| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-10-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $657,743.62 |
| CAGR % | 7.29% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 52.4% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.92 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-10-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $111,701.90 |
| CAGR % | 0.41% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.25% |
| Annualized Sharpe | (0.29) |
| Win Rate % | 79.0% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.92 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-10-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,816,463.63 |
| CAGR % | 9.44% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 51.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.76 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-10-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,105,127.71 |
| CAGR % | 9.64% |
| 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 | 3.72 |
| Updated | 4 days, 17 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-10-16 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,461.16 |
| CAGR % | 1.07% |
| 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 | 3.68 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
