| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $901,159.80 |
| CAGR % | 8.82% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.88 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $910,607.65 |
| CAGR % | 8.86% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.92 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,201,588.53 |
| CAGR % | 10.03% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.76% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.42 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,344,473.07 |
| CAGR % | 10.50% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.84 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $96,880,763.13 |
| CAGR % | 13.85% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.97% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $114,590,596.30 |
| CAGR % | 14.21% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.55 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $54,708,379.90 |
| CAGR % | 12.63% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.36 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $82,547,315.62 |
| CAGR % | 13.50% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.71 |
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