| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $833,942.72 |
| CAGR % | 8.77% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 60.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.76 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $842,790.97 |
| CAGR % | 8.81% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.80 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,063,357.20 |
| CAGR % | 9.82% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 58.6% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.40 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,193,974.80 |
| CAGR % | 10.32% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 62.6% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.82 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $89,560,794.36 |
| CAGR % | 13.90% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.41 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,931,926.72 |
| CAGR % | 14.26% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $48,414,965.76 |
| CAGR % | 12.56% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $73,241,275.36 |
| CAGR % | 13.46% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.70 |
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