| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $312,673.09 |
| CAGR % | 5.75% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.38% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 83.3% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.59 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $403,120.16 |
| CAGR % | 7.08% |
| Max % Drawdown | (21.49%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 61.5% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.64 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $750,289.52 |
| CAGR % | 10.39% |
| Max % Drawdown | (21.03%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 69.2% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.64 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $694,972.93 |
| CAGR % | 9.98% |
| Max % Drawdown | (24.65%) |
| Standard Deviation | 3.93% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 56.2% |
| Longest Drawdown | 45.6 months |
| Avg Trades Per Year | 0.78 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $128,385.50 |
| CAGR % | 1.23% |
| Max % Drawdown | (60.12%) |
| Standard Deviation | 4.44% |
| Annualized Sharpe | (0.04) |
| Win Rate % | 37.5% |
| Longest Drawdown | 142.5 months |
| Avg Trades Per Year | 1.18 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $256,794.81 |
| CAGR % | 4.74% |
| Max % Drawdown | (28.57%) |
| Standard Deviation | 2.99% |
| Annualized Sharpe | 0.21 |
| Win Rate % | 33.3% |
| Longest Drawdown | 48.9 months |
| Avg Trades Per Year | 0.74 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,120,207.65 |
| CAGR % | 8.66% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.54% |
| Annualized Sharpe | 1.03 |
| Win Rate % | 69.2% |
| Longest Drawdown | 32.4 months |
| Avg Trades Per Year | 0.55 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,674,943.08 |
| CAGR % | 9.88% |
| Max % Drawdown | (32.95%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 59.4% |
| Longest Drawdown | 32.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^US-REIT Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,019,246.13 |
| CAGR % | 11.45% |
| Max % Drawdown | (24.76%) |
| Standard Deviation | 3.78% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 57.1% |
| Longest Drawdown | 45.6 months |
| Avg Trades Per Year | 0.74 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^NAR-COMP Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,268,973.98 |
| CAGR % | 10.87% |
| Max % Drawdown | (21.10%) |
| Standard Deviation | 3.36% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.1% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.65 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^GSCI Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,009,878.09 |
| CAGR % | 6.54% |
| Max % Drawdown | (60.63%) |
| Standard Deviation | 4.56% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 37.8% |
| Longest Drawdown | 142.5 months |
| Avg Trades Per Year | 0.95 |
| Updated | 4 days, 22 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2020-05-22 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,974,758.32 |
| CAGR % | 8.59% |
| Max % Drawdown | (28.97%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.4% |
| Longest Drawdown | 56.2 months |
| Avg Trades Per Year | 0.80 |
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