| Updated | 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $328,752.39 |
| CAGR % | 4.59% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.41% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 70.6% |
| Longest Drawdown | 65.0 months |
| Avg Trades Per Year | 0.64 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $796,616.38 |
| CAGR % | 8.15% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 63.2% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,119,688.32 |
| CAGR % | 9.55% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.59% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 55.0% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.75 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,240,914.68 |
| CAGR % | 9.97% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.79 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $292,287.89 |
| CAGR % | 4.13% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.64% |
| Annualized Sharpe | 0.15 |
| Win Rate % | 39.3% |
| Longest Drawdown | 212.3 months |
| Avg Trades Per Year | 1.06 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $533,349.14 |
| CAGR % | 6.52% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.12% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,383,146.61 |
| CAGR % | 7.73% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 64.5% |
| Longest Drawdown | 65.0 months |
| Avg Trades Per Year | 0.58 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,196,407.78 |
| CAGR % | 10.10% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 60.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $30,489,899.30 |
| CAGR % | 11.28% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,803,730.77 |
| CAGR % | 10.39% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 50.0 months |
| Avg Trades Per Year | 0.71 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-02 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,598,772.10 |
| CAGR % | 7.42% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.65% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 38.8% |
| Longest Drawdown | 212.4 months |
| Avg Trades Per Year | 0.92 |
| Updated | 18 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-07-03 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $10,410,613.61 |
| CAGR % | 9.07% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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