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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 15 hours ago
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
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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 $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
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Updated 3 days, 15 hours ago
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
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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
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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 $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
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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
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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
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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
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