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Faber Tactical Asset Allocation w/ Relative Strength



Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,345,541.23
CAGR % 12.89%
Max % Drawdown (33.94%)
Standard Deviation 5.77%
Annualized Sharpe 0.56
Win Rate % 55.7%
Longest Drawdown 69.8 months
Avg Trades Per Year 4.94
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,345,541.23
CAGR % 12.89%
Max % Drawdown (33.94%)
Standard Deviation 5.77%
Annualized Sharpe 0.56
Win Rate % 55.7%
Longest Drawdown 69.8 months
Avg Trades Per Year 4.94
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,555,412.58
CAGR % 13.66%
Max % Drawdown (24.42%)
Standard Deviation 3.98%
Annualized Sharpe 0.78
Win Rate % 56.5%
Longest Drawdown 38.6 months
Avg Trades Per Year 9.98
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,564,838.86
CAGR % 13.69%
Max % Drawdown (24.42%)
Standard Deviation 3.98%
Annualized Sharpe 0.79
Win Rate % 57.1%
Longest Drawdown 38.6 months
Avg Trades Per Year 10.12
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,810,079.54
CAGR % 14.47%
Max % Drawdown (19.10%)
Standard Deviation 3.36%
Annualized Sharpe 0.97
Win Rate % 62.9%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.82
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,852,076.96
CAGR % 14.59%
Max % Drawdown (19.00%)
Standard Deviation 3.36%
Annualized Sharpe 0.98
Win Rate % 64.2%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.33
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,267,782.36
CAGR % 12.58%
Max % Drawdown (14.68%)
Standard Deviation 2.68%
Annualized Sharpe 1.00
Win Rate % 59.9%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.22
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,325,216.80
CAGR % 12.81%
Max % Drawdown (14.55%)
Standard Deviation 2.67%
Annualized Sharpe 1.03
Win Rate % 62.5%
Longest Drawdown 16.1 months
Avg Trades Per Year 14.32
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $223,434,929.67
CAGR % 17.26%
Max % Drawdown (44.29%)
Standard Deviation 6.41%
Annualized Sharpe 0.70
Win Rate % 62.4%
Longest Drawdown 69.8 months
Avg Trades Per Year 4.83
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $237,899,258.59
CAGR % 17.41%
Max % Drawdown (44.29%)
Standard Deviation 6.42%
Annualized Sharpe 0.70
Win Rate % 62.6%
Longest Drawdown 69.8 months
Avg Trades Per Year 4.85
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $416,750,111.34
CAGR % 18.78%
Max % Drawdown (32.66%)
Standard Deviation 4.55%
Annualized Sharpe 0.99
Win Rate % 63.5%
Longest Drawdown 38.5 months
Avg Trades Per Year 9.39
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $475,785,267.37
CAGR % 19.10%
Max % Drawdown (32.66%)
Standard Deviation 4.56%
Annualized Sharpe 1.00
Win Rate % 64.1%
Longest Drawdown 38.5 months
Avg Trades Per Year 9.60
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $322,391,044.16
CAGR % 18.15%
Max % Drawdown (27.17%)
Standard Deviation 3.74%
Annualized Sharpe 1.13
Win Rate % 65.1%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.24
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $406,291,575.55
CAGR % 18.71%
Max % Drawdown (27.20%)
Standard Deviation 3.78%
Annualized Sharpe 1.16
Win Rate % 67.0%
Longest Drawdown 26.9 months
Avg Trades Per Year 10.88
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Updated 7 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $114,709,156.89
CAGR % 15.65%
Max % Drawdown (20.49%)
Standard Deviation 3.03%
Annualized Sharpe 1.16
Win Rate % 63.2%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.06
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $165,804,940.47
CAGR % 16.54%
Max % Drawdown (20.40%)
Standard Deviation 3.09%
Annualized Sharpe 1.21
Win Rate % 66.3%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.26
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