| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $834,836.49 |
| CAGR % | 8.38% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.02% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $809,609.52 |
| CAGR % | 8.26% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $214,442.89 |
| CAGR % | 2.94% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 45.8% |
| Longest Drawdown | 69.3 months |
| Avg Trades Per Year | 0.91 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,811.17 |
| CAGR % | 2.89% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 39.3% |
| Longest Drawdown | 74.2 months |
| Avg Trades Per Year | 1.06 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,053.66 |
| CAGR % | 2.70% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,146,229.15 |
| CAGR % | 9.69% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,301,683.53 |
| CAGR % | 10.22% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 44.4% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,274,850.49 |
| CAGR % | 12.58% |
| Max % Drawdown | (29.92%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,104,305.58 |
| CAGR % | 12.25% |
| Max % Drawdown | (29.23%) |
| Standard Deviation | 4.29% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 54.2 months |
| Avg Trades Per Year | 0.72 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,104.61 |
| CAGR % | 2.95% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.00 |
| Win Rate % | 65.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,225,111.37 |
| CAGR % | 11.15% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,083,810.79 |
| CAGR % | 9.99% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,565,513.04 |
| CAGR % | 6.27% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 45.2% |
| Longest Drawdown | 69.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,970,888.81 |
| CAGR % | 7.14% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 42.6% |
| Longest Drawdown | 74.2 months |
| Avg Trades Per Year | 0.88 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,629,181.98 |
| CAGR % | 5.37% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $66,137,767.69 |
| CAGR % | 12.94% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $52,635,217.76 |
| CAGR % | 12.46% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $385,627,829.01 |
| CAGR % | 16.73% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.96% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $265,145,183.91 |
| CAGR % | 15.92% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 54.2 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 2 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,199,124.59 |
| CAGR % | 6.71% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 71.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.60 |
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