| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $326,838.48 |
| CAGR % | 4.67% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 68.8% |
| Longest Drawdown | 59.5 months |
| Avg Trades Per Year | 0.62 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $796,202.43 |
| CAGR % | 8.32% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,000,370.46 |
| CAGR % | 9.28% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 55.0% |
| Longest Drawdown | 46.6 months |
| Avg Trades Per Year | 0.77 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,033,047.91 |
| CAGR % | 9.41% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.81 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $233,716.55 |
| CAGR % | 3.32% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 39.3% |
| Longest Drawdown | 209.4 months |
| Avg Trades Per Year | 1.08 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $472,707.99 |
| CAGR % | 6.17% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,351,826.76 |
| CAGR % | 7.80% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 59.5 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,187,185.95 |
| CAGR % | 10.21% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,343,064.62 |
| CAGR % | 11.02% |
| 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 | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,678,773.38 |
| CAGR % | 10.26% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 46.6 months |
| Avg Trades Per Year | 0.72 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,672,765.90 |
| CAGR % | 7.04% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 38.8% |
| Longest Drawdown | 209.4 months |
| Avg Trades Per Year | 0.93 |
| Updated | 1 day, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-12-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,213,355.87 |
| CAGR % | 8.92% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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