| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $774,966.13 |
| CAGR % | 8.44% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.80 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $783,297.49 |
| CAGR % | 8.49% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,014,954.26 |
| CAGR % | 9.60% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 59.3% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.47 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,139,469.14 |
| CAGR % | 10.11% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 63.1% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.90 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $83,223,353.61 |
| CAGR % | 13.73% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.42 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $98,436,152.45 |
| CAGR % | 14.09% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.50 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $46,199,099.43 |
| CAGR % | 12.45% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 59.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.38 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $69,888,902.15 |
| CAGR % | 13.35% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.7% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.74 |
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