| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $535,173.07 |
| CAGR % | 6.87% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $557,750.20 |
| CAGR % | 7.05% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.95 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,515.97 |
| CAGR % | 2.97% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 45.8% |
| Longest Drawdown | 55.8 months |
| Avg Trades Per Year | 0.95 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $206,754.06 |
| CAGR % | 2.92% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 42.3% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $195,669.48 |
| 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 | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $837,872.59 |
| CAGR % | 8.79% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,181,361.15 |
| CAGR % | 10.28% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,864,779.14 |
| CAGR % | 12.29% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.80% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 57.9% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,954,490.40 |
| CAGR % | 12.50% |
| Max % Drawdown | (30.70%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 61.1% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $219,754.68 |
| CAGR % | 3.17% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 70.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,091,184.72 |
| CAGR % | 10.46% |
| 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 | 1 day, 18 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,071,830.14 |
| CAGR % | 9.43% |
| 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 | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,506,679.29 |
| CAGR % | 6.36% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 45.2% |
| Longest Drawdown | 55.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,875,271.68 |
| CAGR % | 7.25% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 44.4% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,577,958.00 |
| 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 | 0.77 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $46,979,489.63 |
| CAGR % | 12.50% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,327,904.23 |
| CAGR % | 12.37% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $423,310,063.17 |
| CAGR % | 17.33% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.09% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $265,172,773.25 |
| CAGR % | 16.29% |
| 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 | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,268,283.68 |
| CAGR % | 6.90% |
| 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 | 0.56 |
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