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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 9 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $737,017.34
CAGR % 8.79%
Max % Drawdown (33.98%)
Standard Deviation 4.65%
Annualized Sharpe 0.42
Win Rate % 61.1%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.79
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $744,314.86
CAGR % 8.83%
Max % Drawdown (33.98%)
Standard Deviation 4.65%
Annualized Sharpe 0.42
Win Rate % 61.5%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.84
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $962,886.91
CAGR % 10.02%
Max % Drawdown (21.02%)
Standard Deviation 2.79%
Annualized Sharpe 0.73
Win Rate % 58.3%
Longest Drawdown 23.2 months
Avg Trades Per Year 4.34
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,065,591.25
CAGR % 10.49%
Max % Drawdown (20.56%)
Standard Deviation 2.88%
Annualized Sharpe 0.76
Win Rate % 62.0%
Longest Drawdown 23.0 months
Avg Trades Per Year 5.77
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $79,127,562.38
CAGR % 14.06%
Max % Drawdown (34.45%)
Standard Deviation 5.03%
Annualized Sharpe 0.68
Win Rate % 61.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.41
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $93,591,574.76
CAGR % 14.44%
Max % Drawdown (34.46%)
Standard Deviation 5.05%
Annualized Sharpe 0.69
Win Rate % 62.1%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.49
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $43,774,493.71
CAGR % 12.74%
Max % Drawdown (21.22%)
Standard Deviation 2.98%
Annualized Sharpe 0.93
Win Rate % 59.4%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.32
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Updated 3 days, 9 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2023-09-22
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $65,254,018.58
CAGR % 13.63%
Max % Drawdown (20.83%)
Standard Deviation 3.06%
Annualized Sharpe 0.98
Win Rate % 64.2%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.68
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