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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 17 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $867,655.15
CAGR % 8.73%
Max % Drawdown (33.98%)
Standard Deviation 4.58%
Annualized Sharpe 0.42
Win Rate % 59.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 2 days, 18 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $877,291.88
CAGR % 8.78%
Max % Drawdown (33.98%)
Standard Deviation 4.58%
Annualized Sharpe 0.42
Win Rate % 60.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.87
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Updated 2 days, 18 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,163,210.18
CAGR % 9.98%
Max % Drawdown (21.02%)
Standard Deviation 2.77%
Annualized Sharpe 0.73
Win Rate % 59.1%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.46
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Updated 2 days, 17 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,301,708.87
CAGR % 10.46%
Max % Drawdown (20.56%)
Standard Deviation 2.85%
Annualized Sharpe 0.76
Win Rate % 62.5%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.89
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Updated 2 days, 18 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $93,295,543.87
CAGR % 13.82%
Max % Drawdown (34.45%)
Standard Deviation 4.98%
Annualized Sharpe 0.67
Win Rate % 61.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 2 days, 18 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $110,349,629.52
CAGR % 14.19%
Max % Drawdown (34.46%)
Standard Deviation 5.00%
Annualized Sharpe 0.68
Win Rate % 61.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.52
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Updated 2 days, 17 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $52,957,508.33
CAGR % 12.61%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.92
Win Rate % 59.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.37
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Updated 2 days, 18 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-24
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $79,904,151.33
CAGR % 13.49%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.98
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.74
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