| Updated | An hour ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $295,314.77 |
| CAGR % | 4.55% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 68.8% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.66 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $625,638.02 |
| CAGR % | 7.82% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $886,360.37 |
| CAGR % | 9.37% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 55.6% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $897,097.13 |
| CAGR % | 9.43% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.92% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 55.0% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.82 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $240,484.90 |
| CAGR % | 3.67% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 38.5% |
| Longest Drawdown | 190.1 months |
| Avg Trades Per Year | 1.07 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $372,015.61 |
| CAGR % | 5.54% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 38.9% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,835,576.17 |
| CAGR % | 7.84% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 40.2 months |
| Avg Trades Per Year | 0.58 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,490,065.94 |
| CAGR % | 10.02% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,984,912.34 |
| CAGR % | 11.07% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 56.4% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,657,387.25 |
| CAGR % | 10.34% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,782,481.22 |
| CAGR % | 7.33% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 38.3% |
| Longest Drawdown | 190.1 months |
| Avg Trades Per Year | 0.92 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,230,059.16 |
| CAGR % | 8.69% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 48.8% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
