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Faber Tactical Asset Allocation w/ Relative Strength



Updated 6 days, 21 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $309,355.25
CAGR % 4.63%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 47.3 months
Avg Trades Per Year 0.64
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Updated 6 days, 21 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $730,842.76
CAGR % 8.30%
Max % Drawdown (24.14%)
Standard Deviation 2.93%
Annualized Sharpe 0.55
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.68
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Updated 6 days, 20 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,054,581.82
CAGR % 9.90%
Max % Drawdown (21.03%)
Standard Deviation 3.58%
Annualized Sharpe 0.59
Win Rate % 55.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.72
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Updated 6 days, 21 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,039,503.48
CAGR % 9.84%
Max % Drawdown (24.65%)
Standard Deviation 3.92%
Annualized Sharpe 0.54
Win Rate % 55.0%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.80
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Updated 6 days, 21 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $233,174.35
CAGR % 3.45%
Max % Drawdown (60.26%)
Standard Deviation 4.43%
Annualized Sharpe 0.10
Win Rate % 40.7%
Longest Drawdown 197.2 months
Avg Trades Per Year 1.08
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Updated 6 days, 20 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $373,893.16
CAGR % 5.43%
Max % Drawdown (28.57%)
Standard Deviation 3.07%
Annualized Sharpe 0.27
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.76
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Updated 6 days, 21 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,065,515.14
CAGR % 7.85%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.88
Win Rate % 63.3%
Longest Drawdown 47.3 months
Avg Trades Per Year 0.58
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Updated 6 days, 21 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,760,252.09
CAGR % 10.23%
Max % Drawdown (32.95%)
Standard Deviation 3.37%
Annualized Sharpe 0.64
Win Rate % 58.3%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.69
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Updated 6 days, 21 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,513,930.37
CAGR % 11.26%
Max % Drawdown (24.76%)
Standard Deviation 3.79%
Annualized Sharpe 0.66
Win Rate % 56.4%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.75
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Updated 6 days, 21 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $18,649,187.03
CAGR % 10.59%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.67
Win Rate % 52.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.69
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Updated 6 days, 21 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,666,314.89
CAGR % 7.18%
Max % Drawdown (60.77%)
Standard Deviation 4.55%
Annualized Sharpe 0.33
Win Rate % 39.6%
Longest Drawdown 197.2 months
Avg Trades Per Year 0.92
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Updated 6 days, 21 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-12-13
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,263,576.47
CAGR % 8.60%
Max % Drawdown (28.97%)
Standard Deviation 3.51%
Annualized Sharpe 0.50
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.81
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