| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $627,864.17 |
| CAGR % | 7.44% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $595,079.25 |
| CAGR % | 7.21% |
| Max % Drawdown | (98.69%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,752.53 |
| CAGR % | 2.97% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 45.8% |
| Longest Drawdown | 60.3 months |
| Avg Trades Per Year | 0.94 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $212,571.16 |
| CAGR % | 2.99% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.90% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 40.7% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.05 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $199,647.52 |
| CAGR % | 2.74% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.06) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.90 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $865,114.35 |
| CAGR % | 8.79% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.73% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,101,647.86 |
| CAGR % | 9.82% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 44.4% |
| Longest Drawdown | 40.5 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,800,309.16 |
| CAGR % | 11.95% |
| Max % Drawdown | (29.90%) |
| Standard Deviation | 4.71% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 57.1% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,852,988.22 |
| CAGR % | 12.07% |
| Max % Drawdown | (29.17%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,567.70 |
| CAGR % | 3.06% |
| Max % Drawdown | (8.74%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 63.2% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,225,768.15 |
| CAGR % | 10.72% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,814,426.74 |
| CAGR % | 9.49% |
| Max % Drawdown | (98.94%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,533,412.73 |
| CAGR % | 6.34% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 60.3 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,987,606.71 |
| CAGR % | 7.26% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,610,320.23 |
| CAGR % | 5.42% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.34% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,903,945.50 |
| CAGR % | 12.53% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,547,119.72 |
| CAGR % | 12.29% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 51.3% |
| Longest Drawdown | 40.5 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $306,036,876.99 |
| CAGR % | 16.48% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 63.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $233,479,973.61 |
| CAGR % | 15.88% |
| Max % Drawdown | (30.19%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-08-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,220,884.91 |
| CAGR % | 6.82% |
| Max % Drawdown | (8.74%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 71.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.59 |
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