SPDR Gold Trust

for period ending January 31, 2025



Quick Links




  Overview

GLD is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   SPDR State Street Global Advisors (www.spdrs.com)

Description   SPDR Gold Trust gives investors access to a particular asset class (which is gold is this case). This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Asset Classes, Commodities: Prec Metals

Peer Group   Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, SPDR State Street Global Advisors. The investment seeks to reflect the performance of the price of gold bullion, less the expenses of the Trust’s operations. The Trust holds gold bars and from time to time, issues Baskets in exchange for deposits of gold and distributes gold in connection with redemptions of Baskets. The gold held by the trust will only be sold on an as-needed basis to pay trust expenses, in the event the trust terminates and liquidates its assets, or as otherwise required by law or regulation. You may consult www.spdrs.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost




  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "GLD" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.




  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.




  Compare: Total Return

for period ending January 31, 2025

5-year graph

GLD Global equities (ACWI) U.S. equities (SPY) U.S. bonds (BND) 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
GLD 6.8% 6.8% 37.2% 15.4% 11.6% 7.7% 6.1% 9.5%
Peer Group* average
60% Equity / 40% Bonds 2.1% 2.1% 16.1% 6.2% 8.5% 8.5% 9.5% 7.8%
Global Equities (ACWI) 3.1% 3.1% 20.8% 8.2% 11.1% 9.9% 9.8%  
U.S. Equities (SPY) 2.7% 2.7% 26.2% 11.8% 15.1% 13.6% 14.3% 10.5%
U.S. Bonds (BND) 0.6% 0.6% 2.1% -1.6% -0.6% 1.1% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 3.79842045881911% 3.79842045881911% 32.8422830696495% 14.356626153539% 14.0462972808209% 2.96646617747502% 1.36314323005104% 0%
DBB -0.901856763925735% -0.901856763925735% 10.226706251257% -2.45978801946719% 8.5224627178164% 3.65606008392461% 0.584578325506602% 0%
DBO 2.86512928022362% 2.86512928022362% 6.50349573355353% 2.39505521867196% 12.3208952683346% 1.9356403934321% -2.76898025419459% 0%
DBC 2.75958840037418% 2.75958840037418% 3.63557702599362% 2.88561775545733% 10.8634579857354% 3.74564658988579% 0.684100921557329% 1.95229724891566%
GLD 6.78561103539421% 6.78561103539421% 37.2035022552401% 15.4356154532648% 11.6047936857155% 7.67305420977955% 6.12750660121797% 9.48437946411906%
FXA 0.553612712728935% 0.553612712728935% -3.84019693948264% -3.43736352913274% -1.17544032069323% -1.63396926652635% -1.03186077527553% 0%
FXC -0.93887049154916% -0.93887049154916% -5.66735395013815% -3.14652071963097% -1.23134599512943% -0.977407665280716% -1.76044750767997% 0%
FXF -0.372467831859125% -0.372467831859125% -5.4328284259337% 0.175949833882694% 0.404351276031867% -0.845766954869798% 0.269851525405995% 0%
FXE 0.318238773060298% 0.318238773060298% -1.9943295215079% -1.70967712377623% -1.15213494810735% -1.14450005572315% -2.18557493564966% 0%
FXB -0.741569694286703% -0.741569694286703% 0.898451676619461% -0.819841246750164% -0.289848203101872% -1.57905218499886% -1.54528069365891% 0%
FXY 1.45001705902423% 1.45001705902423% -5.64810407742345% -9.94937499051749% -7.46221678697386% -3.25656384556661% -4.0148143660327% 0%
UUP 0.305914343983682% 0.305914343983682% 10.8048249707074% 8.55532011054581% 4.71885231283531% 3.00498570351522% 2.46498338630576% 0%
EEM 2.15208034433285% 2.15208034433285% 13.9466682759563% -1.97084953728645% 2.51169400575475% 3.166292950245% 2.88749506411941% 5.36960138792073%
AMLP 7.08056478405317% 7.08056478405317% 25.7067628053305% 21.6499029320393% 14.8746130004326% 3.47540903660464% 0% 0%
IGIB 0.698893418753643% 0.698893418753643% 4.21418674377221% 0.0184793619063095% 0.633438762007676% 2.38566426736919% 3.14042020546841% 0%
EMHY 1.79041600842549% 1.79041600842549% 14.454760092909% 3.98120589448496% 2.04726364177885% 4.31083880660976% 0% 0%
HYD 0.096320554806395% 0.096320554806395% 4.65855792354186% -1.56770692205658% -0.941130675296553% 1.97176990224273% 3.43089267965322% 0%
IEF 0.616549486208751% 0.616549486208751% -0.0952118457223095% -3.51837256527953% -2.00697935316033% 0.279156966505378% 2.30244122128087% 3.05794395076959%
IGOV 0.442477876106206% 0.442477876106206% -2.86190267912076% -7.42753572322763% -5.09350445181594% -1.70411771551845% -0.951987264401621% 0%
IHY 1.3671875% 1.3671875% 5.92603314962845% 1.24071045590843% 1.13047965804687% 3.47905017297785% 0% 0%
ITM -0.130151843817794% -0.130151843817794% 1.30213529213898% -0.333585625323007% -0.109553414991415% 1.60101187351125% 2.88877218645633% 0%
JNK 1.35120980412695% 1.35120980412695% 8.99915883555096% 3.11021155986966% 3.16866323170648% 3.78231918011891% 5.10479464036049% 0%
MBB 0.556282722513068% 0.556282722513068% 2.18067378940612% -1.50720427489071% -0.825410059605414% 0.743568094010816% 1.62533142108185% 0%
TIP 1.37024870952605% 1.37024870952605% 2.70004644338167% -1.40953710593317% 1.48123141303231% 1.87255714597023% 2.66762017197748% 3.20120021635828%
AGG 0.515995872033015% 0.515995872033015% 1.98448542189522% -1.53067342323135% -0.64388453587545% 1.14425359105061% 2.23144510557554% 2.8913506554507%
BND 0.597969684327637% 0.597969684327637% 2.149413843113% -1.5701245015591% -0.646345879813492% 1.14238454717188% 2.25438067674151% 2.97085096004417%
EMB 1.69586702605569% 1.69586702605569% 8.64653785382834% -0.708812108663981% -0.753370956112609% 2.43293792595638% 3.89487982748864% 0%
PCY 2.02348750696584% 2.02348750696584% 6.84927715766537% -0.641435535149304% -1.98133238511061% 1.88783330250515% 3.87111613514386% 0%
BIL 0.34999453133544% 0.34999453133544% 5.11062927058559% 3.85640815375345% 2.33330018779911% 1.63350067058954% 1.06573728423585% 0%
TLT 0.492385205542201% 0.492385205542201% -5.48371951047368% -12.0892740054866% -7.33471614180893% -2.03014973868723% 2.46122577956855% 2.99393299551292%
SHY 0.378141010002442% 0.378141010002442% 3.97926711663936% 1.69153873738088% 1.22177635637675% 1.23847087098328% 1.1236442488757% 1.85596806265254%
ACWI 3.14042553191489% 3.14042553191489% 20.8120664282728% 8.19961140636205% 11.111765578985% 9.87628434302985% 9.79668623631458% 0%
FM 0.184229918938827% 0.184229918938827% 9.77466949979127% -4.03138514124957% 0.710348539885364% 1.99489284869641% 0% 0%
EFA 4.80095225499273% 4.80095225499273% 8.97125830536529% 4.49182815365079% 6.29130932338655% 5.63637381174722% 5.87638044382579% 5.04075629170375%
EFG 5.11205204998451% 5.11205204998451% 6.41794156547844% 2.13296314382008% 5.03613462029713% 6.00372138404028% 6.39881157645348% 5.47060961716861%
EFV 4.55498380026682% 4.55498380026682% 11.3979859163678% 6.7443429656143% 6.92782650186132% 4.7243660341447% 4.93839052416476% 4.21901950003749%
SCZ 2.97942386831276% 2.97942386831276% 7.32634329894879% -0.31826472696902% 3.53254539922472% 5.74035330751774% 6.85900204087226% 0%
IWB 3.10404767817234% 3.10404767817234% 26.4872682084072% 11.529069659472% 14.8098776886816% 13.3819287756435% 14.1560432976799% 10.5658084828931%
IWV 3.05759162303665% 3.05759162303665% 26.0359842269015% 11.1547920097283% 14.3880059216467% 13.0108869940634% 13.8916980963498% 10.3754886112063%
SPY 2.68564018564019% 2.68564018564019% 26.2287400255161% 11.8065698905077% 15.081629534828% 13.6469392922897% 14.261344472386% 10.5435567285482%
IWF 1.9248966582001% 1.9248966582001% 32.4543885429352% 14.413312536935% 18.6991865731929% 16.9679147665862% 16.7469923683701% 12.6535232278463%
QQQ 2.1634098155429% 2.1634098155429% 26.0009606361355% 13.6466337271866% 19.7418629484436% 18.7805835221159% 19.2095571802038% 14.9639755273945%
IWD 4.5427537406147% 4.5427537406147% 19.2899340951012% 7.888270687917% 9.96631984715237% 9.22986324200032% 11.1044321906636% 8.05804042849589%
IWC -0.291455744746127% -0.291455744746127% 18.0535703082481% 2.3130874728817% 7.71624212774431% 7.06708959794682% 9.88740139528759% 6.23344886263077%
IWR 4.15158371040723% 4.15158371040723% 21.7254904172895% 7.76153356128602% 10.8445965511955% 10.073488771116% 12.4863958398005% 9.80518043494345%
IWP 6.24852071005917% 6.24852071005917% 30.22459006206% 11.0524227209636% 12.4707340619123% 12.2063542174669% 13.8651864394717% 10.7554048212238%
IWS 3.37096025978041% 3.37096025978041% 18.8954723343349% 6.41276716846477% 9.54127959515831% 8.41315272432184% 11.3623658142773% 8.8925466637898%
IWM 2.49818971759594% 2.49818971759594% 18.8084871814383% 5.44668154891912% 8.5181141480551% 8.38420560754221% 10.7644135801954% 8.13261668383449%
IWO 3.15822388993121% 3.15822388993121% 22.4880586309849% 6.19813060750856% 7.67225335301578% 8.67500839354884% 11.5105486393798% 8.74032850089954%
IWN 2.01011146981789% 2.01011146981789% 15.1347223720225% 4.42835742634056% 8.66995996622522% 7.64259197508099% 9.66426788586161% 7.1842612290389%
IYR 1.89125295508272% 1.89125295508272% 12.1093380997459% -1.13435318948969% 2.59522132067349% 4.77071506765847% 8.92324971718439% 6.4898887345151%
VNQ 1.65020206555904% 1.65020206555904% 12.2135176801403% -1.36598585112599% 3.0616531815632% 4.52558982186901% 9.40580673916422% 7.34157327760319%
Historical Return
 
