| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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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