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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 6 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $316,636.99
CAGR % 4.62%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 54.0 months
Avg Trades Per Year 0.63
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Updated 3 days, 6 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $727,888.08
CAGR % 8.10%
Max % Drawdown (24.14%)
Standard Deviation 2.94%
Annualized Sharpe 0.52
Win Rate % 61.1%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.71
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Updated 3 days, 6 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,010,043.14
CAGR % 9.49%
Max % Drawdown (21.03%)
Standard Deviation 3.58%
Annualized Sharpe 0.55
Win Rate % 57.9%
Longest Drawdown 41.1 months
Avg Trades Per Year 0.74
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Updated 3 days, 6 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,028,846.15
CAGR % 9.57%
Max % Drawdown (24.65%)
Standard Deviation 3.90%
Annualized Sharpe 0.52
Win Rate % 57.1%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.82
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Updated 3 days, 6 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $229,269.43
CAGR % 3.31%
Max % Drawdown (60.26%)
Standard Deviation 4.42%
Annualized Sharpe 0.10
Win Rate % 39.3%
Longest Drawdown 203.9 months
Avg Trades Per Year 1.10
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Updated 3 days, 6 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $435,322.48
CAGR % 5.94%
Max % Drawdown (28.57%)
Standard Deviation 3.06%
Annualized Sharpe 0.32
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.74
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Updated 3 days, 6 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,184,754.16
CAGR % 7.81%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.87
Win Rate % 63.3%
Longest Drawdown 54.0 months
Avg Trades Per Year 0.57
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Updated 3 days, 6 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,703,379.82
CAGR % 10.11%
Max % Drawdown (32.95%)
Standard Deviation 3.37%
Annualized Sharpe 0.63
Win Rate % 59.5%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Updated 3 days, 6 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,242,945.35
CAGR % 11.11%
Max % Drawdown (24.76%)
Standard Deviation 3.79%
Annualized Sharpe 0.65
Win Rate % 57.5%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.76
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Updated 3 days, 6 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,853,576.72
CAGR % 10.38%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.65
Win Rate % 54.1%
Longest Drawdown 41.1 months
Avg Trades Per Year 0.70
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Updated 3 days, 6 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,602,799.29
CAGR % 7.07%
Max % Drawdown (60.77%)
Standard Deviation 4.54%
Annualized Sharpe 0.32
Win Rate % 38.8%
Longest Drawdown 203.9 months
Avg Trades Per Year 0.93
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Updated 3 days, 6 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,475,966.56
CAGR % 8.82%
Max % Drawdown (28.97%)
Standard Deviation 3.50%
Annualized Sharpe 0.52
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.80
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