| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
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