| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $981,988.41 |
| CAGR % | 10.26% |
| Max % Drawdown | (33.96%) |
| Standard Deviation | 5.61% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 52.3% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.74 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $968,239.65 |
| CAGR % | 10.19% |
| Max % Drawdown | (33.96%) |
| Standard Deviation | 5.61% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 51.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.79 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,687,276.49 |
| CAGR % | 12.84% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 56.7% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.96 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,650,112.83 |
| CAGR % | 12.73% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.98% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 56.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.21 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,752,868.15 |
| CAGR % | 13.02% |
| Max % Drawdown | (19.02%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 62.3% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.77 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,759,610.62 |
| CAGR % | 13.04% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.1% |
| Longest Drawdown | 24.5 months |
| Avg Trades Per Year | 11.58 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,189,634.97 |
| CAGR % | 11.17% |
| Max % Drawdown | (14.67%) |
| Standard Deviation | 2.67% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 57.7% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.22 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,199,513.91 |
| CAGR % | 11.21% |
| Max % Drawdown | (15.78%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 60.2% |
| Longest Drawdown | 18.5 months |
| Avg Trades Per Year | 14.62 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $155,222,249.27 |
| CAGR % | 15.70% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.33% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.5% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.72 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $162,895,187.76 |
| CAGR % | 15.81% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.33% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 60.4% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.76 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $448,851,840.77 |
| CAGR % | 18.16% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 63.7% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.46 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $497,984,732.29 |
| CAGR % | 18.40% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.1% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.72 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $311,339,880.82 |
| CAGR % | 17.30% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.73% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 65.4% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.32 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $379,899,983.88 |
| CAGR % | 17.77% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 66.9% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.09 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,044,261.12 |
| CAGR % | 14.89% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.10 |
| Win Rate % | 61.9% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.04 |
| Updated | 9 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-05-26 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $150,702,700.03 |
| CAGR % | 15.63% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 65.0% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.35 |
© Copyright 2013 - 2023
Extrategic Investing, LLC.
All rights reserved.
