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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $543,389.49
CAGR % 9.31%
Max % Drawdown (33.65%)
Standard Deviation 5.70%
Annualized Sharpe 0.40
Win Rate % 49.5%
Longest Drawdown 47.5 months
Avg Trades Per Year 4.99
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $543,389.49
CAGR % 9.31%
Max % Drawdown (33.65%)
Standard Deviation 5.70%
Annualized Sharpe 0.40
Win Rate % 49.5%
Longest Drawdown 47.5 months
Avg Trades Per Year 4.99
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $822,707.59
CAGR % 11.72%
Max % Drawdown (24.39%)
Standard Deviation 3.91%
Annualized Sharpe 0.67
Win Rate % 55.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.35
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $830,771.13
CAGR % 11.77%
Max % Drawdown (24.39%)
Standard Deviation 3.91%
Annualized Sharpe 0.67
Win Rate % 56.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.51
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $904,216.98
CAGR % 12.27%
Max % Drawdown (19.30%)
Standard Deviation 3.36%
Annualized Sharpe 0.80
Win Rate % 61.4%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.88
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $939,715.29
CAGR % 12.50%
Max % Drawdown (19.26%)
Standard Deviation 3.37%
Annualized Sharpe 0.82
Win Rate % 62.5%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.35
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $793,119.51
CAGR % 11.50%
Max % Drawdown (14.62%)
Standard Deviation 2.63%
Annualized Sharpe 0.92
Win Rate % 63.9%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.93
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $831,160.09
CAGR % 11.78%
Max % Drawdown (14.65%)
Standard Deviation 2.63%
Annualized Sharpe 0.94
Win Rate % 65.3%
Longest Drawdown 16.3 months
Avg Trades Per Year 13.93
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $87,737,268.75
CAGR % 15.86%
Max % Drawdown (44.30%)
Standard Deviation 6.43%
Annualized Sharpe 0.64
Win Rate % 59.5%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.78
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $93,414,487.68
CAGR % 16.02%
Max % Drawdown (44.30%)
Standard Deviation 6.44%
Annualized Sharpe 0.65
Win Rate % 59.7%
Longest Drawdown 61.8 months
Avg Trades Per Year 4.80
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $239,431,438.37
CAGR % 18.42%
Max % Drawdown (32.64%)
Standard Deviation 4.57%
Annualized Sharpe 0.96
Win Rate % 63.8%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.36
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $273,476,433.25
CAGR % 18.76%
Max % Drawdown (32.64%)
Standard Deviation 4.59%
Annualized Sharpe 0.98
Win Rate % 64.4%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.58
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $163,149,672.61
CAGR % 17.43%
Max % Drawdown (27.16%)
Standard Deviation 3.75%
Annualized Sharpe 1.08
Win Rate % 64.3%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.30
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $205,994,043.94
CAGR % 18.03%
Max % Drawdown (27.19%)
Standard Deviation 3.79%
Annualized Sharpe 1.11
Win Rate % 66.2%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.93
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Updated 6 days, 1 hour ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $72,217,605.35
CAGR % 15.37%
Max % Drawdown (20.48%)
Standard Deviation 3.04%
Annualized Sharpe 1.14
Win Rate % 65.5%
Longest Drawdown 20.7 months
Avg Trades Per Year 11.97
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Updated 6 days, 1 hour ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $103,271,802.88
CAGR % 16.27%
Max % Drawdown (20.39%)
Standard Deviation 3.11%
Annualized Sharpe 1.19
Win Rate % 67.9%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.14
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