| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $434,527.60 |
| CAGR % | 7.95% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 50.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.73 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $316,147.07 |
| CAGR % | 6.17% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 35.3% |
| Longest Drawdown | 90.5 months |
| Avg Trades Per Year | 0.88 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $197,483.06 |
| CAGR % | 3.61% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.65% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 52.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.88 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $187,339.36 |
| CAGR % | 3.32% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.08 |
| Win Rate % | 47.6% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.09 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $173,640.90 |
| CAGR % | 2.91% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.98% |
| Annualized Sharpe | (0.01) |
| Win Rate % | 38.9% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $559,906.40 |
| CAGR % | 9.38% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.70% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 61.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $839,749.88 |
| CAGR % | 11.71% |
| Max % Drawdown | (26.19%) |
| Standard Deviation | 3.45% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 60.0% |
| Longest Drawdown | 28.6 months |
| Avg Trades Per Year | 0.52 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $899,240.68 |
| CAGR % | 12.11% |
| Max % Drawdown | (30.07%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 73.3% |
| Longest Drawdown | 38.9 months |
| Avg Trades Per Year | 0.78 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,115,040.26 |
| CAGR % | 13.37% |
| Max % Drawdown | (23.94%) |
| Standard Deviation | 4.00% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 69.2% |
| Longest Drawdown | 31.7 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,673.63 |
| CAGR % | 3.98% |
| Max % Drawdown | (5.60%) |
| Standard Deviation | 0.92% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 84.6% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,698,885.64 |
| CAGR % | 11.40% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 57.1% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,265,866.27 |
| CAGR % | 9.37% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.70% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 35.9% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.84 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,372,054.93 |
| CAGR % | 7.09% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 48.6% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,525,631.70 |
| CAGR % | 8.01% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.61% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 47.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.87 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,398,860.79 |
| CAGR % | 5.87% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 45.7% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $31,648,418.96 |
| CAGR % | 13.27% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.38% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 64.7% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.74 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,727,107.86 |
| CAGR % | 12.76% |
| Max % Drawdown | (27.26%) |
| Standard Deviation | 3.66% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 56.2% |
| Longest Drawdown | 30.4 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $201,202,145.44 |
| CAGR % | 17.89% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.06% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 71.0% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $180,597,351.80 |
| CAGR % | 17.61% |
| Max % Drawdown | (30.28%) |
| Standard Deviation | 4.40% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 72.4% |
| Longest Drawdown | 42.2 months |
| Avg Trades Per Year | 0.63 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,148,102.55 |
| CAGR % | 7.75% |
| Max % Drawdown | (6.14%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 84.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.54 |
© Copyright 2013 - 2019
Extrategic Investing, LLC.
All rights reserved.
