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Faber Tactical Asset Allocation w/ Relative Strength



Updated 5 days, 13 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $583,072.13
CAGR % 7.18%
Max % Drawdown (40.14%)
Standard Deviation 3.85%
Annualized Sharpe 0.36
Win Rate % 40.0%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.79
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Updated 5 days, 13 hours ago
Portfolio $HH-GOLD Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $612,210.50
CAGR % 7.38%
Max % Drawdown (45.68%)
Standard Deviation 3.82%
Annualized Sharpe 0.38
Win Rate % 37.5%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.94
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $208,773.09
CAGR % 2.94%
Max % Drawdown (12.57%)
Standard Deviation 1.55%
Annualized Sharpe 0.01
Win Rate % 45.8%
Longest Drawdown 58.3 months
Avg Trades Per Year 0.94
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $211,217.09
CAGR % 2.98%
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
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $196,938.19
CAGR % 2.70%
Max % Drawdown (6.83%)
Standard Deviation 0.94%
Annualized Sharpe (0.08)
Win Rate % 34.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.90
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Updated 5 days, 13 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $857,251.35
CAGR % 8.81%
Max % Drawdown (26.11%)
Standard Deviation 3.74%
Annualized Sharpe 0.49
Win Rate % 50.0%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.79
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Updated 5 days, 13 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,087,111.65
CAGR % 9.83%
Max % Drawdown (35.22%)
Standard Deviation 3.91%
Annualized Sharpe 0.54
Win Rate % 44.4%
Longest Drawdown 38.5 months
Avg Trades Per Year 0.71
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Updated 5 days, 13 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,725,942.34
CAGR % 11.85%
Max % Drawdown (29.90%)
Standard Deviation 4.73%
Annualized Sharpe 0.58
Win Rate % 57.1%
Longest Drawdown 43.1 months
Avg Trades Per Year 0.83
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Updated 5 days, 13 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,719,506.34
CAGR % 11.83%
Max % Drawdown (29.10%)
Standard Deviation 4.28%
Annualized Sharpe 0.63
Win Rate % 52.6%
Longest Drawdown 43.1 months
Avg Trades Per Year 0.75
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Updated 5 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $224,463.68
CAGR % 3.23%
Max % Drawdown (7.81%)
Standard Deviation 1.06%
Annualized Sharpe 0.08
Win Rate % 70.6%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.67
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Updated 5 days, 13 hours ago
Portfolio ^EEM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $19,711,009.92
CAGR % 10.60%
Max % Drawdown (40.19%)
Standard Deviation 4.47%
Annualized Sharpe 0.54
Win Rate % 51.2%
Longest Drawdown 80.6 months
Avg Trades Per Year 0.78
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Updated 5 days, 13 hours ago
Portfolio $HH-GOLD Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $12,155,608.78
CAGR % 9.58%
Max % Drawdown (45.73%)
Standard Deviation 4.60%
Annualized Sharpe 0.47
Win Rate % 37.0%
Longest Drawdown 162.6 months
Avg Trades Per Year 0.88
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $2,497,707.94
CAGR % 6.33%
Max % Drawdown (13.99%)
Standard Deviation 1.97%
Annualized Sharpe 0.50
Win Rate % 45.2%
Longest Drawdown 58.3 months
Avg Trades Per Year 0.80
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-30Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,962,205.87
CAGR % 7.27%
Max % Drawdown (26.75%)
Standard Deviation 3.50%
Annualized Sharpe 0.40
Win Rate % 43.5%
Longest Drawdown 72.5 months
Avg Trades Per Year 0.88
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Updated 5 days, 13 hours ago
Portfolio ^US-GBND-5Y Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,588,142.56
CAGR % 5.41%
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
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Updated 5 days, 13 hours ago
Portfolio ^FFR-LRG-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $49,449,402.73
CAGR % 12.56%
Max % Drawdown (38.72%)
Standard Deviation 4.32%
Annualized Sharpe 0.67
Win Rate % 58.5%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.78
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Updated 5 days, 13 hours ago
Portfolio ^FFR-LRG-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $43,958,440.69
CAGR % 12.30%
Max % Drawdown (35.22%)
Standard Deviation 3.83%
Annualized Sharpe 0.72
Win Rate % 51.3%
Longest Drawdown 38.5 months
Avg Trades Per Year 0.74
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Updated 5 days, 13 hours ago
Portfolio ^FFR-SML-MOM Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $293,488,132.48
CAGR % 16.44%
Max % Drawdown (37.57%)
Standard Deviation 4.96%
Annualized Sharpe 0.80
Win Rate % 63.2%
Longest Drawdown 50.8 months
Avg Trades Per Year 0.72
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Updated 5 days, 13 hours ago
Portfolio ^FFR-SML-VAL Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $216,637,370.85
CAGR % 15.77%
Max % Drawdown (30.19%)
Standard Deviation 4.47%
Annualized Sharpe 0.84
Win Rate % 63.9%
Longest Drawdown 43.3 months
Avg Trades Per Year 0.69
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Updated 5 days, 13 hours ago
Portfolio ^WXU-GBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-06-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,338,318.40
CAGR % 6.92%
Max % Drawdown (7.81%)
Standard Deviation 1.44%
Annualized Sharpe 0.77
Win Rate % 75.9%
Longest Drawdown 45.1 months
Avg Trades Per Year 0.55
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