Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $925,645.79 |
CAGR % | 9.84% |
Max % Drawdown | (33.92%) |
Standard Deviation | 5.60% |
Annualized Sharpe | 0.43 |
Win Rate % | 51.8% |
Longest Drawdown | 82.0 months |
Avg Trades Per Year | 4.81 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $912,963.66 |
CAGR % | 9.77% |
Max % Drawdown | (33.92%) |
Standard Deviation | 5.60% |
Annualized Sharpe | 0.42 |
Win Rate % | 51.3% |
Longest Drawdown | 82.0 months |
Avg Trades Per Year | 4.85 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,642,147.50 |
CAGR % | 12.52% |
Max % Drawdown | (24.24%) |
Standard Deviation | 3.96% |
Annualized Sharpe | 0.72 |
Win Rate % | 56.5% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.99 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,610,280.58 |
CAGR % | 12.43% |
Max % Drawdown | (24.24%) |
Standard Deviation | 3.97% |
Annualized Sharpe | 0.71 |
Win Rate % | 56.8% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 10.24 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,755,634.46 |
CAGR % | 12.84% |
Max % Drawdown | (19.01%) |
Standard Deviation | 3.32% |
Annualized Sharpe | 0.85 |
Win Rate % | 61.2% |
Longest Drawdown | 28.3 months |
Avg Trades Per Year | 10.96 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,763,168.57 |
CAGR % | 12.86% |
Max % Drawdown | (18.92%) |
Standard Deviation | 3.33% |
Annualized Sharpe | 0.85 |
Win Rate % | 62.0% |
Longest Drawdown | 24.5 months |
Avg Trades Per Year | 11.76 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,187,223.61 |
CAGR % | 11.00% |
Max % Drawdown | (14.67%) |
Standard Deviation | 2.67% |
Annualized Sharpe | 0.86 |
Win Rate % | 56.5% |
Longest Drawdown | 22.4 months |
Avg Trades Per Year | 12.39 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,198,888.00 |
CAGR % | 11.04% |
Max % Drawdown | (15.98%) |
Standard Deviation | 2.68% |
Annualized Sharpe | 0.86 |
Win Rate % | 59.0% |
Longest Drawdown | 22.4 months |
Avg Trades Per Year | 14.80 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $144,988,980.98 |
CAGR % | 15.43% |
Max % Drawdown | (44.35%) |
Standard Deviation | 6.32% |
Annualized Sharpe | 0.63 |
Win Rate % | 60.2% |
Longest Drawdown | 82.1 months |
Avg Trades Per Year | 4.75 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $152,163,281.82 |
CAGR % | 15.54% |
Max % Drawdown | (44.35%) |
Standard Deviation | 6.32% |
Annualized Sharpe | 0.64 |
Win Rate % | 60.1% |
Longest Drawdown | 82.1 months |
Avg Trades Per Year | 4.79 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $437,950,300.47 |
CAGR % | 17.98% |
Max % Drawdown | (32.72%) |
Standard Deviation | 4.53% |
Annualized Sharpe | 0.95 |
Win Rate % | 63.6% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.48 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $485,913,374.23 |
CAGR % | 18.22% |
Max % Drawdown | (32.72%) |
Standard Deviation | 4.55% |
Annualized Sharpe | 0.96 |
Win Rate % | 64.0% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.74 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $312,148,286.68 |
CAGR % | 17.19% |
Max % Drawdown | (27.80%) |
Standard Deviation | 3.73% |
Annualized Sharpe | 1.07 |
Win Rate % | 64.8% |
Longest Drawdown | 28.9 months |
Avg Trades Per Year | 10.41 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $380,984,792.32 |
CAGR % | 17.65% |
Max % Drawdown | (27.85%) |
Standard Deviation | 3.76% |
Annualized Sharpe | 1.09 |
Win Rate % | 66.3% |
Longest Drawdown | 24.7 months |
Avg Trades Per Year | 11.18 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $108,988,670.76 |
CAGR % | 14.78% |
Max % Drawdown | (20.49%) |
Standard Deviation | 3.01% |
Annualized Sharpe | 1.10 |
Win Rate % | 61.3% |
Longest Drawdown | 22.4 months |
Avg Trades Per Year | 12.12 |
Updated | 3 days, 10 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-09-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $150,259,809.86 |
CAGR % | 15.51% |
Max % Drawdown | (20.37%) |
Standard Deviation | 3.09% |
Annualized Sharpe | 1.13 |
Win Rate % | 64.3% |
Longest Drawdown | 22.4 months |
Avg Trades Per Year | 14.43 |