GLD 24.8% -4.1% -0.8% 12.7% 26.7%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
DBA -2.5362386282649% 22.3667870007247% 2.52541503893984% 7.6310543282736% 33.4729789746052%
DBB 15.5287979711187% 28.9687171610854% -11.8033665814941% 1.11276302746959% 7.88686675162489%
DBO -20.9934483773066% 60.7354444240378% 13.0520436760381% -4.48624264803972% 7.85417023349941%
DBC -7.83697718802477% 41.360535033944% 19.3381047925849% -6.22460154221798% 2.17947023142337%
GLD 24.8145617346329% -4.14892032504178% -0.772115217246239% 12.6915838291174% 26.6569022336141%
FXA 9.52350855981821% -6.16946364880147% -6.4795204395478% 0.873294276868242% -7.74204109878418%
FXC 1.9247050425502% 0.219895404397619% -6.43799822735651% 3.64766976490269% -5.96056483707217%
FXF 8.18450819287408% -4.07886034404914% -2.28680218958219% 9.62222426685186% -7.45772558174616%
FXE 7.93977873933371% -7.82637923902186% -6.56633974962763% 4.36126866589124% -4.18199804509548%
FXB 2.87316229551748% -1.53723850110821% -10.4499892346964% 7.63522680479234% 1.35492625820952%
FXY 4.60939954215214% -10.9009650293582% -12.7500306816945% -7.44022316264038% -10.9253912779213%
UUP -6.66154033909668% 5.73433156103185% 9.45907489834206% 3.63023939965812% 13.4844434815803%
EEM 17.0335264963521% -3.61506944684574% -20.5632849615499% 8.9857861217226% 6.4972650185694%
AMLP -32.1883605644408% 39.0254130455612% 25.5174388706158% 21.404224575858% 22.6955421229451%
IGIB 9.64395182780677% -1.45079652168194% -14.2423245395042% 9.21544637468605% 3.49089568482179%
EMHY 3.8347587027951% -1.91783307204367% -13.571830654467% 11.420418464724% 11.9775923545361%
HYD 0.175553140117612% 5.05000335419787% -16.2630266222899% 5.05476833906597% 4.94262334300908%
IEF 10.0067525304147% -3.3293811969846% -15.3224471675499% 3.84577301390396% -0.635291945858885%
IGOV 10.8829883297037% -9.24862266459218% -22.0709678133312% 5.56833628419986% -6.49555672768473%
IHY 8.6391439076694% -2.81868222783822% -14.3093161857662% 11.6176558655916% 3.54788233128169%
ITM 5.87374376331711% 0.211272131214879% -9.49920989230485% 5.01787458403322% 0.722410767988313%
JNK 4.95788483561819% 3.99233629259175% -12.1940104391954% 11.2108307918728% 7.70492746498543%
MBB 4.07802353206683% -1.43116649109989% -11.9288470331859% 5.00229938339551% 1.31297804867514%
TIP 10.8362642607544% 5.67099926412111% -12.2485594077103% 3.79897566544987% 1.6511308674467%
AGG 7.47708555312345% -1.76966487938421% -13.0229490718201% 5.64604835614513% 1.30760961466865%
BND 7.714106491634% -1.86130081971591% -13.1117738288884% 5.39779306683275% 1.37655161915169%
EMB 5.42209326552676% -2.23745681275348% -18.9402646344802% 8.7182561367158% 5.53921391504089%
PCY 2.28307465836379% -4.28984314228292% -24.4509577564376% 18.4731184444347% 2.54849814003077%
BIL 0.400179264852674% -0.0983405768986034% 1.40457752023322% 4.65170866921711% 5.19101822011554%
TLT 18.1520596338079% -4.60230322759316% -31.2335291660792% 2.74590442167644% -8.05845422169141%
SHY 3.03428893894182% -0.677718035374231% -3.8792510030099% 4.16228386765611% 3.91584829135545%
ACWI 16.332736917886% 18.6696697891261% -18.3853701638988% 22.2909586538479% 17.4558436016784%
FM -3.4134790770491% 24.3467325339888% -24.4266259999584% 7.1454283630821% 7.28135714913729%
EFA 7.58864729501965% 11.4605811720758% -14.3858454790271% 18.3785324403616% 3.51008036927369%
EFG 17.8437843842894% 11.0124848284023% -23.1182709479446% 17.5605053363662% 1.53507714867449%
EFV -2.97358887228282% 11.1040024989595% -5.22055012276389% 18.8756780437068% 5.39967959831447%
SCZ 11.6927071102026% 10.1397869811635% -21.2747136087976% 12.9917772516855% 1.54406721013953%
IWB 20.7743128019761% 26.3173971341538% -19.1971670033935% 26.3997989505766% 24.3211438616074%
IWV 20.5483203906353% 25.5372386229023% -19.2864798715719% 25.8315252373797% 23.4939744158483%
SPY 18.373186435145% 28.7450837271027% -18.177972123601% 26.1768909180285% 24.8851497230756%
IWF 38.25497944599% 27.434129149431% -29.3083523091416% 42.5917386064245% 33.1206307241641%
QQQ 48.6187814997514% 27.4203533355088% -32.5796936046441% 54.8540304403029% 25.5764408069846%
IWD 2.72540988295156% 24.9459408097814% -7.7555406871766% 11.3522477044979% 14.1754137698795%
IWC 20.880275234036% 18.6795920967858% -21.935163313637% 8.99886849410814% 13.6333160497263%
IWR 16.9153042320047% 22.4370983725451% -17.4836164562227% 17.0573909341308% 15.2194539432744%
IWP 35.241361554231% 12.5968963062359% -26.735206964838% 25.7063324448986% 21.8620286572134%
IWS 4.80313839972486% 28.0982485180964% -12.2976160813877% 12.530511262895% 12.9214370595447%
IWM 20.0298627741317% 14.5390544720052% -20.4867085633861% 16.8356154368217% 11.3908344255836%
IWO 34.6809781696101% 2.53860451634156% -26.2716823496301% 18.5179809518975% 15.042487250009%
IWN 4.66346011618424% 27.9624001623189% -14.768821902111% 14.5683724726516% 7.64158747218484%
IYR -6.12386483117237% 38.7226281829708% -25.5167550255882% 11.9061619244207% 4.41927180297288%
VNQ -4.68092698194492% 40.5193422590961% -26.247397993711% 11.8396342587313% 4.80727219260584%



