| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $501,623.48 |
| CAGR % | 6.79% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 50.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.87 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $106,547.42 |
| CAGR % | 0.26% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 77.3% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.95 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,200,010.16 |
| CAGR % | 9.28% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 50.0% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.73 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,760,381.69 |
| CAGR % | 9.50% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 51.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.69 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $168,718.38 |
| CAGR % | 1.02% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 80.0% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.69 |
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