7Twelve Portfolio (Israelson) · 50% equity

for period ending November 30, 2024



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  Overview

s.712 is the Recipe ID for this portfolio recipe

This Recipe ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   VizMetrics (www.vizmetrics.com)

Description   7Twelve Portfolio (Israelson) · 50% equity gives investors access to an easy-to-implement, fixed allocation portfolio that uses a balanced approach. This portfolio recipe uses exchange-traded funds and implements a Strategic Asset Allocation based on Israelson's 7Twelve methodology..

Category   Strategic: DIY. This recipe builds a strategic, do-it-yourself portfolio. This recipe uses a fixed, static allocation.

Ingredients Used   This portfolio recipe invests in exchange-traded funds (ETFs).

Peer Group   Strategic: DIY


You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio recipe uses a strategic (also called static, passive, or fixed) allocation for each of the twelve ETFs in this portfolio recipe. The twelve ETFs each represent an asset class. The steps to create this portfolio recipe are as follows:

  1. VizMetrics identifies the twelve asset classes corresponding to the 7Twelve Portfolio (Israelson) · 50% equity methodology.

  2. VizMetrics chooses an exchange-traded fund (ETF) to represent each of the twelve asset classes.

  3. VizMetrics assigns a weighting (percent allocation) to each of the twelve ETFs.

Cost   Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.




  How to Invest

Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.




  How to Rebalance

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio




  Compare: Total Return

for period ending November 30, 2024

5-year graph s.712 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
s.712 11.0% 2.8% 15.8% 4.1% 6.8% 5.2% 5.9%  
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 1.5% 2.3% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 23.8354689153579% 2.61121843178173% 30.4415644828216% 8.96064176609268% 11.3355322142016% 9.61126722246013% 10.2943942318813% 9.81179472357681%
s.tals 13.3662533774528% 5.20862051736071% 21.9322038450312% 3.01011429635472% 5.98979190064373% 5.97889953492514% 7.98643724299872% 6.55762211638202%
s.talb 14.8556456994604% 4.00923443787038% 21.8520744826933% 3.37918354055835% 6.91414634720273% 7.09328846030863% 9.0446331515021% 7.57561035767174%
s.talc 12.6625086132824% 4.22658731560049% 18.9218837361468% 4.03136723405686% 6.11274040241274% 6.78529193245325% 8.50167040954597% 0%
s.wors 5.91816936087384% -1.75922264649233% 7.12526090116901% -1.77956323171891% 1.61246272740332% -0.0225544818744372% -0.957018801253617% 0%
s.talm 20.2785053849497% 1.78181646340996% 26.6886957669347% 8.9054453667442% 9.67640788943036% 8.57268225431043% 9.55362771077246% 0%
s.swan 9.25722312454165% -0.549896655879134% 9.64057107439773% 9.89426229553299% 10.0232914670781% 5.09618945441153% 2.94511069591572% 0%
s.plus 19.0862341047092% 1.79921273342527% 24.8006293656525% 4.17033078367506% 8.91470874297855% 8.53714505359411% 8.62594698524126% 9.0599311442233%
s.noeq 13.4420834179103% 1.04230534547558% 20.7729899974305% 1.04203459694767% 4.39647732842263% 5.21465805679715% 6.58223550722041% 7.62069026814833%
s.ivyp 10.427060397481% 1.92147581558765% 14.9059678362759% 3.87649409287525% 7.29621204791551% 5.7849400131214% 6.70236097915946% 0%
s.dali 8.788595639033% 1.58832075406932% 12.8448411298645% 1.04645462941682% 4.42659409403232% 4.48754868401564% 5.30933940477401% 0%
s.brow 14.0531292903282% 1.4660437140948% 18.7129255162357% 3.38521130389966% 6.10814978924985% 5.9175540591399% 6.2080319840454% 6.83835896119986%
s.yale 13.3615579546833% 3.06821109701526% 20.7325740775009% 1.7350087781719% 6.33604566040586% 6.58490534325014% 8.28283868295188% 7.31534860249818%
s.seco 20.9877707538296% 3.98166507388244% 27.330587704997% 7.40966325163228% 11.1123266559148% 9.48800286127587% 10.253661874995% 8.4331487209117%
s.nobr 15.3831199642804% 3.85855174871872% 22.5688163521784% 5.28326642043677% 8.58095838048774% 7.63723127449103% 8.86691651559972% 7.46472972038013%
s.aron 13.9446197340643% 3.70177786328041% 20.8982143454409% 2.57293177988858% 6.94974456052684% 6.75485757427619% 8.01423525349747% 7.20274869427411%
s.lowv 11.005980760926% 0.610299274101352% 12.8998894848456% 4.25286106289893% 4.03070501449745% 4.6844405734241% 0% 0%
s.bens 15.2312858369812% 2.69135601199052% 19.9284938866774% 6.597256875316% 9.16809863422654% 7.60488364917167% 8.1898210682585% 7.3346184173313%
s.aggr 14.1454903711602% 2.92160496907238% 20.3759751693022% 4.60402921654326% 8.62057077946086% 7.02350487900172% 0% 0%
s.8020 22.4470702346955% 5.57409627274302% 28.4978489854014% 7.93145769479724% 12.1743147383817% 10.6698032511769% 11.7609488597507% 9.29906674733065%
s.7030 19.8867229982319% 5.01096827133564% 25.602810781108% 6.7052291950862% 10.6681478537608% 9.56309708922309% 10.6188946561263% 8.59389802638628%
s.smar 13.0819506613917% 3.16365568335367% 18.5766898057561% 4.85351137240204% 7.011547509052% 6.39304287790645% 7.46654970031793% 6.5417280471475%
s.marg 14.2341341327445% 2.30842384658497% 19.2871135618924% 3.64600690459853% 7.67071022826393% 6.70215167350425% 7.37416563929874% 6.62787511425711%
s.coff 12.5362149592505% 3.77570285108455% 19.4101271511972% 3.26425971738218% 6.09022162967363% 6.13662032802142% 7.66898414494237% 6.66935958173343%
s.buyh 9.35598842374352% 1.98537906378506% 14.7003818477039% 2.58363174335066% 5.31040983925175% 5.0246415320675% 6.0697446957682% 5.8765629893899%
s.swen 12.8238181730437% 3.1589556464897% 19.7280528519004% 1.95242659100432% 6.45975464334574% 6.71460098841061% 8.44889021280222% 0%
s.mode 13.0385702237016% 3.13468513969613% 18.9163683017878% 3.00167616440499% 6.63381058028656% 6.38032680230642% 7.46215141447111% 0%
s.lazy 11.2591949827995% 3.27079541242993% 16.3715254688824% 5.33930053905709% 7.58341841803247% 5.66189296068207% 6.75369498413143% 0%
s.have 16.1715951979039% 0.724161412258301% 19.4003832602468% 6.64258562190603% 6.4504920250573% 5.84927024023714% 6.46874966542428% 0%
s.grah 10.0741858536009% 2.42401893337471% 15.2250950006801% 3.96550573258696% 5.70091578541114% 5.29849453446334% 6.42043397153325% 0%
s.couc 15.0724457730321% 3.59939234621101% 19.5159963941273% 4.3051475921442% 8.72756332588913% 7.619360845316% 8.46266967308731% 7.21318268695459%
s.712 10.9582849023444% 2.82814519922062% 15.8067554577726% 4.07331909623552% 6.79846514902125% 5.23217815539221% 5.94485309781563% 0%
s.6040 17.368278562024% 4.44784026992826% 22.7604920316764% 5.47403084762401% 9.15401014273332% 8.44389435643376% 9.46461330627566% 7.86798103850666%
s.5050 14.8912414145589% 3.88471226852087% 19.9701570419369% 4.23826830096303% 7.63276088529627% 7.31281680391616% 8.29873296805064% 7.12189355660373%
Historical Return
 
