| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $324,953.51 |
| CAGR % | 4.70% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 68.8% |
| Longest Drawdown | 56.0 months |
| Avg Trades Per Year | 0.62 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $752,789.63 |
| CAGR % | 8.18% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,015,952.26 |
| CAGR % | 9.45% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.57% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 57.9% |
| Longest Drawdown | 43.2 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,039,595.73 |
| CAGR % | 9.55% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.82 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $230,412.98 |
| CAGR % | 3.30% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.41% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 39.3% |
| Longest Drawdown | 205.9 months |
| Avg Trades Per Year | 1.09 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $448,516.37 |
| CAGR % | 6.02% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,320,967.63 |
| CAGR % | 7.84% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 56.0 months |
| Avg Trades Per Year | 0.57 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,244,177.27 |
| CAGR % | 10.15% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,507,729.67 |
| CAGR % | 11.09% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,957,954.83 |
| CAGR % | 10.36% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 54.1% |
| Longest Drawdown | 43.2 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,620,737.89 |
| CAGR % | 7.05% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 38.8% |
| Longest Drawdown | 205.9 months |
| Avg Trades Per Year | 0.93 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-09-05 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,736,102.43 |
| CAGR % | 8.86% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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