| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $731,976.68 |
| CAGR % | 7.90% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $894,773.81 |
| CAGR % | 8.73% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.94% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.92 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $217,493.12 |
| CAGR % | 3.01% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 45.8% |
| Longest Drawdown | 67.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $211,962.34 |
| CAGR % | 2.91% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 40.7% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,696.47 |
| CAGR % | 2.75% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.94% |
| Annualized Sharpe | (0.06) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $947,533.24 |
| CAGR % | 8.97% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.71% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,267,893.15 |
| CAGR % | 10.18% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 44.4% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.69 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,050,998.24 |
| CAGR % | 12.23% |
| Max % Drawdown | (29.93%) |
| Standard Deviation | 4.71% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,934,185.32 |
| CAGR % | 11.98% |
| Max % Drawdown | (29.24%) |
| Standard Deviation | 4.28% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 52.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,553.37 |
| CAGR % | 2.98% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 63.2% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $24,746,570.55 |
| CAGR % | 10.92% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.49% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,779,128.68 |
| CAGR % | 10.23% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.63% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,602,157.45 |
| CAGR % | 6.32% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 45.2% |
| Longest Drawdown | 67.3 months |
| Avg Trades Per Year | 0.79 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,974,272.64 |
| CAGR % | 7.17% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 43.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,643,049.94 |
| CAGR % | 5.40% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $54,677,037.02 |
| CAGR % | 12.58% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.30% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $51,268,575.34 |
| CAGR % | 12.45% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 51.3% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $347,538,782.84 |
| CAGR % | 16.56% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.70 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $243,708,059.65 |
| CAGR % | 15.79% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 63.9% |
| Longest Drawdown | 52.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 4 days, 15 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,205,798.85 |
| CAGR % | 6.74% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 71.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.58 |
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