| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $429,276.51 |
| CAGR % | 7.96% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.01% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 50.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $310,760.28 |
| CAGR % | 6.14% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.87% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 35.3% |
| Longest Drawdown | 88.1 months |
| Avg Trades Per Year | 0.89 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $193,244.78 |
| CAGR % | 3.52% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 52.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.89 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $182,250.71 |
| CAGR % | 3.21% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.10 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $171,028.14 |
| CAGR % | 2.86% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.98% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 38.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $556,618.70 |
| CAGR % | 9.44% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 61.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $836,743.46 |
| CAGR % | 11.82% |
| Max % Drawdown | (26.19%) |
| Standard Deviation | 3.46% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 60.0% |
| Longest Drawdown | 28.6 months |
| Avg Trades Per Year | 0.53 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $896,021.27 |
| CAGR % | 12.22% |
| Max % Drawdown | (30.07%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 73.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 0.79 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,116,843.93 |
| CAGR % | 13.53% |
| Max % Drawdown | (23.93%) |
| Standard Deviation | 4.02% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 69.2% |
| Longest Drawdown | 31.7 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $204,224.86 |
| CAGR % | 3.83% |
| Max % Drawdown | (5.60%) |
| Standard Deviation | 0.91% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 84.6% |
| Longest Drawdown | 27.5 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,520,840.66 |
| CAGR % | 11.42% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 57.1% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,159,076.27 |
| CAGR % | 9.37% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.71% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 35.9% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.85 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,319,814.21 |
| CAGR % | 7.07% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 48.6% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,428,437.29 |
| CAGR % | 7.98% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.62% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 47.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,377,317.89 |
| CAGR % | 5.86% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 45.7% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $31,462,543.59 |
| CAGR % | 13.31% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 64.7% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,635,001.19 |
| CAGR % | 12.81% |
| Max % Drawdown | (27.26%) |
| Standard Deviation | 3.66% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 56.2% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $200,481,813.42 |
| CAGR % | 17.96% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 71.0% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $178,163,766.78 |
| CAGR % | 17.66% |
| Max % Drawdown | (30.28%) |
| Standard Deviation | 4.40% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 72.4% |
| Longest Drawdown | 42.2 months |
| Avg Trades Per Year | 0.63 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,037,319.12 |
| CAGR % | 7.70% |
| Max % Drawdown | (6.14%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 84.0% |
| Longest Drawdown | 27.5 months |
| Avg Trades Per Year | 0.54 |
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