| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,067,872.65 |
| CAGR % | 11.10% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 5.65% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 52.7% |
| Longest Drawdown | 81.8 months |
| Avg Trades Per Year | 4.89 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,067,872.65 |
| CAGR % | 11.10% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 5.65% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 52.7% |
| Longest Drawdown | 81.8 months |
| Avg Trades Per Year | 4.89 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,725,834.32 |
| CAGR % | 13.50% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 57.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.14 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,739,243.58 |
| CAGR % | 13.54% |
| Max % Drawdown | (24.32%) |
| Standard Deviation | 3.98% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 57.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.27 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,849,708.05 |
| CAGR % | 13.85% |
| Max % Drawdown | (18.95%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 63.2% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.76 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,929,071.36 |
| CAGR % | 14.06% |
| Max % Drawdown | (19.03%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 64.6% |
| Longest Drawdown | 24.5 months |
| Avg Trades Per Year | 11.29 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,265,651.56 |
| CAGR % | 11.95% |
| Max % Drawdown | (14.71%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 59.0% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.36 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,307,060.23 |
| CAGR % | 12.11% |
| Max % Drawdown | (14.68%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 61.8% |
| Longest Drawdown | 16.4 months |
| Avg Trades Per Year | 14.45 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $168,242,491.58 |
| CAGR % | 16.19% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.35% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 60.8% |
| Longest Drawdown | 81.8 months |
| Avg Trades Per Year | 4.79 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $179,136,908.05 |
| CAGR % | 16.34% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.36% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 60.9% |
| Longest Drawdown | 81.8 months |
| Avg Trades Per Year | 4.81 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $455,316,892.78 |
| CAGR % | 18.55% |
| Max % Drawdown | (32.73%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.54 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $519,648,330.13 |
| CAGR % | 18.87% |
| Max % Drawdown | (32.73%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.74 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $329,801,511.85 |
| CAGR % | 17.78% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.74% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 65.9% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.30 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $416,324,682.12 |
| CAGR % | 18.34% |
| Max % Drawdown | (27.84%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 67.7% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 10.95 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $116,519,693.97 |
| CAGR % | 15.33% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 62.8% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 12.10 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $165,040,886.55 |
| CAGR % | 16.15% |
| Max % Drawdown | (20.38%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.18 |
| Win Rate % | 66.0% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.26 |
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