Updated | 1 day, 18 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $727,334.18 |
CAGR % | 8.98% |
Max % Drawdown | (33.98%) |
Standard Deviation | 4.69% |
Annualized Sharpe | 0.43 |
Win Rate % | 60.7% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 3.86 |
Updated | 1 day, 18 hours ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $734,213.73 |
CAGR % | 9.02% |
Max % Drawdown | (33.98%) |
Standard Deviation | 4.69% |
Annualized Sharpe | 0.43 |
Win Rate % | 61.1% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 3.90 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $934,140.41 |
CAGR % | 10.17% |
Max % Drawdown | (21.02%) |
Standard Deviation | 2.81% |
Annualized Sharpe | 0.74 |
Win Rate % | 59.0% |
Longest Drawdown | 23.2 months |
Avg Trades Per Year | 4.33 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,019,721.04 |
CAGR % | 10.59% |
Max % Drawdown | (20.56%) |
Standard Deviation | 2.89% |
Annualized Sharpe | 0.76 |
Win Rate % | 61.8% |
Longest Drawdown | 23.0 months |
Avg Trades Per Year | 5.68 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $78,075,578.33 |
CAGR % | 14.22% |
Max % Drawdown | (34.45%) |
Standard Deviation | 5.04% |
Annualized Sharpe | 0.68 |
Win Rate % | 61.6% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 3.43 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $92,347,349.57 |
CAGR % | 14.61% |
Max % Drawdown | (34.46%) |
Standard Deviation | 5.07% |
Annualized Sharpe | 0.70 |
Win Rate % | 61.9% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 3.51 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $42,477,734.02 |
CAGR % | 12.84% |
Max % Drawdown | (21.22%) |
Standard Deviation | 2.99% |
Annualized Sharpe | 0.94 |
Win Rate % | 59.7% |
Longest Drawdown | 27.8 months |
Avg Trades Per Year | 4.31 |
Updated | 1 day, 18 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2023-01-31 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $62,487,557.79 |
CAGR % | 13.72% |
Max % Drawdown | (20.83%) |
Standard Deviation | 3.07% |
Annualized Sharpe | 0.99 |
Win Rate % | 64.2% |
Longest Drawdown | 27.6 months |
Avg Trades Per Year | 5.63 |