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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $447,612.59
CAGR % 7.63%
Max % Drawdown (33.98%)
Standard Deviation 4.49%
Annualized Sharpe 0.36
Win Rate % 59.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 4.02
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $447,612.59
CAGR % 7.63%
Max % Drawdown (33.98%)
Standard Deviation 4.49%
Annualized Sharpe 0.36
Win Rate % 59.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 4.02
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $613,401.98
CAGR % 9.31%
Max % Drawdown (21.02%)
Standard Deviation 2.72%
Annualized Sharpe 0.68
Win Rate % 57.8%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.41
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $678,292.41
CAGR % 9.85%
Max % Drawdown (20.56%)
Standard Deviation 2.81%
Annualized Sharpe 0.71
Win Rate % 61.7%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.64
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $47,997,033.49
CAGR % 13.91%
Max % Drawdown (34.45%)
Standard Deviation 4.99%
Annualized Sharpe 0.67
Win Rate % 61.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.48
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $56,244,148.23
CAGR % 14.30%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.69
Win Rate % 61.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.55
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $27,860,952.96
CAGR % 12.61%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.92
Win Rate % 59.2%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.35
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Updated 4 days, 23 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2020-05-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $41,601,508.86
CAGR % 13.57%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.98
Win Rate % 64.3%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.61
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