| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $473,765.47 |
| CAGR % | 8.43% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 60.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.85 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $473,765.47 |
| CAGR % | 8.43% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 60.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.85 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $610,328.26 |
| CAGR % | 9.87% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.75% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 58.3% |
| Longest Drawdown | 23.2 months |
| Avg Trades Per Year | 4.37 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $664,139.12 |
| CAGR % | 10.36% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.83% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 62.0% |
| Longest Drawdown | 23.0 months |
| Avg Trades Per Year | 5.62 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,777,495.72 |
| CAGR % | 14.43% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.40 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,502,474.07 |
| CAGR % | 14.82% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.05% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 61.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.46 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,707,962.49 |
| CAGR % | 12.94% |
| 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 | 4.33 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $40,726,716.28 |
| CAGR % | 13.89% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 1.01 |
| Win Rate % | 64.5% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.60 |
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