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Faber Tactical Asset Allocation w/ Relative Strength



Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,258,287.72
CAGR % 10.52%
Max % Drawdown (33.92%)
Standard Deviation 5.57%
Annualized Sharpe 0.46
Win Rate % 52.8%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.86
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,239,862.55
CAGR % 10.45%
Max % Drawdown (33.92%)
Standard Deviation 5.57%
Annualized Sharpe 0.46
Win Rate % 52.4%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.90
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,842,302.42
CAGR % 12.19%
Max % Drawdown (24.24%)
Standard Deviation 3.94%
Annualized Sharpe 0.69
Win Rate % 56.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.22
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,821,503.57
CAGR % 12.14%
Max % Drawdown (24.24%)
Standard Deviation 3.95%
Annualized Sharpe 0.69
Win Rate % 56.6%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.54
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,897,801.63
CAGR % 12.32%
Max % Drawdown (19.01%)
Standard Deviation 3.31%
Annualized Sharpe 0.81
Win Rate % 60.1%
Longest Drawdown 37.1 months
Avg Trades Per Year 11.49
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,932,265.01
CAGR % 12.40%
Max % Drawdown (18.91%)
Standard Deviation 3.33%
Annualized Sharpe 0.81
Win Rate % 61.2%
Longest Drawdown 37.8 months
Avg Trades Per Year 12.32
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,342,899.71
CAGR % 10.80%
Max % Drawdown (15.07%)
Standard Deviation 2.67%
Annualized Sharpe 0.84
Win Rate % 56.4%
Longest Drawdown 35.3 months
Avg Trades Per Year 12.67
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,365,645.99
CAGR % 10.87%
Max % Drawdown (18.18%)
Standard Deviation 2.68%
Annualized Sharpe 0.84
Win Rate % 58.8%
Longest Drawdown 36.4 months
Avg Trades Per Year 15.04
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $197,395,518.99
CAGR % 15.60%
Max % Drawdown (44.35%)
Standard Deviation 6.28%
Annualized Sharpe 0.64
Win Rate % 60.4%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.78
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $207,161,970.35
CAGR % 15.71%
Max % Drawdown (44.35%)
Standard Deviation 6.29%
Annualized Sharpe 0.64
Win Rate % 60.3%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.82
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $486,632,729.09
CAGR % 17.61%
Max % Drawdown (32.72%)
Standard Deviation 4.51%
Annualized Sharpe 0.93
Win Rate % 63.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.61
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $543,614,081.95
CAGR % 17.86%
Max % Drawdown (32.72%)
Standard Deviation 4.52%
Annualized Sharpe 0.94
Win Rate % 63.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.90
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $337,272,921.80
CAGR % 16.79%
Max % Drawdown (27.80%)
Standard Deviation 3.72%
Annualized Sharpe 1.05
Win Rate % 64.0%
Longest Drawdown 37.1 months
Avg Trades Per Year 10.68
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $417,415,332.00
CAGR % 17.27%
Max % Drawdown (27.85%)
Standard Deviation 3.75%
Annualized Sharpe 1.07
Win Rate % 65.7%
Longest Drawdown 37.8 months
Avg Trades Per Year 11.47
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Updated 5 days, 6 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $122,947,357.33
CAGR % 14.56%
Max % Drawdown (20.49%)
Standard Deviation 3.01%
Annualized Sharpe 1.08
Win Rate % 61.1%
Longest Drawdown 35.3 months
Avg Trades Per Year 12.27
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Updated 5 days, 6 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-02
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $171,282,112.28
CAGR % 15.29%
Max % Drawdown (20.37%)
Standard Deviation 3.08%
Annualized Sharpe 1.12
Win Rate % 64.0%
Longest Drawdown 39.3 months
Avg Trades Per Year 14.56
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