| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $457,884.14 |
| CAGR % | 6.78% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.94% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.7% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.84 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $97,090.22 |
| CAGR % | (0.13%) |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | (0.33) |
| Win Rate % | 76.1% |
| Longest Drawdown | 270.4 months |
| Avg Trades Per Year | 3.79 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,726,986.73 |
| CAGR % | 9.33% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.05% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.70 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,778,642.86 |
| CAGR % | 9.56% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 51.6% |
| Longest Drawdown | 27.1 months |
| Avg Trades Per Year | 3.66 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2023-03-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $153,703.52 |
| CAGR % | 0.86% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | (0.27) |
| Win Rate % | 79.6% |
| Longest Drawdown | 270.4 months |
| Avg Trades Per Year | 3.61 |
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