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Faber Tactical Asset Allocation



Updated 2 days, 14 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $520,806.82
CAGR % 6.73%
Max % Drawdown (10.05%)
Standard Deviation 1.92%
Annualized Sharpe 0.57
Win Rate % 52.0%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.94
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Updated 2 days, 14 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $107,845.38
CAGR % 0.30%
Max % Drawdown (42.03%)
Standard Deviation 2.31%
Annualized Sharpe (0.29)
Win Rate % 77.8%
Longest Drawdown 278.8 months
Avg Trades Per Year 3.91
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Updated 2 days, 14 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,409,728.75
CAGR % 9.20%
Max % Drawdown (12.87%)
Standard Deviation 2.04%
Annualized Sharpe 0.86
Win Rate % 50.9%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.77
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Updated 2 days, 14 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,195,346.11
CAGR % 9.43%
Max % Drawdown (12.87%)
Standard Deviation 2.09%
Annualized Sharpe 0.87
Win Rate % 51.8%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.72
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Updated 2 days, 14 hours ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-05-09
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $170,737.88
CAGR % 1.03%
Max % Drawdown (45.26%)
Standard Deviation 1.98%
Annualized Sharpe (0.25)
Win Rate % 80.2%
Longest Drawdown 284.8 months
Avg Trades Per Year 3.67
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