Harry Browne-inspired Permanent Portfolio
for period ending April 30, 2024
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Overview
s.brow 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 Harry Browne-inspired Permanent Portfolio gives investors access to an easy-to-implement, fixed allocation portfolio that uses a low equity approach that offers upside potential in a variety of market conditions. This portfolio recipe uses exchange-traded funds and implements a Strategic Asset Allocation based on Harry Browne's Permanent Portfolio allocation.
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 four exchange-traded funds (ETFs) which represent four major asset classes: U.S. Large Cap Growth Equity, U.S. Long Term Treasury Bonds, Gold, and Cash. The percentage allocation (i.e., weighting) to each of these four ETFs is fixed at one-fourth (25%) each
Peer Group Strategic: DIY
- Strategic: This is a Strategic (i.e., static, passive) portfolio which means that the ingredients and allocation to each ingredient do not change every month. A portfolio using this recipe can be updated monthly to realign the portfolio with the recipe allocations. .
- DIY: This is a do-it-yourself (DIY) portfolio, which you can buy and update easily at your favorite brokerage. See How to Invest, below.
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 four ETFs in this portfolio recipe. The four ETFs each represent an asset class. The steps to create this portfolio recipe are as follows:
- VizMetrics identifies the four asset classes in Harry Browne's "Permanent Portfolio," which are as follows: Gold, U.S. Long Term Treasury Bonds, U.S. Stocks, and Cash.
- VizMetrics chooses an exchange-traded fund (ETF) to represent each of the four asset classes.
- VizMetrics assigns an equal weighting (percent allocation) to each of the four 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
For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:
GLD=25%, VTI=25%, TLT=25%, SHY=25%
Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:
GLD,25,VTI,25,TLT,25,SHY,25
How to Rebalance
Update frequency: This portfolio recipe does not change monthly. However, since some ingredients have increased in value more than others, you can rebalance each month to return the portfolio to its original recipe allocation.
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 April 30, 2024
5-year graph
●
s.brow
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
|
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
1.4% |
-2.1% |
5.9% |
0.9% |
5.6% |
5.0% |
6.4% |
6.5% |
Peer Group* average |
|
|
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.9% |
-3.6% |
12.4% |
2.4% |
7.5% |
7.7% |
9.7% |
7.4% |
Global Equities (ACWI) |
4.4% |
-3.6% |
17.0% |
4.2% |
9.4% |
8.1% |
10.5% |
|
U.S. Equities (SPY) |
5.9% |
-4.0% |
22.4% |
7.9% |
13.1% |
12.3% |
14.5% |
9.9% |
U.S. Bonds (BND) |
-3.1% |
-2.4% |
-1.4% |
-3.6% |
-0.2% |
1.2% |
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 Recipes |
Rank: All |
Rank: All |
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Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
s.talg |
2.14227383279062% |
-3.09889492095215% |
12.4214759144117% |
4.15693424321604% |
9.25310392767131% |
7.95190188622543% |
10.9462152803758% |
9.5534781066444% |
s.tals |
-3.77208468456169% |
-5.07680335820405% |
5.43436256348613% |
-1.79334110585295% |
3.55575799747476% |
4.87300074035171% |
8.06266820169632% |
6.42687905842172% |
s.talb |
-2.4146788083967% |
-4.89774626518516% |
6.61997651320836% |
-0.0836808591715976% |
5.00914844395177% |
6.23985064651413% |
9.36402886913794% |
7.38438786340943% |
s.talc |
-3.55128329804388% |
-4.85427324703379% |
3.87955763158674% |
0.0488487680257332% |
4.24838427549166% |
5.95223008901715% |
8.82604824980884% |
0% |
s.wors |
0.829398707252982% |
-0.578247616673581% |
-3.58750542304325% |
-3.68060682775355% |
0.330371610964186% |
-1.02497893831193% |
0% |
0% |
s.talm |
1.18901231074495% |
-2.66689572906078% |
7.10315216317381% |
3.82386863784163% |
7.96257576066777% |
7.11898848955228% |
10.2400778505069% |
0% |
s.swan |
5.33692734187079% |
0.828610100211569% |
7.59865561365154% |
8.78283933275021% |
9.51064149374914% |
3.22845310578215% |
0% |
0% |
s.plus |
2.33754167232245% |
-2.55893839141765% |
9.75089235059887% |
1.87262506955004% |
8.28220864366298% |
7.39943173893283% |
8.8250912007249% |
8.56107895075204% |
s.noeq |
-2.99013481619632% |
-3.80149465998747% |
-0.0318178104561362% |
-2.01420362434891% |
3.65154122070173% |
4.06067183512102% |
6.93717096954034% |
7.53754359867462% |
s.ivyp |
-0.0882057022762339% |
-3.26219177037363% |
5.99782756870197% |
2.21538810583077% |
6.06578645974698% |
4.73324501375865% |
7.60129159514635% |
0% |
s.dali |
-0.141200641725348% |
-2.33381909641995% |
4.25540157030606% |
-0.333149998735949% |
3.86252620901164% |
3.77238702325742% |
5.77082251458163% |
0% |
s.brow |
1.35200809750935% |
-2.06101041746748% |
5.8825218593014% |
0.901958625864219% |
5.58946410895624% |
4.99269367032502% |
6.35779689020648% |
6.53236046184311% |
s.yale |
-1.54413214553475% |
-4.57812479127246% |
5.50369982588872% |
-1.02218019129106% |
4.89855710818727% |
5.8115284120813% |
8.8395260675739% |
7.22412142613416% |
s.seco |
4.1735032099472% |
-3.61339965389025% |
16.4624095394965% |
3.62539136817333% |
9.05580350889221% |
8.43890246406247% |
