Updated | 2 days, 14 hours ago |
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Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 2000-01-01 — 2025-05-09 |
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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 |
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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 |
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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 |
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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 |