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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 9 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $309,655.29
CAGR % 4.60%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 49.4 months
Avg Trades Per Year 0.64
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Updated 6 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $740,006.51
CAGR % 8.30%
Max % Drawdown (24.14%)
Standard Deviation 2.93%
Annualized Sharpe 0.55
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.68
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Updated 6 days, 8 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $983,757.94
CAGR % 9.53%
Max % Drawdown (21.03%)
Standard Deviation 3.60%
Annualized Sharpe 0.56
Win Rate % 55.6%
Longest Drawdown 36.5 months
Avg Trades Per Year 0.72
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Updated 6 days, 9 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,032,040.25
CAGR % 9.74%
Max % Drawdown (24.65%)
Standard Deviation 3.92%
Annualized Sharpe 0.53
Win Rate % 55.0%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.80
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Updated 6 days, 9 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $244,064.35
CAGR % 3.62%
Max % Drawdown (60.26%)
Standard Deviation 4.42%
Annualized Sharpe 0.11
Win Rate % 40.7%
Longest Drawdown 199.2 months
Avg Trades Per Year 1.07
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Updated 6 days, 8 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $393,753.81
CAGR % 5.61%
Max % Drawdown (28.57%)
Standard Deviation 3.07%
Annualized Sharpe 0.29
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.76
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Updated 6 days, 9 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,070,418.82
CAGR % 7.82%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.88
Win Rate % 63.3%
Longest Drawdown 49.4 months
Avg Trades Per Year 0.58
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Updated 6 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,957,941.32
CAGR % 10.22%
Max % Drawdown (32.95%)
Standard Deviation 3.37%
Annualized Sharpe 0.64
Win Rate % 58.3%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.69
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Updated 6 days, 9 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,326,635.03
CAGR % 11.20%
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 0.75
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Updated 6 days, 9 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,387,417.45
CAGR % 10.40%
Max % Drawdown (21.10%)
Standard Deviation 3.39%
Annualized Sharpe 0.65
Win Rate % 52.8%
Longest Drawdown 36.5 months
Avg Trades Per Year 0.69
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Updated 6 days, 9 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,839,395.85
CAGR % 7.25%
Max % Drawdown (60.77%)
Standard Deviation 4.54%
Annualized Sharpe 0.34
Win Rate % 39.6%
Longest Drawdown 199.2 months
Avg Trades Per Year 0.92
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Updated 6 days, 9 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-02-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,655,595.35
CAGR % 8.68%
Max % Drawdown (28.97%)
Standard Deviation 3.51%
Annualized Sharpe 0.50
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.81
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