10.9579531928989% |
8.11173248174364% |
s.nobr |
1.81841271056802% |
-3.9636464095698% |
11.0491921753442% |
1.93290957575787% |
6.99905107856749% |
6.63193072363999% |
9.52287600747397% |
7.30856195597469% |
s.aron |
0.771670522246604% |
-3.82229744877045% |
9.25509320484432% |
-0.831182606909542% |
5.48201082384323% |
5.97864268101727% |
8.63151512613358% |
7.05196634605907% |
s.lowv |
2.14178310304798% |
-1.04136663868385% |
4.47198159681059% |
1.94282308991358% |
3.07851870837472% |
4.16701373638182% |
0% |
0% |
s.bens |
3.07605720351587% |
-2.79366457887916% |
12.4822417993167% |
3.80868731921564% |
7.62001549009514% |
6.78142777516468% |
9.01560391017939% |
7.29016097252926% |
s.aggr |
2.07035399500028% |
-3.23601813769978% |
11.8400776201913% |
0.866251832564102% |
6.95346205105489% |
6.19664699554709% |
0% |
0% |
s.8020 |
3.51050209568589% |
-3.95637769181157% |
17.3222867456817% |
4.3278308033607% |
9.96967381138962% |
9.74641114987622% |
12.0271161472678% |
8.76920600847415% |
s.7030 |
2.68228883799171% |
-3.76257731109174% |
14.8586301815653% |
3.37190727924892% |
8.7552617361311% |
8.71817754258601% |
10.8506038069669% |
8.11362403189497% |
s.smar |
1.19603415170457% |
-3.09593630173204% |
9.28220409093805% |
1.49226341405695% |
5.51873902342543% |
5.66470450714314% |
8.07476762213286% |
6.40955819801903% |
s.marg |
2.29098695127363% |
-2.7930391207973% |
9.49152685095542% |
1.13952981315679% |
6.32435454460551% |
5.83627825047335% |
8.14721126478852% |
6.52572679179588% |
s.coff |
-0.912425361079083% |
-4.18578523157379% |
6.37615355222365% |
-0.206782983478215% |
4.55787275135517% |
5.342432299391% |
8.07581760243712% |
6.53525069027143% |
s.buyh |
-0.155349463717447% |
-3.0807938727325% |
5.15308973139079% |
-0.283116535725036% |
4.24153737436461% |
4.37599797083457% |
6.76657577902304% |
5.91585162477484% |
s.swen |
-1.68183540795164% |
-4.61423736140187% |
5.56559546811446% |
-0.637241586159443% |
5.13597910629753% |
5.98467469005863% |
9.01970273434165% |
0% |
s.mode |
0.0179842048214196% |
-3.25694119667857% |
8.14003790905094% |
-0.23723455487803% |
5.18834788036202% |
5.6229822561507% |
8.04022218261315% |
0% |
s.lazy |
0.0503500960812309% |
-3.48912421907071% |
6.53534598753793% |
3.48216800388539% |
5.82334468474595% |
4.54276103595395% |
7.610427526894% |
0% |
s.have |
3.1337637423787% |
0.114629834811961% |
2.65218135149712% |
2.20752319690773% |
5.54342217177715% |
4.51899510279223% |
7.42452479514144% |
0% |
s.grah |
-0.0138170589104258% |
-2.92384912442129% |
5.91436913584489% |
1.41913657930617% |
4.80559640242575% |
4.53014818606907% |
7.09291307146456% |
0% |
s.couc |
1.71205357933171% |
-3.01727223956737% |
9.96497829434337% |
2.36681477317462% |
7.32183257257739% |
6.89227484918864% |
8.76664500860762% |
6.93464967038653% |
s.712 |
0.549703491277476% |
-2.77594975915832% |
7.22876064859246% |
1.5093228410388% |
5.23998389419476% |
4.14916322223045% |
6.72094808806531% |
0% |
s.6040 |
1.85532269636073% |
-3.5687769303719% |
12.4303920101229% |
2.4056746385883% |
7.52419779335154% |
7.67638016278005% |
9.662104422995% |
7.4367098221378% |
s.5050 |
1.02962444610075% |
-3.37497654965207% |
10.037364781016% |
1.42949683023599% |
6.27735850371203% |
6.62160911792922% |
8.46226725579049% |
6.7390153347088% |
|
|
|
|
|
|
s.brow |
16.7% |
17.7% |
3.8% |
-14.2% |
11.5% |
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 April 30, 2024
Maximum Drawdown vs. Annual Return
●
s.brow
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
s.brow
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
s.brow
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
-16.2% |
-9.6% |
-4.9% |
-4.2% |
-3.0% |
1.7% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-8.2% |
-6.2% |
-3.6% |
-1.9% |
-0.5% |
0.5% |
Global Equities (ACWI) |
-5.4% |
-3.8% |
-3.5% |
-4.0% |
-4.4% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-30.4% |
-22.7% |
-19.0% |
-12.5% |
-9.7% |
-3.9% |
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 |
-9.47727404837965% |
-3.79771558608357% |
-2.36189299255479% |
-2.84760312290633% |
-1.88221599726162% |
0.394602139236856% |
s.tals |
-17.0122617993911% |
-11.1962380750298% |
-9.35531964482516% |
-6.5956022259476% |
-4.69923771030216% |
-2.79662206567188% |
s.talb |
-15.7945424961181% |
-8.88340200939018% |
-7.46050585794476% |
-4.65114289394025% |
-2.50858644418733% |
-1.33748327304219% |
s.talc |
-18.726710743099% |
-9.22451895799004% |
-8.27125549102118% |
-4.54085260007185% |
-2.40589801943774% |
0% |
s.wors |
-46.1849632416542% |
-29.5439266983499% |
-18.4687447142144% |
-18.2180212451008% |
0% |
0% |
s.talm |
-15.2468989881788% |
-4.21089974320501% |
-3.71368539031031% |
-3.74590392431223% |
-2.37348245711704% |
0% |
s.swan |
-14.2165997394067% |
2.31826904360963% |
-2.41103078841924% |
-8.92364043925023% |
0% |
0% |
s.plus |
-11.787165257758% |
-6.75215985980355% |
-2.51182627908589% |
-2.45350466001598% |
-2.09007436377103% |
2.26864436693279% |
s.noeq |
-22.4549954376044% |
-11.4282696786776% |
-9.13827707535518% |
-7.52203144544805% |
-5.72328871958352% |
-0.734609609972021% |
s.ivyp |
-16.2572777416933% |
-6.45446363293937% |
-5.90225253759894% |
-6.48948541058094% |
-4.99566191347886% |
0% |
s.dali |
-18.8688781249743% |
-12.023560900994% |
-8.25386201818194% |
-6.45116131063276% |
-3.60237499862758% |
0% |
s.brow |
-16.2145827860741% |
