| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $614,302.34 |
| CAGR % | 9.70% |
| Max % Drawdown | (34.34%) |
| Standard Deviation | 5.64% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.0% |
| Longest Drawdown | 54.6 months |
| Avg Trades Per Year | 4.99 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $614,302.34 |
| CAGR % | 9.70% |
| Max % Drawdown | (34.34%) |
| Standard Deviation | 5.64% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.0% |
| Longest Drawdown | 54.6 months |
| Avg Trades Per Year | 4.99 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $894,015.71 |
| CAGR % | 11.81% |
| Max % Drawdown | (24.34%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 55.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.40 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $901,386.98 |
| CAGR % | 11.86% |
| Max % Drawdown | (24.34%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 56.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.55 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,022,975.82 |
| CAGR % | 12.59% |
| Max % Drawdown | (19.27%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 62.1% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 10.91 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,060,537.29 |
| CAGR % | 12.79% |
| Max % Drawdown | (19.34%) |
| Standard Deviation | 3.32% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 63.2% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 11.36 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $846,626.73 |
| CAGR % | 11.50% |
| Max % Drawdown | (14.64%) |
| Standard Deviation | 2.60% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 63.2% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.77 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $896,055.91 |
| CAGR % | 11.83% |
| Max % Drawdown | (14.67%) |
| Standard Deviation | 2.60% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 65.2% |
| Longest Drawdown | 16.3 months |
| Avg Trades Per Year | 13.91 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,536,830.10 |
| CAGR % | 15.96% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.40% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 60.1% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.78 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,976,169.72 |
| CAGR % | 16.11% |
| Max % Drawdown | (44.30%) |
| Standard Deviation | 6.40% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 60.3% |
| Longest Drawdown | 61.8 months |
| Avg Trades Per Year | 4.80 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $258,810,258.99 |
| CAGR % | 18.36% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 63.9% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.39 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $295,571,540.73 |
| CAGR % | 18.70% |
| Max % Drawdown | (32.64%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.61 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $182,780,111.72 |
| CAGR % | 17.48% |
| Max % Drawdown | (27.16%) |
| Standard Deviation | 3.73% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 64.7% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.32 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $230,827,255.55 |
| CAGR % | 18.07% |
| Max % Drawdown | (27.19%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 66.5% |
| Longest Drawdown | 24.7 months |
| Avg Trades Per Year | 10.94 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $77,437,778.67 |
| CAGR % | 15.34% |
| Max % Drawdown | (20.47%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 1.14 |
| Win Rate % | 65.2% |
| Longest Drawdown | 20.7 months |
| Avg Trades Per Year | 11.90 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $110,860,413.53 |
| CAGR % | 16.23% |
| Max % Drawdown | (20.40%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.19 |
| Win Rate % | 67.8% |
| Longest Drawdown | 19.6 months |
| Avg Trades Per Year | 14.11 |
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