Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,067,872.65 |
CAGR % | 11.10% |
Max % Drawdown | (33.98%) |
Standard Deviation | 5.65% |
Annualized Sharpe | 0.48 |
Win Rate % | 52.7% |
Longest Drawdown | 81.8 months |
Avg Trades Per Year | 4.89 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,067,872.65 |
CAGR % | 11.10% |
Max % Drawdown | (33.98%) |
Standard Deviation | 5.65% |
Annualized Sharpe | 0.48 |
Win Rate % | 52.7% |
Longest Drawdown | 81.8 months |
Avg Trades Per Year | 4.89 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,725,834.32 |
CAGR % | 13.50% |
Max % Drawdown | (24.32%) |
Standard Deviation | 3.99% |
Annualized Sharpe | 0.77 |
Win Rate % | 57.0% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 10.14 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,739,243.58 |
CAGR % | 13.54% |
Max % Drawdown | (24.32%) |
Standard Deviation | 3.98% |
Annualized Sharpe | 0.77 |
Win Rate % | 57.6% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 10.27 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,849,708.05 |
CAGR % | 13.85% |
Max % Drawdown | (18.95%) |
Standard Deviation | 3.33% |
Annualized Sharpe | 0.93 |
Win Rate % | 63.2% |
Longest Drawdown | 28.3 months |
Avg Trades Per Year | 10.76 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,929,071.36 |
CAGR % | 14.06% |
Max % Drawdown | (19.03%) |
Standard Deviation | 3.34% |
Annualized Sharpe | 0.94 |
Win Rate % | 64.6% |
Longest Drawdown | 24.5 months |
Avg Trades Per Year | 11.29 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,265,651.56 |
CAGR % | 11.95% |
Max % Drawdown | (14.71%) |
Standard Deviation | 2.68% |
Annualized Sharpe | 0.94 |
Win Rate % | 59.0% |
Longest Drawdown | 20.7 months |
Avg Trades Per Year | 12.36 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,307,060.23 |
CAGR % | 12.11% |
Max % Drawdown | (14.68%) |
Standard Deviation | 2.68% |
Annualized Sharpe | 0.96 |
Win Rate % | 61.8% |
Longest Drawdown | 16.4 months |
Avg Trades Per Year | 14.45 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $168,242,491.58 |
CAGR % | 16.19% |
Max % Drawdown | (44.35%) |
Standard Deviation | 6.35% |
Annualized Sharpe | 0.66 |
Win Rate % | 60.8% |
Longest Drawdown | 81.8 months |
Avg Trades Per Year | 4.79 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $179,136,908.05 |
CAGR % | 16.34% |
Max % Drawdown | (44.35%) |
Standard Deviation | 6.36% |
Annualized Sharpe | 0.66 |
Win Rate % | 60.9% |
Longest Drawdown | 81.8 months |
Avg Trades Per Year | 4.81 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $455,316,892.78 |
CAGR % | 18.55% |
Max % Drawdown | (32.73%) |
Standard Deviation | 4.55% |
Annualized Sharpe | 0.98 |
Win Rate % | 64.0% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.54 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $519,648,330.13 |
CAGR % | 18.87% |
Max % Drawdown | (32.73%) |
Standard Deviation | 4.56% |
Annualized Sharpe | 0.99 |
Win Rate % | 64.5% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.74 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $329,801,511.85 |
CAGR % | 17.78% |
Max % Drawdown | (27.80%) |
Standard Deviation | 3.74% |
Annualized Sharpe | 1.11 |
Win Rate % | 65.9% |
Longest Drawdown | 28.9 months |
Avg Trades Per Year | 10.30 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $416,324,682.12 |
CAGR % | 18.34% |
Max % Drawdown | (27.84%) |
Standard Deviation | 3.77% |
Annualized Sharpe | 1.13 |
Win Rate % | 67.7% |
Longest Drawdown | 24.7 months |
Avg Trades Per Year | 10.95 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $116,519,693.97 |
CAGR % | 15.33% |
Max % Drawdown | (20.49%) |
Standard Deviation | 3.02% |
Annualized Sharpe | 1.14 |
Win Rate % | 62.8% |
Longest Drawdown | 20.7 months |
Avg Trades Per Year | 12.10 |
Updated | 3 days, 1 hour ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2022-07-01 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $165,040,886.55 |
CAGR % | 16.15% |
Max % Drawdown | (20.38%) |
Standard Deviation | 3.09% |
Annualized Sharpe | 1.18 |
Win Rate % | 66.0% |
Longest Drawdown | 19.6 months |
Avg Trades Per Year | 14.26 |