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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 20 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $755,545.99
CAGR % 8.74%
Max % Drawdown (33.98%)
Standard Deviation 4.65%
Annualized Sharpe 0.42
Win Rate % 59.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.81
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $763,419.44
CAGR % 8.79%
Max % Drawdown (33.98%)
Standard Deviation 4.65%
Annualized Sharpe 0.42
Win Rate % 60.2%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.85
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,005,898.26
CAGR % 10.04%
Max % Drawdown (21.02%)
Standard Deviation 2.80%
Annualized Sharpe 0.73
Win Rate % 58.5%
Longest Drawdown 23.5 months
Avg Trades Per Year 4.39
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,129,480.16
CAGR % 10.56%
Max % Drawdown (20.56%)
Standard Deviation 2.89%
Annualized Sharpe 0.76
Win Rate % 62.7%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.88
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $81,132,234.79
CAGR % 13.99%
Max % Drawdown (34.45%)
Standard Deviation 5.02%
Annualized Sharpe 0.67
Win Rate % 61.1%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.42
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $95,962,723.22
CAGR % 14.37%
Max % Drawdown (34.46%)
Standard Deviation 5.04%
Annualized Sharpe 0.69
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.50
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $45,791,138.92
CAGR % 12.73%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.93
Win Rate % 59.5%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.34
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Updated 4 days, 20 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $69,271,364.10
CAGR % 13.64%
Max % Drawdown (20.83%)
Standard Deviation 3.07%
Annualized Sharpe 0.98
Win Rate % 64.5%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.73
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