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Faber Tactical Asset Allocation



Updated 4 days, 3 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2021-12-03
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $459,886.97
CAGR % 7.21%
Max % Drawdown (10.05%)
Standard Deviation 1.92%
Annualized Sharpe 0.63
Win Rate % 54.4%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.60
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Updated 4 days, 3 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2021-12-03
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $100,603.74
CAGR % 0.03%
Max % Drawdown (42.03%)
Standard Deviation 2.29%
Annualized Sharpe (0.33)
Win Rate % 78.8%
Longest Drawdown 254.9 months
Avg Trades Per Year 3.65
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Updated 4 days, 3 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2021-12-03
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,770,550.68
CAGR % 9.66%
Max % Drawdown (12.87%)
Standard Deviation 2.04%
Annualized Sharpe 0.92
Win Rate % 52.0%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.58
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Updated 4 days, 3 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2021-12-03
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $9,871,170.19
CAGR % 9.84%
Max % Drawdown (12.87%)
Standard Deviation 2.10%
Annualized Sharpe 0.92
Win Rate % 52.9%
Longest Drawdown 27.1 months
Avg Trades Per Year 3.56
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Updated 4 days, 3 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2021-12-03
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $158,913.78
CAGR % 0.95%
Max % Drawdown (45.26%)
Standard Deviation 1.96%
Annualized Sharpe (0.26)
Win Rate % 80.9%
Longest Drawdown 254.9 months
Avg Trades Per Year 3.54
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