| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $835,745.54 |
| CAGR % | 8.33% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 59.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.88 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $845,319.77 |
| CAGR % | 8.38% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.66% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 59.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.92 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,386,178.09 |
| CAGR % | 10.42% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.80% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 60.5% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.48 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,552,514.88 |
| CAGR % | 10.89% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 63.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.88 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $89,869,556.87 |
| CAGR % | 13.54% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 60.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,297,764.65 |
| CAGR % | 13.90% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.04% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.55 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $63,175,103.45 |
| CAGR % | 12.80% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 60.4% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.39 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,340,420.57 |
| CAGR % | 13.67% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.99 |
| Win Rate % | 64.8% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.73 |
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