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Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 8 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $329,308.00
CAGR % 4.73%
Max % Drawdown (14.87%)
Standard Deviation 1.42%
Annualized Sharpe 0.36
Win Rate % 68.8%
Longest Drawdown 57.4 months
Avg Trades Per Year 0.62
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Updated 3 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $774,770.60
CAGR % 8.26%
Max % Drawdown (24.14%)
Standard Deviation 2.93%
Annualized Sharpe 0.54
Win Rate % 61.1%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Updated 3 days, 8 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,019,242.19
CAGR % 9.42%
Max % Drawdown (21.03%)
Standard Deviation 3.57%
Annualized Sharpe 0.55
Win Rate % 57.9%
Longest Drawdown 44.5 months
Avg Trades Per Year 0.74
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Updated 3 days, 8 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,051,156.66
CAGR % 9.55%
Max % Drawdown (24.65%)
Standard Deviation 3.88%
Annualized Sharpe 0.53
Win Rate % 57.1%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.81
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Updated 3 days, 8 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $229,979.23
CAGR % 3.28%
Max % Drawdown (60.26%)
Standard Deviation 4.40%
Annualized Sharpe 0.09
Win Rate % 39.3%
Longest Drawdown 207.3 months
Avg Trades Per Year 1.09
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Updated 3 days, 8 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $457,775.17
CAGR % 6.08%
Max % Drawdown (28.57%)
Standard Deviation 3.06%
Annualized Sharpe 0.33
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.74
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Updated 3 days, 8 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,392,287.37
CAGR % 7.85%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.88
Win Rate % 63.3%
Longest Drawdown 57.4 months
Avg Trades Per Year 0.57
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Updated 3 days, 8 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $16,721,762.06
CAGR % 10.18%
Max % Drawdown (32.95%)
Standard Deviation 3.37%
Annualized Sharpe 0.64
Win Rate % 59.5%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Updated 3 days, 8 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,793,230.43
CAGR % 11.09%
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 0.76
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Updated 3 days, 8 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $18,016,009.63
CAGR % 10.34%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.65
Win Rate % 54.1%
Longest Drawdown 44.5 months
Avg Trades Per Year 0.70
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Updated 3 days, 8 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,613,785.51
CAGR % 7.03%
Max % Drawdown (60.77%)
Standard Deviation 4.53%
Annualized Sharpe 0.32
Win Rate % 38.8%
Longest Drawdown 207.3 months
Avg Trades Per Year 0.93
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Updated 3 days, 8 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-10-17
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,918,723.95
CAGR % 8.88%
Max % Drawdown (28.97%)
Standard Deviation 3.49%
Annualized Sharpe 0.52
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.80
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