| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-05-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $635,324.12 |
| CAGR % | 7.27% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.64 |
| Win Rate % | 52.4% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.91 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-05-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $112,069.10 |
| CAGR % | 0.43% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.27% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 79.0% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.99 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-05-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,587,307.51 |
| CAGR % | 9.46% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.04% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 51.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.75 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-05-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,631,378.25 |
| CAGR % | 9.65% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 52.0% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 6 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-05-08 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $178,050.21 |
| CAGR % | 1.09% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.8% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.71 |
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