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Faber Tactical Asset Allocation w/ Relative Strength



Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $981,988.41
CAGR % 10.26%
Max % Drawdown (33.96%)
Standard Deviation 5.61%
Annualized Sharpe 0.45
Win Rate % 52.3%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.74
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Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $968,239.65
CAGR % 10.19%
Max % Drawdown (33.96%)
Standard Deviation 5.61%
Annualized Sharpe 0.44
Win Rate % 51.8%
Longest Drawdown 82.0 months
Avg Trades Per Year 4.79
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,687,276.49
CAGR % 12.84%
Max % Drawdown (24.24%)
Standard Deviation 3.97%
Annualized Sharpe 0.73
Win Rate % 56.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.96
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Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,650,112.83
CAGR % 12.73%
Max % Drawdown (24.24%)
Standard Deviation 3.98%
Annualized Sharpe 0.73
Win Rate % 56.9%
Longest Drawdown 38.9 months
Avg Trades Per Year 10.21
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,752,868.15
CAGR % 13.02%
Max % Drawdown (19.02%)
Standard Deviation 3.33%
Annualized Sharpe 0.87
Win Rate % 62.3%
Longest Drawdown 28.3 months
Avg Trades Per Year 10.77
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Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,759,610.62
CAGR % 13.04%
Max % Drawdown (18.92%)
Standard Deviation 3.35%
Annualized Sharpe 0.86
Win Rate % 63.1%
Longest Drawdown 24.5 months
Avg Trades Per Year 11.58
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,189,634.97
CAGR % 11.17%
Max % Drawdown (14.67%)
Standard Deviation 2.67%
Annualized Sharpe 0.87
Win Rate % 57.7%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.22
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Period 2000-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,199,513.91
CAGR % 11.21%
Max % Drawdown (15.78%)
Standard Deviation 2.68%
Annualized Sharpe 0.88
Win Rate % 60.2%
Longest Drawdown 18.5 months
Avg Trades Per Year 14.62
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $155,222,249.27
CAGR % 15.70%
Max % Drawdown (44.35%)
Standard Deviation 6.33%
Annualized Sharpe 0.64
Win Rate % 60.5%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.72
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Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $162,895,187.76
CAGR % 15.81%
Max % Drawdown (44.35%)
Standard Deviation 6.33%
Annualized Sharpe 0.65
Win Rate % 60.4%
Longest Drawdown 82.1 months
Avg Trades Per Year 4.76
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $448,851,840.77
CAGR % 18.16%
Max % Drawdown (32.72%)
Standard Deviation 4.54%
Annualized Sharpe 0.96
Win Rate % 63.7%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.46
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Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $497,984,732.29
CAGR % 18.40%
Max % Drawdown (32.72%)
Standard Deviation 4.55%
Annualized Sharpe 0.97
Win Rate % 64.1%
Longest Drawdown 38.9 months
Avg Trades Per Year 9.72
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $311,339,880.82
CAGR % 17.30%
Max % Drawdown (27.80%)
Standard Deviation 3.73%
Annualized Sharpe 1.08
Win Rate % 65.4%
Longest Drawdown 28.9 months
Avg Trades Per Year 10.32
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Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $379,899,983.88
CAGR % 17.77%
Max % Drawdown (27.85%)
Standard Deviation 3.77%
Annualized Sharpe 1.10
Win Rate % 66.9%
Longest Drawdown 24.7 months
Avg Trades Per Year 11.09
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Updated 9 hours ago
Portfolio Faber Global13
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,044,261.12
CAGR % 14.89%
Max % Drawdown (20.49%)
Standard Deviation 3.01%
Annualized Sharpe 1.10
Win Rate % 61.9%
Longest Drawdown 20.7 months
Avg Trades Per Year 12.04
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Period 1973-01-01 — 2023-05-26
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $150,702,700.03
CAGR % 15.63%
Max % Drawdown (20.37%)
Standard Deviation 3.09%
Annualized Sharpe 1.14
Win Rate % 65.0%
Longest Drawdown 19.6 months
Avg Trades Per Year 14.35
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