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Faber Tactical Asset Allocation w/ Relative Strength



Updated 2 days, 16 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $309,342.55
CAGR % 4.56%
Max % Drawdown (14.87%)
Standard Deviation 1.43%
Annualized Sharpe 0.33
Win Rate % 68.8%
Longest Drawdown 52.2 months
Avg Trades Per Year 0.63
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Updated 2 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $681,417.41
CAGR % 7.87%
Max % Drawdown (24.14%)
Standard Deviation 2.94%
Annualized Sharpe 0.50
Win Rate % 61.1%
Longest Drawdown 32.9 months
Avg Trades Per Year 0.71
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Updated 2 days, 16 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,004,287.03
CAGR % 9.53%
Max % Drawdown (21.03%)
Standard Deviation 3.59%
Annualized Sharpe 0.56
Win Rate % 57.9%
Longest Drawdown 39.3 months
Avg Trades Per Year 0.75
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Updated 2 days, 16 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $1,022,982.89
CAGR % 9.61%
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
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Updated 2 days, 16 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $224,234.48
CAGR % 3.24%
Max % Drawdown (60.26%)
Standard Deviation 4.43%
Annualized Sharpe 0.09
Win Rate % 39.3%
Longest Drawdown 202.1 months
Avg Trades Per Year 1.10
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Updated 2 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $412,722.16
CAGR % 5.75%
Max % Drawdown (28.57%)
Standard Deviation 3.06%
Annualized Sharpe 0.30
Win Rate % 42.1%
Longest Drawdown 48.9 months
Avg Trades Per Year 0.75
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Updated 2 days, 16 hours ago
Portfolio ^DJ-CBND Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,065,281.24
CAGR % 7.79%
Max % Drawdown (14.88%)
Standard Deviation 1.56%
Annualized Sharpe 0.87
Win Rate % 63.3%
Longest Drawdown 52.2 months
Avg Trades Per Year 0.57
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Updated 2 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $14,693,373.22
CAGR % 10.00%
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
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Updated 2 days, 16 hours ago
Portfolio ^US-REIT Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $25,099,088.97
CAGR % 11.13%
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
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Updated 2 days, 16 hours ago
Portfolio ^NAR-COMP Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $17,751,831.42
CAGR % 10.40%
Max % Drawdown (21.10%)
Standard Deviation 3.39%
Annualized Sharpe 0.65
Win Rate % 54.1%
Longest Drawdown 39.3 months
Avg Trades Per Year 0.71
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Updated 2 days, 16 hours ago
Portfolio ^GSCI Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $3,523,296.89
CAGR % 7.04%
Max % Drawdown (60.77%)
Standard Deviation 4.55%
Annualized Sharpe 0.32
Win Rate % 38.8%
Longest Drawdown 202.1 months
Avg Trades Per Year 0.94
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Updated 2 days, 16 hours ago
Portfolio ^EAFE Instrument
Model Faber Tactical Asset Allocation w/ Relativ...
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $8,029,674.93
CAGR % 8.74%
Max % Drawdown (28.97%)
Standard Deviation 3.50%
Annualized Sharpe 0.51
Win Rate % 50.0%
Longest Drawdown 56.2 months
Avg Trades Per Year 0.80
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