Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,362,927.83 |
CAGR % | 10.75% |
Max % Drawdown | (98.84%) |
Standard Deviation | 5.50% |
Annualized Sharpe | 0.48 |
Win Rate % | 53.3% |
Longest Drawdown | 71.7 months |
Avg Trades Per Year | 4.77 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,343,431.22 |
CAGR % | 10.69% |
Max % Drawdown | (98.82%) |
Standard Deviation | 5.50% |
Annualized Sharpe | 0.47 |
Win Rate % | 52.8% |
Longest Drawdown | 71.7 months |
Avg Trades Per Year | 4.81 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,856,620.66 |
CAGR % | 12.10% |
Max % Drawdown | (37.36%) |
Standard Deviation | 3.88% |
Annualized Sharpe | 0.70 |
Win Rate % | 54.6% |
Longest Drawdown | 39.0 months |
Avg Trades Per Year | 10.16 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,864,306.82 |
CAGR % | 12.12% |
Max % Drawdown | (38.26%) |
Standard Deviation | 3.89% |
Annualized Sharpe | 0.70 |
Win Rate % | 55.4% |
Longest Drawdown | 39.0 months |
Avg Trades Per Year | 10.52 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,842,670.37 |
CAGR % | 12.07% |
Max % Drawdown | (29.63%) |
Standard Deviation | 3.29% |
Annualized Sharpe | 0.80 |
Win Rate % | 58.1% |
Longest Drawdown | 40.1 months |
Avg Trades Per Year | 11.65 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,902,291.17 |
CAGR % | 12.21% |
Max % Drawdown | (29.59%) |
Standard Deviation | 3.32% |
Annualized Sharpe | 0.81 |
Win Rate % | 59.4% |
Longest Drawdown | 40.1 months |
Avg Trades Per Year | 12.43 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,336,134.32 |
CAGR % | 10.67% |
Max % Drawdown | (17.52%) |
Standard Deviation | 2.65% |
Annualized Sharpe | 0.83 |
Win Rate % | 56.4% |
Longest Drawdown | 35.9 months |
Avg Trades Per Year | 12.75 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,402,147.54 |
CAGR % | 10.88% |
Max % Drawdown | (18.27%) |
Standard Deviation | 2.67% |
Annualized Sharpe | 0.85 |
Win Rate % | 59.1% |
Longest Drawdown | 39.1 months |
Avg Trades Per Year | 15.09 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $203,747,301.85 |
CAGR % | 15.59% |
Max % Drawdown | (98.95%) |
Standard Deviation | 6.21% |
Annualized Sharpe | 0.65 |
Win Rate % | 60.9% |
Longest Drawdown | 71.7 months |
Avg Trades Per Year | 4.81 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $213,894,348.03 |
CAGR % | 15.70% |
Max % Drawdown | (98.95%) |
Standard Deviation | 6.21% |
Annualized Sharpe | 0.65 |
Win Rate % | 60.8% |
Longest Drawdown | 71.7 months |
Avg Trades Per Year | 4.85 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $403,003,256.37 |
CAGR % | 17.10% |
Max % Drawdown | (37.35%) |
Standard Deviation | 4.48% |
Annualized Sharpe | 0.91 |
Win Rate % | 62.1% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.53 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $454,645,106.06 |
CAGR % | 17.37% |
Max % Drawdown | (38.09%) |
Standard Deviation | 4.50% |
Annualized Sharpe | 0.92 |
Win Rate % | 62.7% |
Longest Drawdown | 38.9 months |
Avg Trades Per Year | 9.83 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $310,490,128.67 |
CAGR % | 16.52% |
Max % Drawdown | (28.60%) |
Standard Deviation | 3.67% |
Annualized Sharpe | 1.04 |
Win Rate % | 63.4% |
Longest Drawdown | 40.1 months |
Avg Trades Per Year | 10.80 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $390,469,973.48 |
CAGR % | 17.03% |
Max % Drawdown | (28.81%) |
Standard Deviation | 3.71% |
Annualized Sharpe | 1.07 |
Win Rate % | 65.1% |
Longest Drawdown | 40.1 months |
Avg Trades Per Year | 11.56 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Faber Global13 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $121,063,036.04 |
CAGR % | 14.46% |
Max % Drawdown | (20.50%) |
Standard Deviation | 2.97% |
Annualized Sharpe | 1.08 |
Win Rate % | 61.8% |
Longest Drawdown | 35.9 months |
Avg Trades Per Year | 12.38 |
Updated | 1 day, 17 hours ago |
---|---|
Portfolio | Fabler Global13 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-07-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $171,377,695.18 |
CAGR % | 15.21% |
Max % Drawdown | (20.38%) |
Standard Deviation | 3.05% |
Annualized Sharpe | 1.12 |
Win Rate % | 64.8% |
Longest Drawdown | 39.3 months |
Avg Trades Per Year | 14.76 |