s.712 17.3% 7.7% 14.5% -10.0% 9.7%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 26.1597755176016% 13.9468785359063% 19.6644640877491% -15.5982163184184% 17.2147119882491%
s.tals 19.1606182913751% 7.05687582072052% 17.3515132076102% -16.7670110360329% 11.4607819566624%
s.talb 22.7420658614687% 8.32668393434759% 20.4416057352521% -19.4447615934583% 14.3933354422893%
s.talc 19.7772313636666% 4.84969497533336% 18.657946666363% -14.2185045597003% 11.0106934244197%
s.wors 2.15927637078546% 14.3702001164639% -0.875276067558028% -5.1937133824035% -5.58504538241322%
s.talm 23.7053213834483% 7.58465721431614% 19.5784169354495% -8.85561496964616% 10.1770538607038%
s.swan 14.6075538806763% 4.85193934457004% 13.7472558903354% 12.5022458844257% 3.87405837048487%
s.plus 22.9801183207561% 28.2349702712587% 5.72167231574099% -20.9188513529395% 18.717111310016%
s.noeq 20.5719988160759% 13.4769738395866% 9.3602337913999% -19.9085070557827% 9.53340406039849%
s.ivyp 20.2971777419614% 6.41636266476715% 21.704938427612% -12.0141809514464% 10.2221855824715%
s.dali 15.1783791853549% 12.3351852268746% 7.2999802009639% -14.2419586214205% 8.9022827283016%
s.brow 16.7061548536913% 17.7109084339359% 3.78663530958809% -14.1843314422468% 11.5363405910448%
s.yale 22.8406419203823% 12.7371401515751% 16.9328407365336% -21.1163765409783% 13.6292960934462%
s.seco 25.6343124637372% 16.9265476156061% 17.451675362683% -17.8311299962618% 20.463621090642%
s.nobr 22.8370523469289% 13.7179221627692% 14.8634737757154% -16.2867479178065% 16.9176842634148%
s.aron 21.2398472188226% 18.0494037838299% 9.83431184775974% -18.9796488835045% 14.4504409548533%
s.lowv 12.5167403701034% 2.90314534384484% 6.18271147443223% -7.1921722805645% 6.62410452368214%
s.bens 20.9786651903187% 10.9915395787553% 15.7557592834701% -12.553306533105% 16.4540999657777%
s.aggr 22.3107453689897% 17.9556465411554% 11.4230042512206% -15.88527363279% 15.5546454041855%
s.8020 26.217255898958% 18.8225112951776% 19.7452364376917% -18.069856178937% 21.7158548469084%
s.7030 24.0041206234541% 17.6260388071938% 16.863416355419% -17.3740226657332% 19.5904932836454%
s.smar 17.5141638637717% 9.39470666808912% 12.4376494447116% -11.2782733805696% 11.5849600285105%
s.marg 20.0553135182485% 15.0514375454995% 13.1713721596459% -16.8955652505738% 14.2064095501135%
s.coff 19.2385369450611% 9.23922132592205% 13.563426155565% -14.5671014495673% 10.99447982111%
s.buyh 16.7641826913438% 9.8266263196966% 10.2585271548169% -12.7137526420126% 9.85714046337261%
s.swen 22.9923416395939% 12.6726389225104% 16.9829231820075% -20.6371049951315% 14.2715161326236%
s.mode 20.4205780028759% 14.0785814295956% 10.5873850153413% -16.8777386877365% 13.7946845931412%
s.lazy 17.2035449022131% 3.22183464964929% 20.1424754111165% -8.04438839262481% 10.6640610584107%
s.have 19.6951695990005% 7.93295904404396% 6.90151128246674% -4.68831183100331% 4.05321484237007%
s.grah 17.5302167632976% 7.37651790260052% 10.8115534429923% -10.4724501569515% 10.6870179030968%
s.couc 19.3315088286683% 16.6106546772378% 15.4147651016417% -15.7071352139266% 14.5906857415039%
s.712 17.344217906346% 7.70583757354628% 14.4998415750287% -9.99646394712902% 9.66178559111286%
s.6040 21.8008892236144% 16.3697115808623% 14.0345204547633% -16.6986542826282% 17.4898007024777%
s.5050 19.6084299618187% 15.0559930685074% 11.2579446671262% -16.0443948028284% 15.4136741697843%



