| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $555,227.03 |
| CAGR % | 7.00% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $593,125.02 |
| CAGR % | 7.28% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $208,594.15 |
| CAGR % | 2.94% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 45.8% |
| Longest Drawdown | 57.1 months |
| Avg Trades Per Year | 0.95 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $210,461.80 |
| CAGR % | 2.98% |
| 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 | 1.07 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,457.78 |
| CAGR % | 2.70% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $841,187.32 |
| CAGR % | 8.77% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,133,762.10 |
| CAGR % | 10.05% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 44.4% |
| Longest Drawdown | 37.3 months |
| Avg Trades Per Year | 0.71 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,872,156.44 |
| CAGR % | 12.25% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.79% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 60.0% |
| Longest Drawdown | 42.0 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,962,222.60 |
| CAGR % | 12.46% |
| Max % Drawdown | (30.70%) |
| Standard Deviation | 4.29% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 42.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $223,417.23 |
| CAGR % | 3.22% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 70.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,769,352.80 |
| CAGR % | 10.52% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,775,829.67 |
| CAGR % | 9.54% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,495,587.75 |
| CAGR % | 6.34% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 57.1 months |
| Avg Trades Per Year | 0.80 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,948,037.40 |
| CAGR % | 7.27% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.88 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,584,319.41 |
| 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 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,165,346.25 |
| CAGR % | 12.48% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $42,541,730.36 |
| CAGR % | 12.26% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 50.0% |
| Longest Drawdown | 37.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $424,984,729.65 |
| CAGR % | 17.30% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.08% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 65.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $266,221,829.23 |
| CAGR % | 16.26% |
| Max % Drawdown | (30.79%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 68.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.67 |
| Updated | 2 days, 15 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,322,755.16 |
| CAGR % | 6.92% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 75.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.55 |
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