-9.58561928572096% |
-4.85580609194436% |
-4.188455950955% |
-2.95003778840907% |
1.74585063789903% |
s.yale |
-16.9388673794116% |
-9.77390922746325% |
-7.66373336498151% |
-5.30320540915531% |
-3.31568314403169% |
-1.4353206333848% |
s.seco |
-5.51950437788679% |
-4.38324765811688% |
-3.45059215906642% |
-3.17779387500948% |
-2.8401460890457% |
-1.45595006515117% |
s.nobr |
-11.2414247718815% |
-6.39043062899028% |
-5.41278901542376% |
-4.72967681332728% |
-3.58995333247075% |
-1.73711335462875% |
s.aron |
-12.9254823343941% |
-9.88622719938617% |
-6.93579977759468% |
-5.15842923847919% |
-3.7902125637652% |
-1.59477069416449% |
s.lowv |
-19.1945346182506% |
-9.08315365149846% |
-9.74661013793393% |
-5.22357731027784% |
0% |
0% |
s.bens |
-8.16086968058839% |
-4.26501682537977% |
-4.19931865052245% |
-4.18962404322852% |
-3.89636433070214% |
-1.68504022942674% |
s.aggr |
-10.6040438074045% |
-7.60470798334616% |
-5.53155518998526% |
-5.51754958842806% |
0% |
0% |
s.8020 |
-4.14315229264782% |
-3.59840671174154% |
-2.00616398508637% |
-1.18464990975835% |
-0.484334622784417% |
0.14772282262199% |
s.7030 |
-6.03588123208495% |
-4.78366845084143% |
-2.70128677418383% |
-1.47427201598873% |
-0.481375732191946% |
0.325683210831091% |
s.smar |
-11.7516806949136% |
-7.98473614845133% |
-6.27166149415605% |
-4.59965767961893% |
-3.04162597389284% |
-1.41698302570827% |
s.marg |
-11.687046139476% |
-7.79549633678887% |
-5.55480944816167% |
-4.95586529595338% |
-4.00219514042649% |
-1.91298146891008% |
s.coff |
-15.9350272203106% |
-9.77809673774381% |
-7.84480721651077% |
-5.3360300936433% |
-3.234295720142% |
-1.38637045072769% |
s.buyh |
-17.315743269318% |
-10.5430084259547% |
-8.12535102742047% |
-6.46200463589616% |
-4.86781335801371% |
-2.06028597871946% |
s.swen |
-16.8777085666345% |
-9.36165916413562% |
-7.33267666993602% |
-5.04235495194061% |
-3.02728250443236% |
0% |
s.mode |
-13.744984919632% |
-9.84208409234485% |
-6.94922968746633% |
-4.9850668062916% |
-3.56206547801388% |
0% |
s.lazy |
-15.661298987502% |
-4.65518482065003% |
-6.73235618506699% |
-7.17207989060363% |
-5.65301250519581% |
0% |
s.have |
-20.7739194526702% |
-6.72806559632566% |
-6.05184806594703% |
-6.2890781753615% |
-4.14422658692467% |
0% |
s.grah |
-16.3093599926037% |
-7.88667608867658% |
-7.30690425058173% |
-6.20649697969464% |
-3.97960477969706% |
0% |
s.couc |
-10.1203303735262% |
-6.47564270810823% |
-3.23997647833834% |
-2.27338382986363% |
-0.693192502360306% |
0.436098129948425% |
s.712 |
-14.7025650551095% |
-7.59819960005641% |
-7.01605102792291% |
-7.30539664687507% |
-6.08235269892524% |
0% |
s.6040 |
-8.20731329370028% |
-6.19984046636425% |
-3.60035004172924% |
-1.88533963036298% |
-0.536811781700216% |
0.493936278923201% |
s.5050 |
-10.7160631281871% |
-7.90226173117077% |
-4.77823849994095% |
-2.47625902225386% |
-0.698391289017046% |
0.630988848990034% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
-9.0% |
-5.1% |
-1.0% |
-0.0% |
1.6% |
2.8% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-6.3% |
-4.5% |
-2.4% |
-1.1% |
-0.2% |
0.4% |
Global Equities (ACWI) |
-5.1% |
-3.5% |
-3.2% |
-3.6% |
-4.1% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-13.2% |
-8.9% |
-4.9% |
-2.0% |
-0.0% |
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 |
-7.24769668490982% |
-2.94352177226953% |
-1.13988054086855% |
-0.907020466591404% |
0.425047184397362% |
1.75085888177192% |
s.tals |
-16.1559740953189% |
-8.77252508758642% |
-6.64625663886531% |
-4.16240698833851% |
-2.50238747951093% |
-1.51236995370666% |
s.talb |
-14.668853582321% |
-7.27959960936387% |
-5.32507972794064% |
-2.75278729156713% |
-0.868914791610958% |
-0.326662864470775% |
s.talc |
-15.4357910957105% |
-6.83011313124023% |
-5.34852480759601% |
-2.38668977045239% |
-0.628944762966861% |
0% |
s.wors |
-10.5722049096028% |
-8.52412442229981% |
-3.36525362243307% |
-3.00932823861422% |
0% |
0% |
s.talm |
-11.8465392674423% |
-2.98882531167366% |
-1.86516920558981% |
-1.13957350178562% |
0.543706675003738% |
0% |
s.swan |
-2.15090852640499% |
3.0856547309424% |
0.425543997387353% |
-4.33767864524822% |
0% |
0% |
s.plus |
-8.09462715205426% |
-4.79472794872326% |
0.36176051382895% |
1.16580329792315% |
2.77779653768271% |
4.03326040284819% |
s.noeq |
-19.6175576399094% |
-8.62148839484817% |
-3.9224674808645% |
-1.54831833310635% |
1.4518056929879% |
2.86158934048298% |
s.ivyp |
-12.0219126745629% |
-4.53567595677335% |
-3.7969731844711% |
-3.96898700497445% |
-2.85562872390938% |
0% |
s.dali |
-10.2037446156522% |
-6.4377297035188% |
-3.49612331340985% |
-2.12429091268466% |
-0.213712247432738% |
0% |
s.brow |
-8.98587325791095% |
-5.09479812749203% |
-0.976377893091406% |
-0.0278777632862908% |
1.58281477386474% |
2.76491972114091% |
s.yale |
-16.2288254623384% |
-8.31220080182458% |
-5.5743449716891% |
-3.37248019674971% |
-1.60004765398094% |
-0.556593125285112% |
s.seco |
-5.0838607525862% |
-3.8695181318885% |
-2.98716838941828% |
-2.6936377249158% |
-2.39515279315561% |
-1.21439593655619% |
s.nobr |
-10.3311068330524% |
-5.36173580513913% |
-4.34530439894501% |
-3.62986986897947% |
-2.68956100226981% |
-1.2723395054816% |
s.aron |
-11.4834342461834% |
-7.94155053710661% |
-5.0869098032808% |
-3.5380994179825% |
-2.34484468184115% |
-0.881603391833899% |
s.lowv |
-6.35894775207564% |
-3.66529692802493% |
-3.64834168723061% |
