| Updated | 2 days, 17 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $867,655.15 |
| CAGR % | 8.73% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 2 days, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $877,291.88 |
| CAGR % | 8.78% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 60.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.87 |
| Updated | 2 days, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,163,210.18 |
| CAGR % | 9.98% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.77% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.46 |
| Updated | 2 days, 17 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,301,708.87 |
| CAGR % | 10.46% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.85% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.89 |
| Updated | 2 days, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,295,543.87 |
| CAGR % | 13.82% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.98% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.45 |
| Updated | 2 days, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $110,349,629.52 |
| CAGR % | 14.19% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.52 |
| Updated | 2 days, 17 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $52,957,508.33 |
| CAGR % | 12.61% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.37 |
| Updated | 2 days, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-10-24 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $79,904,151.33 |
| CAGR % | 13.49% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.74 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
