| Updated | 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-02-06 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $585,212.97 |
| CAGR % | 7.01% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.91% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 51.5% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.87 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-02-06 |
|---|---|
| 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 | 3.95 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-02-06 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,083,415.81 |
| CAGR % | 9.32% |
| 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 | 3.73 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-02-06 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,591,469.37 |
| CAGR % | 9.53% |
| 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 | 3.69 |
| Updated | 19 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-02-06 |
|---|---|
| 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 | 3.69 |
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