-1.50867154031034% |
0% |
0% |
s.bens |
-6.13263154018039% |
-3.16396229791448% |
-3.06402468728727% |
-3.00588251564008% |
-2.83095466625432% |
-1.16364565011878% |
s.aggr |
-9.72524928860713% |
-6.32086327887165% |
-4.20757903972954% |
-4.13524787449898% |
0% |
0% |
s.8020 |
-3.75206781806721% |
-3.1157608949134% |
-1.68250921513174% |
-0.953292905919784% |
-0.343970178251816% |
0.170074040158964% |
s.7030 |
-5.05906933037649% |
-3.80943514665735% |
-2.03624818342558% |
-1.04364238092092% |
-0.26407848355421% |
0.310046340608426% |
s.smar |
-8.0974704108542% |
-5.01063990535225% |
-3.88966276273016% |
-2.69092489565469% |
-1.66603474794416% |
-0.746041265128033% |
s.marg |
-8.58049759349484% |
-5.79361587744038% |
-3.84633286366949% |
-3.25646226561276% |
-2.4837921478361% |
-1.12164774477469% |
s.coff |
-13.360810553673% |
-7.01119757773348% |
-5.17848213019657% |
-3.21171753816602% |
-1.69409009521036% |
-0.643345494998689% |
s.buyh |
-12.3428714916155% |
-6.78510429671288% |
-4.85954410338212% |
-3.61639485232257% |
-2.59026009839707% |
-1.00705328546355% |
s.swen |
-16.2600745849606% |
-7.90902740800716% |
-5.24742540288076% |
-3.13715696826602% |
-1.3465526061237% |
0% |
s.mode |
-10.8725375405516% |
-7.0415975548669% |
-4.5530752765566% |
-3.00835571532025% |
-1.94228777967588% |
0% |
s.lazy |
-11.9185503892557% |
-3.46723675147617% |
-5.06070350911999% |
-5.07921963409532% |
-3.7607125788001% |
0% |
s.have |
-11.0845100058661% |
-3.91142638002928% |
-2.48486510165706% |
-2.03440886293812% |
-0.217163696758542% |
0% |
s.grah |
-11.0674592980261% |
-5.10941800136198% |
-4.35939440729507% |
-3.38464197870051% |
-1.79550965969277% |
0% |
s.couc |
-6.54652858908755% |
-4.33049979373396% |
-1.91272386552135% |
-1.20352678074301% |
-0.0887590816936195% |
0.515352605456744% |
s.712 |
-10.5199101339811% |
-5.12714348771343% |
-4.65435711486326% |
-4.66308372786266% |
-3.80827264795182% |
0% |
s.6040 |
-6.3306524500117% |
-4.51341851495015% |
-2.40663901924046% |
-1.14755562843781% |
-0.196173832527538% |
0.428686407879892% |
s.5050 |
-7.56702462731144% |
-5.22734705093463% |
-2.79280520191529% |
-1.26444254099957% |
-0.139606964733506% |
0.52654619747953% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
0.11 |
-0.26 |
0.31 |
0.42 |
0.69 |
0.67 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.61 |
-0.07 |
0.39 |
0.58 |
0.85 |
0.60 |
Global Equities (ACWI) |
0.78 |
0.07 |
0.42 |
0.48 |
0.64 |
|
U.S. Equities (SPY) |
1.09 |
0.27 |
0.59 |
0.71 |
0.91 |
0.59 |
U.S. Bonds (BND) |
-0.84 |
-0.95 |
-0.41 |
-0.10 |
0.24 |
0.29 |
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 |
0.540068142039163 |
0.0627753363184772 |
0.463881282033397 |
0.528629146382873 |
0.784044100933618 |
0.614731710165345 |
s.tals |
0.0817673686250634 |
-0.338379625110365 |
0.113607957143269 |
0.299461152648678 |
0.60600562151178 |
0.41366319217942 |
s.talb |
0.154935598590988 |
-0.208954081381071 |
0.207978507319046 |
0.415031755574549 |
0.737592178846529 |
0.500737001069581 |
s.talc |
-0.0380061931601354 |
-0.231897228415795 |
0.160329329950399 |
0.416206345690709 |
0.739893416477721 |
0 |
s.wors |
-1.90381173050864 |
-1.23356797961196 |
-0.369983297671607 |
-0.455256976825145 |
0 |
0 |
s.talm |
0.188051876554545 |
0.0381116922887677 |
0.395117394882385 |
0.473300230935093 |
0.752308673548333 |
0 |
s.swan |
0.241161225556256 |
0.369695517854292 |
0.469888929511796 |
0.165915335623176 |
0 |
0 |
s.plus |
0.394558397423639 |
-0.0992087601875507 |
0.445295335337804 |
0.543481054221717 |
0.760558961705371 |
0.711013088191808 |
s.noeq |
-0.275184789642956 |
-0.349734782777138 |
0.116961180557858 |
0.239153100563666 |
0.538325916078337 |
0.534956032305953 |
s.ivyp |
0.114044607103068 |
-0.0851343403665699 |
0.282263570728423 |
0.301113806815559 |
0.58558317382255 |
0 |
s.dali |
-0.0669675396547629 |
-0.386228821230669 |
0.140050246211121 |
0.279466045258001 |
0.64352116655571 |
0 |
s.brow |
0.106444624710071 |
-0.262223489547676 |
0.308866264618334 |
0.421054807715166 |
0.692037489237053 |
0.666661600677596 |
s.yale |
0.0845134047460834 |
-0.254647416013212 |
0.198898724621304 |
0.375733393126503 |
0.687435437138021 |
0.493574606897463 |
s.seco |
0.774536747495544 |
0.0365692913177426 |
0.421110455072722 |
0.517122215031967 |
0.730600309021186 |
0.5027947147595 |
s.nobr |
0.435909376734307 |
-0.0737741877738785 |
0.319431931631608 |
0.418287809945567 |
0.679897033736809 |
0.479389450490648 |
s.aron |
0.33088782750198 |
-0.264283323183623 |
0.236029035366448 |
0.386207770697276 |
0.660548805611377 |
0.483566853488738 |
s.lowv |
-0.101487089626824 |
-0.238835023491063 |
0.0600658952683359 |
0.353322771181573 |
0 |
0 |
s.bens |
0.612270897990038 |
0.0313531170423603 |
0.372408038767259 |
0.44720709264713 |
0.659609946269283 |
0.482542793330736 |
s.aggr |
0.475982284246802 |
-0.138594258314349 |
0.314220099762751 |
0.373508467000197 |
0 |
0 |
s.8020 |
0.853123229266587 |
0.0755800799014785 |
0.486535507539672 |
0.631689289904226 |
0.868693306478717 |
0.593739155254918 |
s.7030 |
0.740915732996566 |
0.00735485561627843 |
0.444755866027016 |
0.607780727536875 |
0.863551573603974 |
0.598061703331316 |
s.smar |
0.391056296927607 |
-0.173626517249085 |
0.258145179218569 |
0.410912211631546 |
0.701125054699359 |
0.486898156584268 |
s.marg |
0.396737090263548 |
-0.154516976624964 |
0.298978359070491 |
