| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $558,410.69 |
| CAGR % | 7.19% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.81 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $473,030.24 |
| CAGR % | 6.47% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 37.5% |
| Longest Drawdown | 157.1 months |
| Avg Trades Per Year | 0.97 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $213,628.63 |
| CAGR % | 3.11% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 43.5% |
| Longest Drawdown | 50.2 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $219,661.74 |
| CAGR % | 3.23% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 44.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.01 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $192,630.38 |
| CAGR % | 2.68% |
| 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 | 0.93 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $935,215.38 |
| CAGR % | 9.45% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.68% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,107,337.90 |
| CAGR % | 10.19% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,899,160.98 |
| CAGR % | 12.62% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.76% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 57.9% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,950,747.27 |
| CAGR % | 12.74% |
| Max % Drawdown | (30.70%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.8% |
| Longest Drawdown | 35.1 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $228,572.88 |
| CAGR % | 3.39% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.04% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 75.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.65 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,877,184.99 |
| CAGR % | 10.65% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,386,046.67 |
| CAGR % | 9.17% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 37.0% |
| Longest Drawdown | 157.1 months |
| Avg Trades Per Year | 0.89 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,558,708.90 |
| CAGR % | 6.46% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 43.9% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,133,830.40 |
| CAGR % | 7.45% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.85 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,553,539.65 |
| CAGR % | 5.44% |
| 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 | 0.77 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $52,440,899.74 |
| CAGR % | 12.86% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $41,550,219.68 |
| CAGR % | 12.35% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $431,136,704.76 |
| CAGR % | 17.54% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $264,680,928.37 |
| CAGR % | 16.44% |
| Max % Drawdown | (30.79%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.66 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,399,433.80 |
| CAGR % | 7.05% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 78.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.54 |
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