| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-01-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $516,674.66 |
| CAGR % | 6.79% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.88 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2025-01-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $107,044.12 |
| CAGR % | 0.27% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.32% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 77.6% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.92 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2025-01-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,368,362.12 |
| CAGR % | 9.25% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.73 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-01-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,109,609.34 |
| CAGR % | 9.48% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 51.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.69 |
| Updated | 4 days, 12 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2025-01-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $169,307.73 |
| CAGR % | 1.02% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.99% |
| Annualized Sharpe | (0.25) |
| Win Rate % | 80.1% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.67 |
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