0.393825247336293 |
0.645133365176372 |
0.460848001466867 |
s.coff |
0.14063916775818 |
-0.263810349076096 |
0.182531353916109 |
0.367608796898461 |
0.688243185548126 |
0.488911162606932 |
s.buyh |
0.0439736500391462 |
-0.307921093676634 |
0.162680271958389 |
0.294544146482588 |
0.585087002767597 |
0.445893452125406 |
s.swen |
0.0883932014887603 |
-0.232748742229678 |
0.214715009723617 |
0.391301106803226 |
0.705178350007172 |
0 |
s.mode |
0.273739771330266 |
-0.267174458301413 |
0.227048358424655 |
0.38948123929358 |
0.66954430672198 |
0 |
s.lazy |
0.154320197021103 |
0.0135789464546434 |
0.252280688518179 |
0.267218165709515 |
0.549669387156025 |
0 |
s.have |
-0.181049393458814 |
-0.104976186654435 |
0.265182009216329 |
0.30664886109264 |
0.632864547127372 |
0 |
s.grah |
0.107403498100251 |
-0.165472527813658 |
0.205018986028122 |
0.310247835964104 |
0.638207394433586 |
0 |
s.couc |
0.486852304738203 |
-0.0906479801801669 |
0.400581347859038 |
0.544588362577333 |
0.836753591112481 |
0.592654340245536 |
s.712 |
0.211460125710711 |
-0.148194312057388 |
0.227534465995472 |
0.251739210626679 |
0.517665237022585 |
0 |
s.6040 |
0.609387663468335 |
-0.0727849207497685 |
0.392569130878068 |
0.576060375638249 |
0.854088144125976 |
0.601562534729413 |
s.5050 |
0.454352427189363 |
-0.167492322846918 |
0.326316546918012 |
0.532904966313324 |
0.836971291364075 |
0.602721240839039 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
0.17 |
-0.34 |
0.46 |
0.65 |
1.13 |
1.05 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.09 |
-0.10 |
0.57 |
0.85 |
1.33 |
0.87 |
Global Equities (ACWI) |
1.51 |
0.10 |
0.62 |
0.70 |
0.99 |
|
U.S. Equities (SPY) |
2.15 |
0.39 |
0.90 |
1.09 |
1.44 |
0.87 |
U.S. Bonds (BND) |
1.09 |
-0.10 |
0.57 |
0.85 |
1.33 |
0.87 |
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 |
0.933585817060575 |
0.0877115432429122 |
0.681711272873615 |
0.801368041430607 |
1.28362913700914 |
0.910074427669094 |
s.tals |
0.131331117560669 |
-0.45053629599731 |
0.155705029034032 |
0.422182949600993 |
0.919560358066429 |
0.584885386537635 |
s.talb |
0.257290460561461 |
-0.278625788875435 |
0.28724320902211 |
0.592658336866851 |
1.13624169416105 |
0.709971268866936 |
s.talc |
-0.0607388202317215 |
-0.30960893636335 |
0.220873912962582 |
0.597294666146786 |
1.15365807044162 |
0 |
s.wors |
-1.854228015475 |
-1.26773567501316 |
-0.457945863839034 |
-0.596144023023267 |
0 |
0 |
s.talm |
0.295785373205367 |
0.0537432148931204 |
0.571064952517189 |
0.711096363799819 |
1.22118405709666 |
0 |
s.swan |
0.429708751712085 |
0.576237038850846 |
0.703699409199501 |
0.243325964236225 |
0 |
0 |
s.plus |
0.652871406736241 |
-0.134725428523614 |
0.685340053635212 |
0.855639264186372 |
1.25838408258176 |
1.13725487010092 |
s.noeq |
-0.41383484744404 |
-0.464172797711055 |
0.171406236791953 |
0.357572243693753 |
0.857565701550374 |
0.809142339421441 |
s.ivyp |
0.180711112831881 |
-0.112355763001308 |
0.386673487717739 |
0.41776619691745 |
0.874248974545241 |
0 |
s.dali |
-0.104141408689669 |
-0.47630050680083 |
0.187637128414184 |
0.385080309970205 |
0.950990394820177 |
0 |
s.brow |
0.17111333470927 |
-0.344573297897691 |
0.460684482572815 |
0.645172208751946 |
1.12656031076098 |
1.05180441937893 |
s.yale |
0.137159748876817 |
-0.333237997955822 |
0.275767358869539 |
0.532044835426306 |
1.04885240684464 |
0.696238257604291 |
s.seco |
1.45341315913873 |
0.0503732030782051 |
0.615118910847043 |
0.760281980203367 |
1.1330962908713 |
0.721721113864622 |
s.nobr |
0.757215872156334 |
-0.101351349174786 |
0.461709245746368 |
0.605118948443484 |
1.04794794101989 |
0.689122011828962 |
s.aron |
0.55911069150061 |
-0.345514205510465 |
0.333614140641033 |
0.551231925040146 |
1.00824564794931 |
0.688945758581083 |
s.lowv |
-0.144935194577576 |
-0.304218722666592 |
0.0791749122973487 |
0.489540759160881 |
0 |
0 |
s.bens |
1.1257583603414 |
0.0430877161366476 |
0.536333500085802 |
0.650012461289053 |
1.01461376160862 |
0.69156702306873 |
s.aggr |
0.836773466720756 |
-0.19066335411294 |
0.455451982760903 |
0.547421818617834 |
0 |
0 |
s.8020 |
1.59973430492824 |
0.10415488451631 |
0.71973904244785 |
0.944585993759903 |
1.36590185230182 |
0.865062953384161 |
s.7030 |
1.35500172431121 |
0.00996545226592847 |
0.651051847701241 |
0.901679134058499 |
1.35181414144806 |
0.870118037888585 |
s.smar |
0.670669344879331 |
-0.231123606769973 |
0.359414604551542 |
0.582013327503964 |
1.06540137581187 |
0.690488870163998 |
s.marg |
0.675198027940005 |
-0.200497941505023 |
0.418959913848876 |
0.558006123909218 |
0.978598169916499 |
0.649060533307393 |
s.coff |
0.22876391402346 |
-0.347586136066138 |
0.252535084961767 |
0.517592980455104 |
1.04161167818106 |
0.693345432637245 |
s.buyh |
0.0692019881231454 |
-0.399678996160165 |
0.225262498853031 |
0.412972951588736 |
0.885893002191185 |
0.632520433854763 |
s.swen |
0.143879560934063 |
-0.307391305658677 |
0.299131202520603 |
0.556442287042774 |
1.08287185806244 |
0 |
s.mode |
0.466185051751543 |
-0.349345865845618 |
0.317243174345148 |
0.553661464688967 |
1.0224016866744 |
0 |
s.lazy |
0.245653569743777 |
0.0181909992721474 |
0.350847431950422 |
0.374073534290998 |
0.820695406785062 |
0 |
s.have |
-0.251418423810678 |
-0.139718246317643 |
0.368729324164577 |
0.431702301635175 |
0.977541873469347 |
0 |
s.grah |
0.176219300338092 |
-0.219049842585148 |
0.282714373330892 |
0.432439838786169 |
