| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $332,209.21 |
| CAGR % | 4.70% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.41% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 68.8% |
| Longest Drawdown | 61.6 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $806,468.48 |
| CAGR % | 8.32% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,007,542.90 |
| CAGR % | 9.24% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.55% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 55.0% |
| Longest Drawdown | 48.7 months |
| Avg Trades Per Year | 0.77 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,139,052.11 |
| CAGR % | 9.76% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $262,039.69 |
| CAGR % | 3.76% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.40% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 39.3% |
| Longest Drawdown | 211.5 months |
| Avg Trades Per Year | 1.07 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $519,353.81 |
| CAGR % | 6.51% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,439,789.86 |
| CAGR % | 7.81% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 61.6 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,409,782.00 |
| CAGR % | 10.20% |
| 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 | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $27,968,576.38 |
| CAGR % | 11.18% |
| 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, 7 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,805,825.05 |
| CAGR % | 10.24% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 48.7 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,120,617.26 |
| CAGR % | 7.25% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 38.8% |
| Longest Drawdown | 211.5 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-02-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,135,340.93 |
| CAGR % | 9.08% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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