| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $821,576.54 |
| CAGR % | 8.96% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.63% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.75 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $830,358.80 |
| CAGR % | 9.01% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.63% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.79 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,052,499.57 |
| CAGR % | 10.07% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 58.9% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.36 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,181,645.17 |
| CAGR % | 10.59% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 62.9% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.83 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $88,256,836.29 |
| CAGR % | 14.06% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.39 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $104,389,668.63 |
| CAGR % | 14.44% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.03% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,937,151.99 |
| CAGR % | 12.72% |
| 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 | 4.33 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,519,066.15 |
| CAGR % | 13.63% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.6% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.70 |
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