| Updated | 1 week ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $611,375.79 |
| CAGR % | 7.14% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.91% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 52.4% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.92 |
| Updated | 1 week ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $111,171.45 |
| CAGR % | 0.40% |
| Max % Drawdown | (42.03%) |
| Standard Deviation | 2.27% |
| Annualized Sharpe | (0.28) |
| Win Rate % | 78.6% |
| Longest Drawdown | 278.8 months |
| Avg Trades Per Year | 3.92 |
| Updated | 1 week ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,338,473.31 |
| CAGR % | 9.38% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.03% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 51.1% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.76 |
| Updated | 1 week ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $13,116,687.89 |
| CAGR % | 9.59% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 52.0% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.72 |
| Updated | 1 week ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-04-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $176,239.20 |
| CAGR % | 1.07% |
| Max % Drawdown | (45.26%) |
| Standard Deviation | 1.97% |
| Annualized Sharpe | (0.24) |
| Win Rate % | 80.6% |
| Longest Drawdown | 284.8 months |
| Avg Trades Per Year | 3.68 |
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