| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $520,806.82 |
| CAGR % | 6.73% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 52.0% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.94 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,845.38 |
| CAGR % | 0.30% |
| 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 | 3.91 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,409,728.75 |
| CAGR % | 9.20% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 50.9% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.77 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,195,346.11 |
| CAGR % | 9.43% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 51.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.72 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $170,737.88 |
| CAGR % | 1.03% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 80.2% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.67 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
