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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $839,703.21
CAGR % 8.64%
Max % Drawdown (33.98%)
Standard Deviation 4.59%
Annualized Sharpe 0.42
Win Rate % 59.6%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.86
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $848,895.78
CAGR % 8.69%
Max % Drawdown (33.98%)
Standard Deviation 4.58%
Annualized Sharpe 0.42
Win Rate % 60.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.89
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,119,440.73
CAGR % 9.87%
Max % Drawdown (21.02%)
Standard Deviation 2.78%
Annualized Sharpe 0.72
Win Rate % 59.1%
Longest Drawdown 23.9 months
Avg Trades Per Year 4.48
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,252,717.19
CAGR % 10.35%
Max % Drawdown (20.56%)
Standard Deviation 2.86%
Annualized Sharpe 0.75
Win Rate % 62.5%
Longest Drawdown 23.4 months
Avg Trades Per Year 5.92
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $90,253,336.31
CAGR % 13.79%
Max % Drawdown (34.45%)
Standard Deviation 4.98%
Annualized Sharpe 0.67
Win Rate % 61.0%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.46
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $106,751,332.15
CAGR % 14.15%
Max % Drawdown (34.46%)
Standard Deviation 5.01%
Annualized Sharpe 0.68
Win Rate % 61.3%
Longest Drawdown 44.6 months
Avg Trades Per Year 3.53
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $50,966,799.80
CAGR % 12.56%
Max % Drawdown (21.22%)
Standard Deviation 2.97%
Annualized Sharpe 0.92
Win Rate % 59.7%
Longest Drawdown 27.8 months
Avg Trades Per Year 4.39
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Updated 6 days, 6 hours ago
Portfolio Faber Ivy5 Alt Cash
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-09-05
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $76,902,617.48
CAGR % 13.45%
Max % Drawdown (20.83%)
Standard Deviation 3.05%
Annualized Sharpe 0.97
Win Rate % 64.4%
Longest Drawdown 27.6 months
Avg Trades Per Year 5.75
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