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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $836,987.22
CAGR % 8.67%
Max % Drawdown (33.98%)
Standard Deviation 4.60%
Annualized Sharpe 0.42
Win Rate % 58.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.79
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $846,366.40
CAGR % 8.72%
Max % Drawdown (33.98%)
Standard Deviation 4.60%
Annualized Sharpe 0.42
Win Rate % 59.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.83
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,107,478.20
CAGR % 9.87%
Max % Drawdown (21.02%)
Standard Deviation 2.79%
Annualized Sharpe 0.72
Win Rate % 58.8%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.46
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,239,361.52
CAGR % 10.35%
Max % Drawdown (20.56%)
Standard Deviation 2.86%
Annualized Sharpe 0.75
Win Rate % 62.3%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.91
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $89,966,218.60
CAGR % 13.82%
Max % Drawdown (34.45%)
Standard Deviation 4.99%
Annualized Sharpe 0.67
Win Rate % 60.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.42
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,411,669.76
CAGR % 14.18%
Max % Drawdown (34.46%)
Standard Deviation 5.01%
Annualized Sharpe 0.68
Win Rate % 60.9%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.50
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $50,421,141.66
CAGR % 12.57%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.92
Win Rate % 59.6%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.38
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Updated 3 days, 13 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,080,062.48
CAGR % 13.45%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.97
Win Rate % 64.2%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.75
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