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Faber Tactical Asset Allocation w/ Relative Strength



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 $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
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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 $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
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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
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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
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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
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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
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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
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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
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