  Compare: Risk vs. Return

for period ending January 31, 2025

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
GLD Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
GLD Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
GLD Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
GLD risk vs. 60/40 Better Better Better Worse Worse Worse
GLD return vs. 60/40 Better Better Better Worse Worse Better
Risk-Return Quadrant
NW NW NW SE SE NE
Risk-Return Direction 358° 349° 348° 121° 131° 66°
Risk-Return Magnitude 21.1 9.4 3.2 1.5 5.1 4.3
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 7.3% 6.0% -1.4% -5.5% -8.5% -1.9%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.4% -4.5% -2.3% -0.8% 0.3%
Global Equities (ACWI) -4.0% -3.5% -3.6% -3.5% -4.6%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.3% -21.9% -22.9% -14.6% -10.3% -4.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA -1.25578186605462% 6.46960413694217% 4.73450980905888% -10.4301475067432% -12.9122196661436% 0%
DBB -18.1814663056005% -12.3802927795489% -7.20393057758418% -10.2375022106264% -13.4537992455783% 0%
DBO -20.0634235769464% -8.92831400347278% -6.25683126605976% -11.5944826843173% -15.0102825573681% 0%
DBC -23.1002035873615% -9.55163833213707% -4.1283460345197% -10.031420028141% -13.4673734290387% -8.62456814500587%
GLD 7.32352898121395% 6.01281400804625% -1.39334979288675% -5.47569346610998% -8.47752932539828% -1.86238225501695%
FXA -31.4954517833451% -20.6051609489579% -19.2560865838306% -17.2671604672665% -16.0246830596995% 0%
FXC -43.5387885861307% -29.9934140565036% -24.6234889319944% -18.2105234575061% -18.8834239718896% 0%
FXF -36.6333202842626% -16.7669458148725% -18.4880223068381% -17.6573383871323% -14.7008985321151% 0%
FXE -34.5043350860001% -22.3382896390606% -23.1564700764996% -18.7270198915009% -19.1122390570136% 0%
FXB -28.2544914269183% -19.2948452665203% -19.8367635356835% -18.3071992616395% -18.0626705754864% 0%
FXY -30.2903783908484% -27.2172048685614% -31.0531350528559% -20.1534351988619% -21.3047850189094% 0%
UUP -10.7596019852048% 0.662008243411398% -8.06424180873333% -9.55639738601468% -10.8034732911038% 0%
EEM -10.9094145729511% -13.3751892871649% -12.571532444122% -10.5911579591759% -11.6576976921949% -6.2245496794973%
AMLP -8.14908293341204% 7.38834673898167% -6.40692789327545% -10.8243796445773% 0% 0%
IGIB -22.512896724158% -16.2570091208643% -17.2324940854338% -11.0027578157151% -8.54666521415909% 0%
EMHY -3.54712246013855% -8.49606849727304% -13.4877151694441% -8.41868614201626% 0% 0%
HYD -21.9075794131785% -19.4488306240341% -17.9702416921315% -11.8002503768395% -9.54084214595456% 0%
IEF -28.5890481227464% -23.266155279006% -24.2475476509039% -15.8646997112159% -10.9305385640113% -5.87282663782456%
IGOV -30.8766264611621% -23.1810322598167% -25.7037243673582% -18.041952506672% -16.833642255497% 0%
IHY -19.2468665964499% -13.1483598748458% -15.1918590220072% -9.34056725361913% 0% 0%
ITM -31.4447085587804% -18.8870543008326% -20.0856758146275% -12.9368394450915% -9.3175065540717% 0%
JNK -10.7642930284255% -10.484084786716% -12.0208073330063% -8.47273868720423% -6.36557119605597% 0%
MBB -25.67682292246% -20.1112584584563% -22.8860086599913% -15.8546891924823% -12.2849263453328% 0%
TIP -26.1298180784191% -22.4551303970045% -16.99174597564% -12.4056458511698% -9.42489071591919% -5.09720287416499%
AGG -26.5273751599971% -21.5173935306991% -22.9352826536369% -14.5927005872901% -10.3430878775214% -5.07695378080985%
BND -26.3489100236867% -21.9124528162218% -22.8983140373592% -14.5847646175581% -10.2794825777452% -4.78410907764611%
EMB -15.5761218350718% -14.843929048472% -17.448966898665% -11.0875854587153% -9.06819104654664% 0%
PCY -19.2933455999176% -12.2849299998026% -17.4500469662806% -11.8145232516322% -9.82925794437207% 0%
BIL -1.20940329000801% -55.6875522918184% -37.4048464986838% -26.5214704242805% -24.4071267256635% 0%
TLT -29.9183385587746% -23.9866240460361% -24.3602979018086% -16.1496597016182% -11.756501184758% -7.4539465906768%
SHY -26.3146761283535% -32.9321570396519% -30.4039998573003% -20.5966698896535% -16.5836854277339% -7.99908268343167%
ACWI -3.96022596193284% -3.51377316502912% -3.62334233441427% -3.50159002836037% -4.64038480176683% 0%
FM -16.38874350216% -16.2151139383285% -14.2888378149944% -11.6379305172553% 0% 0%
EFA -17.6776356222306% -7.28031039376841% -8.78008683989431% -8.01300802364757% -8.75551132238085% -5.90841969330389%
EFG -20.1218820413973% -9.23185399627135% -10.115954586498% -7.7519565518597% -8.32757889537353% -5.50514172774307%
EFV -15.3496069391799% -5.05325947929265% -8.36667949111735% -9.09760320223895% -9.81671358649796% -6.7530799892713%
SCZ -19.3380614045333% -11.6668374593935% -11.5713320680616% -8.20229496772847% -8.18387484329828% 0%
IWB -0.406424144632336% -0.323166112212157% -0.523619945581419% -0.457083894994568% -0.314286031465086% -0.121399482730412%
IWV -1.6430574283796% -0.77205952299809% -1.04583544904609% -0.951350625210203% -0.736521905827521% -0.453822435511283%
SPY 0% 0% 0% 0% 0% 0%
IWF 2.7286159960534% 1.34937816111399% 1.75195982963619% 1.72027301721448% 1.1265119919865% 1.33909321770621%
QQQ -2.06749787365391% 0.143781444665639% 2.10726954486563% 2.24486473939041% 2.07957267574629% 2.07807175672722%
IWD -10.5006241764168% -3.90137213614197% -5.38326965623702% -4.61066177648121% -3.4688420951581% -2.74127976410544%
IWC -14.9993365756353% -8.58211365228009% -8.78551620406204% -8.12599972123648% -7.07284549405928% -5.66899877712296%
IWR -9.88973069399797% -4.35868188341174% -5.42199259371149% -4.61851253303112% -3.21634850692385% -1.90216076381857%
IWP -6.61617331541265% -1.84604708785463% -4.41963583831375% -3.22472086287305% -2.53777285742524% -1.39131206593372%
IWS -11.8310827756006% -5.52984274117761% -6.67601263557481% -6.17761343426925% -4.3101222065704% -2.80921887130912%
IWM -14.1944761226972% -6.35594034601071% -7.93308666181922% -6.88859547675281% -5.98497256566256% -4.0436246169819%
IWO -12.5734367378482% -5.79843762092201% -8.59756898177843% -6.77778877158834% -5.60532798925156% -3.69745807981457%
IWN -16.0996989911365% -7.09270873570205% -7.97166350796492% -7.53664587374935% -6.88397728745369% -4.80600933298077%
IYR -16.9678302915159% -11.6306273789823% -12.3642107724582% -9.24827079383648% -6.48689939827543% -5.45689870261757%
VNQ -16.8953659475635% -11.7983445309719% -11.9793527280737% -9.48656814476501% -6.2678426882557% -4.98213803621298%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 36.0% 8.8% 5.9% 4.4% 3.3% 6.8%
Peer Group* average
60% Equity / 40% Bonds -5.2% -4.0% -3.1% -1.4% -0.4% 0.3%
Global Equities (ACWI) -3.0% -3.3% -3.3% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.0% -9.1% -6.5% -2.7% -0.3% 0.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 19.8860938305876% 7.64460332519996% 7.75324702160523% -1.29962528296182% -3.53213446853897% 0%
DBB 18.8124040209839% -11.521086562502% -1.54344907256493% -4.48049129577976% -9.52501449076326% 0%
DBO 7.76814223810875% -4.30264691841361% 2.18688881646937% -8.83626837513446% -15.4782699577857% 0%
DBC 4.1099256940349% -3.6066445371248% 2.87913444911357% -3.41132575344324% -7.88159940902678% -4.87646799570147%
GLD 35.9616199756743% 8.8149229262794% 5.89868586428732% 4.37992465955029% 3.26775684243059% 6.84119891801659%
