| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $661,381.14 |
| CAGR % | 7.33% |
| 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 | 3.89 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 2000-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $111,877.58 |
| 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 | 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1980-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,854,617.08 |
| CAGR % | 9.47% |
| 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 | 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,184,069.08 |
| CAGR % | 9.66% |
| 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 | 3.70 |
| Updated | 7 hours ago |
|---|---|
| Portfolio | Faber EXD5 |
| Model | Faber Tactical Asset Allocation |
| Period | 1973-01-01 — 2026-09-18 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $177,742.98 |
| 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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