| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $479,694.40 |
| CAGR % | 7.22% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.93% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 42.1% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.84 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $344,962.63 |
| CAGR % | 5.66% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 34.8% |
| Longest Drawdown | 129.8 months |
| Avg Trades Per Year | 1.02 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,586.91 |
| CAGR % | 3.50% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.59% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 50.0% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.89 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $226,486.46 |
| CAGR % | 3.70% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.00% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 47.8% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.02 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $189,939.19 |
| CAGR % | 2.89% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 40.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.89 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $746,474.28 |
| CAGR % | 9.35% |
| Max % Drawdown | (26.38%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 56.2% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,062,679.70 |
| CAGR % | 11.08% |
| Max % Drawdown | (30.37%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 50.0% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.62 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,894,754.83 |
| CAGR % | 13.97% |
| Max % Drawdown | (30.02%) |
| Standard Deviation | 4.86% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 68.8% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,211,513.44 |
| CAGR % | 14.76% |
| Max % Drawdown | (23.71%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 66.7% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $207,824.52 |
| CAGR % | 3.31% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 0.99% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 75.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,222,370.19 |
| CAGR % | 10.83% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 52.5% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.81 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,839,691.35 |
| CAGR % | 8.91% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 35.6% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,606,438.13 |
| CAGR % | 6.81% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.00% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 47.4% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.77 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,271,706.54 |
| CAGR % | 7.88% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.85 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,533,514.04 |
| CAGR % | 5.67% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.36% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 45.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,934,428.18 |
| CAGR % | 12.98% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 62.2% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $39,654,410.07 |
| CAGR % | 12.85% |
| Max % Drawdown | (30.37%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 52.8% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.73 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $429,410,772.43 |
| CAGR % | 18.41% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.12% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 71.0% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.63 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $300,545,202.36 |
| CAGR % | 17.56% |
| Max % Drawdown | (30.14%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 71.9% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.65 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,090,855.28 |
| CAGR % | 7.18% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 78.6% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.57 |
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