FXA -17.8786297822303% -11.5477095291822% -9.668922337219% -8.45076627983525% -8.71476390093474% 0%
FXC -16.2825261251968% -10.3277277869103% -7.62101943472195% -6.21932489881369% -7.48496769043676% 0%
FXF -13.9004763787555% -6.6544343910398% -4.75881997381091% -4.45314517712956% -3.60762607438705% 0%
FXE -9.63487476393735% -8.5827410982833% -6.5103822138943% -4.88489892893836% -6.83133959627216% 0%
FXB -8.08986431316956% -8.52299734568143% -7.18284312545091% -7.29778313802118% -6.95221722085416% 0%
FXY -21.6945054976173% -17.4051927907167% -12.6149861474888% -6.01966369227972% -5.3556681200937% 0%
UUP 10.7671297498603% 4.70078453806603% 3.83256991492222% 2.62115717295711% 3.94611587719536% 0%
EEM 1.81406052126086% -11.9316858483462% -9.0770657654693% -7.9017503481807% -10.0440864135993% -5.58545937283823%
AMLP -3.61791731659292% 11.252760427278% -5.11742952426738% -13.8007070603252% 0% 0%
IGIB -8.13355151015266% -8.13029903650388% -6.92965298498905% -2.8527074431461% -1.00337904047929% 0%
EMHY 1.08160352078175% -4.92021536765052% -8.08418912087792% -3.41492854057139% 0% 0%
HYD -6.37162166258063% -9.67132892146796% -9.87918544030459% -4.06431867133425% -1.12317817716861% 0%
IEF -13.7317616265263% -11.2431079127965% -7.12424330446209% -2.59920638125901% 1.0645358372479% 1.55732614567394%
IGOV -17.6198894261607% -16.6145825671736% -13.0141689025638% -7.0294762980213% -5.97585466087182% 0%
IHY -4.0366644144936% -7.34954698299405% -8.13146713964823% -3.76227317557601% 0% 0%
ITM -7.97650257289104% -7.87834511731684% -6.21788867458258% -2.22378105211431% 0.345975441083589% 0%
JNK -1.80909014158898% -5.54560854162263% -5.68240517877117% -3.40864650181015% -2.15572955141623% 0%
MBB -11.1041260410557% -9.32981252896599% -6.42307886800071% -2.88592338509834% -0.926634934227833% 0%
TIP -8.10981324715822% -9.03005117269996% -4.76198194703506% -2.36185293814841% -0.400546199551974% 0.335556896410442%
AGG -10.2308441820505% -9.11259800197294% -6.35733741912741% -2.5230568611129% -0.261322734042004% 0.470349778709167%
BND -9.98471903232517% -9.13518902536116% -6.53147204136102% -2.66519682154928% -0.343134309456566% 0.521886596685875%
EMB -6.68377127977659% -10.0111614832355% -10.8976657146997% -4.98991608464313% -2.73770169074195% 0%
PCY -13.4215606237897% -11.5239662007205% -14.0863852993776% -6.9229474030616% -3.90112667973697% 0%
BIL 0.234538914056566% -1.66261243390119% -0.972087210705348% -0.561959815413482% -0.411082571539795% 0%
TLT -29.5986688892928% -21.8295451451019% -14.260483389296% -5.69073155560826% 2.14209033348404% 1.95360057451692%
SHY -2.21363374743351% -4.2162510025126% -2.36666238770697% -1.04646394433124% -0.391762871896023% 0.166739313931163%
ACWI -2.986305867477% -3.26848202835113% -3.25265327634306% -3.10731760646621% -4.28351420893709% 0%
FM -8.04614196003942% -13.6250322014083% -11.3366226853357% -8.12521860563163% 0% 0%
EFA -11.306843616316% -6.60145412065137% -7.30798461434017% -6.52781644224877% -7.65423045033606% -5.46727442828332%
EFG -18.7208968205189% -9.80083987326205% -9.21297341486448% -6.56482311534863% -7.43366664471061% -4.9848282988358%
EFV -4.78685332577754% -3.59879424216805% -6.26369759629559% -7.21434747454565% -8.51801420170807% -6.42599721691743%
SCZ -13.0631978764951% -11.5861729363611% -11.2615382073746% -7.2212322656929% -7.38942073884763% 0%
IWB -0.329728555412665% -0.316153619899002% -0.514435368841825% -0.445562808848658% -0.296808295580657% -0.106489437327232%
IWV -1.56474187521705% -0.765942020914687% -1.03473211547271% -0.933807788307078% -0.70855299622149% -0.431387502194175%
SPY 0% 0% 0% 0% 0% 0%
IWF 6.33015371567975% 1.90235493361494% 2.63929203171739% 2.49045152690208% 1.77891060899421% 1.77737743041896%
QQQ 0.994560854312969% 0.788987046483602% 3.63381570232901% 3.85766323650203% 3.72540334429343% 3.49312114098111%
IWD -8.20792793013547% -3.32409966552185% -4.68764073783667% -3.9777332854679% -2.89890650090838% -2.46347834828489%
IWC -15.9203639504323% -9.92873188078862% -9.03363736859203% -8.07958854486618% -6.65949242073816% -6.0031699834738%
IWR -9.73016823769714% -4.52166159369343% -5.60555726649029% -4.59482988914957% -2.9716633934184% -1.73303212593299%
IWP -4.97222826810033% -1.6611322018472% -4.18504912542497% -2.78071075993428% -1.93462318062039% -0.948713608820453%
IWS -11.5122725395929% -5.70382582436723% -6.90886959028423% -6.1417557604129% -3.94779310587698% -2.66166684459273%
IWM -17.7348852534578% -7.20657200387864% -8.52191152022797% -7.15910436905109% -6.00371534351834% -4.10674053147586%
IWO -18.2960125692279% -6.56444880162439% -9.46044601523893% -7.15252512268875% -5.51433364115881% -3.64563273047745%
IWN -17.3074127122043% -8.05077877129877% -8.33818493999093% -7.59198861086022% -6.82099084820595% -4.89108643796681%
IYR -20.532983452784% -13.3653181448646% -13.2554850584897% -8.00647592429395% -4.16485452482165% -4.87240579964501%
VNQ -19.9691339989822% -13.6162856985613% -12.7281004389572% -8.19007136339676% -3.67655821846084% -4.04712108309493%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 2.32 0.71 0.60 0.44 0.36 0.52
Peer Group* average
60% Equity / 40% Bonds 1.25 0.11 0.43 0.61 0.82 0.62
Global Equities (ACWI) 1.51 0.23 0.50 0.56 0.60  
U.S. Equities (SPY) 1.80 0.41 0.67 0.76 0.88 0.62
U.S. Bonds (BND) -0.43 -0.80 -0.53 -0.17 0.18 0.27
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 1.67496857989219 0.721021240550034 0.879530121637031 0.122004249018216 0.05481584138471 0
DBB 0.357232361561438 -0.237225838248208 0.333300991641974 0.166138536287778 0.0501326048039863 0
DBO 0.175470222894622 -0.0480505056314361 0.426305586264102 0.136153165807018 -0.012303050756571 0
DBC -0.122793697591174 -0.111013849227749 0.473622244121122 0.172766183686545 0.0381800806511349 0.1035779364916
GLD 2.31956837137284 0.707013998883537 0.59749807607897 0.441268085965886 0.363483963559596 0.520976280941194
FXA -0.907570524294555 -0.731696593905655 -0.339729503399734 -0.32134037590698 -0.164994071699634 0
FXC -2.08516051678849 -1.18874552824348 -0.612641440905072 -0.38927023067092 -0.374742614575981 0
FXF -1.40973916648907 -0.538457149090463 -0.317013480168161 -0.362178477592713 -0.0853038817744376 0
FXE -1.20142498281134 -0.842156143093638 -0.561590933261201 -0.428858075438284 -0.392088964663829 0
FXB -0.606969943193924 -0.663415758782956 -0.381172511742377 -0.397872963536112 -0.318503592641645 0
FXY -0.783801628575425 -1.1610957357033 -1.00089249361762 -0.513256777232518 -0.539876629008145 0
UUP 0.94338206461243 0.429672731082124 0.23665341567025 0.156607022081413 0.171360273475525 0
EEM 0.946751015841563 -0.309537230415195 0.0455306879679363 0.138539845036638 0.165018778918642 0.269649743951875
AMLP 1.15995923236316 0.794106636512309 0.480480219203685 0.203568290163761 0 0
IGIB -0.0769105721805559 -0.492784846286241 -0.240973401560931 0.0591262300132063 0.301130794731589 0
EMHY 1.56319278082642 -0.062891269251422 -0.024182475355719 0.243070690910128 0 0
HYD -0.0309626244720959 -0.66231400785805 -0.264166307026611 0.0281733407820945 0.25823927967964 0
IEF -0.631185730535438 -0.884011484282977 -0.60785534961174 -0.24217487924663 0.151287674614886 0.215322311403274
IGOV -0.846858381011606 -0.900928704376093 -0.693250343890749 -0.373626460152453 -0.22983941340019 0
IHY 0.212717174413291 -0.321060889067665 -0.123353713111206 0.177390154738209 0 0
