| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $557,143.61 |
| CAGR % | 9.35% |
| Max % Drawdown | (34.34%) |
| Standard Deviation | 5.69% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 50.0% |
| Longest Drawdown | 49.7 months |
| Avg Trades Per Year | 4.00 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $557,143.61 |
| CAGR % | 9.35% |
| Max % Drawdown | (34.34%) |
| Standard Deviation | 5.69% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 50.0% |
| Longest Drawdown | 49.7 months |
| Avg Trades Per Year | 4.00 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $841,803.29 |
| CAGR % | 11.73% |
| Max % Drawdown | (24.34%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 55.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.35 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $854,011.30 |
| CAGR % | 11.81% |
| Max % Drawdown | (24.34%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 55.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.51 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $939,417.88 |
| CAGR % | 12.37% |
| Max % Drawdown | (19.25%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 61.5% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.82 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $974,904.37 |
| CAGR % | 12.58% |
| Max % Drawdown | (19.33%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 62.7% |
| Longest Drawdown | 24.5 months |
| Avg Trades Per Year | 11.29 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $812,755.46 |
| CAGR % | 11.52% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.62% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 63.9% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.81 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $855,231.54 |
| CAGR % | 11.82% |
| Max % Drawdown | (14.66%) |
| Standard Deviation | 2.62% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 65.7% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 13.94 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $90,297,356.83 |
| CAGR % | 15.86% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.42% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 59.7% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.78 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $96,139,784.39 |
| CAGR % | 16.02% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.43% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 59.9% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.80 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $244,441,361.90 |
| CAGR % | 18.39% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 63.7% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.37 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $279,194,711.37 |
| CAGR % | 18.73% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.58 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $167,888,951.23 |
| CAGR % | 17.43% |
| Max % Drawdown | (27.16%) |
| Standard Deviation | 3.75% |
| Annualized Sharpe | 1.08 |
| Win Rate % | 64.4% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.28 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,965,277.57 |
| CAGR % | 18.02% |
| Max % Drawdown | (27.19%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 66.3% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 10.90 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $73,947,415.38 |
| CAGR % | 15.36% |
| Max % Drawdown | (20.47%) |
| Standard Deviation | 3.03% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 65.5% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.92 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,805,748.19 |
| CAGR % | 16.26% |
| Max % Drawdown | (20.40%) |
| Standard Deviation | 3.10% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 68.0% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.13 |
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