| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $328,213.58 |
| CAGR % | 4.67% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 68.8% |
| Longest Drawdown | 60.2 months |
| Avg Trades Per Year | 0.61 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $811,951.62 |
| CAGR % | 8.38% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $980,290.77 |
| CAGR % | 9.17% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 55.0% |
| Longest Drawdown | 47.3 months |
| Avg Trades Per Year | 0.77 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,055,077.69 |
| CAGR % | 9.48% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.87% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.81 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $242,174.76 |
| CAGR % | 3.46% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.38% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 39.3% |
| Longest Drawdown | 210.1 months |
| Avg Trades Per Year | 1.08 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $487,666.68 |
| CAGR % | 6.28% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,374,347.68 |
| CAGR % | 7.80% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 60.2 months |
| Avg Trades Per Year | 0.57 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,529,503.49 |
| CAGR % | 10.23% |
| 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, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,888,532.68 |
| CAGR % | 11.05% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.77% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,320,442.63 |
| CAGR % | 10.21% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.6% |
| Longest Drawdown | 47.3 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,806,504.99 |
| CAGR % | 7.10% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.52% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 38.8% |
| Longest Drawdown | 210.1 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,509,017.72 |
| CAGR % | 8.97% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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