| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $517,610.36 |
| CAGR % | 6.79% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.87% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $482,515.83 |
| CAGR % | 6.49% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 37.5% |
| Longest Drawdown | 160.3 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $208,858.95 |
| CAGR % | 2.99% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 45.8% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.96 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,482.08 |
| CAGR % | 3.00% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 42.3% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.04 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $190,821.55 |
| CAGR % | 2.61% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $991,656.54 |
| CAGR % | 9.60% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,193,130.04 |
| CAGR % | 10.41% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.96% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,966,045.01 |
| CAGR % | 12.63% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.81% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 57.9% |
| Longest Drawdown | 38.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,026,969.95 |
| CAGR % | 12.77% |
| Max % Drawdown | (30.70%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.8% |
| Longest Drawdown | 38.3 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $218,037.51 |
| CAGR % | 3.16% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 70.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,497,293.58 |
| CAGR % | 10.43% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,574,548.23 |
| CAGR % | 9.16% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 37.0% |
| Longest Drawdown | 160.3 months |
| Avg Trades Per Year | 0.88 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,498,850.42 |
| CAGR % | 6.38% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 45.2% |
| Longest Drawdown | 53.4 months |
| Avg Trades Per Year | 0.81 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,931,213.95 |
| CAGR % | 7.31% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 44.4% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,538,088.98 |
| CAGR % | 5.39% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $55,607,009.63 |
| CAGR % | 12.91% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.32% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,769,555.08 |
| CAGR % | 12.44% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $446,335,185.53 |
| CAGR % | 17.52% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.09% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $275,049,998.05 |
| CAGR % | 16.44% |
| 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 | 0.65 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,242,743.67 |
| CAGR % | 6.91% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 75.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.56 |
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