ITM -0.903359864059399 -0.632210976930831 -0.392482001818625 -0.062903835502539 0.253239431132087 0
JNK 0.953004162552908 -0.178736537480058 0.0355146498263179 0.225353013799203 0.461684628980363 0
MBB -0.362899463000914 -0.700241901332423 -0.530111986824117 -0.241395000743757 0.0505640051371849 0
TIP -0.411687350779951 -0.787494525231414 -0.222180682267573 -0.0331858467773478 0.235318964466225 0.256730672061096
AGG -0.444103904960653 -0.778558732752278 -0.535114976411187 -0.166774225580187 0.175486655595112 0.250103407821152
BND -0.428210801500177 -0.798053466945309 -0.533077786790218 -0.166204910920847 0.179628700860321 0.268010276934045
EMB 0.542411694998596 -0.411740016722909 -0.237788839667949 0.0728605336625536 0.291649944917856 0
PCY 0.230325729573676 -0.24990005509818 -0.221650791860827 0.0415163921204665 0.254386941595925 0
BIL 2.57392779378219 -0.906607306854786 -0.712557544495203 -0.574153556468616 -0.524420527474534 0
TLT -0.745751284794644 -0.960725878678707 -0.614934225463089 -0.235171274562196 0.135602528605308 0.152006807652593
SHY -0.440679024357982 -1.11784437971038 -0.757189000579353 -0.458985133668929 -0.201706403673377 0.0479353101620092
ACWI 1.50642197493141 0.227787992187212 0.495146443750978 0.558325806232081 0.601510791108797 0
FM 0.483794847663164 -0.478086662132682 -0.0382011028194764 0.0716728748527476 0 0
EFA 0.378404162062057 0.0313046742961526 0.241822872105032 0.289443407842712 0.344400681915233 0.269927646723751
EFG 0.171094005702868 -0.0675767055419112 0.177085946014157 0.307177724481555 0.372642576485306 0.294507645053122
EFV 0.576736009664462 0.148281996109079 0.270419757038197 0.229181380340753 0.281203227387109 0.221387981859084
SCZ 0.238485828984992 -0.208799596750371 0.109007174087286 0.284807899751442 0.386448233396047 0
IWB 1.77055274323653 0.397444320175016 0.649771015178847 0.73921425544783 0.866643007592956 0.618026657269563
IWV 1.67370957177236 0.375598606291807 0.625859866217745 0.711553478954549 0.84172869218362 0.599208000628462
SPY 1.80496093055135 0.413260482865001 0.672590390247474 0.764275143318889 0.884795782735934 0.624249665688309
IWF 1.98835878097717 0.496800398027498 0.764383840750994 0.868035225152747 0.956048147966646 0.708619601994887
QQQ 1.63827452124524 0.444113148564295 0.782964499827105 0.900366690331567 1.01386640424492 0.759013661107787
IWD 0.981460923578699 0.209779131324767 0.417864913077754 0.497963950062021 0.675139925253438 0.460475232207551
IWC 0.637191620045002 -0.0117803899870716 0.285665921763574 0.318143334796601 0.477794861022125 0.306496562392377
IWR 1.02985681001038 0.199646317598077 0.42888733524595 0.506447518843559 0.697237465513801 0.520570134297831
IWP 1.27243879581251 0.338780603106728 0.481738337634781 0.592150148947396 0.741681932314416 0.554603941670721
IWS 0.877476821054624 0.137920278200047 0.371757057730837 0.416276034941042 0.631390959475643 0.467467268590838
IWM 0.699193547070886 0.107242925561039 0.318432076227616 0.385265895609269 0.538948644780854 0.401031020287219
IWO 0.828532049453906 0.137917787273692 0.286157578787328 0.39440005259299 0.56460495889224 0.424339431490661
IWN 0.544423929057274 0.0691297982711051 0.322745870881997 0.34924100008146 0.484605120910514 0.355642155903119
IYR 0.463595318724344 -0.195630390319295 0.0775276180420195 0.226883614022112 0.494841143863878 0.320982268889946
VNQ 0.469482657864796 -0.204932649345828 0.0967439741742498 0.213113335355565 0.510459248215714 0.353860381714007
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 7.08 1.32 1.07 0.75 0.58 0.86
Peer Group* average
60% Equity / 40% Bonds 2.02 0.15 0.62 0.90 1.26 0.90
Global Equities (ACWI) 2.65 0.32 0.73 0.83 0.91  
U.S. Equities (SPY) 3.57 0.60 1.03 1.17 1.40 0.92
U.S. Bonds (BND) 2.02 0.15 0.62 0.90 1.26 0.90
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 3.90040235621011 1.20889425447684 1.52846111311047 0.177500509308443 0.0813292862387103 0
DBB 0.708558346701582 -0.335760958792179 0.518410585948621 0.252045330238666 0.0730141732273667 0
DBO 0.270062108614608 -0.069586175760759 0.647862096750582 0.188289324282092 -0.0162893644326509 0
DBC -0.180906445678783 -0.157420375539105 0.704136632031275 0.240787788295832 0.0516587879129981 0.141534969046297
GLD 7.08055464081884 1.31836812438641 1.07126070454772 0.750163010080288 0.579087557178333 0.857057253533936
FXA -1.05055631527285 -0.85479548283529 -0.438091602752444 -0.428135559769756 -0.228540262806587 0
FXC -2.01819031564471 -1.24337527655129 -0.709214285613366 -0.504098741715577 -0.472704569685503 0
FXF -1.56176566812842 -0.687882688530238 -0.417777191721976 -0.476779780727679 -0.118954235845432 0
FXE -1.32981796914302 -0.988165289065084 -0.707989864781275 -0.563272959521605 -0.504043927465713 0
FXB -0.779399056664438 -0.793385581917376 -0.488670635443007 -0.50851692943732 -0.41133931422913 0
FXY -0.995679186650774 -1.3331749214325 -1.15415433020025 -0.655068762076711 -0.674114793730379 0
UUP 1.7924037472533 0.668177817900284 0.348272101352856 0.225371390318945 0.256827871204478 0
EEM 1.72569763205942 -0.432361407454947 0.0640154155628402 0.203084621515465 0.242539640335149 0.399365893870639
AMLP 2.79786639550895 1.34466112082152 0.726196517742099 0.30020106864529 0 0
IGIB -0.100435465104269 -0.627580759177587 -0.311934695121782 0.079147614740643 0.412686845769909 0
EMHY 3.03038313927394 -0.0898607329637521 -0.0314028380811078 0.332725961098376 0 0
HYD -0.0424757896017656 -0.812655758812616 -0.305687078255077 0.0331481927789432 0.313209705867758 0
IEF -0.732334664455552 -1.02254592949935 -0.734181376556933 -0.315490094931824 0.216550999549855 0.321032805313926
IGOV -0.991036207738008 -1.06135001894668 -0.839759959156539 -0.469638026834155 -0.294876465577544 0
IHY 0.331157831911065 -0.413864893566128 -0.157771471626044 0.242624711951658 0 0
ITM -1.05731082431016 -0.794598418966105 -0.51021946057835 -0.0828810360550669 0.355904985047805 0
JNK 1.55850422313776 -0.231504542704727 0.0461059032611325 0.305384938166379 0.663786633643261 0
MBB -0.444445388733505 -0.84790611033049 -0.645532163527198 -0.300010118780718 0.065042173347944 0
TIP -0.502778875219835 -0.880834984697447 -0.269186404522375 -0.041760751264366 0.31566252194112 0.353276992601538
AGG -0.53387342728295 -0.927094388103641 -0.651451966996862 -0.21377603394048 0.235940404339156 0.357675555742392
BND -0.515580357698766 -0.941042052396239 -0.649832108980693 -0.212815886307359 0.241110069771334 0.3791006545469
EMB 0.785961942373687 -0.535739288686693 -0.299007143265434 0.0953680762504203 0.395153369609366 0
PCY 0.310594789403711 -0.33870027411423 -0.28251963262779 0.0544418126020321 0.342737522813535 0
BIL 6.82418127830985 -0.88954647609859 -0.705528393801645 -0.571145001952415 -0.522213671828509 0
TLT -0.831990343446209 -1.13942100285968 -0.770158902358181 -0.322316001444652 0.209325709526098 0.234607228117356
SHY -0.546699107667555 -1.14427254090589 -0.815033693569139 -0.513760367155871 -0.232149518317037 0.0607797479546451
ACWI 2.64845874839827 0.321386935099844 0.726705443930733 0.826156240601932 0.909471643909861 0
FM 0.866513335809271 -0.626217375007927 -0.0484506761843211 0.09485743796749 0 0
EFA 0.572980255044826 0.0450809684161126 0.352108514213468 0.42065002582265 0.509542790477006 0.381864203843173
EFG 0.244192229579586 -0.0966156397266415 0.256004598845958 0.446245039002439 0.54861090784165 0.41511236946144
