| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,148.39 |
| CAGR % | 4.70% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 68.8% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.65 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $700,751.31 |
| CAGR % | 8.18% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,056,900.74 |
| CAGR % | 9.99% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 55.6% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,037,613.69 |
| CAGR % | 9.91% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 55.0% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.81 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $231,605.41 |
| CAGR % | 3.45% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.45% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 40.7% |
| Longest Drawdown | 195.1 months |
| Avg Trades Per Year | 1.09 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $388,053.26 |
| CAGR % | 5.63% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 38.9% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,111,278.47 |
| CAGR % | 7.89% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 63.3% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.58 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,110,909.05 |
| CAGR % | 10.18% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,469,033.63 |
| CAGR % | 11.29% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 56.4% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $18,691,325.97 |
| CAGR % | 10.63% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 52.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,641,645.78 |
| CAGR % | 7.19% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 39.6% |
| Longest Drawdown | 195.1 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,545,093.59 |
| CAGR % | 8.71% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 48.8% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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