| Updated | 21 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $772,941.14 |
| CAGR % | 8.10% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.98% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $846,628.69 |
| CAGR % | 8.47% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.98% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $217,726.71 |
| CAGR % | 3.01% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 45.8% |
| Longest Drawdown | 68.2 months |
| Avg Trades Per Year | 0.91 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $212,564.89 |
| CAGR % | 2.91% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 40.7% |
| Longest Drawdown | 73.0 months |
| Avg Trades Per Year | 1.03 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,794.44 |
| CAGR % | 2.75% |
| 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 | 0.88 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,028,380.46 |
| CAGR % | 9.28% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.75% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,260,645.88 |
| CAGR % | 10.13% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 44.4% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.69 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,189,849.61 |
| CAGR % | 12.47% |
| Max % Drawdown | (29.92%) |
| Standard Deviation | 4.70% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,022,460.70 |
| CAGR % | 12.13% |
| Max % Drawdown | (29.24%) |
| Standard Deviation | 4.26% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 53.0 months |
| Avg Trades Per Year | 0.72 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $214,467.66 |
| CAGR % | 2.95% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.00 |
| Win Rate % | 65.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.76 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $26,131,915.84 |
| CAGR % | 11.01% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,820,750.57 |
| CAGR % | 10.10% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,604,942.03 |
| CAGR % | 6.31% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 68.2 months |
| Avg Trades Per Year | 0.79 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,985,611.75 |
| CAGR % | 7.16% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 43.5% |
| Longest Drawdown | 73.0 months |
| Avg Trades Per Year | 0.86 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,643,752.67 |
| CAGR % | 5.40% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,342,270.47 |
| CAGR % | 12.74% |
| 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 | 0.77 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,975,487.14 |
| CAGR % | 12.41% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $371,212,830.89 |
| CAGR % | 16.68% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.94% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.69 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $254,817,585.45 |
| CAGR % | 15.86% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.46% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 53.0 months |
| Avg Trades Per Year | 0.68 |
| Updated | 21 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,189,651.62 |
| CAGR % | 6.72% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 71.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.60 |
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