| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $305,021.43 |
| CAGR % | 4.55% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 68.8% |
| Longest Drawdown | 48.4 months |
| Avg Trades Per Year | 0.64 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $725,080.46 |
| CAGR % | 8.23% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $972,251.84 |
| CAGR % | 9.51% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,002,053.85 |
| CAGR % | 9.64% |
| 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 | 0.80 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $247,322.45 |
| CAGR % | 3.68% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.44% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 40.7% |
| Longest Drawdown | 198.3 months |
| Avg Trades Per Year | 1.08 |
| Updated | 2 days, 8 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $375,223.31 |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,994,521.05 |
| CAGR % | 7.80% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 63.3% |
| Longest Drawdown | 48.4 months |
| Avg Trades Per Year | 0.58 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,635,846.09 |
| CAGR % | 10.19% |
| 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 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $24,582,768.66 |
| CAGR % | 11.16% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,182,923.18 |
| CAGR % | 10.39% |
| 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 | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,891,398.18 |
| CAGR % | 7.29% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 39.6% |
| Longest Drawdown | 198.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,289,417.03 |
| 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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