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Faber Tactical Asset Allocation w/ Relative Strength



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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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