| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $929,382.93 |
| CAGR % | 8.93% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.87 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $938,847.44 |
| CAGR % | 8.97% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.91 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,240,981.46 |
| CAGR % | 10.14% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.77% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.41 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,388,933.71 |
| CAGR % | 10.62% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.85% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.83 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $99,915,648.38 |
| CAGR % | 13.90% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.97% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $118,180,513.60 |
| CAGR % | 14.26% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.54 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $56,521,515.96 |
| CAGR % | 12.68% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $85,290,793.46 |
| CAGR % | 13.56% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.71 |
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