| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $327,044.79 |
| CAGR % | 5.61% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.54 |
| Win Rate % | 84.6% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.60 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $597,473.44 |
| CAGR % | 8.58% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.82% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 61.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.60 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $992,351.89 |
| CAGR % | 11.15% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 69.2% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.60 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $916,400.43 |
| CAGR % | 10.75% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.87% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 56.2% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.74 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $181,228.30 |
| CAGR % | 2.78% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.42% |
| Annualized Sharpe | 0.06 |
| Win Rate % | 37.5% |
| Longest Drawdown | 158.3 months |
| Avg Trades Per Year | 1.11 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $336,954.56 |
| CAGR % | 5.76% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 0.30 |
| Win Rate % | 33.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,355,828.58 |
| CAGR % | 8.52% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 1.00 |
| Win Rate % | 70.4% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.55 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,911,237.23 |
| CAGR % | 10.49% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.66 |
| Win Rate % | 59.4% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $22,466,362.63 |
| CAGR % | 11.76% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.76% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,549,655.98 |
| CAGR % | 11.19% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.33% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 58.1% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.64 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,847,591.89 |
| CAGR % | 7.12% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.55% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 37.8% |
| Longest Drawdown | 158.3 months |
| Avg Trades Per Year | 0.92 |
| Updated | 6 days, 15 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2021-09-17 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,540,378.32 |
| CAGR % | 8.96% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.54% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 47.4% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.78 |
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