| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $532,388.40 |
| CAGR % | 6.88% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.86 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,445.87 |
| CAGR % | 0.29% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.32% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 77.8% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.94 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,527,975.56 |
| CAGR % | 9.30% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.72 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,439,875.17 |
| CAGR % | 9.52% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 51.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.68 |
| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $170,111.23 |
| CAGR % | 1.02% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 80.2% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.68 |
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