| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $807,696.19 |
| CAGR % | 8.57% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 58.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.82 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $816,619.93 |
| CAGR % | 8.62% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,061,973.04 |
| CAGR % | 9.75% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 58.8% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.49 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,189,152.03 |
| CAGR % | 10.24% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 62.7% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.90 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $86,788,343.95 |
| CAGR % | 13.78% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.43 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $102,652,867.28 |
| CAGR % | 14.15% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.51 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $48,362,516.25 |
| CAGR % | 12.52% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.91 |
| Win Rate % | 59.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.39 |
| Updated | 3 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $73,013,090.10 |
| CAGR % | 13.41% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.5% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.74 |
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