EFV 0.947433881298185 0.217669438233344 0.3911594684946 0.327661635170737 0.412337206792942 0.314518946251883
SCZ 0.338907944995418 -0.28115272719401 0.150452263279122 0.401511436143154 0.565306278338307 0
IWB 3.42610184066686 0.57582724185098 0.992742631828522 1.13149524394472 1.36470636164875 0.909060812934891
IWV 3.16657037109352 0.544977616306591 0.951718137033873 1.08297821724678 1.31971617609492 0.876550586346541
SPY 3.5723360289487 0.59719792804175 1.0275181010951 1.17278284698758 1.39757385507369 0.919862996843755
IWF 4.70440304206865 0.732599471140571 1.22528369058103 1.3931337374537 1.56862018264352 1.08642943930289
QQQ 3.56285470593035 0.652838236120931 1.26644793877637 1.47340852359909 1.71799292327291 1.1862579013091
IWD 1.57255363294119 0.30146809638411 0.607728450579772 0.730577449808585 1.02484706026545 0.654786750842894
IWC 1.23843001818998 -0.0176527386536691 0.433820442634731 0.475038415905074 0.730149990349012 0.442249766853205
IWR 1.70282384367477 0.296915408589472 0.631315509152574 0.74730439226045 1.07001161461133 0.755656986482034
IWP 2.57656134807741 0.537088567101268 0.761376341394608 0.930186624155806 1.19698058300396 0.829840925597126
IWS 1.39974385436221 0.199616073141839 0.526952483020709 0.595979795423839 0.941374102309261 0.664458210146201
IWM 1.23392214718888 0.163488689037694 0.4755947107608 0.569656767314587 0.822743573358939 0.58369976472174
IWO 1.47007479363634 0.209309370221738 0.43114873724041 0.582353983984948 0.868924245778412 0.622596310107595
IWN 0.97277284469945 0.105256420820368 0.474500168963294 0.514448060875593 0.728851095648202 0.510892624444609
IYR 0.640479240082651 -0.265950110732641 0.104713237505681 0.318505793926546 0.733828553128845 0.447962320777501
VNQ 0.65217353119214 -0.278160565055532 0.131780869166735 0.300492840755817 0.768144193550121 0.500263527861246
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
GLD -216.1 82.6 55.2 75.9 53.5 92.8
Peer Group* average
60% Equity / 40% Bonds 20.5 7.8 11.6 12.1 14.0 11.4
Global Equities (ACWI) 23.1 8.3 11.5 10.1 9.6  
U.S. Equities (SPY) 25.9 11.5 14.7 13.3 13.9 10.2
U.S. Bonds (BND) 20.5 7.8 11.6 12.1 14.0 11.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 85.9195701018085 71.116629326319 53.9751665442849 14.4482421335668 3.81025544560443 0
DBB -15.6638087551147 -4.94274791288845 14.2434800570052 6.37862775238389 0.355861740280318 0
DBO -21.3900161777874 10.5288776229521 20.6510661132647 2.12423897817624 -3.54343129326621 0
DBC -13.1165999143715 15.6489935183728 26.4669801556638 7.84216967120383 0.612846519455564 2.79106138869766
GLD -216.147712699875 82.6295469361342 55.1913086975479 75.872025500653 53.4572525600365 92.752508448483
FXA -9.75548211908523 -9.05941004603052 -3.44864078340001 -4.89609799884148 -2.83480925780482 0
FXC -22.3837972492317 -12.882000986909 -6.01244145527985 -4.95696711341622 -6.33453886717746 0
FXF -34.3940150304352 -0.780433746691253 0.380358164657596 -9.59613690041775 -0.396343046671102 0
FXE -18.0975878366463 -9.23477764066266 -8.57574696457647 -10.9776130215125 -10.2058214286914 0
FXB 2.88091370506781 -3.295472848628 -2.08052569296267 -6.23980365458511 -6.14648743624325 0
FXY -11.45769727413 -32.7546934780439 -49.7073964837236 -71.5206205400814 410.396224505337 0
UUP -46.0940869341907 -32.4106690585034 -21.3215096926336 -16.9199220221003 -9.16651376831224 0
EEM 40.0475175675649 -3.26493828807578 3.08108178761324 3.6413895254119 2.83844742056658 4.7999448910786
AMLP 22.1500279587511 27.3901895885292 10.2550922622576 2.37808728691511 0 0
IGIB 11.0652797887882 -0.769334046033143 0.799479510793422 7.66506552251505 13.4029909395188 0
EMHY 35.4739096965091 6.70882168039627 2.93752200608056 8.20626989471529 0 0
HYD 14.9794986974842 -4.59206808297787 -2.6868052010161 4.84477601815228 12.8228741034757 0
IEF -1.07164639282279 -10.8303761544893 -15.2644884857375 -1.07813140304473 -104.859467996547 -85.2628481720757
IGOV -6.93012974856599 -13.2369778735827 -13.8704593604665 -7.47828105379914 -4.67193884520314 0
IHY 23.4522350086178 1.81806758637204 1.5540163142945 7.10690946998686 0 0
ITM 4.6506866809984 -2.06488081568806 -1.9054588260349 8.78935313991981 30.5122258263679 0
JNK 31.175760080003 5.49448885086509 5.99616965175568 7.87288323255039 10.5226546780801 0
MBB 4.66526000683564 -4.97609320092549 -6.00393810256649 3.17039240530956 15.2307042403857 0
TIP 8.48340494095816 -5.15490122108757 4.55460476991389 8.55104777298275 18.6634368630383 23.0533285740442
AGG 4.77454189154407 -5.61126372449233 -4.82854895667419 6.18970714124965 23.7440893433756 34.800083513192
BND 5.31347196596364 -5.77526043303147 -4.51875695139721 5.64104456293316 21.7867629570821 34.3871994407325
EMB 16.9622519170663 -1.73977942160552 -1.88981484287756 4.57109863423634 8.80409682334225 0
PCY 9.0234678186119 -1.15374864374756 -3.11205621677729 2.67037606461655 7.16207548784356 0
BIL -16977.2382001738 390.206148691218 9562.70193532405 1575.2554303621 53866.334767286 0
TLT -6.46852711908018 -18.4385323267011 -24.9662673164823 -18.4557399364008 -23.3815925074793 -31.4137116494252
SHY 59.1957416539609 19.1710239748282 36.2021256419064 103.669822680018 257.077269610801 -146.681104218292
ACWI 23.0974902336001 8.2980157568773 11.4656334507836 10.1175950995191 9.58826004130331 0
FM 15.5585058192218 -6.719236945585 0.493113678761931 2.38434097856929 0 0
EFA 11.9613478387061 4.67288969083342 6.8032047411958 6.07849940995587 5.86746611043626 4.71559103068503
EFG 6.40045047717608 1.75351830036914 5.04869757875748 6.24726971086944 6.2646815934349 5.17839594869594
EFV 20.8762940037464 8.31885631064829 7.84192563494313 5.14728092886605 4.90279591549784 3.83039491314282
SCZ 9.61109804039446 -0.724014074968836 3.26804567263272 5.7392788611567 6.52131272862407 0
IWB 25.4418776310917 11.1170609581258 14.1735705302179 12.835441054875 13.6079242015888 10.0735499033622
IWV 24.140173540902 10.6194281805054 13.6484685709481 12.3458585167321 13.1975662815804 9.73860633739876
SPY 25.8844595201835 11.4622893851752 14.7373490294955 13.3026587869571 13.9170639670534 10.1992762232156
IWF 32.2680804172259 12.663159942222 16.9473633294896 15.5003817472138 15.5434697080047 11.8591930858458
QQQ 27.2150531992085 11.4118312383973 17.8427326600736 16.5893478074202 17.218399760302 13.2208318152157
IWD 17.8824867545219 8.32351712805491 9.98456591009518 9.23978233545021 10.9817729853208 7.73320582556503
IWC 12.9945024901355 1.84241549690672 6.4573838204246 5.94487751810074 8.09581373542633 4.93567669352763
IWR 17.175609295278 6.89898526233796 9.40731376360364 8.93310001857697 11.1028318848173 8.49659366742274
IWP 21.0407483124391 9.36884188843903 10.6968780529702 10.6202418883451 12.0686118105604 9.19366560297848
IWS 15.5140317253483 5.78577263033734 8.23966499936749 7.47655356794817 10.1827277741093 7.66441340433492
IWM 12.4489271186151 4.50166181745263 7.0085499991712 6.89846994380767 8.71192516682665 6.52564900147903
IWO 13.166280110179 5.08729852044845 6.24117293416072 6.99905615577066 9.18157940046449 6.93759833874638
IWN 11.4559467242523 3.6926381783074 7.15535427469489 6.41030895924647 7.93898989289837 5.82234022983734
IYR 9.04691967057329 -1.38592869511075 2.11297633177972 4.7899360110345 9.44580211773592 5.62053507865878
VNQ 9.28070535908642 -1.59847299899077 2.56327118095726 4.55112099403013 9.98205138673334 6.38187111742241



