| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $324,686.64 |
| CAGR % | 4.50% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.41% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 66.7% |
| Longest Drawdown | 69.2 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $833,644.91 |
| CAGR % | 8.25% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 63.2% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,049,717.23 |
| CAGR % | 9.18% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 57.1% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.78 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,151,429.25 |
| CAGR % | 9.56% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 59.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.82 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $373,575.48 |
| CAGR % | 5.05% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.68% |
| Annualized Sharpe | 0.20 |
| Win Rate % | 39.3% |
| Longest Drawdown | 212.3 months |
| Avg Trades Per Year | 1.05 |
| Updated | 3 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $521,396.83 |
| CAGR % | 6.36% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.12% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,316,569.64 |
| CAGR % | 7.67% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 62.5% |
| Longest Drawdown | 69.2 months |
| Avg Trades Per Year | 0.60 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,003,645.19 |
| CAGR % | 10.14% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.35% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $28,270,029.18 |
| CAGR % | 11.07% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 58.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,554,591.83 |
| CAGR % | 10.20% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.40% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 53.8% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.73 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,884,252.60 |
| CAGR % | 7.87% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.67% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 38.8% |
| Longest Drawdown | 212.4 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 10 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-10-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,172,937.53 |
| CAGR % | 8.98% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.78 |
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