| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $302,762.75 |
| CAGR % | 4.62% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 68.8% |
| Longest Drawdown | 42.5 months |
| Avg Trades Per Year | 0.65 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $661,259.98 |
| CAGR % | 8.00% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $908,116.36 |
| CAGR % | 9.41% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.57% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 55.6% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $972,897.04 |
| CAGR % | 9.71% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 55.0% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.81 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $235,921.05 |
| CAGR % | 3.56% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 38.5% |
| Longest Drawdown | 192.4 months |
| Avg Trades Per Year | 1.06 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $376,468.75 |
| CAGR % | 5.55% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 38.9% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,957,558.79 |
| CAGR % | 7.87% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 63.3% |
| Longest Drawdown | 42.5 months |
| Avg Trades Per Year | 0.58 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,258,740.19 |
| CAGR % | 10.10% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,864,763.67 |
| CAGR % | 11.21% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 56.4% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,043,609.34 |
| CAGR % | 10.35% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,710,112.14 |
| CAGR % | 7.26% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 38.3% |
| Longest Drawdown | 192.4 months |
| Avg Trades Per Year | 0.91 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,317,007.80 |
| CAGR % | 8.68% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 48.8% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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