| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $329,227.56 |
| CAGR % | 4.71% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 68.8% |
| Longest Drawdown | 58.8 months |
| Avg Trades Per Year | 0.62 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $797,194.44 |
| CAGR % | 8.34% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.93% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,000,180.81 |
| CAGR % | 9.30% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.56% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 55.0% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.77 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,064,361.07 |
| CAGR % | 9.56% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.88% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.81 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $237,408.88 |
| CAGR % | 3.39% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.39% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 39.3% |
| Longest Drawdown | 208.7 months |
| Avg Trades Per Year | 1.08 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $464,310.28 |
| CAGR % | 6.11% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,390,963.09 |
| CAGR % | 7.83% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 58.8 months |
| Avg Trades Per Year | 0.57 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,208,993.69 |
| CAGR % | 10.22% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $26,119,486.79 |
| CAGR % | 11.09% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 57.5% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,675,674.89 |
| CAGR % | 10.28% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.37% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.6% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,731,208.68 |
| CAGR % | 7.08% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.53% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 38.8% |
| Longest Drawdown | 208.7 months |
| Avg Trades Per Year | 0.93 |
| Updated | 2 days, 3 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-11-28 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,047,482.91 |
| CAGR % | 8.89% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.49% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.79 |
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