| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $290,924.46 |
| CAGR % | 4.49% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 68.8% |
| Longest Drawdown | 39.5 months |
| Avg Trades Per Year | 0.66 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $594,677.95 |
| CAGR % | 7.62% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 4 days, 2 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $960,022.91 |
| CAGR % | 9.76% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.55% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 58.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $890,669.41 |
| CAGR % | 9.42% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.93% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 52.6% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.78 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $245,483.66 |
| CAGR % | 3.77% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 38.5% |
| Longest Drawdown | 189.4 months |
| Avg Trades Per Year | 1.07 |
| Updated | 4 days, 2 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $352,833.49 |
| CAGR % | 5.33% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 38.9% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,763,667.49 |
| CAGR % | 7.82% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 63.3% |
| Longest Drawdown | 39.5 months |
| Avg Trades Per Year | 0.58 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,821,924.80 |
| CAGR % | 9.92% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 58.3% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.70 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $21,827,080.49 |
| CAGR % | 11.07% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 55.3% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,963,984.15 |
| CAGR % | 10.53% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 54.3% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,861,595.47 |
| CAGR % | 7.38% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.57% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 38.3% |
| Longest Drawdown | 189.4 months |
| Avg Trades Per Year | 0.92 |
| Updated | 4 days, 3 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,850,395.85 |
| CAGR % | 8.59% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 48.8% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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