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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,362,927.83
CAGR % 10.75%
Max % Drawdown (98.84%)
Standard Deviation 5.50%
Annualized Sharpe 0.48
Win Rate % 53.3%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.77
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,343,431.22
CAGR % 10.69%
Max % Drawdown (98.82%)
Standard Deviation 5.50%
Annualized Sharpe 0.47
Win Rate % 52.8%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.81
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,856,620.66
CAGR % 12.10%
Max % Drawdown (37.36%)
Standard Deviation 3.88%
Annualized Sharpe 0.70
Win Rate % 54.6%
Longest Drawdown 39.0 months
Avg Trades Per Year 10.16
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,864,306.82
CAGR % 12.12%
Max % Drawdown (38.26%)
Standard Deviation 3.89%
Annualized Sharpe 0.70
Win Rate % 55.4%
Longest Drawdown 39.0 months
Avg Trades Per Year 10.52
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,842,670.37
CAGR % 12.07%
Max % Drawdown (29.63%)
Standard Deviation 3.29%
Annualized Sharpe 0.80
Win Rate % 58.1%
Longest Drawdown 40.1 months
Avg Trades Per Year 11.65
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,902,291.17
CAGR % 12.21%
Max % Drawdown (29.59%)
Standard Deviation 3.32%
Annualized Sharpe 0.81
Win Rate % 59.4%
Longest Drawdown 40.1 months
Avg Trades Per Year 12.43
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,336,134.32
CAGR % 10.67%
Max % Drawdown (17.52%)
Standard Deviation 2.65%
Annualized Sharpe 0.83
Win Rate % 56.4%
Longest Drawdown 35.9 months
Avg Trades Per Year 12.75
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,402,147.54
CAGR % 10.88%
Max % Drawdown (18.27%)
Standard Deviation 2.67%
Annualized Sharpe 0.85
Win Rate % 59.1%
Longest Drawdown 39.1 months
Avg Trades Per Year 15.09
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $203,747,301.85
CAGR % 15.59%
Max % Drawdown (98.95%)
Standard Deviation 6.21%
Annualized Sharpe 0.65
Win Rate % 60.9%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.81
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $213,894,348.03
CAGR % 15.70%
Max % Drawdown (98.95%)
Standard Deviation 6.21%
Annualized Sharpe 0.65
Win Rate % 60.8%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.85
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $403,003,256.37
CAGR % 17.10%
Max % Drawdown (37.35%)
Standard Deviation 4.48%
Annualized Sharpe 0.91
Win Rate % 62.1%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.53
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $454,645,106.06
CAGR % 17.37%
Max % Drawdown (38.09%)
Standard Deviation 4.50%
Annualized Sharpe 0.92
Win Rate % 62.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.83
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $310,490,128.67
CAGR % 16.52%
Max % Drawdown (28.60%)
Standard Deviation 3.67%
Annualized Sharpe 1.04
Win Rate % 63.4%
Longest Drawdown 40.1 months
Avg Trades Per Year 10.80
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $390,469,973.48
CAGR % 17.03%
Max % Drawdown (28.81%)
Standard Deviation 3.71%
Annualized Sharpe 1.07
Win Rate % 65.1%
Longest Drawdown 40.1 months
Avg Trades Per Year 11.56
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Updated 1 day, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $121,063,036.04
CAGR % 14.46%
Max % Drawdown (20.50%)
Standard Deviation 2.97%
Annualized Sharpe 1.08
Win Rate % 61.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 12.38
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Updated 1 day, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-31
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $171,377,695.18
CAGR % 15.21%
Max % Drawdown (20.38%)
Standard Deviation 3.05%
Annualized Sharpe 1.12
Win Rate % 64.8%
Longest Drawdown 39.3 months
Avg Trades Per Year 14.76
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