| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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 |
| Updated | 8 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| 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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