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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,693,846.19
CAGR % 11.59%
Max % Drawdown (33.96%)
Standard Deviation 5.53%
Annualized Sharpe 0.51
Win Rate % 53.3%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.73
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,670,160.50
CAGR % 11.53%
Max % Drawdown (33.96%)
Standard Deviation 5.53%
Annualized Sharpe 0.51
Win Rate % 52.8%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.77
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,143,327.93
CAGR % 12.61%
Max % Drawdown (24.14%)
Standard Deviation 3.88%
Annualized Sharpe 0.73
Win Rate % 54.6%
Longest Drawdown 39.0 months
Avg Trades Per Year 10.07
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,150,498.74
CAGR % 12.63%
Max % Drawdown (24.14%)
Standard Deviation 3.89%
Annualized Sharpe 0.73
Win Rate % 55.4%
Longest Drawdown 39.0 months
Avg Trades Per Year 10.42
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,079,918.18
CAGR % 12.48%
Max % Drawdown (20.39%)
Standard Deviation 3.29%
Annualized Sharpe 0.83
Win Rate % 57.8%
Longest Drawdown 40.8 months
Avg Trades Per Year 11.66
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,143,447.37
CAGR % 12.61%
Max % Drawdown (20.43%)
Standard Deviation 3.32%
Annualized Sharpe 0.84
Win Rate % 59.2%
Longest Drawdown 40.8 months
Avg Trades Per Year 12.44
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,491,935.00
CAGR % 11.04%
Max % Drawdown (15.72%)
Standard Deviation 2.65%
Annualized Sharpe 0.87
Win Rate % 56.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 12.67
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,565,111.08
CAGR % 11.25%
Max % Drawdown (18.27%)
Standard Deviation 2.67%
Annualized Sharpe 0.88
Win Rate % 59.2%
Longest Drawdown 39.1 months
Avg Trades Per Year 14.99
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $254,738,802.41
CAGR % 16.01%
Max % Drawdown (43.33%)
Standard Deviation 6.21%
Annualized Sharpe 0.66
Win Rate % 60.9%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.79
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $267,419,227.88
CAGR % 16.12%
Max % Drawdown (43.33%)
Standard Deviation 6.22%
Annualized Sharpe 0.67
Win Rate % 60.8%
Longest Drawdown 71.7 months
Avg Trades Per Year 4.83
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $464,635,731.17
CAGR % 17.34%
Max % Drawdown (32.90%)
Standard Deviation 4.48%
Annualized Sharpe 0.92
Win Rate % 62.1%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.49
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $524,080,947.31
CAGR % 17.61%
Max % Drawdown (32.90%)
Standard Deviation 4.49%
Annualized Sharpe 0.94
Win Rate % 62.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.79
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $349,921,831.47
CAGR % 16.71%
Max % Drawdown (27.49%)
Standard Deviation 3.67%
Annualized Sharpe 1.05
Win Rate % 63.2%
Longest Drawdown 40.8 months
Avg Trades Per Year 10.81
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $439,931,334.58
CAGR % 17.22%
Max % Drawdown (27.54%)
Standard Deviation 3.70%
Annualized Sharpe 1.08
Win Rate % 65.0%
Longest Drawdown 41.0 months
Avg Trades Per Year 11.57
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Updated 3 days, 3 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $135,197,630.30
CAGR % 14.63%
Max % Drawdown (20.51%)
Standard Deviation 2.97%
Annualized Sharpe 1.10
Win Rate % 61.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 12.35
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Updated 3 days, 3 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $191,358,879.18
CAGR % 15.38%
Max % Drawdown (20.39%)
Standard Deviation 3.04%
Annualized Sharpe 1.14
Win Rate % 64.9%
Longest Drawdown 39.3 months
Avg Trades Per Year 14.71
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