| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $727,334.18 |
| CAGR % | 8.98% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.69% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 60.7% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $734,213.73 |
| CAGR % | 9.02% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.69% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.90 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $934,140.41 |
| CAGR % | 10.17% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 59.0% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.33 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,019,721.04 |
| CAGR % | 10.59% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 61.8% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.68 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $78,075,578.33 |
| CAGR % | 14.22% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.43 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $92,347,349.57 |
| CAGR % | 14.61% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 61.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.51 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,477,734.02 |
| CAGR % | 12.84% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.99% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.31 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-01-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $62,487,557.79 |
| CAGR % | 13.72% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.2% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.63 |
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