| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $522,952.05 |
| CAGR % | 6.88% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $459,330.11 |
| CAGR % | 6.32% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 37.5% |
| Longest Drawdown | 158.3 months |
| Avg Trades Per Year | 0.96 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,402.97 |
| CAGR % | 3.02% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 43.5% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $213,832.80 |
| CAGR % | 3.10% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 44.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.01 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $190,268.70 |
| CAGR % | 2.62% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.10) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $934,702.35 |
| CAGR % | 9.40% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.67% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,166,970.74 |
| CAGR % | 10.39% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.92% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,811,684.59 |
| CAGR % | 12.36% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.76% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 60.0% |
| Longest Drawdown | 36.2 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,029,997.39 |
| CAGR % | 12.87% |
| Max % Drawdown | (30.70%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.8% |
| Longest Drawdown | 36.2 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $227,769.02 |
| CAGR % | 3.37% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.04% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 75.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.64 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,677,991.68 |
| CAGR % | 10.49% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.50% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,113,240.80 |
| CAGR % | 9.09% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 37.0% |
| Longest Drawdown | 158.3 months |
| Avg Trades Per Year | 0.89 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,506,126.37 |
| CAGR % | 6.41% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 43.9% |
| Longest Drawdown | 51.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,018,225.08 |
| CAGR % | 7.38% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.85 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,533,791.20 |
| CAGR % | 5.40% |
| 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 | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $52,412,023.92 |
| CAGR % | 12.83% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $43,787,941.62 |
| CAGR % | 12.44% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $411,248,533.61 |
| CAGR % | 17.40% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 65.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 days, 23 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $275,468,423.18 |
| CAGR % | 16.50% |
| Max % Drawdown | (30.79%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-11-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,387,478.16 |
| CAGR % | 7.03% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.80 |
| Win Rate % | 78.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.54 |
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