| Updated | 11 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $416,123.41 |
| CAGR % | 7.61% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.00% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 46.7% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $325,775.55 |
| CAGR % | 6.26% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 35.3% |
| Longest Drawdown | 93.2 months |
| Avg Trades Per Year | 0.87 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,487.90 |
| CAGR % | 3.72% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.15 |
| Win Rate % | 52.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.87 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,979.83 |
| CAGR % | 3.55% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.08 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,293.71 |
| CAGR % | 2.99% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.98% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 38.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $545,512.64 |
| CAGR % | 9.12% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.70% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 57.1% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.72 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $762,142.62 |
| CAGR % | 11.01% |
| Max % Drawdown | (26.19%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 54.5% |
| Longest Drawdown | 28.6 months |
| Avg Trades Per Year | 0.57 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $907,746.58 |
| CAGR % | 12.01% |
| Max % Drawdown | (30.07%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 73.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 0.77 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,119,583.93 |
| CAGR % | 13.23% |
| Max % Drawdown | (23.94%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 69.2% |
| Longest Drawdown | 31.7 months |
| Avg Trades Per Year | 0.67 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $217,880.96 |
| CAGR % | 4.09% |
| Max % Drawdown | (5.60%) |
| Standard Deviation | 0.92% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 84.6% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.67 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,074,049.51 |
| CAGR % | 11.24% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 55.6% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,456,749.38 |
| CAGR % | 9.39% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.70% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 35.9% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.84 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,446,133.28 |
| CAGR % | 7.13% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 48.6% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.75 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,709,921.89 |
| CAGR % | 8.09% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.61% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 47.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,429,012.89 |
| CAGR % | 5.89% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 45.7% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $30,834,447.65 |
| CAGR % | 13.13% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.38% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 62.9% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,349,391.87 |
| CAGR % | 12.46% |
| Max % Drawdown | (27.26%) |
| Standard Deviation | 3.68% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 54.5% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 0.71 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,106,968.55 |
| CAGR % | 17.82% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.05% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 71.0% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.67 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $181,333,100.72 |
| CAGR % | 17.53% |
| Max % Drawdown | (30.28%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 72.4% |
| Longest Drawdown | 42.2 months |
| Avg Trades Per Year | 0.62 |
| Updated | 11 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,240,422.22 |
| CAGR % | 7.78% |
| Max % Drawdown | (6.14%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.94 |
| Win Rate % | 84.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.54 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
