| Updated | 10 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $296,469.62 |
| CAGR % | 5.75% |
| Max % Drawdown | (7.01%) |
| Standard Deviation | 1.32% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 81.8% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.57 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $396,263.53 |
| CAGR % | 7.34% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.70% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.62 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $725,773.00 |
| CAGR % | 10.73% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.61% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 66.7% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.62 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $727,253.32 |
| CAGR % | 10.74% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.97% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 53.3% |
| Longest Drawdown | 34.4 months |
| Avg Trades Per Year | 0.77 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $151,410.06 |
| CAGR % | 2.16% |
| Max % Drawdown | (59.07%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.02 |
| Win Rate % | 40.9% |
| Longest Drawdown | 131.2 months |
| Avg Trades Per Year | 1.13 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $266,815.71 |
| CAGR % | 5.18% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 35.7% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,854,650.85 |
| CAGR % | 8.72% |
| Max % Drawdown | (10.02%) |
| Standard Deviation | 1.53% |
| Annualized Sharpe | 1.05 |
| Win Rate % | 68.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.54 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,526,747.52 |
| CAGR % | 10.04% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 58.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,820,502.52 |
| CAGR % | 11.80% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 55.9% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.73 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,834,247.41 |
| CAGR % | 11.02% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 56.7% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.65 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,373,799.15 |
| CAGR % | 7.06% |
| Max % Drawdown | (59.61%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 39.5% |
| Longest Drawdown | 131.2 months |
| Avg Trades Per Year | 0.93 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-06-14 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,175,813.81 |
| CAGR % | 8.87% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 48.6% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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