| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $960,526.33 |
| CAGR % | 9.04% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.86 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $970,007.67 |
| CAGR % | 9.08% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.90 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,257,657.70 |
| CAGR % | 10.17% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.77% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.40 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,407,493.02 |
| CAGR % | 10.65% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.85% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.82 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $103,264,559.12 |
| CAGR % | 13.95% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.97% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.46 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $122,141,888.06 |
| CAGR % | 14.31% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.54 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,289,608.36 |
| CAGR % | 12.70% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.35 |
| Updated | 6 days, 10 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $86,453,968.81 |
| CAGR % | 13.57% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.70 |
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