| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $888,324.30 |
| CAGR % | 10.59% |
| Max % Drawdown | (33.99%) |
| Standard Deviation | 5.65% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 52.8% |
| Longest Drawdown | 81.0 months |
| Avg Trades Per Year | 4.97 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $888,324.30 |
| CAGR % | 10.59% |
| Max % Drawdown | (33.99%) |
| Standard Deviation | 5.65% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 52.8% |
| Longest Drawdown | 81.0 months |
| Avg Trades Per Year | 4.97 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,533,036.13 |
| CAGR % | 13.40% |
| Max % Drawdown | (24.28%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 56.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.09 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,546,657.62 |
| CAGR % | 13.45% |
| Max % Drawdown | (24.28%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 57.2% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.23 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,762,949.02 |
| CAGR % | 14.14% |
| Max % Drawdown | (18.98%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.7% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.78 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,837,575.06 |
| CAGR % | 14.35% |
| Max % Drawdown | (18.93%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.9% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.29 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,244,952.23 |
| CAGR % | 12.32% |
| Max % Drawdown | (14.68%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 59.5% |
| Longest Drawdown | 22.9 months |
| Avg Trades Per Year | 12.16 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,296,749.64 |
| CAGR % | 12.53% |
| Max % Drawdown | (14.69%) |
| Standard Deviation | 2.67% |
| Annualized Sharpe | 1.01 |
| Win Rate % | 62.3% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 14.28 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $140,006,168.10 |
| CAGR % | 16.04% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.36% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 60.9% |
| Longest Drawdown | 81.0 months |
| Avg Trades Per Year | 4.82 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $149,076,068.65 |
| CAGR % | 16.18% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.37% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 61.0% |
| Longest Drawdown | 81.0 months |
| Avg Trades Per Year | 4.85 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $404,212,753.39 |
| CAGR % | 18.59% |
| Max % Drawdown | (32.73%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 63.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.51 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $461,339,100.21 |
| CAGR % | 18.91% |
| 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 | 9.71 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $317,001,121.74 |
| CAGR % | 18.00% |
| 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 | 10.31 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $398,206,547.05 |
| CAGR % | 18.55% |
| Max % Drawdown | (27.84%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 1.15 |
| Win Rate % | 67.9% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 10.94 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $114,289,749.98 |
| CAGR % | 15.55% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.03% |
| Annualized Sharpe | 1.16 |
| Win Rate % | 63.1% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.01 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $163,820,500.24 |
| CAGR % | 16.41% |
| Max % Drawdown | (20.39%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.20 |
| Win Rate % | 66.3% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.19 |
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