| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $858,156.99 |
| CAGR % | 8.41% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.04% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $721,884.17 |
| CAGR % | 7.71% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 4.02% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 40.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,203.01 |
| CAGR % | 2.92% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 46.2% |
| Longest Drawdown | 72.3 months |
| Avg Trades Per Year | 0.98 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $205,677.95 |
| CAGR % | 2.75% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 37.9% |
| Longest Drawdown | 77.1 months |
| Avg Trades Per Year | 1.09 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,218.81 |
| CAGR % | 2.70% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 36.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,103,106.27 |
| CAGR % | 9.44% |
| Max % Drawdown | (26.05%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,441,646.70 |
| CAGR % | 10.55% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 44.4% |
| Longest Drawdown | 50.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,428,534.91 |
| CAGR % | 12.74% |
| Max % Drawdown | (30.09%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,394,242.16 |
| CAGR % | 12.67% |
| Max % Drawdown | (29.23%) |
| Standard Deviation | 4.25% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 52.6% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,944.37 |
| CAGR % | 2.83% |
| Max % Drawdown | (10.15%) |
| Standard Deviation | 1.05% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 54.5% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.83 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $29,013,716.81 |
| CAGR % | 11.16% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,337,436.05 |
| CAGR % | 9.70% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.66% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 38.3% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,574,572.68 |
| CAGR % | 6.25% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.3 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,853,474.02 |
| CAGR % | 7.05% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 41.7% |
| Longest Drawdown | 77.1 months |
| Avg Trades Per Year | 0.90 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,638,477.07 |
| CAGR % | 5.35% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 42.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.78 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $62,520,084.96 |
| CAGR % | 12.76% |
| Max % Drawdown | (38.77%) |
| Standard Deviation | 4.36% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $58,295,140.06 |
| CAGR % | 12.61% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 51.3% |
| Longest Drawdown | 50.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $427,716,344.18 |
| CAGR % | 16.88% |
| Max % Drawdown | (37.63%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 61.1% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $301,751,883.04 |
| CAGR % | 16.12% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.46% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.9% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-08-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,122,377.52 |
| CAGR % | 6.63% |
| Max % Drawdown | (10.16%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 64.7% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.63 |
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