| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $666,729.51 |
| CAGR % | 9.25% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 60.7% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.92 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $666,729.51 |
| CAGR % | 9.25% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 60.7% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.92 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $846,286.13 |
| CAGR % | 10.48% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 59.6% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.38 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $936,847.98 |
| CAGR % | 11.00% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.85% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 63.1% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.69 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $71,575,731.02 |
| CAGR % | 14.53% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 61.7% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.45 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $83,874,974.07 |
| CAGR % | 14.91% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 61.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.51 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $38,501,311.68 |
| CAGR % | 13.08% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 60.0% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.34 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,610,795.13 |
| CAGR % | 14.02% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 1.02 |
| Win Rate % | 64.8% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.64 |
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