| Updated | 6 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $322,513.52 |
| CAGR % | 5.61% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 84.6% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $570,553.12 |
| CAGR % | 8.46% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.83% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 61.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $909,417.56 |
| CAGR % | 10.85% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 69.2% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $909,411.63 |
| CAGR % | 10.85% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 56.2% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $176,981.70 |
| CAGR % | 2.70% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.44% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 37.5% |
| Longest Drawdown | 155.1 months |
| Avg Trades Per Year | 1.12 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $337,591.00 |
| CAGR % | 5.84% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 33.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,281,528.90 |
| CAGR % | 8.53% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 70.4% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,324,458.38 |
| CAGR % | 10.45% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 59.4% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,294,438.15 |
| CAGR % | 11.81% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,083,027.74 |
| CAGR % | 11.06% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 58.1% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.64 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,780,270.79 |
| CAGR % | 7.11% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 37.8% |
| Longest Drawdown | 155.1 months |
| Avg Trades Per Year | 0.93 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,552,808.95 |
| CAGR % | 9.02% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.55% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 47.4% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.78 |
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