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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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