  Compare: Risk vs. Return

for period ending November 30, 2024

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
s.712 Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
s.712 Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
s.712 Peer group All other recipes 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
s.712 risk vs. 60/40 Better Better Worse Worse Worse
s.712 return vs. 60/40 Worse Worse Worse Worse Worse
Risk-Return Quadrant
SW SW SE SE SE
Risk-Return Direction 185° 200° 159° 167° 160°
Risk-Return Magnitude 7.0 1.5 2.5 3.3 3.7
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes 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
s.712 -15.0% -7.8% -7.6% -6.8% -6.7%  
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg -1.63061710838845% -1.7740110091222% -2.64908305396024% -1.71523657470343% -2.06288090476812% 0.0284327567123288%
s.tals -15.9462529758532% -8.7708900599409% -9.06607077116564% -6.20605952766429% -4.45918457545353% -3.32163611191618%
s.talb -13.2562369634686% -8.33177481314243% -7.84178301100849% -4.55902944956788% -2.53693123186152% -1.78667632364288%
s.talc -15.7489033253834% -7.69239130442913% -8.51001617178899% -4.44485356583575% -2.48083913848122% 0%
s.wors -24.5379010103062% -27.0075244992243% -17.4813198934077% -16.8474359176935% -18.9573760871992% 0%
s.talm -8.40561964334913% -1.68724570959378% -4.42974367448012% -2.86763053546575% -2.67780597662866% 0%
s.swan -23.4742371696495% 0.359447731652616% -4.36442654561576% -7.70848917475576% -11.0483165685588% 0%
s.plus -2.12042741462049% -7.52631453698001% -4.32762613263746% -1.81356614723666% -2.02481088391015% 2.31920380966105%
s.noeq -14.9358265931885% -11.2039238130313% -10.8203309079722% -7.02133017059546% -5.80647043491229% -1.31678054630609%
s.ivyp -15.8914760729969% -8.00650290817922% -7.01688977565237% -6.04680161459071% -5.71532634018525% 0%
s.dali -15.7151072728207% -13.6160511996623% -10.09971065784% -6.18183732504944% -4.34666072325925% 0%
s.brow -7.35334780213296% -9.35051950078135% -6.75968913865751% -3.53327541081147% -2.98852068603474% 1.59745269995399%
s.yale -13.5264894600659% -10.1379239290744% -8.61764438134083% -5.30334332901403% -3.62101397561088% -1.98989527470005%
s.seco -2.63783099479184% -3.74608257108243% -3.80015139175854% -2.95420153531436% -3.1258327444253% -1.7449369859061%
s.nobr -10.8793152313252% -6.10401648578428% -6.25829996048809% -4.50405554003884% -3.93771836564731% -2.20432174149486%
s.aron -11.7901225518154% -9.33234403385365% -7.81243118125652% -5.15031163317557% -4.16783373093792% -2.06068938801863%
s.lowv -12.8370619022258% -8.34244672674831% -10.6345633692975% -5.39898973700322% 0% 0%
s.bens -9.22495621743826% -4.39057319070983% -4.89802265230701% -4.13587785098747% -4.42703238638089% -2.27328158138199%
s.aggr -12.7466385705936% -6.88109429873793% -6.24497621459794% -5.52454056838572% 0% 0%
s.8020 -3.5974688297232% -3.09954464294764% -2.15812959795674% -1.09043960206164% -0.460819518737644% 0.100788748498527%
s.7030 -5.23966028842409% -4.35430728389649% -3.0356039222238% -1.40615011999318% -0.484903597639656% 0.267142051255108%
s.smar -11.0411832470577% -6.73639432877172% -6.8474136457643% -4.55831983480534% -3.54087183021945% -1.90736177896119%
s.marg -8.74096355458904% -8.23118996150197% -6.48440173479117% -4.78106197463754% -4.60706817702509% -2.43966279258149%
s.coff -14.015843819517% -8.76435830995591% -8.49536774283909% -5.24446566300955% -3.47112596399148% -1.89283392923399%
s.buyh -16.7682457640716% -10.0632897316644% -9.30115685031511% -6.53878684562268% -5.53507557983366% -2.80237946451445%
s.swen -14.9940043911509% -9.89333557759207% -8.43963266190403% -5.1103887176296% -3.36064159003922% 0%
s.mode -12.6132814070214% -9.13130231845256% -7.72020533791675% -4.94620561076962% -3.98929875707721% 0%
s.lazy -16.0525674203701% -6.02923946217083% -7.36533661790527% -6.78299417786393% -6.24365718121396% 0%
s.have -12.7968361934496% -4.14019733433444% -7.60967002220798% -5.34929773813556% -5.12853524315767% 0%
