| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $939,514.08 |
| CAGR % | 8.73% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.66% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.88 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $950,352.60 |
| CAGR % | 8.78% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.66% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 60.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.92 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,445,425.15 |
| CAGR % | 10.49% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 60.3% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.52 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,620,262.44 |
| CAGR % | 10.97% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 63.3% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.90 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $101,064,809.89 |
| CAGR % | 13.73% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 61.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $119,539,310.88 |
| CAGR % | 14.09% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.03% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.55 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $65,901,340.58 |
| CAGR % | 12.83% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 60.3% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.41 |
| Updated | 3 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,466,597.67 |
| CAGR % | 13.70% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.7% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.75 |
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