  Compare: Risk & Volatility

for period ending January 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 4.5% 15.9% 18.1% 18.1% 42.9% 42.9%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.0% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 21.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 12.7% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 5.5% 10.1% 11.4% 40.6% 60.4% 0%
DBB 9.5% 32% 32% 35.7% 54.6% 0%
DBO 11.9% 30.8% 31.8% 62.9% 83.5% 0%
DBC 5.3% 23% 23% 38.7% 64.8% 74.5%
GLD 4.5% 15.9% 18.1% 18.1% 42.9% 42.9%
FXA 10.1% 15.4% 18.3% 22.7% 36.6% 0%
FXC 6.7% 10.6% 13.9% 14.1% 32.2% 0%
FXF 7.2% 9.1% 13.4% 14.6% 29% 0%
FXE 6.6% 13.1% 21.2% 24.4% 38.6% 0%
FXB 6.4% 16.9% 21.6% 30.3% 36.3% 0%
FXY 8.8% 29.5% 37.1% 39.6% 55.5% 0%
UUP 3.3% 8% 9.7% 12% 17.3% 0%
EEM 7.3% 26.2% 36.5% 36.5% 36.5% 60.4%
AMLP 6.2% 14.5% 48.4% 69.8% 0% 0%
IGIB 2.7% 14.1% 18.7% 18.7% 18.7% 0%
EMHY 1.3% 16.1% 24.7% 24.7% 0% 0%
HYD 1.7% 16% 20.1% 20.1% 20.1% 0%
IEF 4.6% 17.1% 23.3% 23.3% 23.3% 23.3%
IGOV 7.6% 24.2% 33.9% 33.9% 33.9% 0%
IHY 3.5% 17.5% 26.7% 26.7% 0% 0%
ITM 2.2% 10.8% 15% 15% 15% 0%
JNK 1.3% 13.1% 16.2% 16.2% 16.2% 0%
MBB 3% 13.4% 17% 17% 17% 0%
TIP 3% 12.8% 13.9% 13.9% 13.9% 13.9%
AGG 3.1% 12.8% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 12.7% 17.3% 17.3% 17.3% 17.3%
EMB 2.9% 17.9% 26.7% 26.7% 26.7% 0%
PCY 6.3% 23% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.2% 0.2% 0.4% 0%
TLT 9.7% 37.4% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 3.6% 5.3% 5.3% 5.3% 5.3%
ACWI 3.6% 21.3% 25.7% 25.7% 25.7% 0%
FM 5.1% 28.8% 33.1% 35.1% 0% 0%
EFA 8.4% 22.2% 27.6% 27.6% 27.6% 57.4%
EFG 9.4% 23.9% 33.6% 33.6% 33.6% 55.4%
EFV 7.2% 21.1% 23.5% 33.2% 33.2% 59.7%
SCZ 8.5% 25.4% 34.6% 34.6% 34.6% 0%
IWB 4.2% 20.5% 24.6% 24.6% 24.6% 50.9%
IWV 4.4% 20.5% 24.6% 24.6% 24.6% 51.2%
SPY 4% 20.2% 23.9% 23.9% 23.9% 50.8%
IWF 4.2% 23.9% 30.8% 30.8% 30.8% 48%
QQQ 4.4% 26.1% 32.6% 32.6% 32.6% 49.7%
IWD 6.9% 17.2% 17.8% 26.7% 26.7% 55.4%
IWC 8% 26.3% 37.4% 37.7% 37.7% 59.5%
IWR 7.1% 19.7% 24.3% 27.1% 27.1% 54.1%
IWP 6.2% 21.5% 34.2% 34.2% 34.2% 52.9%
IWS 7.3% 18.9% 22.8% 31.7% 31.7% 57.3%
IWM 8.4% 19% 27% 32.3% 32.3% 52.5%
IWO 8.4% 19.3% 33.6% 33.6% 33.6% 52.2%
IWN 8.5% 19.3% 25.1% 37.9% 37.9% 55.1%
IYR 8.3% 27.2% 31.9% 31.9% 31.9% 69.6%
VNQ 8.4% 28.4% 32.8% 32.8% 32.8% 68.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 15.6% 15.7% 16.2% 15.1% 16.8% 18.5%
Peer Group* average
60% Equity / 40% Bonds 9.3% 13.6% 14.1% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.2% 17.8% 19.4% 16.3% 16.3%  
U.S. Equities (SPY) 12.8% 19.0% 21.0% 17.4% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.4% 5.1% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 18.7% 13.3% 13.4% 11.9% 13.2% 0%
DBB 19.3% 22.3% 22.8% 19.3% 19.9% 0%
DBO 13.9% 21% 34.8% 30.7% 28.4% 0%
DBC 7.5% 14.1% 20% 17.5% 17.2% 19.3%
GLD 15.6% 15.7% 16.2% 15.1% 16.8% 18.5%
FXA 8.5% 10.2% 10.8% 9.9% 11.2% 0%
FXC 4.6% 6% 6.3% 7.1% 7.6% 0%
FXF 6.6% 8.6% 7.9% 7.4% 9.2% 0%
FXE 5.3% 7.5% 7% 6.9% 8.2% 0%
FXB 6% 8.1% 8.1% 8.3% 8.2% 0%
FXY 11.5% 11.4% 9.4% 9.3% 9% 0%
UUP 6.3% 8% 7.2% 6.7% 7.4% 0%
EEM 10.1% 17.9% 18.8% 18% 19% 22.9%
AMLP 20.3% 24.4% 49.1% 34% 0% 0%
IGIB 6.1% 9.3% 8.9% 6.8% 5.9% 0%
EMHY 6.2% 12.1% 13.7% 11.1% 0% 0%
HYD 4.3% 8.9% 12.4% 9.8% 9% 0%
IEF 7.1% 8.7% 7.6% 6.6% 6.6% 6.8%
IGOV 8.1% 12.1% 10.4% 8.9% 8.6% 0%
IHY 5.4% 10.6% 11.7% 9.6% 0% 0%
ITM 3.7% 7.8% 7.4% 6.1% 6.1% 0%
JNK 4.3% 9.9% 10.4% 8.4% 8.6% 0%
MBB 6.5% 8.4% 6.7% 5% 4.4% 0%
TIP 4.8% 7.1% 6.4% 5.1% 5.3% 6%
AGG 5.8% 7.7% 6.4% 5.1% 4.6% 4.6%
BND 5.7% 7.5% 6.4% 5.1% 4.6% 4.6%
EMB 7.2% 12.3% 13% 10.4% 9.8% 0%
PCY 10.5% 17.5% 16.8% 13.2% 12.3% 0%
BIL 0.1% 0.6% 0.7% 0.6% 0.5% 0%
TLT 11.9% 15.2% 14.4% 13.6% 14.4% 14.4%
SHY 1.9% 2.4% 2% 1.6% 1.4% 1.5%
ACWI 11.2% 17.8% 19.4% 16.3% 16.3% 0%
FM 11.1% 15.9% 19.2% 17% 0% 0%
EFA 12.5% 18.5% 19.4% 16.3% 16.9% 18.2%
EFG 13.7% 20.3% 20.1% 16.8% 17.2% 18.1%
EFV 12.4% 18.1% 20.9% 17.4% 18% 19.3%
SCZ 13.4% 18.6% 21.2% 17.8% 18.3% 0%
IWB 13.2% 19.1% 21.4% 17.7% 16.9% 16.9%
IWV 13.7% 19.3% 21.6% 17.8% 17% 17.2%
SPY 12.8% 19% 21% 17.4% 16.6% 16.6%
IWF 15.3% 22.7% 24.7% 20.1% 18.6% 18.3%
QQQ 14% 24.6% 26% 22.1% 20.7% 21.1%
IWD 16.2% 18.3% 21% 17.3% 16.7% 17%
IWC 25.5% 25.1% 29.9% 24.5% 24% 23.5%
IWR 18.3% 21.4% 24.3% 19.6% 18.9% 19.4%
IWP 22.9% 23.7% 25.9% 21.1% 20.1% 20.4%
IWS 17.9% 21.3% 24.8% 19.7% 19% 19.7%
IWM 24% 24.7% 27.5% 22.9% 22.3% 22.2%
IWO 25.4% 24.8% 27.6% 23.5% 23% 22.8%
IWN 23.4% 25.1% 28.7% 23.3% 22.5% 22.4%
IYR 19.1% 21.4% 23.1% 19% 18.9% 23.3%
VNQ 19.1% 21.5% 23% 19.2% 19.5% 24.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
GLD 4.6% 7.2% 8.4% 8.5% 10.3% 10.9%
Peer Group* average
60% Equity / 40% Bonds 5.3% 9.0% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.9% 11.6% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 6.0% 12.1% 13.1% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.2% 5.4% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 7.6% 7% 7.1% 7.8% 8.7% 0%
DBB 9.1% 14.8% 14% 12.2% 13.3% 0%
DBO 8.5% 13.4% 22.3% 21.8% 21.1% 0%
DBC 4.5% 8.9% 13% 12.2% 12.5% 13.9%
GLD 4.6% 7.2% 8.4% 8.5% 10.3% 10.9%
FXA 6.9% 7.9% 7.8% 7% 7.8% 0%
FXC 4% 4.8% 4.9% 5.1% 5.8% 0%
FXF 5.2% 5.8% 5.3% 5.2% 6.4% 0%
FXE 4.1% 5.4% 4.9% 4.9% 6.2% 0%
FXB 4% 5.9% 5.7% 6.1% 6.1% 0%
FXY 8.6% 9.1% 7.6% 6.9% 6.9% 0%
UUP 2.6% 4.3% 4.3% 4.3% 4.7% 0%
EEM 5% 11.7% 12.7% 11.8% 12.6% 15.1%
AMLP 8% 13.4% 31.9% 22.7% 0% 0%
IGIB 4.1% 6.3% 6.3% 4.6% 3.9% 0%
EMHY 2.5% 7.5% 10.1% 7.8% 0% 0%
HYD 2.5% 6.3% 10.4% 8.1% 7.3% 0%
IEF 5.6% 6.6% 5.6% 4.6% 4.2% 4.2%
IGOV 6.5% 9.5% 8% 6.6% 6.4% 0%
IHY 2.8% 7.4% 8.7% 6.7% 0% 0%
ITM 2.4% 5.2% 5% 4.2% 4% 0%
JNK 2% 6.8% 7.5% 5.9% 5.7% 0%
MBB 4.8% 5.9% 4.7% 3.5% 2.9% 0%
TIP 3.3% 5.5% 4.6% 3.6% 3.5% 4%
AGG 4.3% 5.4% 4.5% 3.4% 3% 2.8%
BND 4.2% 5.4% 4.5% 3.5% 3% 2.8%
EMB 4.4% 8.5% 9.8% 7.5% 7% 0%
PCY 7.3% 12% 12.7% 9.7% 8.8% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 10.4% 11.9% 10.9% 9.4% 8.9% 9%
SHY 0.9% 1.5% 1.2% 0.9% 0.8% 0.7%
ACWI 5.9% 11.6% 12.6% 10.5% 10.5% 0%
FM 5.7% 11.1% 14.7% 12.5% 0% 0%
EFA 7.7% 11.8% 12.7% 10.7% 11.1% 12.6%
EFG 9.3% 13.2% 13.3% 11.1% 11.4% 12.6%
EFV 7% 11.2% 13.9% 11.7% 12% 13.3%
SCZ 9% 12.9% 14.8% 12.2% 12.2% 0%
IWB 6.4% 12.2% 13.4% 11.1% 10.3% 11.2%
IWV 6.8% 12.3% 13.5% 11.2% 10.5% 11.5%