s.grah -16.6865126636254% -7.97368552715536% -8.79906272001878% -6.12212915034399% -4.70818090900384% 0%
s.couc -7.95838321882099% -7.51140043980167% -3.96715555589932% -2.19583874544519% -0.94793224183546% 0.164420114065306%
s.712 -14.9811676172022% -7.79484594474466% -7.6461470634561% -6.82664358277092% -6.67236134879252% 0%
s.6040 -7.16791563794352% -5.83909571327562% -4.13948704705861% -1.85107955319781% -0.575636995219414% 0.419249688618356%
s.5050 -9.43277738088028% -7.60579725828598% -5.54823778733213% -2.48697592588968% -0.783812677847262% 0.533057487090764%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 -6.6% -5.2% -5.0% -4.2% -4.2%  
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 7.55134454461966% -0.964409485683917% -1.29837348183902% 0.110840068457109% 0.247434620329441% 1.51463577723747%
s.tals -10.2578425105163% -6.91422857161791% -6.47864540290075% -3.75801186764022% -2.30681187711747% -1.89289831590603%
s.talb -8.80158391424525% -6.83311331809291% -5.80309919830451% -2.62807650341955% -0.91489729239173% -0.659551289627481%
s.talc -9.34229385788191% -5.64912974434685% -5.65834814033209% -2.24959071595799% -0.699394303295359% 0%
s.wors 4.66059080482689% -8.01422344971121% -2.49152401756052% -2.25887704634481% -2.30255283396993% 0%
s.talm 7.43000325661178% -0.503632943424427% -2.2290950687548% -0.247113249634418% 0.318409038092782% 0%
s.swan 5.42005316363953% 2.39485527908237% -0.347880082864329% -2.94701101369513% -5.84394790971062% 0%
s.plus 3.71760070505837% -5.07838697992168% -0.823113013254957% 1.78231989610774% 2.71053532535523% 4.221629457462%
s.noeq -1.3112908254134% -8.1103938834383% -5.15920231403149% -0.851961924038607% 1.32327009139626% 2.61871106535155%
s.ivyp -7.84686328366232% -5.51486448804012% -4.5453484487519% -3.57584242157078% -3.36945612712586% 0%
s.dali -4.992029720562% -7.33831390846708% -4.48434272437959% -1.92048684598819% -0.591102600295587% 0%
s.brow 1.68093325786232% -4.78288289690433% -1.87630312552862% 0.445421186698133% 1.50621844642522% 2.81390078650181%
s.yale -8.5382718271102% -8.61297056741357% -6.46933806156572% -3.30662860077533% -1.82398020259402% -0.970429659622138%
s.seco -1.02757713187397% -3.26526965092435% -3.24796829518498% -2.46397074437869% -2.64633653217422% -1.46939889547681%
s.nobr -6.19429877786554% -5.07232915693427% -4.99245944859793% -3.38047977767351% -2.95510906353497% -1.6450711464907%
s.aron -7.08502026056285% -7.54905769018566% -5.74105907909907% -3.47707631397894% -2.62513356739654% -1.22300416444779%
s.lowv 0.211572486797847% -3.25225400920528% -4.03701489247176% -1.49084861014398% 0% 0%
s.bens -4.99528729406655% -3.21040886399552% -3.52660543953076% -2.92735152549517% -3.23952326664464% -1.63720569129504%
s.aggr -6.9674991770712% -5.59077114270348% -4.61076433333216% -4.04991195238511% 0% 0%
s.8020 -2.83476603457478% -2.69877254010124% -1.81184101845747% -0.867901049277648% -0.325045073848019% 0.134015957335554%
s.7030 -3.80746270537271% -3.49843228393672% -2.3058997943388% -0.983617893145795% -0.266756225313792% 0.271698759559781%
s.smar -4.31227608585995% -4.2091698045448% -4.1962108410547% -2.61025841779069% -1.97198599568321% -1.05819872872872%
s.marg -3.64927511263982% -6.10633766217182% -4.48979471298836% -3.08543605738907% -2.9120097499013% -1.49167899461305%
s.coff -7.58293494989639% -6.32767799380752% -5.65350329910979% -3.08545808320952% -1.82950231583329% -0.970774103600513%
s.buyh -7.61385631307077% -6.47444035361233% -5.56131929634643% -3.58800560396767% -2.97384086734422% -1.47232418926768%
s.swen -10.6027132077301% -8.38054435285222% -6.25868419930281% -3.12412119637011% -1.58988121984973% 0%
s.mode -6.54895560897318% -6.59865184444616% -5.0968809726782% -2.93254167715849% -2.22046929332807% 0%
s.lazy -9.14781044626631% -4.47760984875023% -5.52093464583954% -4.68494114777757% -4.21577639775448% 0%
s.have 7.50309041299365% -1.68871446721971% -3.24478686254102% -1.21306105779787% -0.835035161497719% 0%
