| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $324,096.94 |
| CAGR % | 4.56% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 70.6% |
| Longest Drawdown | 64.4 months |
| Avg Trades Per Year | 0.64 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $787,410.99 |
| CAGR % | 8.14% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 63.2% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,104,247.50 |
| CAGR % | 9.54% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 55.0% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.76 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,161,918.76 |
| CAGR % | 9.75% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $351,077.70 |
| CAGR % | 4.88% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.60% |
| Annualized Sharpe | 0.19 |
| Win Rate % | 39.3% |
| Longest Drawdown | 212.3 months |
| Avg Trades Per Year | 1.06 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $507,538.20 |
| CAGR % | 6.36% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.13% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,306,914.91 |
| CAGR % | 7.73% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 64.5% |
| Longest Drawdown | 64.4 months |
| Avg Trades Per Year | 0.58 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,996,141.60 |
| CAGR % | 10.10% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,533,385.70 |
| CAGR % | 11.18% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,529,075.07 |
| CAGR % | 10.39% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.40% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,528,730.28 |
| CAGR % | 7.81% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 38.8% |
| Longest Drawdown | 212.4 months |
| Avg Trades Per Year | 0.92 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,900,625.80 |
| CAGR % | 8.99% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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