| Updated | 1 day ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $305,624.97 |
| CAGR % | 4.52% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.44% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 68.8% |
| Longest Drawdown | 51.6 months |
| Avg Trades Per Year | 0.63 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $680,175.33 |
| CAGR % | 7.87% |
| Max % Drawdown | (24.14%) |
| Standard Deviation | 2.94% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 61.1% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 23 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,002,456.42 |
| CAGR % | 9.54% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 57.9% |
| Longest Drawdown | 38.7 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,021,118.20 |
| CAGR % | 9.62% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.92% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 57.1% |
| Longest Drawdown | 56.8 months |
| Avg Trades Per Year | 0.83 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $229,863.92 |
| CAGR % | 3.35% |
| Max % Drawdown | (60.26%) |
| Standard Deviation | 4.43% |
| Annualized Sharpe | 0.10 |
| Win Rate % | 40.7% |
| Longest Drawdown | 201.5 months |
| Avg Trades Per Year | 1.07 |
| Updated | 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $392,123.77 |
| CAGR % | 5.55% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 3.06% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 42.1% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.75 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,004,390.48 |
| CAGR % | 7.77% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.86 |
| Win Rate % | 63.3% |
| Longest Drawdown | 51.6 months |
| Avg Trades Per Year | 0.57 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,666,590.17 |
| CAGR % | 10.01% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.38% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $25,053,338.41 |
| CAGR % | 11.14% |
| 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 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,719,473.42 |
| CAGR % | 10.41% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.39% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 54.1% |
| Longest Drawdown | 38.7 months |
| Avg Trades Per Year | 0.71 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,613,006.29 |
| CAGR % | 7.10% |
| Max % Drawdown | (60.77%) |
| Standard Deviation | 4.54% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 39.6% |
| Longest Drawdown | 201.5 months |
| Avg Trades Per Year | 0.92 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2025-04-21 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,622,458.03 |
| CAGR % | 8.64% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 50.0% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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