0.960067991500562 |
0 |
s.couc |
0.827013630867868 |
-0.117963099366555 |
0.570112089043741 |
0.784703628438374 |
1.28483510609183 |
0.843825263708535 |
s.712 |
0.343822725276406 |
-0.194142035105103 |
0.311107517527196 |
0.348134462540159 |
0.766818287787816 |
0 |
s.6040 |
1.08504357036819 |
-0.09684207073074 |
0.567397795953838 |
0.846121907625301 |
1.32818433071474 |
0.873284657529795 |
s.5050 |
0.786478794997576 |
-0.21860930028089 |
0.464459093591967 |
0.772878409764082 |
1.28865605680291 |
0.871980631171355 |
Compare: Risk & Volatility
for period ending April 30, 2024
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
5.9% |
17.5% |
17.5% |
17.5% |
17.5% |
17.5% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
7.3% |
20.7% |
20.7% |
20.7% |
20.7% |
32.2% |
Global Equities (ACWI) |
9.4% |
25.7% |
25.7% |
25.7% |
25.7% |
|
U.S. Equities (SPY) |
8.3% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
U.S. Bonds (BND) |
4.9% |
16.5% |
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 |
7.68081177481774% |
21.2491676549859% |
21.2491676549859% |
21.2491676549859% |
21.2491676549859% |
38.5383826317269% |
s.tals |
10.1272167031161% |
19.8851569181084% |
19.8851569181084% |
19.8851569181084% |
19.8851569181084% |
41.6706925866126% |
s.talb |
9.16177703577198% |
22.8530592229256% |
22.8530592229256% |
22.8530592229256% |
22.8530592229256% |
41.0803178403685% |
s.talc |
7.45145179438765% |
19.9479812576535% |
19.9479812576536% |
19.9479812576535% |
19.9479812576536% |
0% |
s.wors |
2.72194968935477% |
15.5065009949781% |
15.5065009949781% |
16.4546077829839% |
0% |
0% |
s.talm |
8.17189174359832% |
16.6857771136184% |
16.6857771136184% |
16.6857771136183% |
16.6857771136183% |
0% |
s.swan |
4.05310949972622% |
14.1360435544852% |
23.8251806472743% |
31.9587008341005% |
0% |
0% |
s.plus |
7.74400613403562% |
24.0338000249949% |
24.033800024995% |
24.0338000249949% |
24.033800024995% |
24.033800024995% |
s.noeq |
9.60424434735658% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
s.ivyp |
7.99441826647651% |
17.0057549401921% |
18.0743500648006% |
18.0743500648006% |
18.0743500648006% |
0% |
s.dali |
5.84212585903513% |
17.8657209300906% |
17.8657209300906% |
17.8657209300906% |
17.8657209300906% |
0% |
s.brow |
5.91278400524896% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
s.yale |
10.5999576757034% |
25.5703482931964% |
25.5703482931964% |
25.5703482931963% |
25.5703482931963% |
42.1895203695544% |
s.seco |
9.26929713012811% |
24.5031265938134% |
24.5031265938134% |
24.5031265938134% |
24.5031265938134% |
49.2398695179376% |
s.nobr |
9.81248454833691% |
23.4371134799249% |
23.4371134799249% |
23.4371134799249% |
23.4371134799249% |
43.3168858951126% |
s.aron |
10.1655392205768% |
24.3315656230098% |
24.3315656230098% |
24.3315656230098% |
24.3315656230098% |
41.1066950804557% |
s.lowv |
2.62195217269929% |
13.2140634290601% |
13.2140634290601% |
13.2140634290601% |
0% |
0% |
s.bens |
7.55516321690045% |
19.803358398193% |
19.803358398193% |
19.803358398193% |
19.803358398193% |
45.0068170901498% |
s.aggr |
10.4997831442528% |
23.5042520500542% |
23.5042520500542% |
23.5042520500542% |
0% |
0% |
s.8020 |
8.21781003659818% |
22.7309971366694% |
22.7309971366694% |
22.7309971366694% |
22.7309971366693% |
42.1431235505138% |
s.7030 |
7.76986400226418% |
21.6915799933984% |
21.6915799933984% |
21.6915799933983% |
21.6915799933984% |
37.3434030624376% |
s.smar |
7.03977181192822% |
17.0956745283416% |
17.0956745283416% |
17.0956745283415% |
17.0956745283416% |
37.5883122524873% |
s.marg |
8.15674523453942% |
22.9713237665632% |
22.9713237665632% |
22.9713237665632% |
22.9713237665632% |
40.5491255372551% |
s.coff |
8.97451235467235% |
19.8029329136583% |
19.8029329136583% |
19.8029329136583% |
19.8029329136583% |
36.0054377232498% |
s.buyh |
8.13087313514714% |
18.7334558619386% |
18.7334558619386% |
18.7334558619386% |
18.7334558619386% |
35.7059512776552% |
s.swen |
10.4870736395262% |
25.0773505598873% |
25.0773505598873% |
25.0773505598873% |
25.0773505598873% |
0% |
s.mode |
8.71988062702556% |
21.5610627066683% |
21.5610627066683% |
21.5610627066683% |
21.5610627066683% |
0% |
s.lazy |
7.56885207092805% |
16.9750257613406% |
21.4236339877538% |
21.4236339877538% |
21.4236339877538% |
0% |
s.have |
7.07391390200464% |
15.0611819276938% |
15.0611819276938% |
15.0611819276938% |
15.0611819276938% |
0% |
s.grah |
7.03490849202566% |
18.1586683651339% |
18.1586683651339% |
18.1586683651339% |
18.1586683651339% |
0% |
s.couc |
6.29020178269054% |
19.3721339517937% |
19.3721339517937% |
19.3721339517937% |
19.3721339517937% |
28.7275569551771% |
s.712 |
7.86759044433551% |
16.047450733805% |
19.1057431243933% |
19.1057431243933% |
19.1057431243933% |
0% |
s.6040 |
7.32055248005687% |
20.6547799205925% |
20.6547799205925% |
20.6547799205925% |
20.6547799205925% |
32.2096947177191% |
s.5050 |
6.86987347701363% |
19.621025261549% |
19.621025261549% |
19.621025261549% |
19.621025261549% |
26.7230912531448% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
9.9% |
10.0% |
9.8% |
8.0% |
7.7% |
7.7% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
12.9% |
13.2% |
13.9% |
11.1% |
10.6% |
10.6% |
Global Equities (ACWI) |
16.7% |
17.6% |
19.5% |
16.0% |
17.0% |
|
U.S. Equities (SPY) |
17.5% |
19.1% |
20.9% |
17.1% |
16.8% |
16.5% |
U.S. Bonds (BND) |
7.1% |
7.0% |
6.3% |
5.0% |
