| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $889,096.31 |
| CAGR % | 8.70% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $898,594.50 |
| CAGR % | 8.75% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.89 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,300,021.81 |
| CAGR % | 10.29% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.77% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 59.5% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.43 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,457,058.47 |
| CAGR % | 10.77% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.85% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 62.7% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.84 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,583,408.12 |
| CAGR % | 13.77% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.98% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.46 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $113,055,923.50 |
| CAGR % | 14.13% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.53 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,248,707.16 |
| CAGR % | 12.75% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 59.9% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.36 |
| Updated | 6 days, 5 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $89,422,948.89 |
| CAGR % | 13.63% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.5% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.71 |
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