| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,110,418.09 |
| CAGR % | 10.21% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 52.9% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.88 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,094,374.16 |
| CAGR % | 10.14% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.57% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 52.5% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.92 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,901,809.46 |
| CAGR % | 12.63% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.94% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 56.6% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.05 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,880,744.75 |
| CAGR % | 12.58% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 57.2% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.37 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,946,891.43 |
| CAGR % | 12.73% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.29% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 60.7% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 11.30 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,975,751.21 |
| CAGR % | 12.80% |
| Max % Drawdown | (18.91%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 61.8% |
| Longest Drawdown | 31.1 months |
| Avg Trades Per Year | 12.15 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,328,243.92 |
| CAGR % | 11.01% |
| Max % Drawdown | (15.07%) |
| Standard Deviation | 2.66% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 56.1% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 12.59 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,351,795.99 |
| CAGR % | 11.09% |
| Max % Drawdown | (18.18%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 58.6% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 15.01 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $174,154,991.01 |
| CAGR % | 15.50% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.29% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.5% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $182,766,665.68 |
| CAGR % | 15.61% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.29% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.4% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.83 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $502,646,560.80 |
| CAGR % | 17.89% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.52 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $561,576,331.86 |
| CAGR % | 18.15% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.0% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.81 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $345,174,211.84 |
| CAGR % | 17.04% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.71% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 64.4% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 10.58 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $427,203,172.20 |
| CAGR % | 17.52% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.75% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.0% |
| Longest Drawdown | 31.1 months |
| Avg Trades Per Year | 11.38 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $121,477,228.01 |
| CAGR % | 14.70% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 61.0% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 12.23 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $169,481,379.13 |
| CAGR % | 15.44% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 64.0% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 14.54 |
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