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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $648,563.54
CAGR % 9.00%
Max % Drawdown (33.98%)
Standard Deviation 4.52%
Annualized Sharpe 0.44
Win Rate % 61.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.92
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $648,563.54
CAGR % 9.00%
Max % Drawdown (33.98%)
Standard Deviation 4.52%
Annualized Sharpe 0.44
Win Rate % 61.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.92
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $857,905.14
CAGR % 10.41%
Max % Drawdown (21.02%)
Standard Deviation 2.76%
Annualized Sharpe 0.78
Win Rate % 58.9%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.38
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $949,916.54
CAGR % 10.93%
Max % Drawdown (20.56%)
Standard Deviation 2.84%
Annualized Sharpe 0.81
Win Rate % 62.6%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.67
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $69,596,210.99
CAGR % 14.38%
Max % Drawdown (34.45%)
Standard Deviation 4.98%
Annualized Sharpe 0.70
Win Rate % 61.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $81,555,598.64
CAGR % 14.76%
Max % Drawdown (34.46%)
Standard Deviation 5.01%
Annualized Sharpe 0.71
Win Rate % 62.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.51
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $39,030,000.79
CAGR % 13.03%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.96
Win Rate % 59.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.33
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Updated 6 days, 16 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2021-09-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $58,396,107.43
CAGR % 13.97%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 1.01
Win Rate % 64.6%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.63
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