| 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 |
| 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 |
| 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 |
| 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 |
| 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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