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Faber Tactical Asset Allocation w/ Relative Strength



Updated 11 minutes ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $858,829.10
CAGR % 9.00%
Max % Drawdown (33.98%)
Standard Deviation 4.60%
Annualized Sharpe 0.44
Win Rate % 60.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.76
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Updated 14 minutes ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $868,145.09
CAGR % 9.04%
Max % Drawdown (33.98%)
Standard Deviation 4.60%
Annualized Sharpe 0.44
Win Rate % 61.1%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.80
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Updated 14 minutes ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,077,820.51
CAGR % 9.99%
Max % Drawdown (21.02%)
Standard Deviation 2.80%
Annualized Sharpe 0.73
Win Rate % 58.7%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.37
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Updated 12 minutes ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,210,321.90
CAGR % 10.51%
Max % Drawdown (20.56%)
Standard Deviation 2.88%
Annualized Sharpe 0.76
Win Rate % 62.8%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.81
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Updated 16 minutes ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $92,274,854.43
CAGR % 14.04%
Max % Drawdown (34.45%)
Standard Deviation 4.99%
Annualized Sharpe 0.68
Win Rate % 61.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.41
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Updated 14 minutes ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,142,308.84
CAGR % 14.41%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.69
Win Rate % 61.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.48
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Updated 13 minutes ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $49,085,612.83
CAGR % 12.66%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.93
Win Rate % 59.6%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.33
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Updated 15 minutes ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $74,256,839.43
CAGR % 13.56%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 0.98
Win Rate % 64.5%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.70
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