| Updated | 7 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $533,825.14 |
| CAGR % | 8.13% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 41.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.79 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $398,996.51 |
| CAGR % | 6.67% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 36.8% |
| Longest Drawdown | 117.1 months |
| Avg Trades Per Year | 0.89 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $225,194.73 |
| CAGR % | 3.86% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.62% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 55.6% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.84 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $233,002.29 |
| CAGR % | 4.03% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.14 |
| Win Rate % | 50.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $190,509.00 |
| CAGR % | 3.05% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.96% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 42.1% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.89 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $791,393.27 |
| CAGR % | 10.13% |
| Max % Drawdown | (26.56%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 53.3% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.70 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,109,694.51 |
| CAGR % | 11.88% |
| Max % Drawdown | (30.41%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 42.9% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.65 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,648,447.85 |
| CAGR % | 13.97% |
| Max % Drawdown | (30.25%) |
| Standard Deviation | 4.90% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 64.7% |
| Longest Drawdown | 37.2 months |
| Avg Trades Per Year | 0.79 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,341,423.44 |
| CAGR % | 15.85% |
| Max % Drawdown | (23.76%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 69.2% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.61 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,513.26 |
| CAGR % | 3.51% |
| Max % Drawdown | (7.75%) |
| Standard Deviation | 1.01% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 80.0% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.70 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,055,408.26 |
| CAGR % | 11.32% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 52.6% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,914,189.16 |
| CAGR % | 9.44% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 36.6% |
| Longest Drawdown | 147.6 months |
| Avg Trades Per Year | 0.85 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,714,399.07 |
| CAGR % | 7.05% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 2.01% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 50.0% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.74 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,398,960.10 |
| CAGR % | 8.12% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.59% |
| Annualized Sharpe | 0.45 |
| Win Rate % | 48.8% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.85 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,538,385.10 |
| CAGR % | 5.80% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.37% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 47.2% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.74 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,774,728.46 |
| CAGR % | 13.43% |
| Max % Drawdown | (38.92%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 61.1% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.74 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $39,227,181.22 |
| CAGR % | 13.12% |
| Max % Drawdown | (30.41%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.78 |
| Win Rate % | 50.0% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.74 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $363,899,498.11 |
| CAGR % | 18.44% |
| Max % Drawdown | (37.55%) |
| Standard Deviation | 5.14% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 66.7% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.68 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,231,543.58 |
| CAGR % | 18.15% |
| Max % Drawdown | (30.27%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 73.3% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.62 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,115,971.86 |
| CAGR % | 7.36% |
| Max % Drawdown | (7.75%) |
| Standard Deviation | 1.45% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 81.5% |
| Longest Drawdown | 29.5 months |
| Avg Trades Per Year | 0.56 |
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