| Updated | 6 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $869,628.02 |
| CAGR % | 8.44% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 4.03% |
| Annualized Sharpe | 0.44 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $723,678.59 |
| CAGR % | 7.70% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 4.01% |
| Annualized Sharpe | 0.39 |
| Win Rate % | 40.0% |
| Longest Drawdown | 162.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $215,737.95 |
| CAGR % | 2.92% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 46.2% |
| Longest Drawdown | 73.2 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $206,189.21 |
| CAGR % | 2.75% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.87% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 37.9% |
| Longest Drawdown | 78.0 months |
| Avg Trades Per Year | 1.09 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $203,723.96 |
| 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 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,045,550.77 |
| CAGR % | 9.19% |
| Max % Drawdown | (26.05%) |
| Standard Deviation | 3.84% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 50.0% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,424,458.24 |
| CAGR % | 10.47% |
| Max % Drawdown | (35.22%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 44.4% |
| Longest Drawdown | 50.1 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,258,738.79 |
| CAGR % | 12.39% |
| Max % Drawdown | (30.09%) |
| Standard Deviation | 4.73% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.3 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,193,714.37 |
| CAGR % | 12.27% |
| Max % Drawdown | (29.16%) |
| Standard Deviation | 4.24% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 52.6% |
| Longest Drawdown | 55.7 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $210,466.24 |
| 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 | 0.82 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $29,401,632.18 |
| CAGR % | 11.17% |
| 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 | 0.76 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,373,075.08 |
| CAGR % | 9.69% |
| 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 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,580,972.38 |
| CAGR % | 6.24% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.95% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 45.5% |
| Longest Drawdown | 73.2 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,863,052.72 |
| CAGR % | 7.04% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.47% |
| Annualized Sharpe | 0.38 |
| Win Rate % | 41.7% |
| Longest Drawdown | 78.0 months |
| Avg Trades Per Year | 0.89 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,642,549.89 |
| 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 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $59,257,376.84 |
| CAGR % | 12.63% |
| Max % Drawdown | (38.77%) |
| Standard Deviation | 4.35% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $57,443,463.41 |
| CAGR % | 12.56% |
| Max % Drawdown | (35.22%) |
| 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 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $397,723,063.92 |
| CAGR % | 16.69% |
| Max % Drawdown | (37.63%) |
| Standard Deviation | 4.95% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 61.1% |
| Longest Drawdown | 50.8 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $271,257,943.49 |
| CAGR % | 15.86% |
| Max % Drawdown | (30.23%) |
| Standard Deviation | 4.44% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 63.9% |
| Longest Drawdown | 55.7 months |
| Avg Trades Per Year | 0.67 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,130,138.91 |
| CAGR % | 6.62% |
| 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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