| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $938,051.30 |
| CAGR % | 9.63% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.59% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 51.3% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.89 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $925,410.84 |
| CAGR % | 9.57% |
| Max % Drawdown | (33.92%) |
| Standard Deviation | 5.59% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 50.8% |
| Longest Drawdown | 82.0 months |
| Avg Trades Per Year | 4.93 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,756,714.56 |
| CAGR % | 12.49% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.1% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.10 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,737,069.49 |
| CAGR % | 12.44% |
| Max % Drawdown | (24.24%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.7% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 10.43 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,887,241.49 |
| CAGR % | 12.82% |
| Max % Drawdown | (19.01%) |
| Standard Deviation | 3.31% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 60.9% |
| Longest Drawdown | 28.3 months |
| Avg Trades Per Year | 11.13 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,922,170.31 |
| CAGR % | 12.91% |
| Max % Drawdown | (18.92%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 62.0% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 11.99 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,259,619.95 |
| CAGR % | 10.96% |
| Max % Drawdown | (15.08%) |
| Standard Deviation | 2.68% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 56.2% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 12.65 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,288,211.88 |
| CAGR % | 11.07% |
| Max % Drawdown | (18.21%) |
| Standard Deviation | 2.70% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 58.7% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 15.11 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $146,906,701.75 |
| CAGR % | 15.26% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.30% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.8% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.79 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $154,175,864.03 |
| CAGR % | 15.37% |
| Max % Drawdown | (44.35%) |
| Standard Deviation | 6.31% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.7% |
| Longest Drawdown | 82.1 months |
| Avg Trades Per Year | 4.83 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $468,632,031.73 |
| CAGR % | 17.89% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 63.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.54 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $524,112,212.17 |
| CAGR % | 18.15% |
| Max % Drawdown | (32.72%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 63.8% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 9.83 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $335,496,026.37 |
| CAGR % | 17.13% |
| Max % Drawdown | (27.80%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 1.07 |
| Win Rate % | 64.6% |
| Longest Drawdown | 28.9 months |
| Avg Trades Per Year | 10.50 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $415,209,851.71 |
| CAGR % | 17.61% |
| Max % Drawdown | (27.85%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 66.2% |
| Longest Drawdown | 26.0 months |
| Avg Trades Per Year | 11.29 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Faber Global13 |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $115,555,636.61 |
| CAGR % | 14.72% |
| Max % Drawdown | (20.49%) |
| Standard Deviation | 3.02% |
| Annualized Sharpe | 1.09 |
| Win Rate % | 61.0% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 12.25 |
| Updated | 5 days, 4 hours ago |
|---|---|
| Portfolio | Fabler Global13 Alt Cash |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $161,183,307.75 |
| CAGR % | 15.47% |
| Max % Drawdown | (20.37%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 1.13 |
| Win Rate % | 64.1% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 14.58 |
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