| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $619,437.93 |
| CAGR % | 7.40% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $595,398.07 |
| CAGR % | 7.23% |
| Max % Drawdown | (98.69%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $210,379.41 |
| CAGR % | 2.95% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 45.8% |
| Longest Drawdown | 59.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $212,123.25 |
| CAGR % | 2.99% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 40.7% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.06 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $198,382.37 |
| CAGR % | 2.72% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.90 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $885,960.98 |
| CAGR % | 8.91% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.74% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,094,516.89 |
| CAGR % | 9.82% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 44.4% |
| Longest Drawdown | 39.8 months |
| Avg Trades Per Year | 0.70 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,773,270.29 |
| CAGR % | 11.91% |
| Max % Drawdown | (29.90%) |
| Standard Deviation | 4.72% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 57.1% |
| Longest Drawdown | 44.5 months |
| Avg Trades Per Year | 0.82 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,818,576.35 |
| CAGR % | 12.02% |
| Max % Drawdown | (29.17%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 44.5 months |
| Avg Trades Per Year | 0.74 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,806.93 |
| CAGR % | 3.06% |
| Max % Drawdown | (8.74%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 63.2% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.74 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $20,940,820.25 |
| CAGR % | 10.70% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,820,836.64 |
| CAGR % | 9.50% |
| Max % Drawdown | (98.94%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,516,951.39 |
| CAGR % | 6.33% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 59.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,979,204.33 |
| CAGR % | 7.26% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.88 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,599,924.98 |
| CAGR % | 5.42% |
| 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 | 0.76 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $51,106,870.53 |
| CAGR % | 12.60% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,258,734.68 |
| CAGR % | 12.29% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 51.3% |
| Longest Drawdown | 39.8 months |
| Avg Trades Per Year | 0.74 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $301,380,463.28 |
| CAGR % | 16.46% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.96% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 63.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.72 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $229,183,672.09 |
| CAGR % | 15.86% |
| Max % Drawdown | (30.19%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 44.5 months |
| Avg Trades Per Year | 0.68 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-25 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,209,570.43 |
| CAGR % | 6.82% |
| 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 |
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