| Updated | 3 days ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,916.22 |
| CAGR % | 5.20% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.39% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 78.6% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.62 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $540,247.52 |
| CAGR % | 7.79% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 60.0% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $920,382.13 |
| CAGR % | 10.37% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 66.7% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $961,150.88 |
| CAGR % | 10.59% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.94% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 58.8% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $261,648.66 |
| CAGR % | 4.37% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.59% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 37.5% |
| Longest Drawdown | 167.8 months |
| Avg Trades Per Year | 1.07 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $316,141.00 |
| CAGR % | 5.25% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.08% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 35.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.76 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,124,152.05 |
| CAGR % | 8.28% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 0.96 |
| Win Rate % | 67.9% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.57 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,655,691.05 |
| CAGR % | 10.09% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 58.8% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $23,567,119.81 |
| CAGR % | 11.67% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.79% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 58.3% |
| Longest Drawdown | 56.9 months |
| Avg Trades Per Year | 0.73 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $16,270,697.63 |
| CAGR % | 10.84% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 57.6% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,122,456.98 |
| CAGR % | 7.80% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.62% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 37.8% |
| Longest Drawdown | 167.8 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,133,283.18 |
| CAGR % | 8.67% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.53% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.5% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.81 |
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