| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $832,460.45 |
| CAGR % | 8.63% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 59.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.83 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $841,426.36 |
| CAGR % | 8.67% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,111,779.17 |
| CAGR % | 9.86% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.78% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.49 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,244,005.83 |
| CAGR % | 10.34% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.93 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $89,459,274.52 |
| CAGR % | 13.79% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 60.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.44 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $105,812,176.06 |
| CAGR % | 14.15% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.52 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,617,080.12 |
| CAGR % | 12.56% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.39 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $76,374,996.80 |
| CAGR % | 13.45% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.76 |
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