| Updated | 1 day, 23 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-06-27 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $534,769.17 |
| CAGR % | 6.80% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 52.0% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.92 |
| Updated | 1 day, 23 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-06-27 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,565.50 |
| CAGR % | 0.36% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 78.0% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.92 |
| Updated | 1 day, 23 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-06-27 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,557,572.37 |
| CAGR % | 9.24% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 50.9% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.76 |
| Updated | 1 day, 23 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-06-27 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,502,015.87 |
| CAGR % | 9.46% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 51.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.72 |
| Updated | 1 day, 23 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-06-27 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $173,517.58 |
| CAGR % | 1.06% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.3% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.68 |
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