| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $925,645.79 |
| CAGR % | 9.84% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.60% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 51.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.81 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $912,963.66 |
| CAGR % | 9.77% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.60% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.3% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.85 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,642,147.50 |
| CAGR % | 12.52% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 56.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.99 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,610,280.58 |
| CAGR % | 12.43% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.8% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.24 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,755,634.46 |
| CAGR % | 12.84% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 61.2% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.96 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,763,168.57 |
| CAGR % | 12.86% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 62.0% |
| Longest Drawdown | 24.5 months |
| Avg Trades Per Year | 11.76 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,187,223.61 |
| CAGR % | 11.00% |
| Max % Drawdown | (14.67%) |
| Standard Deviation | 2.67% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 56.5% |
| Longest Drawdown | 22.4 months |
| Avg Trades Per Year | 12.39 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,198,888.00 |
| CAGR % | 11.04% |
| Max % Drawdown | (15.98%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 59.0% |
| Longest Drawdown | 22.4 months |
| Avg Trades Per Year | 14.80 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $144,988,980.98 |
| CAGR % | 15.43% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.32% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.2% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.75 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $152,163,281.82 |
| CAGR % | 15.54% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.32% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.1% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $437,950,300.47 |
| CAGR % | 17.98% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.48 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $485,913,374.23 |
| CAGR % | 18.22% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.74 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,148,286.68 |
| CAGR % | 17.19% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.73% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 64.8% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.41 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $380,984,792.32 |
| CAGR % | 17.65% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.3% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.18 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $108,988,670.76 |
| CAGR % | 14.78% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 61.3% |
| Longest Drawdown | 22.4 months |
| Avg Trades Per Year | 12.12 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $150,259,809.86 |
| CAGR % | 15.51% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 64.3% |
| Longest Drawdown | 22.4 months |
| Avg Trades Per Year | 14.43 |
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