| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $583,072.13 |
| CAGR % | 7.18% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $612,210.50 |
| CAGR % | 7.38% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $208,773.09 |
| CAGR % | 2.94% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 45.8% |
| Longest Drawdown | 58.3 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,217.09 |
| 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 | 1.06 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,938.19 |
| 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 | 0.90 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $857,251.35 |
| CAGR % | 8.81% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.74% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,087,111.65 |
| CAGR % | 9.83% |
| Max % Drawdown | (35.22%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 44.4% |
| Longest Drawdown | 38.5 months |
| Avg Trades Per Year | 0.71 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,725,942.34 |
| CAGR % | 11.85% |
| Max % Drawdown | (29.90%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 57.1% |
| Longest Drawdown | 43.1 months |
| Avg Trades Per Year | 0.83 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,719,506.34 |
| CAGR % | 11.83% |
| Max % Drawdown | (29.10%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 52.6% |
| Longest Drawdown | 43.1 months |
| Avg Trades Per Year | 0.75 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $224,463.68 |
| CAGR % | 3.23% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 70.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,711,009.92 |
| CAGR % | 10.60% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,155,608.78 |
| CAGR % | 9.58% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,497,707.94 |
| CAGR % | 6.33% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 58.3 months |
| Avg Trades Per Year | 0.80 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,962,205.87 |
| 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 | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,588,142.56 |
| CAGR % | 5.41% |
| 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 | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $49,449,402.73 |
| CAGR % | 12.56% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.32% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $43,958,440.69 |
| CAGR % | 12.30% |
| Max % Drawdown | (35.22%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 51.3% |
| Longest Drawdown | 38.5 months |
| Avg Trades Per Year | 0.74 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $293,488,132.48 |
| CAGR % | 16.44% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.96% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 63.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.72 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,637,370.85 |
| CAGR % | 15.77% |
| Max % Drawdown | (30.19%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 43.3 months |
| Avg Trades Per Year | 0.69 |
| Updated | 5 days, 13 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-06-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,338,318.40 |
| CAGR % | 6.92% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 75.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.55 |
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