| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,078,157.26 |
| CAGR % | 10.03% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 52.9% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.86 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,062,574.76 |
| CAGR % | 9.97% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 52.5% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.91 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,885,642.17 |
| CAGR % | 12.54% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.93% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 56.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.01 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,864,727.45 |
| CAGR % | 12.49% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.94% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 57.2% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.33 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,921,361.78 |
| CAGR % | 12.62% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.29% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 60.5% |
| Longest Drawdown | 31.6 months |
| Avg Trades Per Year | 11.30 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,950,484.07 |
| CAGR % | 12.69% |
| Max % Drawdown | (18.91%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 61.6% |
| Longest Drawdown | 32.2 months |
| Avg Trades Per Year | 12.14 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,312,421.80 |
| CAGR % | 10.91% |
| Max % Drawdown | (15.07%) |
| Standard Deviation | 2.66% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 55.9% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 12.58 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,335,948.64 |
| CAGR % | 10.99% |
| Max % Drawdown | (18.18%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 58.4% |
| Longest Drawdown | 36.2 months |
| Avg Trades Per Year | 14.00 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $169,092,401.43 |
| CAGR % | 15.41% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.29% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.5% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.78 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,453,750.73 |
| CAGR % | 15.51% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.4% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.82 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $498,347,445.70 |
| CAGR % | 17.84% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.50 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $556,784,650.02 |
| CAGR % | 18.09% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.79 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $340,779,956.35 |
| CAGR % | 16.98% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.71% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 64.3% |
| Longest Drawdown | 31.6 months |
| Avg Trades Per Year | 10.58 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $421,772,869.12 |
| CAGR % | 17.46% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.74% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 65.9% |
| Longest Drawdown | 32.2 months |
| Avg Trades Per Year | 11.37 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $119,940,656.71 |
| CAGR % | 14.65% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 60.9% |
| Longest Drawdown | 36.2 months |
| Avg Trades Per Year | 12.22 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,334,243.66 |
| CAGR % | 15.38% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 63.9% |
| Longest Drawdown | 36.2 months |
| Avg Trades Per Year | 14.54 |
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