| Updated | 32 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,082,623.21 |
| CAGR % | 10.01% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.56% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 53.3% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.89 |
| Updated | 32 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,066,974.46 |
| CAGR % | 9.95% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.56% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 52.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.93 |
| Updated | 34 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,843,671.96 |
| CAGR % | 12.38% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 57.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.05 |
| Updated | 34 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,825,382.01 |
| CAGR % | 12.34% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 57.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.37 |
| Updated | 32 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,900,632.10 |
| CAGR % | 12.52% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 60.4% |
| Longest Drawdown | 32.7 months |
| Avg Trades Per Year | 11.33 |
| Updated | 34 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,931,380.54 |
| CAGR % | 12.59% |
| Max % Drawdown | (18.91%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 61.5% |
| Longest Drawdown | 33.4 months |
| Avg Trades Per Year | 12.18 |
| Updated | 31 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,315,770.53 |
| CAGR % | 10.88% |
| Max % Drawdown | (15.07%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 56.2% |
| Longest Drawdown | 35.3 months |
| Avg Trades Per Year | 12.54 |
| Updated | 30 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,339,227.75 |
| CAGR % | 10.95% |
| Max % Drawdown | (18.18%) |
| Standard Deviation | 2.69% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 58.7% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 14.94 |
| Updated | 36 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $169,792,111.88 |
| CAGR % | 15.39% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.28% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.6% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 34 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $178,188,051.13 |
| CAGR % | 15.49% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.29% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.6% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.83 |
| Updated | 31 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $487,141,730.40 |
| CAGR % | 17.75% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 63.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.53 |
| Updated | 33 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $544,317,950.90 |
| CAGR % | 18.00% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 64.1% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.81 |
| Updated | 37 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,395,698.01 |
| CAGR % | 16.92% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 1.05 |
| Win Rate % | 64.2% |
| Longest Drawdown | 32.7 months |
| Avg Trades Per Year | 10.60 |
| Updated | 37 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $417,593,836.15 |
| CAGR % | 17.40% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 65.9% |
| Longest Drawdown | 33.4 months |
| Avg Trades Per Year | 11.39 |
| Updated | 33 minutes ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $120,357,187.92 |
| CAGR % | 14.62% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 61.0% |
| Longest Drawdown | 35.3 months |
| Avg Trades Per Year | 12.20 |
| Updated | 31 minutes ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-12-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,909,792.57 |
| CAGR % | 15.36% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 64.1% |
| Longest Drawdown | 37.4 months |
| Avg Trades Per Year | 14.51 |
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