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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $473,765.47
CAGR % 8.43%
Max % Drawdown (33.98%)
Standard Deviation 4.55%
Annualized Sharpe 0.41
Win Rate % 60.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.85
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $473,765.47
CAGR % 8.43%
Max % Drawdown (33.98%)
Standard Deviation 4.55%
Annualized Sharpe 0.41
Win Rate % 60.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.85
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $610,328.26
CAGR % 9.87%
Max % Drawdown (21.02%)
Standard Deviation 2.75%
Annualized Sharpe 0.73
Win Rate % 58.3%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.37
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $664,139.12
CAGR % 10.36%
Max % Drawdown (20.56%)
Standard Deviation 2.83%
Annualized Sharpe 0.75
Win Rate % 62.0%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.62
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $50,777,495.72
CAGR % 14.43%
Max % Drawdown (34.45%)
Standard Deviation 5.02%
Annualized Sharpe 0.69
Win Rate % 61.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.40
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $59,502,474.07
CAGR % 14.82%
Max % Drawdown (34.46%)
Standard Deviation 5.05%
Annualized Sharpe 0.71
Win Rate % 61.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.46
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $27,707,962.49
CAGR % 12.94%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.95
Win Rate % 59.5%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.33
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Updated 1 day, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-03-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $40,726,716.28
CAGR % 13.89%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 1.01
Win Rate % 64.5%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.60
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