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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $460,432.01
CAGR % 8.36%
Max % Drawdown (33.98%)
Standard Deviation 4.57%
Annualized Sharpe 0.40
Win Rate % 60.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $460,432.01
CAGR % 8.36%
Max % Drawdown (33.98%)
Standard Deviation 4.57%
Annualized Sharpe 0.40
Win Rate % 60.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $599,328.89
CAGR % 9.87%
Max % Drawdown (21.02%)
Standard Deviation 2.76%
Annualized Sharpe 0.72
Win Rate % 58.3%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.41
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $651,868.31
CAGR % 10.36%
Max % Drawdown (20.56%)
Standard Deviation 2.84%
Annualized Sharpe 0.75
Win Rate % 61.3%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.57
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $49,337,990.93
CAGR % 14.42%
Max % Drawdown (34.45%)
Standard Deviation 5.03%
Annualized Sharpe 0.69
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.39
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $57,815,635.90
CAGR % 14.82%
Max % Drawdown (34.46%)
Standard Deviation 5.06%
Annualized Sharpe 0.71
Win Rate % 61.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.45
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $27,204,316.25
CAGR % 12.95%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.95
Win Rate % 59.5%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.35
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Updated 6 days, 1 hour ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2019-01-11
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $39,975,178.08
CAGR % 13.90%
Max % Drawdown (20.83%)
Standard Deviation 3.07%
Annualized Sharpe 1.00
Win Rate % 64.2%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.58
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