| Updated | 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $865,856.05 |
| CAGR % | 8.49% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.04% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $719,157.12 |
| CAGR % | 7.73% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 4.02% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 40.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $217,135.08 |
| CAGR % | 2.97% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 48.0% |
| Longest Drawdown | 70.9 months |
| Avg Trades Per Year | 0.94 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $212,081.99 |
| CAGR % | 2.88% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 39.3% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 1.06 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,578.16 |
| CAGR % | 2.72% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 37.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,123,890.98 |
| CAGR % | 9.56% |
| Max % Drawdown | (26.05%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,337,691.45 |
| CAGR % | 10.28% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 44.4% |
| Longest Drawdown | 49.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,660,094.40 |
| CAGR % | 13.18% |
| Max % Drawdown | (30.09%) |
| Standard Deviation | 4.76% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,443,167.08 |
| CAGR % | 12.82% |
| Max % Drawdown | (29.24%) |
| Standard Deviation | 4.27% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 52.6% |
| Longest Drawdown | 54.0 months |
| Avg Trades Per Year | 0.72 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,717.73 |
| CAGR % | 2.87% |
| Max % Drawdown | (10.15%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 57.1% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.79 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $29,274,118.62 |
| CAGR % | 11.20% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,283,273.61 |
| CAGR % | 9.72% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 38.3% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,597,787.25 |
| CAGR % | 6.28% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 46.5% |
| Longest Drawdown | 70.9 months |
| Avg Trades Per Year | 0.80 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,975,778.67 |
| CAGR % | 7.13% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 42.6% |
| Longest Drawdown | 75.7 months |
| Avg Trades Per Year | 0.88 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,641,632.50 |
| CAGR % | 5.37% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 43.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.77 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $63,698,364.47 |
| CAGR % | 12.83% |
| Max % Drawdown | (38.77%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $54,091,235.62 |
| CAGR % | 12.48% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 49.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $468,620,161.45 |
| CAGR % | 17.12% |
| Max % Drawdown | (37.63%) |
| Standard Deviation | 4.97% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 61.1% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.67 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $307,861,249.48 |
| CAGR % | 16.20% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.9% |
| Longest Drawdown | 55.0 months |
| Avg Trades Per Year | 0.67 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,148,751.99 |
| CAGR % | 6.66% |
| Max % Drawdown | (10.16%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 66.7% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.62 |
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