| Updated | 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $839,404.47 |
| CAGR % | 8.34% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.04% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $720,996.60 |
| CAGR % | 7.72% |
| 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 | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $214,010.97 |
| CAGR % | 2.90% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 48.0% |
| Longest Drawdown | 71.8 months |
| Avg Trades Per Year | 0.94 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $204,050.56 |
| CAGR % | 2.72% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 39.3% |
| Longest Drawdown | 76.7 months |
| Avg Trades Per Year | 1.05 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $202,460.93 |
| CAGR % | 2.69% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.08) |
| Win Rate % | 37.5% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.90 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,051,218.67 |
| CAGR % | 9.26% |
| Max % Drawdown | (26.05%) |
| Standard Deviation | 3.86% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,374,390.28 |
| CAGR % | 10.36% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 44.4% |
| Longest Drawdown | 49.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,550,493.09 |
| CAGR % | 12.96% |
| Max % Drawdown | (30.09%) |
| Standard Deviation | 4.78% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,454,575.45 |
| CAGR % | 12.80% |
| Max % Drawdown | (29.24%) |
| Standard Deviation | 4.27% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 52.6% |
| Longest Drawdown | 54.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $209,224.03 |
| CAGR % | 2.82% |
| Max % Drawdown | (10.15%) |
| Standard Deviation | 1.06% |
| Annualized Sharpe | (0.03) |
| Win Rate % | 57.1% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.79 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,379,541.23 |
| CAGR % | 11.12% |
| 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 | 0.77 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,319,807.86 |
| CAGR % | 9.71% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 38.3% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.88 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,560,277.80 |
| CAGR % | 6.24% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 46.5% |
| Longest Drawdown | 71.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,822,539.59 |
| CAGR % | 7.04% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.48% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 42.6% |
| Longest Drawdown | 76.7 months |
| Avg Trades Per Year | 0.88 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,632,250.21 |
| CAGR % | 5.35% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.33% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 43.9% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.77 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,578,721.52 |
| CAGR % | 12.67% |
| Max % Drawdown | (38.77%) |
| Standard Deviation | 4.36% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $55,575,314.54 |
| CAGR % | 12.52% |
| Max % Drawdown | (35.27%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 51.3% |
| Longest Drawdown | 49.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $449,258,712.20 |
| CAGR % | 17.00% |
| Max % Drawdown | (37.63%) |
| Standard Deviation | 4.98% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 61.1% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.67 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $309,299,267.99 |
| CAGR % | 16.18% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.9% |
| Longest Drawdown | 55.0 months |
| Avg Trades Per Year | 0.67 |
| Updated | 4 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,111,664.16 |
| CAGR % | 6.63% |
| Max % Drawdown | (10.16%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 66.7% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.62 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
