| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $677,499.74 |
| CAGR % | 7.67% |
| 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 | 0.77 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $752,484.13 |
| CAGR % | 8.10% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $218,964.13 |
| CAGR % | 3.07% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 45.8% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,663.19 |
| CAGR % | 3.03% |
| 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 | 1.04 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,693.28 |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $900,263.95 |
| CAGR % | 8.85% |
| 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 | 0.77 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,193,275.57 |
| CAGR % | 10.05% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 44.4% |
| Longest Drawdown | 43.0 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,160,836.11 |
| CAGR % | 12.60% |
| Max % Drawdown | (29.93%) |
| Standard Deviation | 4.72% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,044,362.12 |
| CAGR % | 12.36% |
| Max % Drawdown | (29.24%) |
| Standard Deviation | 4.27% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 52.6% |
| Longest Drawdown | 48.6 months |
| Avg Trades Per Year | 0.73 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $218,850.00 |
| CAGR % | 3.07% |
| 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 | 0.73 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,904,302.09 |
| CAGR % | 10.82% |
| 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 | 0.77 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,947,196.31 |
| CAGR % | 9.93% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,619,877.79 |
| CAGR % | 6.37% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 45.2% |
| Longest Drawdown | 63.8 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,065,213.85 |
| CAGR % | 7.25% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.87 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,643,427.55 |
| CAGR % | 5.43% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $51,949,392.99 |
| 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 | 0.77 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $48,251,106.14 |
| CAGR % | 12.39% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 43.0 months |
| Avg Trades Per Year | 0.74 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $366,298,529.97 |
| CAGR % | 16.78% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.70 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $257,605,035.15 |
| CAGR % | 16.00% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 63.9% |
| Longest Drawdown | 48.6 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,254,828.34 |
| CAGR % | 6.80% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 71.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.59 |
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