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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,067,872.65
CAGR % 11.10%
Max % Drawdown (33.98%)
Standard Deviation 5.65%
Annualized Sharpe 0.48
Win Rate % 52.7%
Longest Drawdown 81.8 months
Avg Trades Per Year 4.89
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,067,872.65
CAGR % 11.10%
Max % Drawdown (33.98%)
Standard Deviation 5.65%
Annualized Sharpe 0.48
Win Rate % 52.7%
Longest Drawdown 81.8 months
Avg Trades Per Year 4.89
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,725,834.32
CAGR % 13.50%
Max % Drawdown (24.32%)
Standard Deviation 3.99%
Annualized Sharpe 0.77
Win Rate % 57.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.14
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,739,243.58
CAGR % 13.54%
Max % Drawdown (24.32%)
Standard Deviation 3.98%
Annualized Sharpe 0.77
Win Rate % 57.6%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.27
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,849,708.05
CAGR % 13.85%
Max % Drawdown (18.95%)
Standard Deviation 3.33%
Annualized Sharpe 0.93
Win Rate % 63.2%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.76
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,929,071.36
CAGR % 14.06%
Max % Drawdown (19.03%)
Standard Deviation 3.34%
Annualized Sharpe 0.94
Win Rate % 64.6%
Longest Drawdown 24.5 months
Avg Trades Per Year 11.29
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,265,651.56
CAGR % 11.95%
Max % Drawdown (14.71%)
Standard Deviation 2.68%
Annualized Sharpe 0.94
Win Rate % 59.0%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.36
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,307,060.23
CAGR % 12.11%
Max % Drawdown (14.68%)
Standard Deviation 2.68%
Annualized Sharpe 0.96
Win Rate % 61.8%
Longest Drawdown 16.4 months
Avg Trades Per Year 14.45
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $168,242,491.58
CAGR % 16.19%
Max % Drawdown (44.35%)
Standard Deviation 6.35%
Annualized Sharpe 0.66
Win Rate % 60.8%
Longest Drawdown 81.8 months
Avg Trades Per Year 4.79
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $179,136,908.05
CAGR % 16.34%
Max % Drawdown (44.35%)
Standard Deviation 6.36%
Annualized Sharpe 0.66
Win Rate % 60.9%
Longest Drawdown 81.8 months
Avg Trades Per Year 4.81
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $455,316,892.78
CAGR % 18.55%
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 9.54
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $519,648,330.13
CAGR % 18.87%
Max % Drawdown (32.73%)
Standard Deviation 4.56%
Annualized Sharpe 0.99
Win Rate % 64.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.74
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $329,801,511.85
CAGR % 17.78%
Max % Drawdown (27.80%)
Standard Deviation 3.74%
Annualized Sharpe 1.11
Win Rate % 65.9%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.30
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $416,324,682.12
CAGR % 18.34%
Max % Drawdown (27.84%)
Standard Deviation 3.77%
Annualized Sharpe 1.13
Win Rate % 67.7%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.95
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Updated 3 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $116,519,693.97
CAGR % 15.33%
Max % Drawdown (20.49%)
Standard Deviation 3.02%
Annualized Sharpe 1.14
Win Rate % 62.8%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.10
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Updated 3 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $165,040,886.55
CAGR % 16.15%
Max % Drawdown (20.38%)
Standard Deviation 3.09%
Annualized Sharpe 1.18
Win Rate % 66.0%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.26
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