| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,193.23 |
| CAGR % | 5.98% |
| Max % Drawdown | (7.01%) |
| Standard Deviation | 1.34% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 81.8% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $387,605.40 |
| CAGR % | 7.15% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.70% |
| Annualized Sharpe | 0.47 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $748,976.21 |
| CAGR % | 10.81% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 66.7% |
| Longest Drawdown | 35.5 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $738,411.94 |
| CAGR % | 10.73% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.95% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 53.3% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.76 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $143,190.34 |
| CAGR % | 1.85% |
| Max % Drawdown | (59.07%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.00 |
| Win Rate % | 40.9% |
| Longest Drawdown | 133.3 months |
| Avg Trades Per Year | 1.12 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $251,610.43 |
| CAGR % | 4.82% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 2.97% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 35.7% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,112,196.10 |
| CAGR % | 8.80% |
| Max % Drawdown | (10.02%) |
| Standard Deviation | 1.53% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 68.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.54 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,338,554.94 |
| CAGR % | 9.95% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 58.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,096,375.86 |
| CAGR % | 11.80% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 55.9% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,245,957.41 |
| CAGR % | 11.05% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.71 |
| Win Rate % | 56.7% |
| Longest Drawdown | 35.5 months |
| Avg Trades Per Year | 0.64 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,244,839.63 |
| CAGR % | 6.90% |
| Max % Drawdown | (59.61%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 39.5% |
| Longest Drawdown | 133.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 21 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-08-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,872,273.19 |
| CAGR % | 8.69% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 48.6% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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