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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,119,079.68
CAGR % 10.13%
Max % Drawdown (33.92%)
Standard Deviation 5.56%
Annualized Sharpe 0.44
Win Rate % 53.3%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.87
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Updated 2 days, 8 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,102,907.15
CAGR % 10.06%
Max % Drawdown (33.92%)
Standard Deviation 5.56%
Annualized Sharpe 0.44
Win Rate % 52.8%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.91
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Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,903,839.73
CAGR % 12.49%
Max % Drawdown (24.24%)
Standard Deviation 3.95%
Annualized Sharpe 0.71
Win Rate % 56.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.06
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Updated 2 days, 9 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,881,731.10
CAGR % 12.44%
Max % Drawdown (24.24%)
Standard Deviation 3.96%
Annualized Sharpe 0.71
Win Rate % 57.3%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.38
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Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,961,299.87
CAGR % 12.62%
Max % Drawdown (19.01%)
Standard Deviation 3.32%
Annualized Sharpe 0.84
Win Rate % 60.2%
Longest Drawdown 33.6 months
Avg Trades Per Year 11.34
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Updated 2 days, 8 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,993,137.90
CAGR % 12.69%
Max % Drawdown (18.91%)
Standard Deviation 3.34%
Annualized Sharpe 0.84
Win Rate % 61.3%
Longest Drawdown 34.3 months
Avg Trades Per Year 12.18
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Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,350,419.70
CAGR % 10.96%
Max % Drawdown (15.07%)
Standard Deviation 2.68%
Annualized Sharpe 0.85
Win Rate % 56.1%
Longest Drawdown 35.3 months
Avg Trades Per Year 12.54
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Updated 2 days, 8 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,374,938.36
CAGR % 11.04%
Max % Drawdown (18.18%)
Standard Deviation 2.69%
Annualized Sharpe 0.85
Win Rate % 58.6%
Longest Drawdown 36.4 months
Avg Trades Per Year 14.93
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Updated 2 days, 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $175,540,050.70
CAGR % 15.44%
Max % Drawdown (44.35%)
Standard Deviation 6.28%
Annualized Sharpe 0.63
Win Rate % 60.6%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.78
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Updated 2 days, 9 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $184,224,767.67
CAGR % 15.54%
Max % Drawdown (44.35%)
Standard Deviation 6.29%
Annualized Sharpe 0.64
Win Rate % 60.6%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.82
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Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $502,865,808.53
CAGR % 17.79%
Max % Drawdown (32.72%)
Standard Deviation 4.51%
Annualized Sharpe 0.94
Win Rate % 63.5%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.53
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Updated 2 days, 8 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $561,915,362.98
CAGR % 18.05%
Max % Drawdown (32.72%)
Standard Deviation 4.53%
Annualized Sharpe 0.95
Win Rate % 64.0%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.82
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Updated 2 days, 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $348,141,225.07
CAGR % 16.96%
Max % Drawdown (27.80%)
Standard Deviation 3.72%
Annualized Sharpe 1.06
Win Rate % 64.1%
Longest Drawdown 33.6 months
Avg Trades Per Year 10.61
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Updated 2 days, 9 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $430,908,426.24
CAGR % 17.44%
Max % Drawdown (27.85%)
Standard Deviation 3.76%
Annualized Sharpe 1.08
Win Rate % 65.8%
Longest Drawdown 34.3 months
Avg Trades Per Year 11.39
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Updated 2 days, 8 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $123,426,793.39
CAGR % 14.66%
Max % Drawdown (20.49%)
Standard Deviation 3.01%
Annualized Sharpe 1.09
Win Rate % 60.9%
Longest Drawdown 35.3 months
Avg Trades Per Year 12.20
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Updated 2 days, 8 hours ago
Portfolio Fabler Global13 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $172,209,771.08
CAGR % 15.39%
Max % Drawdown (20.37%)
Standard Deviation 3.08%
Annualized Sharpe 1.12
Win Rate % 64.0%
Longest Drawdown 38.3 months
Avg Trades Per Year 14.51
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