| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $825,484.98 |
| CAGR % | 8.63% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 58.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.80 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $834,686.68 |
| CAGR % | 8.68% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,094,192.37 |
| CAGR % | 9.84% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 58.8% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.47 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,224,719.02 |
| CAGR % | 10.33% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 62.3% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.92 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $88,718,622.07 |
| CAGR % | 13.80% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.43 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $104,936,008.00 |
| CAGR % | 14.17% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.51 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,825,903.44 |
| CAGR % | 12.56% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.38 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $75,185,440.76 |
| CAGR % | 13.45% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.2% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.75 |
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