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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $888,324.30
CAGR % 10.59%
Max % Drawdown (33.99%)
Standard Deviation 5.65%
Annualized Sharpe 0.46
Win Rate % 52.8%
Longest Drawdown 81.0 months
Avg Trades Per Year 4.97
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $888,324.30
CAGR % 10.59%
Max % Drawdown (33.99%)
Standard Deviation 5.65%
Annualized Sharpe 0.46
Win Rate % 52.8%
Longest Drawdown 81.0 months
Avg Trades Per Year 4.97
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,533,036.13
CAGR % 13.40%
Max % Drawdown (24.28%)
Standard Deviation 3.97%
Annualized Sharpe 0.77
Win Rate % 56.6%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.09
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,546,657.62
CAGR % 13.45%
Max % Drawdown (24.28%)
Standard Deviation 3.97%
Annualized Sharpe 0.77
Win Rate % 57.2%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.23
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,762,949.02
CAGR % 14.14%
Max % Drawdown (18.98%)
Standard Deviation 3.33%
Annualized Sharpe 0.95
Win Rate % 63.7%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.78
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,837,575.06
CAGR % 14.35%
Max % Drawdown (18.93%)
Standard Deviation 3.34%
Annualized Sharpe 0.96
Win Rate % 64.9%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.29
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,244,952.23
CAGR % 12.32%
Max % Drawdown (14.68%)
Standard Deviation 2.68%
Annualized Sharpe 0.98
Win Rate % 59.5%
Longest Drawdown 22.9 months
Avg Trades Per Year 12.16
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,296,749.64
CAGR % 12.53%
Max % Drawdown (14.69%)
Standard Deviation 2.67%
Annualized Sharpe 1.01
Win Rate % 62.3%
Longest Drawdown 16.3 months
Avg Trades Per Year 14.28
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $140,006,168.10
CAGR % 16.04%
Max % Drawdown (44.35%)
Standard Deviation 6.36%
Annualized Sharpe 0.65
Win Rate % 60.9%
Longest Drawdown 81.0 months
Avg Trades Per Year 4.82
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $149,076,068.65
CAGR % 16.18%
Max % Drawdown (44.35%)
Standard Deviation 6.37%
Annualized Sharpe 0.66
Win Rate % 61.0%
Longest Drawdown 81.0 months
Avg Trades Per Year 4.85
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $404,212,753.39
CAGR % 18.59%
Max % Drawdown (32.73%)
Standard Deviation 4.55%
Annualized Sharpe 0.98
Win Rate % 63.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.51
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $461,339,100.21
CAGR % 18.91%
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 9.71
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $317,001,121.74
CAGR % 18.00%
Max % Drawdown (27.80%)
Standard Deviation 3.75%
Annualized Sharpe 1.12
Win Rate % 66.1%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.31
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $398,206,547.05
CAGR % 18.55%
Max % Drawdown (27.84%)
Standard Deviation 3.78%
Annualized Sharpe 1.15
Win Rate % 67.9%
Longest Drawdown 24.7 months
Avg Trades Per Year 10.94
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Updated 6 days, 17 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $114,289,749.98
CAGR % 15.55%
Max % Drawdown (20.49%)
Standard Deviation 3.03%
Annualized Sharpe 1.16
Win Rate % 63.1%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.01
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Updated 6 days, 17 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $163,820,500.24
CAGR % 16.41%
Max % Drawdown (20.39%)
Standard Deviation 3.09%
Annualized Sharpe 1.20
Win Rate % 66.3%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.19
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