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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $839,518.02
CAGR % 8.97%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.43
Win Rate % 60.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.75
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $848,519.83
CAGR % 9.02%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.44
Win Rate % 60.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.79
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,104,085.44
CAGR % 10.18%
Max % Drawdown (21.02%)
Standard Deviation 2.78%
Annualized Sharpe 0.75
Win Rate % 58.3%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.36
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,239,417.54
CAGR % 10.70%
Max % Drawdown (20.56%)
Standard Deviation 2.86%
Annualized Sharpe 0.78
Win Rate % 62.5%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.81
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $90,186,399.62
CAGR % 14.04%
Max % Drawdown (34.45%)
Standard Deviation 5.00%
Annualized Sharpe 0.68
Win Rate % 61.4%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.40
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,671,909.05
CAGR % 14.42%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.69
Win Rate % 61.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.48
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $50,286,507.18
CAGR % 12.77%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.94
Win Rate % 59.4%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.33
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Updated 2 days, 14 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-10-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,073,200.66
CAGR % 13.67%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.99
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.70
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