Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,119,079.68 |
CAGR % | 10.13% |
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 | 4.87 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,102,907.15 |
CAGR % | 10.06% |
Max % Drawdown | (33.92%) |
Standard Deviation | 5.56% |
Annualized Sharpe | 0.44 |
Win Rate % | 52.8% |
Longest Drawdown | 82.0 months |
Avg Trades Per Year | 4.91 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,903,839.73 |
CAGR % | 12.49% |
Max % Drawdown | (24.24%) |
Standard Deviation | 3.95% |
Annualized Sharpe | 0.71 |
Win Rate % | 56.7% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 10.06 |
Updated | 2 days, 9 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,881,731.10 |
CAGR % | 12.44% |
Max % Drawdown | (24.24%) |
Standard Deviation | 3.96% |
Annualized Sharpe | 0.71 |
Win Rate % | 57.3% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 10.38 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,961,299.87 |
CAGR % | 12.62% |
Max % Drawdown | (19.01%) |
Standard Deviation | 3.32% |
Annualized Sharpe | 0.84 |
Win Rate % | 60.2% |
Longest Drawdown | 33.6 months |
Avg Trades Per Year | 11.34 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,993,137.90 |
CAGR % | 12.69% |
Max % Drawdown | (18.91%) |
Standard Deviation | 3.34% |
Annualized Sharpe | 0.84 |
Win Rate % | 61.3% |
Longest Drawdown | 34.3 months |
Avg Trades Per Year | 12.18 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,350,419.70 |
CAGR % | 10.96% |
Max % Drawdown | (15.07%) |
Standard Deviation | 2.68% |
Annualized Sharpe | 0.85 |
Win Rate % | 56.1% |
Longest Drawdown | 35.3 months |
Avg Trades Per Year | 12.54 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,374,938.36 |
CAGR % | 11.04% |
Max % Drawdown | (18.18%) |
Standard Deviation | 2.69% |
Annualized Sharpe | 0.85 |
Win Rate % | 58.6% |
Longest Drawdown | 36.4 months |
Avg Trades Per Year | 14.93 |
Updated | 2 days, 9 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $175,540,050.70 |
CAGR % | 15.44% |
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 | 4.78 |
Updated | 2 days, 9 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $184,224,767.67 |
CAGR % | 15.54% |
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 | 4.82 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $502,865,808.53 |
CAGR % | 17.79% |
Max % Drawdown | (32.72%) |
Standard Deviation | 4.51% |
Annualized Sharpe | 0.94 |
Win Rate % | 63.5% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.53 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $561,915,362.98 |
CAGR % | 18.05% |
Max % Drawdown | (32.72%) |
Standard Deviation | 4.53% |
Annualized Sharpe | 0.95 |
Win Rate % | 64.0% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.82 |
Updated | 2 days, 9 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $348,141,225.07 |
CAGR % | 16.96% |
Max % Drawdown | (27.80%) |
Standard Deviation | 3.72% |
Annualized Sharpe | 1.06 |
Win Rate % | 64.1% |
Longest Drawdown | 33.6 months |
Avg Trades Per Year | 10.61 |
Updated | 2 days, 9 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $430,908,426.24 |
CAGR % | 17.44% |
Max % Drawdown | (27.85%) |
Standard Deviation | 3.76% |
Annualized Sharpe | 1.08 |
Win Rate % | 65.8% |
Longest Drawdown | 34.3 months |
Avg Trades Per Year | 11.39 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $123,426,793.39 |
CAGR % | 14.66% |
Max % Drawdown | (20.49%) |
Standard Deviation | 3.01% |
Annualized Sharpe | 1.09 |
Win Rate % | 60.9% |
Longest Drawdown | 35.3 months |
Avg Trades Per Year | 12.20 |
Updated | 2 days, 8 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-01-17 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $172,209,771.08 |
CAGR % | 15.39% |
Max % Drawdown | (20.37%) |
Standard Deviation | 3.08% |
Annualized Sharpe | 1.12 |
Win Rate % | 64.0% |
Longest Drawdown | 38.3 months |
Avg Trades Per Year | 14.51 |