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Faber Tactical Asset Allocation



Updated 18 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $498,322.27
CAGR % 6.81%
Max % Drawdown (10.05%)
Standard Deviation 1.94%
Annualized Sharpe 0.58
Win Rate % 50.5%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.90
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Updated 18 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $105,649.37
CAGR % 0.23%
Max % Drawdown (42.03%)
Standard Deviation 2.35%
Annualized Sharpe (0.29)
Win Rate % 77.1%
Longest Drawdown 278.8 months
Avg Trades Per Year 3.94
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Updated 18 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,155,837.23
CAGR % 9.29%
Max % Drawdown (12.87%)
Standard Deviation 2.05%
Annualized Sharpe 0.87
Win Rate % 50.0%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.74
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Updated 18 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2024-05-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $10,667,965.89
CAGR % 9.52%
Max % Drawdown (12.87%)
Standard Deviation 2.10%
Annualized Sharpe 0.88
Win Rate % 51.1%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.70
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Updated 18 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2024-05-17
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 284.4 months
Avg Trades Per Year 3.68
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