| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $295,645.86 |
| CAGR % | 4.68% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 73.3% |
| Longest Drawdown | 32.6 months |
| Avg Trades Per Year | 0.63 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $555,296.97 |
| CAGR % | 7.50% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 56.2% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $885,616.47 |
| CAGR % | 9.63% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.54% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 58.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $890,619.10 |
| CAGR % | 9.66% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 55.6% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $254,847.33 |
| CAGR % | 4.02% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.51% |
| Annualized Sharpe | 0.14 |
| Win Rate % | 40.0% |
| Longest Drawdown | 182.5 months |
| Avg Trades Per Year | 1.05 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $339,792.57 |
| CAGR % | 5.29% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 35.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,841,060.74 |
| CAGR % | 7.95% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 65.5% |
| Longest Drawdown | 32.6 months |
| Avg Trades Per Year | 0.57 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,975,743.59 |
| CAGR % | 9.89% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 57.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,828,051.45 |
| CAGR % | 11.20% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 56.8% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,646,040.08 |
| CAGR % | 10.47% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 54.3% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,014,461.48 |
| CAGR % | 7.55% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 39.1% |
| Longest Drawdown | 182.5 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 8 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2023-09-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,595,024.35 |
| CAGR % | 8.61% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.5% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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