| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $739,209.83 |
| CAGR % | 8.58% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.79 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $746,819.49 |
| CAGR % | 8.63% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.83 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,006,431.08 |
| CAGR % | 9.97% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 58.9% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.40 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,130,447.76 |
| CAGR % | 10.50% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 62.9% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.89 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $79,363,571.80 |
| CAGR % | 13.90% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.41 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,870,755.25 |
| CAGR % | 14.27% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.49 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $45,818,198.43 |
| CAGR % | 12.69% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $69,311,698.68 |
| CAGR % | 13.60% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.6% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.73 |
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