| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $382,411.52 |
| CAGR % | 7.08% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.01% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 46.7% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $365,299.88 |
| CAGR % | 6.83% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 35.3% |
| Longest Drawdown | 95.3 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,973.60 |
| CAGR % | 3.90% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 52.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,847.15 |
| CAGR % | 4.00% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.10% |
| Annualized Sharpe | 0.14 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.07 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $180,834.53 |
| CAGR % | 3.07% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.98% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 38.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $546,524.38 |
| CAGR % | 9.04% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.68% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 57.1% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $713,197.14 |
| CAGR % | 10.53% |
| Max % Drawdown | (26.19%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 54.5% |
| Longest Drawdown | 28.6 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $877,635.40 |
| CAGR % | 11.71% |
| Max % Drawdown | (30.07%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 73.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,122,583.36 |
| CAGR % | 13.12% |
| Max % Drawdown | (23.94%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 69.2% |
| Longest Drawdown | 31.7 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 | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $228,847.19 |
| CAGR % | 4.31% |
| Max % Drawdown | (5.60%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 84.6% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,931,898.56 |
| CAGR % | 10.99% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 55.6% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,240,342.66 |
| CAGR % | 9.62% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.70% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 35.9% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.84 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,551,061.21 |
| CAGR % | 7.19% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 48.6% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,070,933.20 |
| CAGR % | 8.27% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.62% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 47.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,458,301.12 |
| CAGR % | 5.92% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 45.7% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $30,891,467.32 |
| CAGR % | 13.08% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.37% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 62.9% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,849,786.68 |
| CAGR % | 12.25% |
| Max % Drawdown | (27.26%) |
| Standard Deviation | 3.68% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 54.5% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $196,324,192.04 |
| CAGR % | 17.66% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.05% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 71.0% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $181,818,902.11 |
| CAGR % | 17.47% |
| Max % Drawdown | (30.28%) |
| Standard Deviation | 4.38% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 72.4% |
| Longest Drawdown | 42.2 months |
| Avg Trades Per Year | 0.62 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,403,520.11 |
| CAGR % | 7.86% |
| Max % Drawdown | (6.14%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 84.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.54 |
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