| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $841,982.26 |
| CAGR % | 8.95% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.74 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $851,005.95 |
| CAGR % | 8.99% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.78 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,088,677.06 |
| CAGR % | 10.08% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 58.3% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.34 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,222,634.78 |
| CAGR % | 10.59% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.79 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $90,450,111.90 |
| CAGR % | 14.02% |
| 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 | 3.39 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,983,820.54 |
| CAGR % | 14.39% |
| 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 | 3.47 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,578,510.59 |
| CAGR % | 12.71% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.4% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.32 |
| Updated | 4 days, 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $75,001,941.57 |
| CAGR % | 13.61% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.69 |
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