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Faber Tactical Asset Allocation



Updated 17 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $538,768.36
CAGR % 6.83%
Max % Drawdown (10.05%)
Standard Deviation 1.92%
Annualized Sharpe 0.58
Win Rate % 52.0%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.92
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Updated 17 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,479.96
CAGR % 0.36%
Max % Drawdown (42.03%)
Standard Deviation 2.30%
Annualized Sharpe (0.29)
Win Rate % 78.2%
Longest Drawdown 278.8 months
Avg Trades Per Year 3.96
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Updated 17 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,601,065.26
CAGR % 9.25%
Max % Drawdown (12.87%)
Standard Deviation 2.04%
Annualized Sharpe 0.87
Win Rate % 50.9%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.76
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Updated 17 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,592,225.84
CAGR % 9.47%
Max % Drawdown (12.87%)
Standard Deviation 2.09%
Annualized Sharpe 0.88
Win Rate % 51.8%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.71
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Updated 17 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-07-04
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $173,396.46
CAGR % 1.05%
Max % Drawdown (45.26%)
Standard Deviation 1.98%
Annualized Sharpe (0.24)
Win Rate % 80.4%
Longest Drawdown 284.8 months
Avg Trades Per Year 3.69
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