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Faber Tactical Asset Allocation w/ Relative Strength



Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $666,729.51
CAGR % 9.25%
Max % Drawdown (33.98%)
Standard Deviation 4.54%
Annualized Sharpe 0.45
Win Rate % 60.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.92
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $666,729.51
CAGR % 9.25%
Max % Drawdown (33.98%)
Standard Deviation 4.54%
Annualized Sharpe 0.45
Win Rate % 60.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.92
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Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $846,286.13
CAGR % 10.48%
Max % Drawdown (21.02%)
Standard Deviation 2.78%
Annualized Sharpe 0.78
Win Rate % 59.6%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.38
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Period 2000-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $936,847.98
CAGR % 11.00%
Max % Drawdown (20.56%)
Standard Deviation 2.85%
Annualized Sharpe 0.81
Win Rate % 63.1%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.69
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Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $71,575,731.02
CAGR % 14.53%
Max % Drawdown (34.45%)
Standard Deviation 4.99%
Annualized Sharpe 0.70
Win Rate % 61.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $83,874,974.07
CAGR % 14.91%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.72
Win Rate % 61.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.51
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Updated 7 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $38,501,311.68
CAGR % 13.08%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.96
Win Rate % 60.0%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.34
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Period 1973-01-01 — 2021-06-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $57,610,795.13
CAGR % 14.02%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 1.02
Win Rate % 64.8%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.64
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