Updated | 3 days, 15 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $807,696.19 |
CAGR % | 8.57% |
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 | 3.82 |
Updated | 3 days, 15 hours ago |
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Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $816,619.93 |
CAGR % | 8.62% |
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 | 3.86 |
Updated | 3 days, 15 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,061,973.04 |
CAGR % | 9.75% |
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 | 4.49 |
Updated | 3 days, 15 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,189,152.03 |
CAGR % | 10.24% |
Max % Drawdown | (20.56%) |
Standard Deviation | 2.87% |
Annualized Sharpe | 0.74 |
Win Rate % | 62.7% |
Longest Drawdown | 23.4 months |
Avg Trades Per Year | 5.90 |
Updated | 3 days, 15 hours ago |
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Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $86,788,343.95 |
CAGR % | 13.78% |
Max % Drawdown | (34.45%) |
Standard Deviation | 5.00% |
Annualized Sharpe | 0.66 |
Win Rate % | 60.6% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 3.43 |
Updated | 3 days, 15 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $102,652,867.28 |
CAGR % | 14.15% |
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 | 3 days, 15 hours ago |
---|---|
Portfolio | Faber Ivy5 |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $48,362,516.25 |
CAGR % | 12.52% |
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 | 3 days, 15 hours ago |
---|---|
Portfolio | Faber Ivy5 Alt Cash |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2025-05-30 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $73,013,090.10 |
CAGR % | 13.41% |
Max % Drawdown | (20.83%) |
Standard Deviation | 3.06% |
Annualized Sharpe | 0.97 |
Win Rate % | 64.5% |
Longest Drawdown | 27.6 months |
Avg Trades Per Year | 5.74 |