| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $460,432.01 |
| CAGR % | 8.36% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 60.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $460,432.01 |
| CAGR % | 8.36% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 60.3% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.84 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $599,328.89 |
| CAGR % | 9.87% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.76% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 58.3% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.41 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $651,868.31 |
| CAGR % | 10.36% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 61.3% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.57 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,337,990.93 |
| CAGR % | 14.42% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.03% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.39 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,815,635.90 |
| CAGR % | 14.82% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.06% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 61.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.45 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,204,316.25 |
| CAGR % | 12.95% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 59.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $39,975,178.08 |
| CAGR % | 13.90% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 64.2% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.58 |
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