| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $526,267.24 |
| CAGR % | 6.80% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.84 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,445.87 |
| CAGR % | 0.28% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 77.8% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.92 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,465,014.31 |
| CAGR % | 9.25% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,309,676.90 |
| CAGR % | 9.47% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 51.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.68 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $170,111.23 |
| CAGR % | 1.02% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 80.2% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.68 |
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