s.grah -6.59055326745454% -5.16480128151066% -5.30247177590348% -3.25377095089278% -2.20722752703448% 0%
s.couc -4.45843945412463% -5.07517323580091% -2.40867197928283% -1.14533696550826% -0.249287444754634% 0.364995563267961%
s.712 -6.59219870073469% -5.192982778942% -4.99802864116354% -4.23834665625286% -4.20778979209423% 0%
s.6040 -4.72743992130881% -4.30306187552335% -2.80792939662684% -1.11183130784945% -0.220694523005831% 0.388633294848753%
s.5050 -5.59543337755288% -5.11225566630876% -3.31707054532438% -1.25191954228137% -0.186231809072218% 0.485397336114427%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 1.32 -0.03 0.31 0.32 0.45  
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 2.42604895321783 0.295839549533175 0.566105310662956 0.632325276618927 0.743364296182581 0.624675128518205
s.tals 1.22082990996093 -0.0699055233369869 0.246210053221245 0.362688073936578 0.590074318457186 0.414674256564139
s.talb 1.45595223670079 -0.0456710842365483 0.305904528098968 0.45906236037924 0.706350726811504 0.506188698447398
s.talc 1.24196600354694 -0.0173216083011566 0.265453803742366 0.460860963288633 0.705861294081932 0
s.wors 0.429542938230861 -1.01347088454155 -0.219277551727669 -0.325613871091187 -0.391065115792933 0
s.talm 1.86151801903675 0.296448663276587 0.476798615659836 0.562952100217245 0.703489889484435 0
s.swan 0.542840502025649 0.391511312397839 0.486990896156836 0.279646689343106 0.176264410106785 0
s.plus 2.42685751622089 -0.00905210136678783 0.471210390790417 0.618158704371422 0.735596592180883 0.746320641689954
s.noeq 1.31162201979081 -0.20306442143233 0.145795657162213 0.309746412823939 0.500780156035478 0.532117257912817
s.ivyp 1.23704798273336 -0.0372156223887515 0.341608737369948 0.366237206643443 0.507278356485581 0
s.dali 1.25630996055074 -0.343150195305515 0.161481815179767 0.33394950199768 0.566460336994005 0
s.brow 1.99833796128032 -0.120596410837656 0.329330225249596 0.498484936150151 0.660308816946939 0.690569144307405
s.yale 1.43561728303069 -0.140496382557754 0.266878529284145 0.413992839877511 0.637776772484977 0.49230735823114
s.seco 2.36097371202842 0.19991813106944 0.517624595846017 0.566894675861866 0.682496250756678 0.51757790019424
s.nobr 1.66283117257648 0.0738163518370916 0.39226137830184 0.46953038443955 0.627104048000932 0.483336195823037
s.aron 1.58796304215778 -0.100133839013033 0.307011099245615 0.424537110420491 0.605671062303445 0.487570572105202
s.lowv 1.53035873065215 -0.076193802952656 0.129631214064964 0.381985337715471 0 0
s.bens 1.82379932152999 0.154188877268482 0.451937813144521 0.487732130841577 0.594552215664998 0.478864801482702
s.aggr 1.50585643592902 0.0329959297063427 0.392603051051602 0.410973351708462 0 0
s.8020 2.26725436692925 0.23197487991236 0.593745472485904 0.673121095314688 0.842295169465537 0.623270302843561
s.7030 2.14245642410436 0.160884762532531 0.543778378005788 0.648226452353092 0.83555573877003 0.627077037817408
s.smar 1.66332916578744 0.022426234016007 0.344459963693558 0.451385128380573 0.638994456322121 0.489496806595832
s.marg 1.87047592223961 -0.0465113582860735 0.367203018056207 0.441998843619419 0.575451579891165 0.461151754841891
s.coff 1.39443893567259 -0.0763767861735658 0.265626847376598 0.41175470964524 0.643022446567568 0.490731965696708
s.buyh 1.15748069422462 -0.15050627013559 0.218248602978271 0.328833331144569 0.510341908811132 0.432837478469712
s.swen 1.30881370276191 -0.127536525748835 0.275471576504114 0.425531963072699 0.654052091965684 0
s.mode 1.52191122494737 -0.0961503461903964 0.303973874678302 0.430084815758964 0.611808529363597 0
s.lazy 1.21934459652381 0.0721060099387423 0.335704702926929 0.32990115544382 0.479083897697667 0
s.have 1.50506481968168 0.159402300314957 0.304638517311536 0.402993704945447 0.539040690076665 0
s.grah 1.16430364262863 -0.0387234762353333 0.24562719419241 0.354553171262161 0.560992532127155 0
s.couc 1.93645817948412 -0.015248961159272 0.480408232076962 0.585961486409574 0.79314493257996 0.608770727171203
s.712 1.3163712747083 -0.028264765585178 0.310505750296231 0.319789727604937 0.446397666023091 0
