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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $557,143.61
CAGR % 9.35%
Max % Drawdown (34.34%)
Standard Deviation 5.69%
Annualized Sharpe 0.40
Win Rate % 50.0%
Longest Drawdown 49.7 months
Avg Trades Per Year 4.00
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $557,143.61
CAGR % 9.35%
Max % Drawdown (34.34%)
Standard Deviation 5.69%
Annualized Sharpe 0.40
Win Rate % 50.0%
Longest Drawdown 49.7 months
Avg Trades Per Year 4.00
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $841,803.29
CAGR % 11.73%
Max % Drawdown (24.34%)
Standard Deviation 3.89%
Annualized Sharpe 0.67
Win Rate % 55.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.35
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $854,011.30
CAGR % 11.81%
Max % Drawdown (24.34%)
Standard Deviation 3.90%
Annualized Sharpe 0.68
Win Rate % 55.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.51
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $939,417.88
CAGR % 12.37%
Max % Drawdown (19.25%)
Standard Deviation 3.34%
Annualized Sharpe 0.81
Win Rate % 61.5%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.82
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $974,904.37
CAGR % 12.58%
Max % Drawdown (19.33%)
Standard Deviation 3.35%
Annualized Sharpe 0.83
Win Rate % 62.7%
Longest Drawdown 24.5 months
Avg Trades Per Year 11.29
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $812,755.46
CAGR % 11.52%
Max % Drawdown (14.64%)
Standard Deviation 2.62%
Annualized Sharpe 0.92
Win Rate % 63.9%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.81
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $855,231.54
CAGR % 11.82%
Max % Drawdown (14.66%)
Standard Deviation 2.62%
Annualized Sharpe 0.95
Win Rate % 65.7%
Longest Drawdown 16.3 months
Avg Trades Per Year 13.94
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $90,297,356.83
CAGR % 15.86%
Max % Drawdown (44.30%)
Standard Deviation 6.42%
Annualized Sharpe 0.64
Win Rate % 59.7%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.78
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $96,139,784.39
CAGR % 16.02%
Max % Drawdown (44.30%)
Standard Deviation 6.43%
Annualized Sharpe 0.65
Win Rate % 59.9%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.80
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $244,441,361.90
CAGR % 18.39%
Max % Drawdown (32.64%)
Standard Deviation 4.57%
Annualized Sharpe 0.97
Win Rate % 63.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.37
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $279,194,711.37
CAGR % 18.73%
Max % Drawdown (32.64%)
Standard Deviation 4.58%
Annualized Sharpe 0.98
Win Rate % 64.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.58
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $167,888,951.23
CAGR % 17.43%
Max % Drawdown (27.16%)
Standard Deviation 3.75%
Annualized Sharpe 1.08
Win Rate % 64.4%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.28
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $211,965,277.57
CAGR % 18.02%
Max % Drawdown (27.19%)
Standard Deviation 3.78%
Annualized Sharpe 1.11
Win Rate % 66.3%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.90
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Updated 1 day, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $73,947,415.38
CAGR % 15.36%
Max % Drawdown (20.47%)
Standard Deviation 3.03%
Annualized Sharpe 1.14
Win Rate % 65.5%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.92
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Updated 1 day, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $105,805,748.19
CAGR % 16.26%
Max % Drawdown (20.40%)
Standard Deviation 3.10%
Annualized Sharpe 1.19
Win Rate % 68.0%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.13
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