| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2021-12-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $459,886.97 |
| CAGR % | 7.21% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 54.4% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.60 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2021-12-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $100,603.74 |
| CAGR % | 0.03% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.29% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 78.8% |
| Longest Drawdown | 254.9 months |
| Avg Trades Per Year | 3.65 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2021-12-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,770,550.68 |
| CAGR % | 9.66% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 52.0% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.58 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2021-12-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,871,170.19 |
| CAGR % | 9.84% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 52.9% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.56 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2021-12-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $158,913.78 |
| CAGR % | 0.95% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | (0.26) |
| Win Rate % | 80.9% |
| Longest Drawdown | 254.9 months |
| Avg Trades Per Year | 3.54 |
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