| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $459,096.02 |
| CAGR % | 8.08% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.98 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $459,096.02 |
| CAGR % | 8.08% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.98 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $630,554.10 |
| CAGR % | 9.84% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 57.6% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.33 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $687,115.78 |
| CAGR % | 10.32% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.81% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 61.8% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.61 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,229,388.60 |
| CAGR % | 14.22% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 62.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.45 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,688,323.76 |
| CAGR % | 14.61% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 62.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.52 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,636,106.40 |
| CAGR % | 12.90% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 59.2% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.31 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,123,758.18 |
| CAGR % | 13.84% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.60 |
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