.1%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.19
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