| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $502,623.06 |
| CAGR % | 6.86% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $409,925.34 |
| CAGR % | 5.97% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 37.5% |
| Longest Drawdown | 151.9 months |
| Avg Trades Per Year | 0.99 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $205,134.64 |
| CAGR % | 3.00% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 43.5% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $207,592.38 |
| CAGR % | 3.05% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 44.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $185,310.63 |
| CAGR % | 2.57% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.12) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $787,909.84 |
| CAGR % | 8.85% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,022,731.19 |
| CAGR % | 10.03% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,835,268.85 |
| CAGR % | 12.70% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.75% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 57.9% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,855,479.46 |
| CAGR % | 12.75% |
| Max % Drawdown | (30.40%) |
| Standard Deviation | 4.27% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.8% |
| Longest Drawdown | 29.8 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $224,017.50 |
| CAGR % | 3.37% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.00% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 75.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,990,669.97 |
| CAGR % | 10.52% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.50% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,130,557.89 |
| CAGR % | 8.95% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.0% |
| Longest Drawdown | 151.9 months |
| Avg Trades Per Year | 0.90 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,455,307.78 |
| CAGR % | 6.43% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 43.9% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,899,854.66 |
| CAGR % | 7.40% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,493,712.80 |
| CAGR % | 5.41% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.35% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,175,366.52 |
| CAGR % | 12.60% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.32% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $38,376,239.66 |
| CAGR % | 12.29% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $416,607,664.85 |
| CAGR % | 17.63% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $251,678,868.17 |
| CAGR % | 16.48% |
| Max % Drawdown | (30.46%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,331,684.21 |
| CAGR % | 7.07% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 78.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.55 |
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