s.6040 1.98912541930435 0.0776297757200833 0.481974858536189 0.615116601145772 0.824024922546884 0.629809395714442
s.5050 1.80176132426182 -0.0204072944157086 0.40438053704986 0.569983465620661 0.804198700732973 0.629805008286452
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 2.38 -0.04 0.43 0.45 0.64  
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 5.34844803094693 0.420831741782124 0.834205409243135 0.97260212821039 1.18285353018468 0.925717395807018
s.tals 2.33481074673446 -0.0978497064053035 0.346262423283617 0.517804996975861 0.890031484703453 0.588674061775278
s.talb 2.51328140960217 -0.061950250564716 0.427665351190744 0.658155439932031 1.06828536240081 0.718739260660162
s.talc 2.13409426312929 -0.0238190806759348 0.371615885039023 0.665111306692156 1.07703100527661 0
s.wors 0.765403404733028 -1.09514932306256 -0.276777258921474 -0.43591588010804 -0.535515946881597 0
s.talm 4.40967548660624 0.433281969568812 0.696275266456647 0.861324875142388 1.11401333158056 0
s.swan 1.23280651820196 0.603641996090436 0.722030585831204 0.418365326471581 0.253062349686972 0
s.plus 5.48190334844959 -0.0123867883250659 0.714640287024289 0.98141099690198 1.19720141601772 1.19807838166989
s.noeq 2.56553234338058 -0.275911930115692 0.211244882206572 0.471016914408522 0.783783656845644 0.80635673277058
s.ivyp 2.01036904300031 -0.0488716118257992 0.468000838171557 0.511301614494113 0.735854326603662 0
s.dali 2.18376464714949 -0.423112564784461 0.215321185995176 0.462523029327611 0.81773263205194 0
s.brow 4.38365794649102 -0.160849737632028 0.483377985861715 0.771918401991479 1.05514659278678 1.0931975905094
s.yale 2.53944188526208 -0.185679696978532 0.372147801441306 0.588573283269097 0.952718630974622 0.694608490047766
s.seco 4.70057278504373 0.278543230840581 0.760152891457098 0.837290675709534 1.03856132190688 0.74368959837335
s.nobr 3.33699979371095 0.103270241050278 0.570317532798935 0.684704401189406 0.951284086261934 0.695639420529252
s.aron 3.01779466989207 -0.133203192819947 0.435395638522375 0.608704253066537 0.906824995040912 0.694907653700837
s.lowv 2.75510251374589 -0.0998764642722922 0.172047764424814 0.532357650146377 0 0
s.bens 3.37455231087125 0.212747374668081 0.652583362485621 0.711258293446857 0.892239192487131 0.685519945701376
s.aggr 2.87202241340681 0.046162103647597 0.571576589633367 0.605147019002337 0 0
s.8020 4.49906330550351 0.324131782830882 0.886320819546325 1.01200623449158 1.31312235088154 0.912207644614275
s.7030 4.09630416541543 0.221174678540025 0.80203246647579 0.966727174622737 1.29627993421508 0.916608678084898
s.smar 3.2344531327147 0.0305369757499167 0.482743127797337 0.642883530316267 0.949707639666215 0.694789163386704
s.marg 3.49608226248361 -0.0607996968988987 0.515096083619014 0.629428900967326 0.851341989462846 0.649328129491719
s.coff 2.60091764615595 -0.103274040718592 0.370912005774227 0.584022243074265 0.957600473842605 0.697404972618554
s.buyh 2.03107498956308 -0.198704791236503 0.302865493505777 0.46339238777536 0.752630154156398 0.613278982259552
s.swen 2.19396402949405 -0.169827091777202 0.385579557017687 0.606947031574168 0.982043199011923 0
s.mode 2.74857946596177 -0.128019121614274 0.426285121122345 0.614033311995191 0.912838826846284 0
s.lazy 2.0861246720469 0.0963922323096421 0.46803505474699 0.465318833033169 0.698566296087973 0
s.have 3.41231653473348 0.222043987204793 0.427120551492685 0.580324607014295 0.802609357020478 0
s.grah 2.09761731707989 -0.0520336377773403 0.339226003712855 0.497745214097591 0.824022018311171 0
s.couc 3.46012206264287 -0.0199260321526369 0.686521748575631 0.848351052139005 1.20258963381045 0.86949729241556
s.712 2.37847156611088 -0.0373021041344904 0.42601974395656 0.445975978975592 0.644042753752944 0
s.6040 3.66083889328831 0.10487595990076 0.700955054983656 0.907951862118966 1.26926903173723 0.918670699026089
s.5050 3.1929615121786 -0.027067104233813 0.578555262858258 0.830344001813846 1.22565592583469 0.91551815000004



