| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $571,641.41 |
| CAGR % | 6.93% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.90% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.88 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $110,452.91 |
| CAGR % | 0.38% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.28% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 78.6% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.96 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,947,705.18 |
| CAGR % | 9.28% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 50.6% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.74 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,311,142.27 |
| CAGR % | 9.50% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 51.5% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.70 |
| Updated | 6 days, 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $174,855.89 |
| CAGR % | 1.06% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.6% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.70 |
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