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Faber Tactical Asset Allocation



Updated 4 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $554,807.79
CAGR % 6.90%
Max % Drawdown (10.05%)
Standard Deviation 1.92%
Annualized Sharpe 0.59
Win Rate % 52.0%
Longest Drawdown 28.1 months
Avg Trades Per Year 3.89
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Updated 4 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 2000-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $109,971.46
CAGR % 0.37%
Max % Drawdown (42.03%)
Standard Deviation 2.29%
Annualized Sharpe (0.28)
Win Rate % 78.4%
Longest Drawdown 278.8 months
Avg Trades Per Year 3.97
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Updated 4 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1980-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $5,771,465.37
CAGR % 9.28%
Max % Drawdown (12.87%)
Standard Deviation 2.03%
Annualized Sharpe 0.88
Win Rate % 50.9%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.74
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Updated 4 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $11,945,616.40
CAGR % 9.50%
Max % Drawdown (12.87%)
Standard Deviation 2.09%
Annualized Sharpe 0.89
Win Rate % 51.8%
Longest Drawdown 27.8 months
Avg Trades Per Year 3.70
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Updated 4 days ago
Portfolio Faber EXD5
Model Faber Tactical Asset Allocation
Period 1973-01-01 — 2025-09-12
Timeframe Monthly
Starting Equity $100,000.00
Ending Equity $174,133.71
CAGR % 1.06%
Max % Drawdown (45.26%)
Standard Deviation 1.98%
Annualized Sharpe (0.24)
Win Rate % 80.5%
Longest Drawdown 284.8 months
Avg Trades Per Year 3.70
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