4.5% |
4.5% |
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 |
15.0202499011139% |
15.5773605486654% |
16.3219097855264% |
13.1674770157889% |
13.871301104283% |
14.9614734332348% |
s.tals |
15.8416494497686% |
13.9836942112848% |
14.919593873926% |
12.5229567648902% |
12.6347681780078% |
13.9191429595064% |
s.talb |
15.1295498123208% |
14.7371684029491% |
14.9467086280893% |
12.2271635583221% |
12.0979560240426% |
13.2858891714382% |
s.talc |
13.3809861770699% |
13.3909015517878% |
13.4862484447013% |
11.1729980076742% |
11.1252270188541% |
0% |
s.wors |
4.22990245652557% |
5.17748261853326% |
5.66777652756795% |
5.54785672540732% |
0% |
0% |
s.talm |
14.7488638890999% |
14.9122367946724% |
15.5347057776273% |
12.7976706682849% |
13.3557032073046% |
0% |
s.swan |
12.2208972474934% |
14.371011114095% |
17.149583443184% |
14.2181486020485% |
0% |
0% |
s.plus |
13.1349533992162% |
13.9290749888605% |
13.9398840663229% |
11.3077795698585% |
10.8042437502732% |
10.5948009803986% |
s.noeq |
14.5819172402914% |
14.0332249094984% |
13.6217798443564% |
11.9622025642784% |
11.8582237790708% |
12.5498268996089% |
s.ivyp |
12.2497095260909% |
13.2307771942369% |
14.415926899344% |
11.599779180115% |
12.1475705421532% |
0% |
s.dali |
8.85092398594395% |
9.61796142434275% |
9.54597744245204% |
7.58359074804435% |
7.24386227686261% |
0% |
s.brow |
9.8792109420692% |
10.04856536334% |
9.77686389366548% |
7.99424517231253% |
7.70703631877508% |
7.7112680745282% |
s.yale |
15.4336131727305% |
15.190571722205% |
15.2884508313542% |
12.3886592241459% |
12.1844611541968% |
13.0771410137349% |
s.seco |
16.0413726413041% |
16.4379366096615% |
18.3975281304345% |
14.9615862850469% |
15.1999377825753% |
15.3811884381319% |
s.nobr |
15.5899167157216% |
15.4394854907923% |
16.940557580012% |
13.5690070710731% |
13.7668195161035% |
13.9178217905643% |
s.aron |
14.7834019594322% |
14.3778704231458% |
15.422471788941% |
12.578752349445% |
12.4281492229683% |
12.9540522865555% |
s.lowv |
5.78432097604188% |
7.62516444562439% |
8.0912853447114% |
7.01309229046219% |
0% |
0% |
s.bens |
12.9063500061423% |
13.9836900685813% |
15.6133312178933% |
12.7901191564971% |
13.2813406281508% |
13.7570024215263% |
s.aggr |
16.1169012967366% |
15.4109691616676% |
17.1778413278912% |
14.263157536306% |
0% |
0% |
s.8020 |
15.5399745659345% |
16.0223160035314% |
17.5078132699667% |
14.2114621554689% |
13.8482146912902% |
13.7531319042189% |
s.7030 |
14.1674562592257% |
14.5972361666045% |
15.6443540031665% |
12.6256629555079% |
12.1892114654893% |
12.1297356665134% |
s.smar |
11.6225545066328% |
11.4421260018946% |
12.9715693295004% |
10.4621039496611% |
10.5733302884298% |
11.0222158718824% |
s.marg |
12.1103753833087% |
13.4982145629063% |
14.4572350487867% |
11.6716801167136% |
11.8218504218629% |
12.2071277425005% |
s.coff |
13.7749271333987% |
12.87406013929% |
13.6069150485848% |
10.9318888261157% |
10.7812485063865% |
11.2796515649966% |
s.buyh |
11.5308791392663% |
11.6029878399212% |
12.4718847612346% |
10.0495740920068% |
10.2928532213669% |
10.8521966936548% |
s.swen |
15.4465524924755% |
15.1555339716337% |
15.1570864603728% |
12.3238223978035% |
12.1388454581698% |
0% |
s.mode |
13.0517141169205% |
12.8227875425323% |
13.6704981582803% |
11.0795075245331% |
11.088963029074% |
0% |
s.lazy |
12.9089024672777% |
14.4730156071488% |
16.5063375712128% |
13.0860919552926% |
13.2402940803981% |
0% |
s.have |
10.7179745293417% |
12.0658620657434% |
12.3962910532105% |
10.1903120077125% |
10.667877740252% |
0% |
s.grah |
11.5111732803866% |
12.0213661270685% |
12.7482533355608% |
10.0337833374372% |
9.87901288896742% |
0% |
s.couc |
10.4993288228526% |
12.1518470190675% |
12.5337831068998% |
9.99307804976903% |
9.5093516071648% |
9.65932663187997% |
s.712 |
12.2719006188256% |
12.5161815309623% |
14.2864316337413% |
11.5907919599004% |
11.960033335416% |
0% |
s.6040 |
12.8742226564872% |
13.2316812142796% |
13.8658617376669% |
11.1084329801893% |
10.6022652149044% |
10.5656518364978% |
s.5050 |
11.6640607840719% |
11.9328304289369% |
12.1836652710975% |
9.67254845790876% |
9.10106244323633% |
9.07557995806851% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
5.5% |
6.8% |
5.8% |
4.7% |
4.3% |
4.5% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
6.6% |
9.1% |
9.0% |
7.1% |
6.5% |
7.0% |
Global Equities (ACWI) |
8.0% |
11.7% |
12.7% |
10.4% |
10.6% |
|
U.S. Equities (SPY) |
8.3% |
12.5% |
13.2% |
10.8% |
10.2% |
11.0% |
U.S. Bonds (BND) |
4.2% |
5.2% |
4.3% |
3.3% |
2.9% |
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 |
8.07980935114599% |
10.2316001130224% |
10.481053503404% |
8.2214913257922% |
8.12359674467318% |
9.82264917413587% |
s.tals |
9.20536191226319% |
9.599266553494% |
10.327690203646% |
8.46574999788309% |
7.99987797153885% |
9.56894729000448% |
s.talb |
8.47169866168249% |
10.1874769517347% |
10.2398460449001% |
8.12037307338151% |
7.49848574413393% |
9.09151524299888% |
s.talc |
7.72483193749203% |
9.13595941396224% |
9.19591283009928% |
7.33762322495885% |
6.77470013913371% |
0% |
s.wors |
3.5820582508091% |
4.43741709835106% |
4.01454851281266% |
3.82562467767365% |
0% |
0% |
s.talm |
8.78646924875648% |
9.62457119262917% |
10.1404099442213% |
8.06715105024093% |
7.88583693398091% |
0% |
s.swan |
6.31296330211254% |
8.4101504104154% |
11.0497574634833% |
9.39775228425998% |
0% |
0% |
