| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $871,397.43 |
| CAGR % | 8.70% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.89 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $880,823.34 |
| CAGR % | 8.75% |
| Max % Drawdown | (33.98%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 59.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.93 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,168,026.56 |
| CAGR % | 9.94% |
| Max % Drawdown | (21.02%) |
| Standard Deviation | 2.77% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 59.1% |
| Longest Drawdown | 23.9 months |
| Avg Trades Per Year | 4.43 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,306,896.55 |
| CAGR % | 10.42% |
| Max % Drawdown | (20.56%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 62.5% |
| Longest Drawdown | 23.4 months |
| Avg Trades Per Year | 5.86 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $93,680,371.51 |
| CAGR % | 13.80% |
| Max % Drawdown | (34.45%) |
| Standard Deviation | 4.97% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 60.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.48 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $110,804,908.13 |
| CAGR % | 14.16% |
| Max % Drawdown | (34.46%) |
| Standard Deviation | 5.00% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 61.2% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 3.55 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $53,175,180.06 |
| CAGR % | 12.59% |
| Max % Drawdown | (21.22%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 59.7% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 4.36 |
| Updated | 4 days, 6 hours ago |
|---|---|
| Portfolio | Faber Ivy5 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $80,232,305.63 |
| CAGR % | 13.46% |
| Max % Drawdown | (20.83%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.97 |
| Win Rate % | 64.4% |
| Longest Drawdown | 27.6 months |
| Avg Trades Per Year | 5.72 |
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