| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $521,735.35 |
| CAGR % | 6.96% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.81 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $429,351.40 |
| CAGR % | 6.12% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 37.5% |
| Longest Drawdown | 154.4 months |
| Avg Trades Per Year | 0.98 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,356.26 |
| CAGR % | 3.06% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 43.5% |
| Longest Drawdown | 47.5 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,485.61 |
| CAGR % | 3.18% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.07 |
| Win Rate % | 44.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.02 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $188,894.55 |
| CAGR % | 2.63% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.10) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $843,518.13 |
| CAGR % | 9.08% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,068,247.10 |
| CAGR % | 10.13% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.69 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,830,629.96 |
| CAGR % | 12.58% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.76% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 57.9% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.77 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,965,530.37 |
| CAGR % | 12.90% |
| Max % Drawdown | (30.48%) |
| Standard Deviation | 4.29% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.3 months |
| Avg Trades Per Year | 0.69 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $227,768.98 |
| CAGR % | 3.41% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.00% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 75.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.65 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,636,948.64 |
| CAGR % | 10.56% |
| 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 | 0.80 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,516,935.28 |
| CAGR % | 9.01% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.0% |
| Longest Drawdown | 154.4 months |
| Avg Trades Per Year | 0.89 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,506,701.93 |
| CAGR % | 6.45% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 43.9% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.80 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,053,484.30 |
| CAGR % | 7.45% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.85 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,523,000.31 |
| CAGR % | 5.43% |
| 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 | 0.78 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $47,294,494.29 |
| CAGR % | 12.69% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.32% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $40,084,238.87 |
| CAGR % | 12.33% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.76 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $415,486,427.71 |
| CAGR % | 17.54% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $266,739,603.05 |
| CAGR % | 16.54% |
| Max % Drawdown | (30.50%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.66 |
| Updated | 5 days, 22 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,387,478.06 |
| CAGR % | 7.07% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 78.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.54 |
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