| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $782,530.73 |
| CAGR % | 8.46% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 58.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.83 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $791,051.18 |
| CAGR % | 8.50% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.87 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,049,792.71 |
| CAGR % | 9.72% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 58.8% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.50 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,175,488.74 |
| CAGR % | 10.21% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 62.7% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.92 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $84,055,291.94 |
| CAGR % | 13.73% |
| 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 | 3.44 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,420,200.36 |
| CAGR % | 14.09% |
| 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 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,804,268.17 |
| CAGR % | 12.51% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.91 |
| Win Rate % | 59.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.39 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $72,156,873.19 |
| CAGR % | 13.40% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 64.5% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.75 |
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