| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $630,349.37 |
| CAGR % | 7.44% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $639,780.10 |
| CAGR % | 7.50% |
| Max % Drawdown | (98.69%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,882.38 |
| CAGR % | 3.04% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 45.8% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.93 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $213,007.54 |
| CAGR % | 2.99% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.90% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 40.7% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.05 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,124.01 |
| CAGR % | 2.78% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.05) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.90 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $874,932.97 |
| CAGR % | 8.82% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,135,182.34 |
| CAGR % | 9.93% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 44.4% |
| Longest Drawdown | 41.2 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,855,304.73 |
| CAGR % | 12.05% |
| Max % Drawdown | (29.90%) |
| Standard Deviation | 4.71% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 57.1% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,965,831.54 |
| CAGR % | 12.30% |
| Max % Drawdown | (29.17%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $217,835.65 |
| CAGR % | 3.08% |
| Max % Drawdown | (8.74%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 63.2% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,309,798.33 |
| CAGR % | 10.71% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,704,112.33 |
| CAGR % | 9.63% |
| Max % Drawdown | (98.94%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,582,955.22 |
| CAGR % | 6.37% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 45.2% |
| Longest Drawdown | 61.0 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,995,792.63 |
| CAGR % | 7.25% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.87 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,630,761.85 |
| CAGR % | 5.44% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.34% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $50,470,702.99 |
| CAGR % | 12.54% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $45,903,305.12 |
| CAGR % | 12.34% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 51.3% |
| Longest Drawdown | 41.2 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $315,479,917.22 |
| CAGR % | 16.53% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 63.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $247,712,105.26 |
| CAGR % | 15.99% |
| Max % Drawdown | (30.19%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 63.9% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 6 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,239,742.59 |
| CAGR % | 6.83% |
| Max % Drawdown | (8.74%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 71.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.59 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
