| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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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