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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $774,966.13
CAGR % 8.44%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.40
Win Rate % 59.4%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.80
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $783,297.49
CAGR % 8.49%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.41
Win Rate % 59.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,014,954.26
CAGR % 9.60%
Max % Drawdown (21.02%)
Standard Deviation 2.81%
Annualized Sharpe 0.69
Win Rate % 59.3%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.47
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,139,469.14
CAGR % 10.11%
Max % Drawdown (20.56%)
Standard Deviation 2.89%
Annualized Sharpe 0.72
Win Rate % 63.1%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.90
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $83,223,353.61
CAGR % 13.73%
Max % Drawdown (34.45%)
Standard Deviation 5.00%
Annualized Sharpe 0.66
Win Rate % 60.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.42
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $98,436,152.45
CAGR % 14.09%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.68
Win Rate % 61.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.50
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $46,199,099.43
CAGR % 12.45%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.90
Win Rate % 59.8%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.38
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Updated 6 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-04-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $69,888,902.15
CAGR % 13.35%
Max % Drawdown (20.83%)
Standard Deviation 3.07%
Annualized Sharpe 0.96
Win Rate % 64.7%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.74
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