| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $961,934.50 |
| CAGR % | 8.97% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.87 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $971,797.86 |
| CAGR % | 9.01% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 60.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.91 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,400,915.54 |
| CAGR % | 10.53% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 59.8% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.44 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,570,507.48 |
| CAGR % | 11.01% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 63.0% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.84 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $103,422,097.19 |
| CAGR % | 13.89% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $122,327,655.52 |
| CAGR % | 14.25% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.54 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $63,884,056.90 |
| CAGR % | 12.87% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 60.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.37 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $96,426,431.15 |
| CAGR % | 13.74% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 64.6% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.72 |
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