| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $892,319.97 |
| CAGR % | 8.64% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.63% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $901,768.60 |
| CAGR % | 8.68% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.63% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.90 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,363,921.17 |
| CAGR % | 10.40% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 60.2% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.47 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,528,349.65 |
| CAGR % | 10.87% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 63.2% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.87 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,927,537.37 |
| CAGR % | 13.71% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.46 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $113,463,123.19 |
| CAGR % | 14.07% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.54 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $62,179,604.11 |
| CAGR % | 12.80% |
| 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 | 4.38 |
| Updated | 5 days, 2 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,846,757.23 |
| CAGR % | 13.67% |
| 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 | 5.73 |
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