Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^EEM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $490,267.92 |
CAGR % | 6.79% |
Max % Drawdown | (40.14%) |
Standard Deviation | 3.90% |
Annualized Sharpe | 0.33 |
Win Rate % | 40.0% |
Longest Drawdown | 80.6 months |
Avg Trades Per Year | 0.83 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | $HH-GOLD Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $388,049.83 |
CAGR % | 5.76% |
Max % Drawdown | (45.68%) |
Standard Deviation | 3.80% |
Annualized Sharpe | 0.27 |
Win Rate % | 37.5% |
Longest Drawdown | 150.5 months |
Avg Trades Per Year | 0.99 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-10Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $209,257.09 |
CAGR % | 3.10% |
Max % Drawdown | (12.57%) |
Standard Deviation | 1.55% |
Annualized Sharpe | 0.04 |
Win Rate % | 45.5% |
Longest Drawdown | 44.8 months |
Avg Trades Per Year | 0.91 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-30Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $216,629.20 |
CAGR % | 3.24% |
Max % Drawdown | (26.03%) |
Standard Deviation | 2.91% |
Annualized Sharpe | 0.07 |
Win Rate % | 45.8% |
Longest Drawdown | 72.5 months |
Avg Trades Per Year | 0.99 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-5Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $187,288.06 |
CAGR % | 2.63% |
Max % Drawdown | (6.83%) |
Standard Deviation | 0.93% |
Annualized Sharpe | (0.10) |
Win Rate % | 36.4% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 0.91 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-LRG-MOM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $816,317.59 |
CAGR % | 9.06% |
Max % Drawdown | (26.36%) |
Standard Deviation | 3.67% |
Annualized Sharpe | 0.51 |
Win Rate % | 47.4% |
Longest Drawdown | 41.3 months |
Avg Trades Per Year | 0.78 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-LRG-VAL Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,042,708.51 |
CAGR % | 10.17% |
Max % Drawdown | (30.83%) |
Standard Deviation | 3.89% |
Annualized Sharpe | 0.57 |
Win Rate % | 41.2% |
Longest Drawdown | 36.5 months |
Avg Trades Per Year | 0.70 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-SML-MOM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,804,598.12 |
CAGR % | 12.69% |
Max % Drawdown | (29.99%) |
Standard Deviation | 4.74% |
Annualized Sharpe | 0.63 |
Win Rate % | 57.9% |
Longest Drawdown | 33.5 months |
Avg Trades Per Year | 0.78 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-SML-VAL Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,867,222.00 |
CAGR % | 12.85% |
Max % Drawdown | (30.40%) |
Standard Deviation | 4.24% |
Annualized Sharpe | 0.69 |
Win Rate % | 58.8% |
Longest Drawdown | 29.5 months |
Avg Trades Per Year | 0.70 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^WXU-GBND Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 2000-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $227,233.00 |
CAGR % | 3.45% |
Max % Drawdown | (7.81%) |
Standard Deviation | 0.99% |
Annualized Sharpe | 0.14 |
Win Rate % | 75.0% |
Longest Drawdown | 45.1 months |
Avg Trades Per Year | 0.66 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^EEM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $16,572,875.56 |
CAGR % | 10.49% |
Max % Drawdown | (40.19%) |
Standard Deviation | 4.51% |
Annualized Sharpe | 0.53 |
Win Rate % | 51.2% |
Longest Drawdown | 80.6 months |
Avg Trades Per Year | 0.80 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | $HH-GOLD Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $7,695,293.17 |
CAGR % | 8.85% |
Max % Drawdown | (45.73%) |
Standard Deviation | 4.61% |
Annualized Sharpe | 0.42 |
Win Rate % | 37.0% |
Longest Drawdown | 150.5 months |
Avg Trades Per Year | 0.90 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-10Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $2,507,566.61 |
CAGR % | 6.49% |
Max % Drawdown | (13.99%) |
Standard Deviation | 1.98% |
Annualized Sharpe | 0.52 |
Win Rate % | 45.0% |
Longest Drawdown | 50.4 months |
Avg Trades Per Year | 0.78 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-30Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $4,069,536.68 |
CAGR % | 7.50% |
Max % Drawdown | (26.75%) |
Standard Deviation | 3.51% |
Annualized Sharpe | 0.41 |
Win Rate % | 46.5% |
Longest Drawdown | 72.5 months |
Avg Trades Per Year | 0.84 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^US-GBND-5Y Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $1,510,465.45 |
CAGR % | 5.44% |
Max % Drawdown | (10.96%) |
Standard Deviation | 1.34% |
Annualized Sharpe | 0.53 |
Win Rate % | 43.6% |
Longest Drawdown | 44.8 months |
Avg Trades Per Year | 0.76 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-LRG-MOM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $45,769,024.74 |
CAGR % | 12.70% |
Max % Drawdown | (38.91%) |
Standard Deviation | 4.31% |
Annualized Sharpe | 0.68 |
Win Rate % | 57.5% |
Longest Drawdown | 41.3 months |
Avg Trades Per Year | 0.78 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-LRG-VAL Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $39,125,921.38 |
CAGR % | 12.36% |
Max % Drawdown | (30.83%) |
Standard Deviation | 3.82% |
Annualized Sharpe | 0.73 |
Win Rate % | 48.7% |
Longest Drawdown | 36.5 months |
Avg Trades Per Year | 0.76 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-SML-MOM Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $409,565,737.36 |
CAGR % | 17.63% |
Max % Drawdown | (37.53%) |
Standard Deviation | 5.07% |
Annualized Sharpe | 0.85 |
Win Rate % | 64.7% |
Longest Drawdown | 50.9 months |
Avg Trades Per Year | 0.66 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^FFR-SML-VAL Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $253,278,566.95 |
CAGR % | 16.53% |
Max % Drawdown | (30.46%) |
Standard Deviation | 4.47% |
Annualized Sharpe | 0.88 |
Win Rate % | 67.6% |
Longest Drawdown | 42.3 months |
Avg Trades Per Year | 0.66 |
Updated | 4 days, 6 hours ago |
---|---|
Portfolio | ^WXU-GBND Instrument |
Model | Faber Tactical Asset Allocation w/ Relativ... |
Period | 1973-01-01 — 2024-03-22 |
---|---|
Timeframe | Monthly |
Starting Equity | $100,000.00 |
Ending Equity | $3,379,507.25 |
CAGR % | 7.11% |
Max % Drawdown | (7.81%) |
Standard Deviation | 1.43% |
Annualized Sharpe | 0.82 |
Win Rate % | 78.6% |
Longest Drawdown | 45.1 months |
Avg Trades Per Year | 0.55 |