| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $961,952.86 |
| CAGR % | 9.66% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.7% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.89 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $948,947.77 |
| CAGR % | 9.60% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.2% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.93 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,770,410.72 |
| CAGR % | 12.42% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.06 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,751,052.21 |
| CAGR % | 12.37% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.39 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,898,426.88 |
| CAGR % | 12.74% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 60.8% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.12 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,931,993.71 |
| CAGR % | 12.82% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 61.9% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.98 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,275,606.16 |
| CAGR % | 10.93% |
| Max % Drawdown | (15.09%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 56.1% |
| Longest Drawdown | 32.3 months |
| Avg Trades Per Year | 12.63 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,304,885.89 |
| CAGR % | 11.03% |
| Max % Drawdown | (18.21%) |
| Standard Deviation | 2.69% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 58.6% |
| Longest Drawdown | 32.3 months |
| Avg Trades Per Year | 15.07 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $150,647,574.87 |
| CAGR % | 15.25% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.9% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $158,102,033.80 |
| CAGR % | 15.36% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.8% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.83 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $472,166,752.53 |
| CAGR % | 17.84% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 63.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.53 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $528,122,056.17 |
| CAGR % | 18.09% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.8% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.82 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,204,544.61 |
| CAGR % | 17.07% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 64.5% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.50 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $417,351,872.41 |
| CAGR % | 17.55% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.75% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.2% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.29 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $117,063,856.57 |
| CAGR % | 14.69% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 61.0% |
| Longest Drawdown | 32.3 months |
| Avg Trades Per Year | 12.24 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $163,308,525.86 |
| CAGR % | 15.43% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 64.0% |
| Longest Drawdown | 32.3 months |
| Avg Trades Per Year | 14.57 |
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