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Faber Tactical Asset Allocation w/ Relative Strength



Updated 8 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $674,073.88
CAGR % 7.68%
Max % Drawdown (40.14%)
Standard Deviation 3.86%
Annualized Sharpe 0.40
Win Rate % 40.0%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $758,245.31
CAGR % 8.17%
Max % Drawdown (45.68%)
Standard Deviation 3.89%
Annualized Sharpe 0.43
Win Rate % 37.5%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.93
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $218,096.85
CAGR % 3.07%
Max % Drawdown (12.57%)
Standard Deviation 1.55%
Annualized Sharpe 0.04
Win Rate % 45.8%
Longest Drawdown 62.4 months
Avg Trades Per Year 0.93
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $217,482.75
CAGR % 3.06%
Max % Drawdown (26.03%)
Standard Deviation 2.89%
Annualized Sharpe 0.05
Win Rate % 40.7%
Longest Drawdown 72.5 months
Avg Trades Per Year 1.05
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $202,904.35
CAGR % 2.78%
Max % Drawdown (6.83%)
Standard Deviation 0.94%
Annualized Sharpe (0.05)
Win Rate % 34.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.89
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $889,348.21
CAGR % 8.84%
Max % Drawdown (26.11%)
Standard Deviation 3.72%
Annualized Sharpe 0.49
Win Rate % 50.0%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,177,058.12
CAGR % 10.03%
Max % Drawdown (35.27%)
Standard Deviation 3.91%
Annualized Sharpe 0.56
Win Rate % 44.4%
Longest Drawdown 42.5 months
Avg Trades Per Year 0.70
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,009,963.10
CAGR % 12.34%
Max % Drawdown (29.93%)
Standard Deviation 4.73%
Annualized Sharpe 0.61
Win Rate % 55.0%
Longest Drawdown 47.3 months
Avg Trades Per Year 0.78
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,883,589.71
CAGR % 12.06%
Max % Drawdown (29.24%)
Standard Deviation 4.28%
Annualized Sharpe 0.64
Win Rate % 52.6%
Longest Drawdown 47.3 months
Avg Trades Per Year 0.74
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Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $219,864.36
CAGR % 3.10%
Max % Drawdown (9.20%)
Standard Deviation 1.05%
Annualized Sharpe 0.04
Win Rate % 63.2%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.74
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Updated 8 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,788,473.40
CAGR % 10.83%
Max % Drawdown (40.19%)
Standard Deviation 4.47%
Annualized Sharpe 0.55
Win Rate % 51.2%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,061,984.25
CAGR % 9.96%
Max % Drawdown (45.73%)
Standard Deviation 4.62%
Annualized Sharpe 0.49
Win Rate % 37.0%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.87
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,609,499.23
CAGR % 6.37%
Max % Drawdown (13.99%)
Standard Deviation 1.97%
Annualized Sharpe 0.51
Win Rate % 45.2%
Longest Drawdown 62.4 months
Avg Trades Per Year 0.80
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,081,265.65
CAGR % 7.28%
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 0.87
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,637,056.54
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 0.76
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $51,319,506.69
CAGR % 12.55%
Max % Drawdown (38.72%)
Standard Deviation 4.30%
Annualized Sharpe 0.67
Win Rate % 58.5%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $47,595,295.26
CAGR % 12.39%
Max % Drawdown (35.27%)
Standard Deviation 3.82%
Annualized Sharpe 0.73
Win Rate % 51.3%
Longest Drawdown 42.5 months
Avg Trades Per Year 0.74
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $340,567,653.30
CAGR % 16.66%
Max % Drawdown (37.57%)
Standard Deviation 4.96%
Annualized Sharpe 0.82
Win Rate % 62.2%
Longest Drawdown 50.8 months
Avg Trades Per Year 0.70
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $237,329,952.60
CAGR % 15.86%
Max % Drawdown (30.23%)
Standard Deviation 4.47%
Annualized Sharpe 0.84
Win Rate % 63.9%
Longest Drawdown 47.3 months
Avg Trades Per Year 0.68
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Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,269,914.38
CAGR % 6.83%
Max % Drawdown (9.20%)
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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