| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $316,382.70 |
| CAGR % | 5.16% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.38% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 78.6% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.61 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $544,163.34 |
| CAGR % | 7.67% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.89% |
| Annualized Sharpe | 0.49 |
| Win Rate % | 60.0% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $930,578.13 |
| CAGR % | 10.23% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.57% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 66.7% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $971,798.52 |
| CAGR % | 10.43% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 58.8% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.74 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $236,310.42 |
| CAGR % | 3.82% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.58% |
| Annualized Sharpe | 0.13 |
| Win Rate % | 40.0% |
| Longest Drawdown | 172.8 months |
| Avg Trades Per Year | 1.09 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $317,592.56 |
| CAGR % | 5.17% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 35.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,180,917.43 |
| CAGR % | 8.23% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 67.9% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.56 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,739,594.20 |
| CAGR % | 10.02% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,828,196.48 |
| CAGR % | 11.59% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.3% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,450,944.50 |
| CAGR % | 10.76% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 57.6% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,720,489.49 |
| CAGR % | 7.51% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 39.1% |
| Longest Drawdown | 172.8 months |
| Avg Trades Per Year | 0.92 |
| Updated | 2 days, 5 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-12-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,160,737.59 |
| CAGR % | 8.61% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.5% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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