| Updated | 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $663,338.80 |
| CAGR % | 7.35% |
| Max % Drawdown | (10.05%) |
| Standard Deviation | 1.93% |
| Annualized Sharpe | 0.65 |
| Win Rate % | 51.9% |
| Longest Drawdown | 28.1 months |
| Avg Trades Per Year | 3.90 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $111,837.26 |
| CAGR % | 0.42% |
| 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 | 3.93 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,873,713.46 |
| CAGR % | 9.48% |
| 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 | 3.75 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,223,592.33 |
| CAGR % | 9.67% |
| Max % Drawdown | (12.87%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.91 |
| Win Rate % | 51.8% |
| Longest Drawdown | 27.8 months |
| Avg Trades Per Year | 3.71 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-09-11 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,678.30 |
| 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 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
