| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $886,685.65 |
| CAGR % | 9.08% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.74 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $896,408.01 |
| CAGR % | 9.13% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.78 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,118,173.94 |
| CAGR % | 10.09% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.79% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 58.2% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.38 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,255,470.15 |
| CAGR % | 10.60% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 62.3% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.81 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,305,015.54 |
| CAGR % | 14.07% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.99% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.40 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,726,427.40 |
| CAGR % | 14.43% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.01% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 61.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.47 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,922,096.19 |
| CAGR % | 12.70% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.3% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.34 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $77,035,192.94 |
| CAGR % | 13.60% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 64.3% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.70 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
