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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 22 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $459,096.02
CAGR % 8.08%
Max % Drawdown (33.98%)
Standard Deviation 4.53%
Annualized Sharpe 0.39
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.98
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $459,096.02
CAGR % 8.08%
Max % Drawdown (33.98%)
Standard Deviation 4.53%
Annualized Sharpe 0.39
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.98
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $630,554.10
CAGR % 9.84%
Max % Drawdown (21.02%)
Standard Deviation 2.72%
Annualized Sharpe 0.73
Win Rate % 57.6%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.33
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $687,115.78
CAGR % 10.32%
Max % Drawdown (20.56%)
Standard Deviation 2.81%
Annualized Sharpe 0.76
Win Rate % 61.8%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.61
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $49,229,388.60
CAGR % 14.22%
Max % Drawdown (34.45%)
Standard Deviation 5.01%
Annualized Sharpe 0.68
Win Rate % 62.1%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $57,688,323.76
CAGR % 14.61%
Max % Drawdown (34.46%)
Standard Deviation 5.04%
Annualized Sharpe 0.70
Win Rate % 62.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.52
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $28,636,106.40
CAGR % 12.90%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.95
Win Rate % 59.2%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.31
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Updated 6 days, 22 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-08-16
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $42,123,758.18
CAGR % 13.84%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 1.00
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.60
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