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