  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 2.8% 16.0% 19.1% 19.1% 19.1%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.5% 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 Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 3.1% 21.2% 21.2% 21.2% 21.2% 38.5%
s.tals 5.1% 19.9% 19.9% 19.9% 19.9% 41.7%
s.talb 4.9% 22.9% 22.9% 22.9% 22.9% 41.1%
s.talc 4.9% 19.9% 19.9% 19.9% 19.9% 0%
s.wors 1.8% 15.5% 15.5% 15.6% 29.7% 0%
s.talm 2.7% 16.7% 16.7% 16.7% 16.7% 0%
s.swan 2.5% 14.1% 23.8% 23.8% 40.6% 0%
s.plus 2.6% 24% 24% 24% 24% 24%
s.noeq 3.8% 24.1% 24.1% 24.1% 24.1% 24.1%
s.ivyp 3.3% 17% 18.1% 18.1% 18.1% 0%
s.dali 2.3% 17.9% 17.9% 17.9% 17.9% 0%
s.brow 2.1% 17.5% 17.5% 17.5% 17.5% 17.5%
s.yale 4.6% 25.6% 25.6% 25.6% 25.6% 42.2%
s.seco 3.6% 24.5% 24.5% 24.5% 24.5% 49.2%
s.nobr 4% 23.4% 23.4% 23.4% 23.4% 43.3%
s.aron 3.8% 24.3% 24.3% 24.3% 24.3% 41.1%
s.lowv 1.9% 13.2% 13.2% 13.2% 0% 0%
s.bens 2.8% 19.8% 19.8% 19.8% 19.8% 45%
s.aggr 3.2% 23.5% 23.5% 23.5% 0% 0%
s.8020 4% 22.7% 22.7% 22.7% 22.7% 42.1%
s.7030 3.8% 21.7% 21.7% 21.7% 21.7% 37.3%
s.smar 3.1% 17.1% 17.1% 17.1% 17.1% 37.6%
s.marg 2.8% 23% 23% 23% 23% 40.5%
s.coff 4.2% 19.8% 19.8% 19.8% 19.8% 36%
s.buyh 3.1% 18.7% 18.7% 18.7% 18.7% 35.7%
s.swen 4.6% 25.1% 25.1% 25.1% 25.1% 0%
s.mode 3.3% 21.6% 21.6% 21.6% 21.6% 0%
s.lazy 3.5% 17% 21.4% 21.4% 21.4% 0%
s.have 2.3% 15.1% 15.1% 15.1% 15.1% 0%
s.grah 2.9% 18.2% 18.2% 18.2% 18.2% 0%
s.couc 3% 19.4% 19.4% 19.4% 19.4% 28.7%
s.712 2.8% 16% 19.1% 19.1% 19.1% 0%
s.6040 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
s.5050 3.4% 19.6% 19.6% 19.6% 19.6% 26.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 8.4% 12.8% 14.4% 11.6% 11.6%  
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 11.3% 16% 16.6% 13.3% 13.4% 15%
s.tals 15% 15.3% 15.7% 12.7% 12.5% 14%
s.talb 12.3% 15.4% 15.5% 12.4% 11.9% 13.4%
s.talc 11.8% 14.2% 14.1% 11.4% 10.9% 0%
s.wors 4.9% 5.7% 5.8% 5.7% 5.5% 0%
s.talm 12.5% 15.5% 15.9% 12.9% 12.9% 0%
s.swan 8.9% 13.6% 16.7% 14% 14% 0%
s.plus 8.6% 14.1% 13.8% 11.4% 10.6% 10.7%
s.noeq 12.8% 14.6% 13.6% 12.1% 11.6% 12.6%
s.ivyp 8.2% 13.2% 14.5% 11.7% 11.7% 0%
s.dali 6.3% 9.8% 9.6% 7.6% 7.1% 0%
s.brow 7.1% 10.3% 9.7% 8.1% 7.6% 7.8%
s.yale 11.6% 15.6% 15.6% 12.5% 11.9% 13.1%
s.seco 10.1% 16.8% 18.4% 15.1% 14.8% 15.4%
s.nobr 11.2% 15.9% 17% 13.7% 13.5% 13.9%
s.aron 10.5% 15% 15.5% 12.6% 12.1% 13%
s.lowv 5.2% 8% 8.3% 7.1% 0% 0%
s.bens 8.5% 14.2% 15.5% 12.9% 12.9% 13.7%
s.aggr 10.7% 15.9% 17.1% 14.3% 0% 0%
s.8020 11.1% 16.5% 17.6% 14.4% 13.7% 13.9%
s.7030 10.2% 15.1% 15.8% 12.8% 12.1% 12.2%
s.smar 8.4% 11.9% 13% 10.5% 10.3% 11%
s.marg 7.9% 13.8% 14.5% 11.8% 11.5% 12.2%
s.coff 10.9% 13.6% 13.9% 11.1% 10.6% 11.3%
s.buyh 8.6% 12.1% 12.6% 10.1% 10% 10.9%
s.swen 11.9% 15.6% 15.5% 12.4% 11.9% 0%
s.mode 9.5% 13.4% 13.9% 11.2% 10.8% 0%
s.lazy 9.7% 14.7% 16.7% 13.2% 12.9% 0%
s.have 10% 12.9% 12.8% 10.4% 10.3% 0%
s.grah 9.1% 12.6% 12.9% 10.2% 9.7% 0%
s.couc 7.7% 12.4% 12.7% 10.1% 9.4% 9.7%
s.712 8.4% 12.8% 14.4% 11.6% 11.6% 0%
s.6040 9.4% 13.7% 14% 11.3% 10.5% 10.7%
s.5050 8.6% 12.4% 12.4% 9.8% 9% 9.2%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 4.1% 8.7% 9.9% 7.9% 7.7%  
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 4.6% 10.2% 10.6% 8.1% 8% 9.8%
s.tals 7.4% 9.9% 10.5% 8.4% 7.9% 9.6%
s.talb 6.7% 10.3% 10.4% 8.2% 7.5% 9.1%
s.talc 6.4% 9.3% 9.4% 7.4% 6.8% 0%
s.wors 2.1% 4.5% 4% 3.8% 3.7% 0%
s.talm 4.7% 9.5% 10.3% 8% 7.8% 0%
s.swan 3.2% 7.9% 10.9% 9% 9.5% 0%
s.plus 3.2% 9.3% 8.3% 6.6% 6.1% 6.3%
s.noeq 6% 9.8% 8.6% 7.4% 7% 8%
s.ivyp 4.5% 9.1% 10% 7.9% 7.8% 0%
s.dali 3.1% 7% 6.6% 5% 4.5% 0%
s.brow 2.6% 6.7% 5.8% 4.6% 4.3% 4.6%
s.yale 6.1% 10.8% 10.5% 8.3% 7.6% 9%
s.seco 4.6% 11.1% 11.9% 9.8% 9.4% 10.4%
s.nobr 5.1% 10.4% 11.1% 9% 8.5% 9.4%
s.aron 5% 10.3% 10.3% 8.3% 7.7% 8.8%
s.lowv 2.4% 5.1% 5.7% 4.7% 0% 0%
s.bens 4.1% 9.3% 10.1% 8.4% 8.3% 9.3%
s.aggr 5% 10.3% 11.1% 9.3% 0% 0%
s.8020 5.2% 10.9% 11.2% 9.1% 8.4% 9.2%
s.7030 4.9% 10% 10.1% 8.1% 7.4% 8.1%
s.smar 3.8% 7.7% 8.7% 7% 6.6% 7.5%
s.marg 3.7% 9.6% 9.7% 7.8% 7.4% 8.4%
s.coff 5.3% 9% 9.3% 7.3% 6.7% 7.7%
s.buyh 4.4% 8.1% 8.4% 6.7% 6.4% 7.4%
s.swen 6.6% 10.8% 10.4% 8.2% 7.5% 0%
s.mode 4.7% 9.1% 9.3% 7.4% 6.9% 0%
s.lazy 5.1% 10% 11.4% 8.9% 8.5% 0%
s.have 3.7% 8.2% 8.5% 6.8% 6.6% 0%
s.grah 4.5% 8.3% 8.7% 6.8% 6.2% 0%
s.couc 3.9% 8.5% 8.2% 6.5% 5.8% 6.5%
