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Faber Tactical Asset Allocation w/ Relative Strength



Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $446,915.20
CAGR % 8.00%
Max % Drawdown (33.98%)
Standard Deviation 4.55%
Annualized Sharpe 0.38
Win Rate % 60.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.91
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Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $446,915.20
CAGR % 8.00%
Max % Drawdown (33.98%)
Standard Deviation 4.55%
Annualized Sharpe 0.38
Win Rate % 60.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.91
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Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $621,786.39
CAGR % 9.85%
Max % Drawdown (21.02%)
Standard Deviation 2.74%
Annualized Sharpe 0.73
Win Rate % 57.6%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.37
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Period 2000-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $676,897.67
CAGR % 10.34%
Max % Drawdown (20.56%)
Standard Deviation 2.82%
Annualized Sharpe 0.75
Win Rate % 61.5%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.60
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Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $47,902,053.13
CAGR % 14.21%
Max % Drawdown (34.45%)
Standard Deviation 5.02%
Annualized Sharpe 0.68
Win Rate % 61.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.42
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Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $56,132,873.25
CAGR % 14.60%
Max % Drawdown (34.46%)
Standard Deviation 5.04%
Annualized Sharpe 0.70
Win Rate % 61.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.49
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Updated 11 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $28,233,059.89
CAGR % 12.92%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.95
Win Rate % 59.2%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.33
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Period 1973-01-01 — 2019-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $41,501,208.24
CAGR % 13.86%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 1.00
Win Rate % 64.2%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.60
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