| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,039.52 |
| CAGR % | 4.58% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 68.8% |
| Longest Drawdown | 62.5 months |
| Avg Trades Per Year | 0.61 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $760,696.30 |
| CAGR % | 8.05% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 11 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,078,719.86 |
| CAGR % | 9.50% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 55.0% |
| Longest Drawdown | 49.6 months |
| Avg Trades Per Year | 0.76 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,071,822.22 |
| CAGR % | 9.47% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.80 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $326,397.41 |
| CAGR % | 4.62% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 39.3% |
| Longest Drawdown | 212.3 months |
| Avg Trades Per Year | 1.07 |
| Updated | 2 days, 11 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $471,537.45 |
| CAGR % | 6.10% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.11% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,289,586.02 |
| CAGR % | 7.74% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.3% |
| Longest Drawdown | 62.5 months |
| Avg Trades Per Year | 0.56 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,413,927.30 |
| CAGR % | 10.06% |
| 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 | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $26,301,951.72 |
| CAGR % | 11.04% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $19,074,642.22 |
| CAGR % | 10.37% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 49.6 months |
| Avg Trades Per Year | 0.71 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,138,484.93 |
| CAGR % | 7.68% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 38.8% |
| Longest Drawdown | 212.4 months |
| Avg Trades Per Year | 0.92 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2026-03-20 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,189,145.57 |
| CAGR % | 8.87% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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