| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $507,589.70 |
| CAGR % | 6.90% |
| Max % Drawdown | (40.14%) |
| Standard Deviation | 3.89% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 40.0% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.82 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $423,810.71 |
| CAGR % | 6.11% |
| Max % Drawdown | (45.68%) |
| Standard Deviation | 3.81% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 37.5% |
| Longest Drawdown | 152.1 months |
| Avg Trades Per Year | 0.99 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $205,321.06 |
| CAGR % | 3.00% |
| Max % Drawdown | (12.57%) |
| Standard Deviation | 1.56% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 43.5% |
| Longest Drawdown | 45.2 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 6 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $207,781.03 |
| CAGR % | 3.05% |
| Max % Drawdown | (26.03%) |
| Standard Deviation | 2.92% |
| Annualized Sharpe | 0.05 |
| Win Rate % | 44.0% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 1.03 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $185,479.04 |
| CAGR % | 2.57% |
| Max % Drawdown | (6.83%) |
| Standard Deviation | 0.93% |
| Annualized Sharpe | (0.12) |
| Win Rate % | 34.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.94 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $800,688.00 |
| CAGR % | 8.92% |
| Max % Drawdown | (26.36%) |
| Standard Deviation | 3.69% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 47.4% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,043,654.47 |
| CAGR % | 10.11% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.91% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 41.2% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.70 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,847,015.04 |
| CAGR % | 12.72% |
| Max % Drawdown | (29.99%) |
| Standard Deviation | 4.75% |
| Annualized Sharpe | 0.63 |
| Win Rate % | 57.9% |
| Longest Drawdown | 33.5 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,882,062.38 |
| CAGR % | 12.81% |
| Max % Drawdown | (30.40%) |
| Standard Deviation | 4.27% |
| Annualized Sharpe | 0.69 |
| Win Rate % | 58.8% |
| Longest Drawdown | 30.0 months |
| Avg Trades Per Year | 0.70 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $224,821.38 |
| CAGR % | 3.38% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.00% |
| Annualized Sharpe | 0.12 |
| Win Rate % | 75.0% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.66 |
| Updated | 5 days, 6 hours ago |
|---|---|
| Portfolio | ^EEM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $17,158,628.50 |
| CAGR % | 10.54% |
| Max % Drawdown | (40.19%) |
| Standard Deviation | 4.50% |
| Annualized Sharpe | 0.53 |
| Win Rate % | 51.2% |
| Longest Drawdown | 80.6 months |
| Avg Trades Per Year | 0.80 |
| Updated | 5 days, 6 hours ago |
|---|---|
| Portfolio | $HH-GOLD Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,406,913.09 |
| CAGR % | 9.01% |
| Max % Drawdown | (45.73%) |
| Standard Deviation | 4.61% |
| Annualized Sharpe | 0.43 |
| Win Rate % | 37.0% |
| Longest Drawdown | 152.1 months |
| Avg Trades Per Year | 0.90 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,457,539.16 |
| CAGR % | 6.43% |
| Max % Drawdown | (13.99%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 43.9% |
| Longest Drawdown | 50.4 months |
| Avg Trades Per Year | 0.80 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-30Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,903,398.84 |
| CAGR % | 7.40% |
| Max % Drawdown | (26.75%) |
| Standard Deviation | 3.51% |
| Annualized Sharpe | 0.40 |
| Win Rate % | 45.5% |
| Longest Drawdown | 72.5 months |
| Avg Trades Per Year | 0.86 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^US-GBND-5Y Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,495,070.29 |
| CAGR % | 5.41% |
| Max % Drawdown | (10.96%) |
| Standard Deviation | 1.35% |
| Annualized Sharpe | 0.52 |
| Win Rate % | 42.5% |
| Longest Drawdown | 44.8 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $44,892,194.20 |
| CAGR % | 12.63% |
| Max % Drawdown | (38.91%) |
| Standard Deviation | 4.32% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 57.5% |
| Longest Drawdown | 41.3 months |
| Avg Trades Per Year | 0.78 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-LRG-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $39,161,402.51 |
| CAGR % | 12.33% |
| Max % Drawdown | (30.83%) |
| Standard Deviation | 3.83% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 48.7% |
| Longest Drawdown | 36.5 months |
| Avg Trades Per Year | 0.76 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-SML-MOM Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $419,299,527.72 |
| CAGR % | 17.64% |
| Max % Drawdown | (37.53%) |
| Standard Deviation | 5.07% |
| Annualized Sharpe | 0.85 |
| Win Rate % | 64.7% |
| Longest Drawdown | 50.9 months |
| Avg Trades Per Year | 0.66 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^FFR-SML-VAL Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $255,291,624.09 |
| CAGR % | 16.50% |
| Max % Drawdown | (30.46%) |
| Standard Deviation | 4.48% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 67.6% |
| Longest Drawdown | 42.3 months |
| Avg Trades Per Year | 0.66 |
| Updated | 5 days, 5 hours ago |
|---|---|
| Portfolio | ^WXU-GBND Instrument |
| Model | Faber Tactical Asset Allocation w/ Relativ... |
| Period | 1973-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Monthly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,343,639.89 |
| CAGR % | 7.07% |
| Max % Drawdown | (7.81%) |
| Standard Deviation | 1.43% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 78.6% |
| Longest Drawdown | 45.1 months |
| Avg Trades Per Year | 0.55 |
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