| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $799,885.63 |
| CAGR % | 8.07% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.05% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $726,618.02 |
| CAGR % | 7.68% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 4.00% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 40.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,614.23 |
| CAGR % | 2.93% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.53% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 46.2% |
| Longest Drawdown | 74.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $207,026.71 |
| CAGR % | 2.75% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 37.9% |
| Longest Drawdown | 79.4 months |
| Avg Trades Per Year | 1.08 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $204,551.45 |
| CAGR % | 2.71% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 36.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $966,834.63 |
| CAGR % | 8.83% |
| Max % Drawdown | (26.05%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,421,345.68 |
| CAGR % | 10.41% |
| Max % Drawdown | (35.22%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 44.4% |
| Longest Drawdown | 50.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,160,062.11 |
| CAGR % | 12.15% |
| Max % Drawdown | (30.09%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 57.1% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,091,654.82 |
| CAGR % | 12.01% |
| Max % Drawdown | (29.16%) |
| Standard Deviation | 4.26% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 55.0% |
| Longest Drawdown | 55.7 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,995.28 |
| CAGR % | 2.81% |
| Max % Drawdown | (10.15%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 54.5% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.82 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,043,003.59 |
| CAGR % | 10.97% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,431,455.51 |
| CAGR % | 9.68% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.66% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 38.3% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,591,455.75 |
| CAGR % | 6.24% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 45.5% |
| Longest Drawdown | 74.6 months |
| Avg Trades Per Year | 0.82 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,878,743.64 |
| CAGR % | 7.03% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 41.7% |
| Longest Drawdown | 79.4 months |
| Avg Trades Per Year | 0.89 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,649,221.58 |
| CAGR % | 5.35% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 42.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.78 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $54,795,106.10 |
| CAGR % | 12.43% |
| Max % Drawdown | (38.77%) |
| Standard Deviation | 4.37% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,317,941.64 |
| CAGR % | 12.53% |
| Max % Drawdown | (35.22%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 51.3% |
| Longest Drawdown | 50.1 months |
| Avg Trades Per Year | 0.72 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $380,289,312.02 |
| CAGR % | 16.56% |
| Max % Drawdown | (37.63%) |
| Standard Deviation | 4.96% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.69 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $258,622,528.07 |
| CAGR % | 15.72% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.45% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 64.9% |
| Longest Drawdown | 55.7 months |
| Avg Trades Per Year | 0.69 |
| Updated | 4 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-23 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,123,134.40 |
| CAGR % | 6.60% |
| Max % Drawdown | (10.16%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 64.7% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.63 |
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