| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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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