| Updated | 1 day, 4 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $516,059.59 |
| CAGR % | 6.70% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 52.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.91 |
| Updated | 1 day, 4 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,485.88 |
| CAGR % | 0.25% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | (0.30) |
| Win Rate % | 77.8% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.91 |
| Updated | 1 day, 4 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,361,251.30 |
| CAGR % | 9.19% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 51.2% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.75 |
| Updated | 1 day, 4 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,094,944.19 |
| CAGR % | 9.42% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 52.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 1 day, 4 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $168,191.25 |
| CAGR % | 1.00% |
| 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 | 3.67 |
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