| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $869,011.35 |
| CAGR % | 9.02% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 60.6% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.75 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $878,472.92 |
| CAGR % | 9.07% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 61.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.79 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,104,274.50 |
| CAGR % | 10.07% |
| 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 | 4.39 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,239,763.43 |
| CAGR % | 10.58% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.3% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.83 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,381,395.88 |
| CAGR % | 14.04% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $110,451,140.54 |
| CAGR % | 14.41% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,292,286.13 |
| CAGR % | 12.70% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.98% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 59.3% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.34 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $76,082,673.20 |
| 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 | 5.71 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
