| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $543,389.49 |
| CAGR % | 9.31% |
| Max % Drawdown | (33.65%) |
| Standard Deviation | 5.70% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 49.5% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 4.99 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $543,389.49 |
| CAGR % | 9.31% |
| Max % Drawdown | (33.65%) |
| Standard Deviation | 5.70% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 49.5% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 4.99 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $822,707.59 |
| CAGR % | 11.72% |
| Max % Drawdown | (24.39%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 55.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.35 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $830,771.13 |
| CAGR % | 11.77% |
| Max % Drawdown | (24.39%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 56.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.51 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $904,216.98 |
| CAGR % | 12.27% |
| Max % Drawdown | (19.30%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 61.4% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.88 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $939,715.29 |
| CAGR % | 12.50% |
| Max % Drawdown | (19.26%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.5% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.35 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $793,119.51 |
| CAGR % | 11.50% |
| Max % Drawdown | (14.62%) |
| Standard Deviation | 2.63% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 63.9% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.93 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $831,160.09 |
| CAGR % | 11.78% |
| Max % Drawdown | (14.65%) |
| Standard Deviation | 2.63% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 65.3% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 13.93 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $87,737,268.75 |
| CAGR % | 15.86% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.43% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 59.5% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.78 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,414,487.68 |
| CAGR % | 16.02% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.44% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 59.7% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.80 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $239,431,438.37 |
| CAGR % | 18.42% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 63.8% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.36 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $273,476,433.25 |
| CAGR % | 18.76% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.58 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $163,149,672.61 |
| CAGR % | 17.43% |
| Max % Drawdown | (27.16%) |
| Standard Deviation | 3.75% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 64.3% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.30 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $205,994,043.94 |
| CAGR % | 18.03% |
| Max % Drawdown | (27.19%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 66.2% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 10.93 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,217,605.35 |
| CAGR % | 15.37% |
| Max % Drawdown | (20.48%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 65.5% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.97 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $103,271,802.88 |
| CAGR % | 16.27% |
| Max % Drawdown | (20.39%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 67.9% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.14 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
