| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $765,141.61 |
| CAGR % | 9.47% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.91 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $765,141.61 |
| CAGR % | 9.47% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.91 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $963,557.65 |
| CAGR % | 10.60% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 59.2% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.36 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,062,332.36 |
| CAGR % | 11.08% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 62.2% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.65 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $82,098,943.08 |
| CAGR % | 14.52% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 61.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.45 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $96,207,470.92 |
| CAGR % | 14.89% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.52 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $43,798,640.45 |
| CAGR % | 13.08% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.99% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 59.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.32 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $65,017,566.85 |
| CAGR % | 13.98% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 1.01 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.62 |
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