| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $839,518.02 |
| CAGR % | 8.97% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.75 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $848,519.83 |
| CAGR % | 9.02% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.79 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,104,085.44 |
| CAGR % | 10.18% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 58.3% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.36 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,239,417.54 |
| CAGR % | 10.70% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.81 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $90,186,399.62 |
| CAGR % | 14.04% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.40 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,671,909.05 |
| CAGR % | 14.42% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.7% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,286,507.18 |
| CAGR % | 12.77% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 59.4% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.33 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $76,073,200.66 |
| CAGR % | 13.67% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.70 |
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