| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $447,612.59 |
| CAGR % | 7.63% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 4.02 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $447,612.59 |
| CAGR % | 7.63% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 4.02 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $613,401.98 |
| CAGR % | 9.31% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 57.8% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.41 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $678,292.41 |
| CAGR % | 9.85% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 61.7% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.64 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,997,033.49 |
| CAGR % | 13.91% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $56,244,148.23 |
| CAGR % | 14.30% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.55 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,860,952.96 |
| CAGR % | 12.61% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.2% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,601,508.86 |
| CAGR % | 13.57% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.3% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.61 |
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