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Faber Tactical Asset Allocation



Updated 3 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $483,639.27
CAGR % 7.26%
Max % Drawdown (10.05%)
Standard Deviation 1.94%
Annualized Sharpe 0.64
Win Rate % 52.9%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.78
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Updated 3 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $95,327.47
CAGR % (0.21%)
Max % Drawdown (42.03%)
Standard Deviation 2.28%
Annualized Sharpe (0.36)
Win Rate % 79.5%
Longest Drawdown 261.9 months
Avg Trades Per Year 3.69
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Updated 3 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,994,839.56
CAGR % 9.64%
Max % Drawdown (12.87%)
Standard Deviation 2.05%
Annualized Sharpe 0.92
Win Rate % 51.3%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.67
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Updated 3 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,332,964.01
CAGR % 9.82%
Max % Drawdown (12.87%)
Standard Deviation 2.10%
Annualized Sharpe 0.92
Win Rate % 52.2%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.64
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Updated 3 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2022-07-01
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $151,438.10
CAGR % 0.84%
Max % Drawdown (45.26%)
Standard Deviation 1.96%
Annualized Sharpe (0.28)
Win Rate % 81.2%
Longest Drawdown 261.9 months
Avg Trades Per Year 3.56
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