| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $844,137.21 |
| CAGR % | 8.42% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.02% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $804,145.88 |
| CAGR % | 8.22% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.98% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,186.21 |
| CAGR % | 2.95% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 45.8% |
| Longest Drawdown | 69.5 months |
| Avg Trades Per Year | 0.91 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,936.13 |
| CAGR % | 2.89% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 39.3% |
| Longest Drawdown | 74.4 months |
| Avg Trades Per Year | 1.06 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,233.51 |
| CAGR % | 2.71% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,158,395.69 |
| CAGR % | 9.73% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,327,796.93 |
| CAGR % | 10.30% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 44.4% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,304,456.93 |
| CAGR % | 12.63% |
| Max % Drawdown | (29.92%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,178,386.20 |
| CAGR % | 12.39% |
| Max % Drawdown | (29.23%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 52.6% |
| Longest Drawdown | 54.4 months |
| Avg Trades Per Year | 0.72 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,231.51 |
| CAGR % | 2.95% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.00 |
| Win Rate % | 65.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,539,644.80 |
| CAGR % | 11.17% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,975,041.53 |
| CAGR % | 9.97% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,574,428.24 |
| CAGR % | 6.27% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 69.5 months |
| Avg Trades Per Year | 0.79 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,973,231.49 |
| CAGR % | 7.14% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 42.6% |
| Longest Drawdown | 74.4 months |
| Avg Trades Per Year | 0.88 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,630,645.00 |
| CAGR % | 5.37% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $66,839,833.14 |
| CAGR % | 12.96% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $53,691,192.69 |
| CAGR % | 12.50% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 51.3% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $390,670,046.59 |
| CAGR % | 16.76% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.96% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $274,487,764.93 |
| CAGR % | 15.99% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 63.9% |
| Longest Drawdown | 54.4 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,201,011.95 |
| CAGR % | 6.71% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 71.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.60 |
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