| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,886.44 |
| CAGR % | 4.59% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 68.8% |
| Longest Drawdown | 62.3 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $775,093.97 |
| CAGR % | 8.13% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,078,714.41 |
| CAGR % | 9.51% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 55.0% |
| Longest Drawdown | 49.4 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,112,405.21 |
| CAGR % | 9.64% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $320,311.77 |
| CAGR % | 4.55% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.17 |
| Win Rate % | 39.3% |
| Longest Drawdown | 212.2 months |
| Avg Trades Per Year | 1.07 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $481,270.37 |
| CAGR % | 6.18% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.10% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,303,459.69 |
| CAGR % | 7.75% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 63.3% |
| Longest Drawdown | 62.3 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,727,154.62 |
| CAGR % | 10.10% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,307,785.58 |
| CAGR % | 11.12% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,074,640.69 |
| CAGR % | 10.37% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 49.4 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,042,244.77 |
| CAGR % | 7.65% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 38.8% |
| Longest Drawdown | 212.2 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 4 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-13 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,381,757.39 |
| CAGR % | 8.91% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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