| Updated | An hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $457,054.71 |
| CAGR % | 6.56% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.84 |
| Updated | An hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $358,926.55 |
| CAGR % | 5.49% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 37.5% |
| Longest Drawdown | 147.0 months |
| Avg Trades Per Year | 1.00 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $210,503.41 |
| CAGR % | 3.16% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 45.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.92 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $223,977.84 |
| CAGR % | 3.43% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 45.8% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.00 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $184,698.63 |
| CAGR % | 2.60% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.11) |
| Win Rate % | 36.4% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.92 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $678,810.49 |
| CAGR % | 8.33% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.64% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $935,130.21 |
| CAGR % | 9.79% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.71 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,702,744.87 |
| CAGR % | 12.58% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.76% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 57.9% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.79 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,852,804.92 |
| CAGR % | 12.98% |
| Max % Drawdown | (29.26%) |
| Standard Deviation | 4.26% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 58.8% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.71 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,467.93 |
| CAGR % | 3.28% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 0.97% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 70.6% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,449,747.26 |
| CAGR % | 10.40% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | An hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,115,994.96 |
| CAGR % | 8.73% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 37.0% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.90 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,524,709.73 |
| CAGR % | 6.54% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 45.0% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.79 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,207,504.73 |
| CAGR % | 7.62% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 46.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.84 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,489,564.15 |
| CAGR % | 5.45% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.35% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 43.6% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.77 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $38,055,849.88 |
| CAGR % | 12.37% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $35,088,915.95 |
| CAGR % | 12.19% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.77 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $386,277,023.32 |
| CAGR % | 17.60% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.08% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $251,325,192.21 |
| CAGR % | 16.62% |
| Max % Drawdown | (30.17%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.67 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,219,402.49 |
| CAGR % | 7.05% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 75.9% |
| Longest Drawdown | 44.9 months |
| Avg Trades Per Year | 0.57 |
© Copyright 2013 - 2023
Extrategic Investing, LLC.
All rights reserved.
