| Updated | 5 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $378,918.64 |
| CAGR % | 6.75% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 41.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.83 |
| Updated | 5 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $418,851.56 |
| CAGR % | 7.28% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 35.3% |
| Longest Drawdown | 104.5 months |
| Avg Trades Per Year | 0.83 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $227,464.60 |
| CAGR % | 4.11% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 52.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.83 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $240,343.95 |
| CAGR % | 4.40% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $190,293.01 |
| CAGR % | 3.21% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.98% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 38.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $543,686.84 |
| CAGR % | 8.66% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.65% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 53.3% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.74 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $654,525.13 |
| CAGR % | 9.66% |
| Max % Drawdown | (30.90%) |
| Standard Deviation | 3.57% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 46.2% |
| Longest Drawdown | 28.6 months |
| Avg Trades Per Year | 0.64 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $801,734.66 |
| CAGR % | 10.75% |
| Max % Drawdown | (30.33%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 62.5% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,004,966.93 |
| CAGR % | 11.99% |
| Max % Drawdown | (23.96%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 64.3% |
| Longest Drawdown | 31.7 months |
| Avg Trades Per Year | 0.69 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,430.28 |
| CAGR % | 3.86% |
| Max % Drawdown | (6.34%) |
| Standard Deviation | 0.97% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 85.7% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.69 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,813,448.59 |
| CAGR % | 10.78% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 52.6% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 5 days ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,308,086.16 |
| CAGR % | 9.78% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 35.9% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.82 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,742,520.30 |
| CAGR % | 7.24% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 48.6% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.74 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,539,500.54 |
| CAGR % | 8.38% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.62% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 47.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.84 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,536,583.16 |
| CAGR % | 5.93% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.38% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 45.7% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.74 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $30,729,599.92 |
| CAGR % | 12.85% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 61.1% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,052,105.55 |
| CAGR % | 11.84% |
| Max % Drawdown | (30.90%) |
| Standard Deviation | 3.71% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 51.4% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 0.74 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,708,788.42 |
| CAGR % | 17.11% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.02% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 65.6% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.68 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $144,656,564.60 |
| CAGR % | 16.60% |
| Max % Drawdown | (30.28%) |
| Standard Deviation | 4.37% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 71.0% |
| Longest Drawdown | 42.2 months |
| Avg Trades Per Year | 0.65 |
| Updated | 5 days ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,218,846.18 |
| CAGR % | 7.60% |
| Max % Drawdown | (6.34%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 84.6% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.55 |
© Copyright 2013 - 2020
Extrategic Investing, LLC.
All rights reserved.
