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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 13 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $619,437.93
CAGR % 7.40%
Max % Drawdown (40.14%)
Standard Deviation 3.86%
Annualized Sharpe 0.38
Win Rate % 40.0%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Updated 3 days, 13 hours ago
Portfolio $HH-GOLD Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $595,398.07
CAGR % 7.23%
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
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $210,379.41
CAGR % 2.95%
Max % Drawdown (12.57%)
Standard Deviation 1.55%
Annualized Sharpe 0.02
Win Rate % 45.8%
Longest Drawdown 59.6 months
Avg Trades Per Year 0.94
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $212,123.25
CAGR % 2.99%
Max % Drawdown (26.03%)
Standard Deviation 2.91%
Annualized Sharpe 0.05
Win Rate % 40.7%
Longest Drawdown 72.5 months
Avg Trades Per Year 1.06
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $198,382.37
CAGR % 2.72%
Max % Drawdown (6.83%)
Standard Deviation 0.94%
Annualized Sharpe (0.07)
Win Rate % 34.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.90
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Updated 3 days, 13 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $885,960.98
CAGR % 8.91%
Max % Drawdown (26.11%)
Standard Deviation 3.74%
Annualized Sharpe 0.50
Win Rate % 50.0%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Updated 3 days, 13 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,094,516.89
CAGR % 9.82%
Max % Drawdown (35.19%)
Standard Deviation 3.90%
Annualized Sharpe 0.54
Win Rate % 44.4%
Longest Drawdown 39.8 months
Avg Trades Per Year 0.70
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Updated 3 days, 13 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,773,270.29
CAGR % 11.91%
Max % Drawdown (29.90%)
Standard Deviation 4.72%
Annualized Sharpe 0.59
Win Rate % 57.1%
Longest Drawdown 44.5 months
Avg Trades Per Year 0.82
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Updated 3 days, 13 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,818,576.35
CAGR % 12.02%
Max % Drawdown (29.17%)
Standard Deviation 4.28%
Annualized Sharpe 0.64
Win Rate % 52.6%
Longest Drawdown 44.5 months
Avg Trades Per Year 0.74
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Updated 3 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $215,806.93
CAGR % 3.06%
Max % Drawdown (8.74%)
Standard Deviation 1.06%
Annualized Sharpe 0.03
Win Rate % 63.2%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.74
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Updated 3 days, 13 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $20,940,820.25
CAGR % 10.70%
Max % Drawdown (40.19%)
Standard Deviation 4.48%
Annualized Sharpe 0.54
Win Rate % 51.2%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Updated 3 days, 13 hours ago
Portfolio $HH-GOLD Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,820,836.64
CAGR % 9.50%
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 0.88
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,516,951.39
CAGR % 6.33%
Max % Drawdown (13.99%)
Standard Deviation 1.97%
Annualized Sharpe 0.50
Win Rate % 45.2%
Longest Drawdown 59.6 months
Avg Trades Per Year 0.80
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,979,204.33
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 0.88
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Updated 3 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,599,924.98
CAGR % 5.42%
Max % Drawdown (10.96%)
Standard Deviation 1.34%
Annualized Sharpe 0.52
Win Rate % 42.5%
Longest Drawdown 44.8 months
Avg Trades Per Year 0.76
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Updated 3 days, 13 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $51,106,870.53
CAGR % 12.60%
Max % Drawdown (38.72%)
Standard Deviation 4.31%
Annualized Sharpe 0.68
Win Rate % 58.5%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Updated 3 days, 13 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $44,258,734.68
CAGR % 12.29%
Max % Drawdown (35.19%)
Standard Deviation 3.82%
Annualized Sharpe 0.72
Win Rate % 51.3%
Longest Drawdown 39.8 months
Avg Trades Per Year 0.74
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Updated 3 days, 13 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $301,380,463.28
CAGR % 16.46%
Max % Drawdown (37.57%)
Standard Deviation 4.96%
Annualized Sharpe 0.81
Win Rate % 63.2%
Longest Drawdown 50.8 months
Avg Trades Per Year 0.72
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Updated 3 days, 13 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $229,183,672.09
CAGR % 15.86%
Max % Drawdown (30.19%)
Standard Deviation 4.48%
Annualized Sharpe 0.84
Win Rate % 63.9%
Longest Drawdown 44.5 months
Avg Trades Per Year 0.68
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Updated 3 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,209,570.43
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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