Something went wrong.
Please reload...

Faber Tactical Asset Allocation w/ Relative Strength



Updated 3 days, 10 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $316,783.77
CAGR % 4.62%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.34
Win Rate % 68.8%
Longest Drawdown 54.7 months
Avg Trades Per Year 0.63
Loading...

Updated 3 days, 10 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $740,804.54
CAGR % 8.15%
Max % Drawdown (24.14%)
Standard Deviation 2.94%
Annualized Sharpe 0.53
Win Rate % 61.1%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
Loading...

Updated 3 days, 10 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,012,215.16
CAGR % 9.48%
Max % Drawdown (21.03%)
Standard Deviation 3.58%
Annualized Sharpe 0.56
Win Rate % 57.9%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.74
Loading...

Updated 3 days, 10 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,031,058.60
CAGR % 9.56%
Max % Drawdown (24.65%)
Standard Deviation 3.90%
Annualized Sharpe 0.53
Win Rate % 57.1%
Longest Drawdown 56.8 months
Avg Trades Per Year 0.82
Loading...

Updated 3 days, 10 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $229,502.89
CAGR % 3.30%
Max % Drawdown (60.26%)
Standard Deviation 4.42%
Annualized Sharpe 0.10
Win Rate % 39.3%
Longest Drawdown 204.6 months
Avg Trades Per Year 1.10
Loading...

Updated 3 days, 10 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $441,306.98
CAGR % 5.98%
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
Loading...

Updated 3 days, 10 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,187,154.66
CAGR % 7.80%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.87
Win Rate % 63.3%
Longest Drawdown 54.7 months
Avg Trades Per Year 0.57
Loading...

Updated 3 days, 10 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $15,984,037.18
CAGR % 10.14%
Max % Drawdown (32.95%)
Standard Deviation 3.38%
Annualized Sharpe 0.63
Win Rate % 59.5%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.70
Loading...

Updated 3 days, 10 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,297,228.29
CAGR % 11.10%
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
Loading...

Updated 3 days, 10 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,891,969.41
CAGR % 10.37%
Max % Drawdown (21.10%)
Standard Deviation 3.38%
Annualized Sharpe 0.65
Win Rate % 54.1%
Longest Drawdown 41.8 months
Avg Trades Per Year 0.70
Loading...

Updated 3 days, 10 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,606,441.26
CAGR % 7.06%
Max % Drawdown (60.77%)
Standard Deviation 4.54%
Annualized Sharpe 0.32
Win Rate % 38.8%
Longest Drawdown 204.6 months
Avg Trades Per Year 0.93
Loading...

Updated 3 days, 10 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-07-25
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,594,056.74
CAGR % 8.84%
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
Loading...