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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 5 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $800,530.82
CAGR % 8.51%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.41
Win Rate % 58.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.81
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $809,327.81
CAGR % 8.56%
Max % Drawdown (33.98%)
Standard Deviation 4.61%
Annualized Sharpe 0.41
Win Rate % 59.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.85
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,065,034.67
CAGR % 9.74%
Max % Drawdown (21.02%)
Standard Deviation 2.79%
Annualized Sharpe 0.71
Win Rate % 58.8%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.48
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,192,135.06
CAGR % 10.22%
Max % Drawdown (20.56%)
Standard Deviation 2.87%
Annualized Sharpe 0.73
Win Rate % 62.3%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.93
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $86,007,403.16
CAGR % 13.75%
Max % Drawdown (34.45%)
Standard Deviation 4.99%
Annualized Sharpe 0.66
Win Rate % 60.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.43
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $101,729,164.42
CAGR % 14.11%
Max % Drawdown (34.46%)
Standard Deviation 5.02%
Annualized Sharpe 0.68
Win Rate % 60.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.51
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $48,498,842.11
CAGR % 12.51%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.91
Win Rate % 59.6%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.38
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Updated 3 days, 5 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-20
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $73,185,001.83
CAGR % 13.40%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 0.97
Win Rate % 64.2%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.76
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