| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $737,017.34 |
| CAGR % | 8.79% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.79 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $744,314.86 |
| CAGR % | 8.83% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $962,886.91 |
| CAGR % | 10.02% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 58.3% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.34 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,065,591.25 |
| CAGR % | 10.49% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.0% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.77 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $79,127,562.38 |
| CAGR % | 14.06% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.03% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.41 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,591,574.76 |
| CAGR % | 14.44% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.05% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 62.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.49 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $43,774,493.71 |
| CAGR % | 12.74% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.4% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.32 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $65,254,018.58 |
| CAGR % | 13.63% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.2% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.68 |
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