Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 5 days, 21 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $301,447.56
CAGR % 4.51%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.32
Win Rate % 68.8%
Longest Drawdown 48.2 months
Avg Trades Per Year 0.64
Loading...

Updated 5 days, 21 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $704,490.21
CAGR % 8.12%
Max % Drawdown (24.14%)
Standard Deviation 2.93%
Annualized Sharpe 0.53
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.68
Loading...

Updated 5 days, 21 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $972,246.45
CAGR % 9.52%
Max % Drawdown (21.03%)
Standard Deviation 3.61%
Annualized Sharpe 0.55
Win Rate % 55.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.72
Loading...

Updated 5 days, 21 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $967,814.63
CAGR % 9.50%
Max % Drawdown (24.65%)
Standard Deviation 3.94%
Annualized Sharpe 0.52
Win Rate % 55.0%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.80
Loading...

Updated 5 days, 21 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $243,351.97
CAGR % 3.62%
Max % Drawdown (60.26%)
Standard Deviation 4.43%
Annualized Sharpe 0.12
Win Rate % 40.7%
Longest Drawdown 198.1 months
Avg Trades Per Year 1.08
Loading...

Updated 5 days, 21 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $374,956.83
CAGR % 5.42%
Max % Drawdown (28.57%)
Standard Deviation 3.06%
Annualized Sharpe 0.27
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.76
Loading...

Updated 5 days, 21 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,935,982.31
CAGR % 7.78%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.87
Win Rate % 63.3%
Longest Drawdown 48.2 months
Avg Trades Per Year 0.58
Loading...

Updated 5 days, 21 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,191,480.07
CAGR % 10.14%
Max % Drawdown (32.95%)
Standard Deviation 3.37%
Annualized Sharpe 0.63
Win Rate % 58.3%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.69
Loading...

Updated 5 days, 21 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $23,732,632.18
CAGR % 11.09%
Max % Drawdown (24.76%)
Standard Deviation 3.80%
Annualized Sharpe 0.64
Win Rate % 56.4%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.75
Loading...

Updated 5 days, 21 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,182,917.52
CAGR % 10.40%
Max % Drawdown (21.10%)
Standard Deviation 3.39%
Annualized Sharpe 0.65
Win Rate % 52.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.69
Loading...

Updated 5 days, 21 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,828,218.40
CAGR % 7.26%
Max % Drawdown (60.77%)
Standard Deviation 4.54%
Annualized Sharpe 0.34
Win Rate % 39.6%
Longest Drawdown 198.1 months
Avg Trades Per Year 0.92
Loading...

Updated 5 days, 21 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-01-10
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,284,240.22
CAGR % 8.59%
Max % Drawdown (28.97%)
Standard Deviation 3.50%
Annualized Sharpe 0.50
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.81
Loading...