| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,388.80 |
| CAGR % | 4.62% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 68.8% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.63 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $680,450.46 |
| CAGR % | 7.89% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,025,174.22 |
| CAGR % | 9.66% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 55.6% |
| Longest Drawdown | 38.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,015,246.31 |
| CAGR % | 9.62% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.93% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 55.0% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.79 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $244,575.63 |
| CAGR % | 3.61% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.42% |
| Annualized Sharpe | 0.11 |
| Win Rate % | 40.7% |
| Longest Drawdown | 200.8 months |
| Avg Trades Per Year | 1.07 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $389,085.62 |
| CAGR % | 5.53% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,115,185.78 |
| CAGR % | 7.82% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,672,555.37 |
| CAGR % | 10.02% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $24,908,157.30 |
| CAGR % | 11.14% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 56.4% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,124,216.25 |
| CAGR % | 10.47% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 52.8% |
| Longest Drawdown | 38.0 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,847,324.73 |
| CAGR % | 7.24% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 39.6% |
| Longest Drawdown | 200.8 months |
| Avg Trades Per Year | 0.92 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-03-31 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,562,644.58 |
| CAGR % | 8.63% |
| 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 | 0.80 |
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