| Updated | 1 day ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $284,720.64 |
| CAGR % | 5.60% |
| Max % Drawdown | (7.01%) |
| Standard Deviation | 1.32% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 81.8% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $401,507.73 |
| CAGR % | 7.50% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.67% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 63.6% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $695,491.22 |
| CAGR % | 10.62% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.63% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 66.7% |
| Longest Drawdown | 34.1 months |
| Avg Trades Per Year | 0.62 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $702,003.43 |
| CAGR % | 10.67% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.99% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 53.3% |
| Longest Drawdown | 34.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $164,424.40 |
| CAGR % | 2.62% |
| Max % Drawdown | (59.07%) |
| Standard Deviation | 4.47% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 42.9% |
| Longest Drawdown | 128.5 months |
| Avg Trades Per Year | 1.09 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $273,438.40 |
| CAGR % | 5.37% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 2.96% |
| Annualized Sharpe | 0.27 |
| Win Rate % | 38.5% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,662,211.27 |
| CAGR % | 8.67% |
| Max % Drawdown | (10.02%) |
| Standard Deviation | 1.53% |
| Annualized Sharpe | 1.04 |
| Win Rate % | 68.0% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.54 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,641,171.40 |
| CAGR % | 10.13% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 60.0% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,195,894.09 |
| CAGR % | 11.78% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.80% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 55.9% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.74 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,296,930.98 |
| CAGR % | 10.97% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 56.7% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.65 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,578,550.12 |
| CAGR % | 7.28% |
| Max % Drawdown | (59.61%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.5% |
| Longest Drawdown | 128.5 months |
| Avg Trades Per Year | 0.91 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,308,031.59 |
| CAGR % | 8.97% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.78 |
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