| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $944,116.40 |
| CAGR % | 8.77% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.89 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $955,019.13 |
| CAGR % | 8.82% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 60.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.93 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,447,342.58 |
| CAGR % | 10.52% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 60.3% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.53 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,623,025.32 |
| CAGR % | 11.00% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 63.3% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.91 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $101,562,719.58 |
| CAGR % | 13.76% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 61.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $120,128,226.47 |
| CAGR % | 14.11% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.56 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $66,011,651.17 |
| CAGR % | 12.85% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 60.3% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.41 |
| Updated | 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,640,160.41 |
| CAGR % | 13.72% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.7% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.75 |
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