SPY 6% 12.1% 13.1% 10.8% 10.1% 11%
IWF 6% 14.4% 14.7% 12% 11% 11.6%
QQQ 5.9% 15.8% 15.3% 12.9% 11.8% 13.1%
IWD 9.8% 11.6% 13.9% 11.3% 10.7% 11.7%
IWC 12.7% 15.7% 19% 15.9% 15.3% 15.9%
IWR 10.8% 13.3% 15.9% 12.8% 12% 13.1%
IWP 11.1% 13.9% 15.7% 12.9% 12.1% 13.3%
IWS 10.9% 13.7% 16.9% 13.4% 12.4% 13.6%
IWM 13.3% 15.1% 17.7% 15% 14.2% 14.9%
IWO 14.1% 15.3% 17.7% 15.4% 14.6% 15.2%
IWN 12.7% 15.3% 18.9% 15.4% 14.6% 15.2%
IYR 13.7% 14.7% 16.5% 13% 12.3% 16.3%
VNQ 13.6% 14.7% 16.3% 13.1% 12.6% 16.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
GLD -0.17 0.18 0.20 0.10 0.11 0.10
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.89 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 0.378237490315759 0.197033320911636 0.253857795218591 0.181488214822376 0.267400109851918 0
DBB -0.630908222924873 0.567309637112586 0.574170229449065 0.519199380674682 0.675256126114498 0
DBO -0.28794813323316 0.194776194270593 0.579951402862883 0.749143530670834 0.878600571554315 0
DBC -0.250926043498124 0.162396210794074 0.397445323136034 0.433727683429617 0.554495139381172 0.576130912094852
GLD -0.170527928746057 0.182638481118584 0.204026928263132 0.0965938849804916 0.108184125051889 0.0985428762162605
FXA 0.428935996574567 0.417427185131361 0.440672404426967 0.404046196037537 0.485444047714771 0
FXC 0.268570805414932 0.270982840981845 0.262061013347305 0.266632426718359 0.332262230470827 0
FXF 0.167968436547873 0.215688611830941 0.157932118411059 0.124013180778042 0.187789291503122 0
FXE 0.129222195131714 0.222415493802988 0.174493890692099 0.135619697846716 0.247883569064817 0
FXB 0.192359517854377 0.35324877659586 0.30479253901038 0.308236091518379 0.307421306655491 0
FXY 0.523000777502303 0.314265053426621 0.157049007683647 0.050346939437993 -0.010621673911887 0
UUP -0.226938966820398 -0.253343724265358 -0.205171766472715 -0.157252804989724 -0.231353264127992 0
EEM 0.339656203350806 0.709088453853575 0.703458606368638 0.774982304205214 0.895987905345522 1.04695387064307
AMLP 1.1450316156363 0.777855967657464 1.416889494849 1.31665837015336 0 0
IGIB 0.349734151535943 0.423484629474211 0.361683136054554 0.266323067433718 0.20862057676182 0
EMHY 0.397770635046892 0.542110904479665 0.5797345970247 0.483357037017709 0 0
HYD 0.288012136142707 0.416367395439233 0.478416217202119 0.335926653948983 0.240711415351416 0
IEF 0.410109485739233 0.356649945995733 0.154034631470933 0.0604040830674795 -0.0186741431495038 -0.0318270325659352
IGOV 0.462644034206827 0.587129199941518 0.39204072596523 0.273912976272852 0.277458205829278 0
IHY 0.238005147153131 0.493067451009736 0.505914349471448 0.441087603674104 0 0
ITM 0.20595986195329 0.328283417379554 0.238175663584584 0.142983374108708 0.0833925291325322 0
JNK 0.277615631760326 0.503400976799074 0.471031156622953 0.436693721122626 0.452406192226819 0
MBB 0.393631497790658 0.372075985208417 0.194820556933783 0.125942639784768 0.0841097624594715 0
TIP 0.277691086827106 0.340223320689683 0.249626688842478 0.17872390392512 0.124486164241601 0.123926560186295
AGG 0.343531369882323 0.334141116978696 0.204650517179105 0.129242477465025 0.0794793421197048 0.0731914953351364
BND 0.339727648765919 0.331483753692258 0.219225418804554 0.141481605567098 0.0876725089987749 0.0763822148191685
EMB 0.489454901925057 0.605302373920887 0.580824870532713 0.456926788886227 0.403289445061804 0
PCY 0.720897639698514 0.854359435934065 0.747291413922936 0.578028247640935 0.492432066067655 0
BIL -0.000280749360352631 0.00900069786240134 0.000207997665923189 0.000818419756191943 1.33934633202749e-05 0
TLT 0.900977905559893 0.674324522717782 0.307574878927613 0.128655380505043 -0.0905389687874699 -0.0843470048923318
SHY 0.061406217909318 0.0702757575086914 0.0242387935925076 0.00862536794734073 0.00303163225874873 -0.0103059461228918
ACWI 0.886147616729614 0.946651721469569 0.939109480507295 0.942121496653917 0.985831182118959 0
FM 0.60612433507644 0.651214666489359 0.742360332554365 0.692271935180302 0 0
EFA 0.72123793374827 0.887576622331634 0.874151086772775 0.87062496012533 0.942843100304147 0.995946373595709
EFG 0.948942747358874 1.02005359060752 0.929319699144918 0.905906282365405 0.966454716144839 0.98994537355279
EFV 0.529486000199633 0.769344032555239 0.839531806727789 0.850951325436416 0.93703880357535 1.01157689548145
SCZ 0.726458388445456 0.915099934113972 0.975587618187638 0.940200490815263 0.998989284311511 0
IWB 1.02755732427257 1.00609227531168 1.02060360531657 1.01575381902122 1.01497940374585 1.01468976434504
IWV 1.06427170782506 1.01799374887634 1.02895979452284 1.02598020798343 1.02650877457044 1.03004554844273
SPY 1 1 1 1 1 1
IWF 0.995104376288249 1.11102063748662 1.08305378901752 1.07246611937423 1.05527994528727 1.03794943158528
QQQ 0.942738562478693 1.16566333167422 1.08714190884655 1.11133380472842 1.09564633981644 1.10580750337027
IWD 1.05945296366446 0.906346447844383 0.963691304004632 0.961665807058736 0.979819169428655 0.997485402194081
IWC 1.36282938237607 1.06860095936809 1.14163286981554 1.1308574604178 1.17877228921355 1.1931835740013
IWR 1.24485888939236 1.07512232218335 1.11618643852277 1.08911892238427 1.09360525858919 1.11349327741604
IWP 1.42011629591436 1.1429526021615 1.13364418071613 1.11693065344887 1.12033646838387 1.13242364531057
IWS 1.19576858919861 1.04886366106274 1.11618604524963 1.07922348788891 1.0820367148535 1.11531903454248
IWM 1.48319662410875 1.13344832430657 1.16626600990064 1.16546497523362 1.19607697211872 1.19349603031618
IWO 1.68185531071397 1.15067949691696 1.17413392081703 1.1902644732101 1.21615983993804 1.21022399764414
IWN 1.29107111116172 1.1060051713163 1.16355936285876 1.13852725604139 1.17395128426427 1.17478203844117
IYR 1.30044899510729 1.06689016544541 1.06529390863788 0.924111418634573 0.908230884462795 1.0934204916748
VNQ 1.27891541812465 1.06993759515385 1.0601190761314 0.918742727785361 0.907781966127214 1.09643279275386



  Compare: Correlation

for period ending January 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.02 0.33 0.30 0.16 0.16
to S&P500 (SPY) -0.15 0.23 0.26 0.11 0.10 0.09
to U.S. Bonds (BND) 0.17 0.44 0.41 0.43 0.37 0.37
to Commodities (DBC) 0.53 0.22 0.09 0.11 0.25 0.34
to Gold (GLD) 1.00 1.00 1.00 1.00 1.00 1.00