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Faber Tactical Asset Allocation w/ Relative Strength



Updated 4 days, 19 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $296,318.00
CAGR % 4.60%
Max % Drawdown (14.87%)
Standard Deviation 1.41%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 37.7 months
Avg Trades Per Year 0.66
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Updated 4 days, 19 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $607,914.21
CAGR % 7.76%
Max % Drawdown (24.14%)
Standard Deviation 2.92%
Annualized Sharpe 0.50
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Updated 4 days, 19 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $925,597.39
CAGR % 9.66%
Max % Drawdown (21.03%)
Standard Deviation 3.56%
Annualized Sharpe 0.57
Win Rate % 58.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.70
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Updated 4 days, 19 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $944,832.96
CAGR % 9.75%
Max % Drawdown (24.65%)
Standard Deviation 3.91%
Annualized Sharpe 0.54
Win Rate % 52.6%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.79
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Updated 4 days, 19 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $227,474.25
CAGR % 3.46%
Max % Drawdown (60.26%)
Standard Deviation 4.49%
Annualized Sharpe 0.11
Win Rate % 38.5%
Longest Drawdown 187.6 months
Avg Trades Per Year 1.08
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Updated 4 days, 19 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $357,965.94
CAGR % 5.42%
Max % Drawdown (28.57%)
Standard Deviation 3.08%
Annualized Sharpe 0.27
Win Rate % 38.9%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.75
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Updated 4 days, 19 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,852,025.77
CAGR % 7.89%
Max % Drawdown (14.88%)
Standard Deviation 1.55%
Annualized Sharpe 0.89
Win Rate % 63.3%
Longest Drawdown 37.7 months
Avg Trades Per Year 0.59
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Updated 4 days, 19 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $13,107,676.33
CAGR % 10.00%
Max % Drawdown (32.95%)
Standard Deviation 3.38%
Annualized Sharpe 0.62
Win Rate % 58.3%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Updated 4 days, 19 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $23,159,161.45
CAGR % 11.23%
Max % Drawdown (24.76%)
Standard Deviation 3.78%
Annualized Sharpe 0.65
Win Rate % 55.3%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.74
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Updated 4 days, 19 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,353,887.40
CAGR % 10.48%
Max % Drawdown (21.10%)
Standard Deviation 3.36%
Annualized Sharpe 0.66
Win Rate % 54.3%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.68
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Updated 4 days, 19 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,576,920.03
CAGR % 7.24%
Max % Drawdown (60.77%)
Standard Deviation 4.57%
Annualized Sharpe 0.33
Win Rate % 38.3%
Longest Drawdown 187.6 months
Avg Trades Per Year 0.92
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Updated 4 days, 19 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-02-23
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $6,953,094.31
CAGR % 8.65%
Max % Drawdown (28.97%)
Standard Deviation 3.52%
Annualized Sharpe 0.50
Win Rate % 48.8%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.80
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