| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $655,359.80 |
| CAGR % | 7.59% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.85% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $649,766.95 |
| CAGR % | 7.56% |
| Max % Drawdown | (98.69%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,426.28 |
| CAGR % | 3.05% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 45.8% |
| Longest Drawdown | 61.2 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $213,147.40 |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $201,933.18 |
| CAGR % | 2.77% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $892,664.22 |
| CAGR % | 8.89% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.72% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,150,148.07 |
| CAGR % | 9.97% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 44.4% |
| Longest Drawdown | 41.4 months |
| Avg Trades Per Year | 0.70 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,855,419.58 |
| CAGR % | 12.04% |
| Max % Drawdown | (29.90%) |
| Standard Deviation | 4.71% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 57.1% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.82 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,941,256.57 |
| CAGR % | 12.24% |
| Max % Drawdown | (29.17%) |
| Standard Deviation | 4.31% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.74 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $218,089.23 |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,155,612.96 |
| CAGR % | 10.79% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,902,875.55 |
| CAGR % | 9.66% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,589,477.12 |
| CAGR % | 6.37% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 45.2% |
| Longest Drawdown | 61.2 months |
| Avg Trades Per Year | 0.80 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,998,416.42 |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,629,149.90 |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $51,494,321.18 |
| CAGR % | 12.58% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $46,508,543.28 |
| CAGR % | 12.36% |
| Max % Drawdown | (35.19%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 41.4 months |
| Avg Trades Per Year | 0.74 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $315,497,475.64 |
| CAGR % | 16.52% |
| 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 | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $244,612,380.69 |
| CAGR % | 15.96% |
| Max % Drawdown | (30.19%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,243,513.84 |
| 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 |
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