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Faber Tactical Asset Allocation w/ Relative Strength



Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $302,143.33
CAGR % 4.63%
Max % Drawdown (14.87%)
Standard Deviation 1.42%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.65
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Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $651,778.48
CAGR % 7.97%
Max % Drawdown (24.14%)
Standard Deviation 2.93%
Annualized Sharpe 0.51
Win Rate % 58.8%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $889,023.10
CAGR % 9.35%
Max % Drawdown (21.03%)
Standard Deviation 3.57%
Annualized Sharpe 0.55
Win Rate % 55.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.74
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Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $912,112.89
CAGR % 9.46%
Max % Drawdown (24.65%)
Standard Deviation 3.91%
Annualized Sharpe 0.52
Win Rate % 55.0%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.82
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Updated 12 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $241,100.68
CAGR % 3.67%
Max % Drawdown (60.26%)
Standard Deviation 4.47%
Annualized Sharpe 0.12
Win Rate % 38.5%
Longest Drawdown 191.2 months
Avg Trades Per Year 1.06
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Updated 12 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $367,578.61
CAGR % 5.47%
Max % Drawdown (28.57%)
Standard Deviation 3.08%
Annualized Sharpe 0.28
Win Rate % 38.9%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.74
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Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $4,947,420.34
CAGR % 7.88%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.89
Win Rate % 63.3%
Longest Drawdown 41.3 months
Avg Trades Per Year 0.58
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Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,054,168.28
CAGR % 10.09%
Max % Drawdown (32.95%)
Standard Deviation 3.38%
Annualized Sharpe 0.63
Win Rate % 58.3%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
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Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $22,356,494.37
CAGR % 11.09%
Max % Drawdown (24.76%)
Standard Deviation 3.79%
Annualized Sharpe 0.64
Win Rate % 56.4%
Longest Drawdown 56.9 months
Avg Trades Per Year 0.76
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Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,704,232.47
CAGR % 10.33%
Max % Drawdown (21.10%)
Standard Deviation 3.37%
Annualized Sharpe 0.65
Win Rate % 52.8%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.70
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Updated 12 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,792,124.92
CAGR % 7.32%
Max % Drawdown (60.77%)
Standard Deviation 4.56%
Annualized Sharpe 0.34
Win Rate % 38.3%
Longest Drawdown 191.2 months
Avg Trades Per Year 0.91
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Updated 12 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2024-06-14
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $7,141,511.23
CAGR % 8.65%
Max % Drawdown (28.97%)
Standard Deviation 3.51%
Annualized Sharpe 0.50
Win Rate % 48.8%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.80
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