Updated | 4 days, 2 hours ago |
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Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 2000-01-01 — 2024-04-19 |
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Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $489,797.08 |
CAGR % | 6.76% |
Max % Drawdown | (10.05%) |
Standard Deviation | 1.93% |
Annualized Sharpe | 0.57 |
Win Rate % | 51.1% |
Longest Drawdown | 28.1 months |
Avg Trades Per Year | 3.87 |
Updated | 4 days, 2 hours ago |
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Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 2000-01-01 — 2024-04-19 |
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Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $105,649.37 |
CAGR % | 0.23% |
Max % Drawdown | (42.03%) |
Standard Deviation | 2.36% |
Annualized Sharpe | (0.29) |
Win Rate % | 77.1% |
Longest Drawdown | 278.8 months |
Avg Trades Per Year | 3.95 |
Updated | 4 days, 2 hours ago |
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Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 1980-01-01 — 2024-04-19 |
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Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $5,066,488.80 |
CAGR % | 9.27% |
Max % Drawdown | (12.87%) |
Standard Deviation | 2.05% |
Annualized Sharpe | 0.87 |
Win Rate % | 50.3% |
Longest Drawdown | 27.1 months |
Avg Trades Per Year | 3.72 |
Updated | 4 days, 2 hours ago |
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Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 1973-01-01 — 2024-04-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $10,483,472.03 |
CAGR % | 9.49% |
Max % Drawdown | (12.87%) |
Standard Deviation | 2.10% |
Annualized Sharpe | 0.88 |
Win Rate % | 51.3% |
Longest Drawdown | 27.1 months |
Avg Trades Per Year | 3.68 |
Updated | 4 days, 2 hours ago |
---|---|
Portfolio | Faber EXD5 |
Model | Faber Tactical Asset Allocation |
Period | 1973-01-01 — 2024-04-19 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $167,371.31 |
CAGR % | 1.01% |
Max % Drawdown | (45.26%) |
Standard Deviation | 2.00% |
Annualized Sharpe | (0.25) |
Win Rate % | 79.9% |
Longest Drawdown | 283.5 months |
Avg Trades Per Year | 3.68 |