| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $316,636.99 |
| CAGR % | 4.62% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 68.8% |
| Longest Drawdown | 54.0 months |
| Avg Trades Per Year | 0.63 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $727,888.08 |
| CAGR % | 8.10% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,010,043.14 |
| CAGR % | 9.49% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 57.9% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 0.74 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,028,846.15 |
| CAGR % | 9.57% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.90% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.82 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $229,269.43 |
| CAGR % | 3.31% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.42% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 39.3% |
| Longest Drawdown | 203.9 months |
| Avg Trades Per Year | 1.10 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $435,322.48 |
| CAGR % | 5.94% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,184,754.16 |
| CAGR % | 7.81% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.87 |
| Win Rate % | 63.3% |
| Longest Drawdown | 54.0 months |
| Avg Trades Per Year | 0.57 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,703,379.82 |
| CAGR % | 10.11% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,242,945.35 |
| CAGR % | 11.11% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,853,576.72 |
| CAGR % | 10.38% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 54.1% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 0.70 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,602,799.29 |
| CAGR % | 7.07% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 38.8% |
| Longest Drawdown | 203.9 months |
| Avg Trades Per Year | 0.93 |
| Updated | 3 days, 6 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-07-04 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,475,966.56 |
| CAGR % | 8.82% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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