| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $326,936.95 |
| CAGR % | 4.60% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 70.6% |
| Longest Drawdown | 63.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $768,211.60 |
| CAGR % | 8.05% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 63.2% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,104,236.60 |
| CAGR % | 9.55% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,177,717.62 |
| CAGR % | 9.82% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $348,226.23 |
| CAGR % | 4.85% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $509,829.49 |
| CAGR % | 6.38% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,353,419.63 |
| CAGR % | 7.75% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 64.5% |
| Longest Drawdown | 63.9 months |
| Avg Trades Per Year | 0.58 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,576,862.73 |
| CAGR % | 10.06% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,925,202.47 |
| CAGR % | 11.21% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,529,072.00 |
| CAGR % | 10.40% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,483,658.13 |
| CAGR % | 7.80% |
| 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 | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-05-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,946,115.18 |
| CAGR % | 9.01% |
| 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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