| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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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