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Faber Tactical Asset Allocation w/ Relative Strength



Updated 1 day, 8 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $851,312.45
CAGR % 8.67%
Max % Drawdown (33.98%)
Standard Deviation 4.58%
Annualized Sharpe 0.42
Win Rate % 59.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $860,682.93
CAGR % 8.71%
Max % Drawdown (33.98%)
Standard Deviation 4.58%
Annualized Sharpe 0.42
Win Rate % 60.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.88
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,128,671.48
CAGR % 9.86%
Max % Drawdown (21.02%)
Standard Deviation 2.78%
Annualized Sharpe 0.72
Win Rate % 59.1%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.46
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,262,949.97
CAGR % 10.34%
Max % Drawdown (20.56%)
Standard Deviation 2.86%
Annualized Sharpe 0.75
Win Rate % 62.5%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.90
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $91,515,055.18
CAGR % 13.79%
Max % Drawdown (34.45%)
Standard Deviation 4.98%
Annualized Sharpe 0.67
Win Rate % 61.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $108,243,683.26
CAGR % 14.16%
Max % Drawdown (34.46%)
Standard Deviation 5.00%
Annualized Sharpe 0.68
Win Rate % 61.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.52
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $51,385,626.55
CAGR % 12.56%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.92
Win Rate % 59.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.38
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Updated 1 day, 8 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $77,533,941.59
CAGR % 13.44%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.97
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.74
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