s.712 4.1% 8.7% 9.9% 7.9% 7.7% 0%
s.6040 4.7% 9.2% 9% 7.1% 6.5% 7%
s.5050 4.4% 8.4% 8% 6.2% 5.5% 6%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
s.712 0.60 0.65 0.69 0.66 0.69  
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 0.94 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) 0.78 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 Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 0.620289656736043 0.761625643615501 0.755431992302431 0.663073766320872 0.679703095661861 0.741854184522926
s.tals 0.943593823735198 0.761510851896889 0.74216468474615 0.684308144827238 0.699131375734382 0.759266812413716
s.talb 0.890182006475992 0.80817303316913 0.762114207545407 0.682912199986507 0.672806340839993 0.734815025429354
s.talc 0.80711281078602 0.721996271547647 0.686251042606081 0.621271623880553 0.612975596387287 0
s.wors -0.0897951427829424 0.163607554065626 0.0715004181394581 0.0108157520907885 -0.00669939935805917 0
s.talm 0.494041284205654 0.678013595468014 0.697028432551937 0.601958532775253 0.615669794370762 0
s.swan -0.0287539050714208 0.368556421883238 0.574005259489465 0.532226561037584 0.580474942627325 0
s.plus 0.55746348725772 0.652027593761913 0.523223074583426 0.416540847632635 0.353790428062242 0.349136325695393
s.noeq 0.592271555897422 0.636424170530424 0.508618862830303 0.354745572472111 0.302007379906721 0.367720233272864
s.ivyp 0.615513397970515 0.675142160289908 0.691901505952455 0.650534796625053 0.681663952104341 0
s.dali 0.444612311368396 0.512026910718013 0.456923181182377 0.3854019356044 0.352609563119769 0
s.brow 0.416631079132295 0.476915408460177 0.382637411495352 0.301365424096329 0.258057059831074 0.256732720258044
s.yale 0.84210916931915 0.830160020694018 0.769181154150509 0.698192002170551 0.684425029401035 0.740562024250597
s.seco 0.810380233842326 0.883141978356898 0.893854423699815 0.883202868351039 0.90476195871341 0.924129645397137
s.nobr 0.824458143615582 0.83139421087611 0.830762369505794 0.799313624962801 0.819727244341288 0.834121361533739
s.aron 0.797345957659788 0.79353896011436 0.759994087246842 0.728757172169233 0.726434651966187 0.756454707799592
s.lowv 0.265625216363165 0.369481397178743 0.389313785019117 0.364503190566472 0 0
s.bens 0.690985473416616 0.742603632326575 0.760306825277613 0.755721806052381 0.788751011384281 0.818455512092946
s.aggr 0.775104987932314 0.805337771796578 0.803334070129228 0.804315554724251 0 0
s.8020 0.913785619660675 0.875898029499994 0.863855825875572 0.846004825421483 0.840550100948962 0.840394425115553
s.7030 0.846956304759117 0.806773692779291 0.782704680594651 0.757021976018516 0.745862344509887 0.744697256759817
s.smar 0.620246060386108 0.621880857788336 0.641083051253021 0.618435873079596 0.631708236672368 0.662690604027745
s.marg 0.621894691515277 0.733638982886483 0.717474571453616 0.688858470455988 0.698573372162903 0.721688972068679
s.coff 0.762923068186459 0.707645476928207 0.684057019464858 0.638080293830736 0.636437387562273 0.667255687292914
s.buyh 0.600265916463807 0.621133968588441 0.614140123546241 0.583358279786266 0.600553024900788 0.634187625817925
s.swen 0.878956803611012 0.827727948957726 0.76220988648409 0.693449932065639 0.679057180073016 0
s.mode 0.709811956123437 0.709005102434642 0.683011999307991 0.646232509824905 0.650962617414606 0
s.lazy 0.711689658491512 0.744101703122164 0.793152609659663 0.739074285385525 0.752474433542717 0
s.have 0.238125627373864 0.503362490258276 0.519811974046369 0.444152419317166 0.463310735653005 0
s.grah 0.582932669295502 0.632839445527927 0.624696537372506 0.577936494474336 0.567743307337185 0
s.couc 0.657981921721994 0.673353521664957 0.635348311099955 0.597011204242115 0.57439287560216 0.577338256576533
s.712 0.603211028969064 0.654877052455505 0.688288043306001 0.660388777110319 0.688039806157126 0
s.6040 0.780126989857558 0.737649356058587 0.70155353531373 0.668039126615548 0.651174588070812 0.649000088404082
s.5050 0.713297674956 0.668525019337883 0.620402390032809 0.57905627721258 0.556486831631737 0.553302920048346



  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.88 0.96 0.97 0.96 0.96
to S&P500 (SPY) 0.77 0.92 0.93 0.91 0.92
to U.S. Bonds (BND) 0.81 0.78 0.61 0.47 0.33
to Commodities (DBC) -0.47 0.32 0.58 0.58 0.66
to Gold (GLD) 0.11 0.37 0.29 0.20 0.24