| Updated | 2 days, 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-08-07 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $644,179.90 |
| CAGR % | 7.26% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 51.9% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.91 |
| Updated | 2 days, 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-08-07 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,177.58 |
| CAGR % | 0.43% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.26% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 79.0% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.95 |
| Updated | 2 days, 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-08-07 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,681,584.96 |
| CAGR % | 9.44% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 50.9% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.76 |
| Updated | 2 days, 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-08-07 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,827,363.83 |
| CAGR % | 9.63% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 51.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 2 days, 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-08-07 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $178,224.23 |
| CAGR % | 1.08% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.96% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.8% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.69 |
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