| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $490,806.02 |
| CAGR % | 7.61% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 44.4% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.83 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $366,347.91 |
| CAGR % | 6.16% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 35.0% |
| Longest Drawdown | 120.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $222,606.51 |
| CAGR % | 3.76% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.61% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 55.6% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.83 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $231,660.76 |
| CAGR % | 3.95% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.04% |
| Annualized Sharpe | 0.14 |
| Win Rate % | 50.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.01 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $189,683.42 |
| CAGR % | 2.99% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.95% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 40.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 16 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $813,273.16 |
| CAGR % | 10.14% |
| Max % Drawdown | (26.37%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 53.3% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,043,971.79 |
| CAGR % | 11.41% |
| Max % Drawdown | (30.71%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 46.2% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.60 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,975,989.73 |
| CAGR % | 14.74% |
| Max % Drawdown | (30.03%) |
| Standard Deviation | 4.92% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 66.7% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,295,376.36 |
| CAGR % | 15.53% |
| Max % Drawdown | (23.74%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 69.2% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.60 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $206,127.71 |
| CAGR % | 3.39% |
| Max % Drawdown | (8.44%) |
| Standard Deviation | 1.01% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 80.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,599,025.68 |
| CAGR % | 11.07% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 53.8% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,265,778.81 |
| CAGR % | 9.20% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 35.7% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,681,902.58 |
| CAGR % | 6.99% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.01% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 50.0% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,372,800.35 |
| CAGR % | 8.06% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 48.8% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.84 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,531,449.02 |
| CAGR % | 5.76% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.37% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 45.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $45,700,745.33 |
| CAGR % | 13.40% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 61.1% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $38,955,639.28 |
| CAGR % | 13.03% |
| Max % Drawdown | (30.71%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 51.4% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $447,951,616.02 |
| CAGR % | 18.84% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.15% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 70.0% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.62 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $316,399,081.58 |
| CAGR % | 17.99% |
| Max % Drawdown | (30.14%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 73.3% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.62 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,065,618.69 |
| CAGR % | 7.28% |
| Max % Drawdown | (8.44%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 81.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.55 |
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