| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-11-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $560,909.77 |
| CAGR % | 6.89% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.91% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.90 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-11-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $109,971.46 |
| CAGR % | 0.37% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.29% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 78.4% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.94 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-11-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,834,959.22 |
| CAGR % | 9.27% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.75 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-11-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,077,272.30 |
| CAGR % | 9.49% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 51.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-11-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $174,133.71 |
| CAGR % | 1.05% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.5% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.69 |
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