| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $860,940.84 |
| CAGR % | 8.48% |
| 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 | 0.76 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $752,493.20 |
| CAGR % | 7.93% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 37.5% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,921.69 |
| CAGR % | 2.97% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 48.0% |
| Longest Drawdown | 70.2 months |
| Avg Trades Per Year | 0.95 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $212,315.18 |
| CAGR % | 2.89% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 39.3% |
| Longest Drawdown | 75.1 months |
| Avg Trades Per Year | 1.06 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,221.60 |
| CAGR % | 2.72% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.07) |
| Win Rate % | 37.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,192,229.42 |
| CAGR % | 9.83% |
| Max % Drawdown | (26.11%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,433,380.03 |
| CAGR % | 10.60% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 44.4% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.68 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,432,552.78 |
| CAGR % | 12.83% |
| Max % Drawdown | (29.92%) |
| Standard Deviation | 4.72% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,313,533.37 |
| CAGR % | 12.62% |
| Max % Drawdown | (29.23%) |
| Standard Deviation | 4.26% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 52.6% |
| Longest Drawdown | 55.1 months |
| Avg Trades Per Year | 0.72 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $216,155.44 |
| CAGR % | 2.96% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 65.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $29,107,907.07 |
| CAGR % | 11.20% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,946,865.48 |
| CAGR % | 9.82% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 37.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.86 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,595,240.09 |
| CAGR % | 6.28% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 46.5% |
| Longest Drawdown | 70.2 months |
| Avg Trades Per Year | 0.80 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,980,337.77 |
| CAGR % | 7.14% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 42.6% |
| Longest Drawdown | 75.1 months |
| Avg Trades Per Year | 0.88 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,638,756.27 |
| CAGR % | 5.37% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 43.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.77 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $68,791,291.75 |
| CAGR % | 13.00% |
| Max % Drawdown | (38.72%) |
| Standard Deviation | 4.34% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,960,767.33 |
| CAGR % | 12.64% |
| Max % Drawdown | (35.28%) |
| Standard Deviation | 3.82% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 51.3% |
| Longest Drawdown | 46.1 months |
| Avg Trades Per Year | 0.73 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $412,521,268.52 |
| CAGR % | 16.86% |
| Max % Drawdown | (37.57%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 62.2% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.69 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $291,531,501.97 |
| CAGR % | 16.10% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.46% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.9% |
| Longest Drawdown | 55.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days, 12 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-06-12 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,214,753.21 |
| CAGR % | 6.71% |
| Max % Drawdown | (9.20%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 71.9% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.60 |
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