| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $311,566.44 |
| CAGR % | 4.58% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 68.8% |
| Longest Drawdown | 52.8 months |
| Avg Trades Per Year | 0.63 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $682,883.68 |
| CAGR % | 7.86% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,006,448.05 |
| CAGR % | 9.52% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.59% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 57.9% |
| Longest Drawdown | 39.0 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,025,184.13 |
| CAGR % | 9.60% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.92% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.83 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $224,716.98 |
| CAGR % | 3.24% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.43% |
| Annualized Sharpe | 0.09 |
| Win Rate % | 39.3% |
| Longest Drawdown | 202.7 months |
| Avg Trades Per Year | 1.10 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $425,928.48 |
| CAGR % | 5.87% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.07% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,101,704.81 |
| CAGR % | 7.79% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 63.3% |
| Longest Drawdown | 52.8 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,724,990.30 |
| CAGR % | 9.99% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,153,096.99 |
| CAGR % | 11.12% |
| 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 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,790,029.67 |
| CAGR % | 10.39% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 54.1% |
| Longest Drawdown | 39.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,530,878.29 |
| CAGR % | 7.04% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 38.8% |
| Longest Drawdown | 202.7 months |
| Avg Trades Per Year | 0.93 |
| Updated | 1 day, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,290,623.04 |
| CAGR % | 8.79% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
