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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $765,141.61
CAGR % 9.47%
Max % Drawdown (33.98%)
Standard Deviation 4.68%
Annualized Sharpe 0.46
Win Rate % 60.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.91
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $765,141.61
CAGR % 9.47%
Max % Drawdown (33.98%)
Standard Deviation 4.68%
Annualized Sharpe 0.46
Win Rate % 60.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.91
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $963,557.65
CAGR % 10.60%
Max % Drawdown (21.02%)
Standard Deviation 2.81%
Annualized Sharpe 0.78
Win Rate % 59.2%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.36
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,062,332.36
CAGR % 11.08%
Max % Drawdown (20.56%)
Standard Deviation 2.88%
Annualized Sharpe 0.81
Win Rate % 62.2%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.65
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $82,098,943.08
CAGR % 14.52%
Max % Drawdown (34.45%)
Standard Deviation 5.04%
Annualized Sharpe 0.70
Win Rate % 61.4%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $96,207,470.92
CAGR % 14.89%
Max % Drawdown (34.46%)
Standard Deviation 5.07%
Annualized Sharpe 0.71
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.52
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $43,798,640.45
CAGR % 13.08%
Max % Drawdown (21.22%)
Standard Deviation 2.99%
Annualized Sharpe 0.96
Win Rate % 59.8%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.32
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Updated 3 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $65,017,566.85
CAGR % 13.98%
Max % Drawdown (20.83%)
Standard Deviation 3.07%
Annualized Sharpe 1.01
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.62
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