s.plus |
7.49403787945337% |
9.43112857113638% |
8.35435249318028% |
6.68500279016183% |
6.14661400576096% |
6.28548685248063% |
s.noeq |
9.15632981500958% |
9.71083502239877% |
8.5622034638116% |
7.51823792851983% |
7.0717339359402% |
7.97874809854458% |
s.ivyp |
6.99746457553087% |
9.12794051734723% |
9.96685781968745% |
7.94609745534147% |
7.82373600306703% |
0% |
s.dali |
4.9701308481286% |
6.97509415064661% |
6.50611678572992% |
5.04307603507817% |
4.53134280693959% |
0% |
s.brow |
5.52874998455316% |
6.76370441496464% |
5.80918824191826% |
4.69663717453087% |
4.33423714813039% |
4.54135493358675% |
s.yale |
8.8746383949329% |
10.7535876695584% |
10.4024518195361% |
8.28777958117413% |
7.61265452401777% |
8.98443661396922% |
s.seco |
7.85533558743367% |
11.0467807215953% |
12.00431399658% |
9.74802347435016% |
9.4773437983859% |
10.4369577519212% |
s.nobr |
8.30148893843743% |
10.3563281000276% |
11.1436504138859% |
8.96200111517621% |
8.61278683951649% |
9.40827896713825% |
s.aron |
8.06650689262927% |
10.1310095531605% |
10.2942588022034% |
8.37000815704478% |
7.79213404151508% |
8.80506650879832% |
s.lowv |
3.32792428931242% |
5.09492505966444% |
5.59700760809484% |
4.66557905728841% |
0% |
0% |
s.bens |
6.23250905812541% |
9.23382821571319% |
10.2481228229434% |
8.37198771104776% |
8.32088370380593% |
9.32071510322146% |
s.aggr |
8.41667975361676% |
10.2575710936111% |
11.2343720834678% |
9.29027794839289% |
0% |
0% |
s.8020 |
7.67038532068258% |
10.7797866317854% |
11.2444124928447% |
9.07088762828932% |
8.47238572564573% |
9.15993693447813% |
s.7030 |
7.12098944033772% |
9.93407861896687% |
10.0917710703542% |
8.07210110263255% |
7.44462658973717% |
8.05600096297596% |
s.smar |
6.01560752206456% |
7.67815391183179% |
8.77528743979833% |
6.98378960030924% |
6.65028919261391% |
7.51524255937461% |
s.marg |
6.40683054505081% |
9.55235231820968% |
9.71269499509115% |
7.79825049180394% |
7.45481421139777% |
8.39445389039566% |
s.coff |
7.78193610937845% |
8.88689246864879% |
9.25738515155301% |
7.33566443704681% |
6.78423377804602% |
7.67899687659153% |
s.buyh |
6.58528736965294% |
8.0307401143169% |
8.40504075591483% |
6.73179192860114% |
6.46421655883804% |
7.37542578889742% |
s.swen |
8.84643589862157% |
10.6049695932201% |
10.2485743253608% |
8.20313544373549% |
7.52973216539986% |
0% |
s.mode |
6.92814154643562% |
8.92093061912905% |
9.18406926097967% |
7.35415430798601% |
6.91889687692354% |
0% |
s.lazy |
7.3721713650692% |
9.89088817318956% |
11.3224955474065% |
8.94162778864998% |
8.55466993842432% |
0% |
s.have |
7.20668555702334% |
8.20919819508578% |
8.33530822040207% |
6.82794249295661% |
6.59075918056951% |
0% |
s.grah |
6.27466823125359% |
8.15953785540971% |
8.66108593949214% |
6.76864189428433% |
6.22511305615832% |
0% |
s.couc |
5.5081620148642% |
8.49927403802686% |
8.17708107219485% |
6.47437902123628% |
5.8214810895191% |
6.50969541824995% |
s.712 |
6.76113478786744% |
8.64228722204385% |
9.9059466620852% |
7.98090263827854% |
7.77153045544449% |
0% |
s.6040 |
6.59469408158789% |
9.11220139125864% |
8.99105868823343% |
7.11719848605199% |
6.46575749316795% |
6.99272216192261% |
s.5050 |
6.09264875779192% |
8.3157555607161% |
7.94801642479829% |
6.21427151520531% |
5.54619655666658% |
5.98090761110489% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.brow |
0.56 |
0.47 |
0.36 |
0.30 |
0.27 |
0.25 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.79 |
0.72 |
0.69 |
0.67 |
0.65 |
0.65 |
Global Equities (ACWI) |
0.98 |
0.93 |
0.94 |
0.94 |
1.00 |
|
U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
U.S. Bonds (BND) |
0.79 |
0.72 |
0.69 |
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 |
0.838857330893196 |
0.772724539249826 |
0.735001046069 |
0.670833348381576 |
0.700129417338127 |
0.743260343910488 |
s.tals |
0.950590775323543 |
0.739767068094421 |
0.716348481559241 |
0.687682055395483 |
0.703442519743303 |
0.759807396418299 |
s.talb |
0.933055382306557 |
0.798667951165746 |
0.729262152124618 |
0.683598908746928 |
0.678371166921473 |
0.732170604562839 |
s.talc |
0.818279202883877 |
0.712530232940744 |
0.657246107968391 |
0.621189746958217 |
0.619643165609179 |
0 |
s.wors |
0.101137996265398 |
0.159368099135353 |
0.08085099661074 |
0.0145315634075036 |
0 |
0 |
s.talm |
0.797012851872577 |
0.694520936198017 |
0.679792502613014 |
0.613518141479791 |
0.637864960390571 |
0 |
s.swan |
0.261940427267562 |
0.391364750776033 |
0.607256020380844 |
0.547413206786045 |
0 |
0 |
s.plus |
0.732795050094747 |
0.655022385700386 |
0.493501417414643 |
0.420201772102031 |
0.362393796800955 |
0.346653572848741 |
s.noeq |
0.83400494428429 |
0.638697949784558 |
0.459663697026803 |
0.360568801405734 |
0.3199733812731 |
0.364594092450247 |
s.ivyp |
0.742927596216286 |
0.677772101719512 |
0.683212485402565 |
0.655874434546232 |
0.695279310795685 |
0 |
s.dali |
0.535846146676754 |
0.502080403344367 |
0.438628955908303 |
0.388033779088575 |
0.357656010979292 |
0 |
s.brow |
0.559647754089061 |
0.472777919485664 |
0.361193199447438 |
0.30439363781511 |
0.266346093637595 |
0.254565224076195 |
s.yale |
0.95886035815575 |
0.82424152531893 |
0.742806825566993 |
0.701868685189089 |
0.693969804847653 |
0.740607497931024 |
s.seco |
0.94802790886083 |
0.87992311535885 |
0.896159992587266 |
0.887891110779756 |
0.913914253893016 |
0.927770523762846 |
s.nobr |
0.938375144896591 |
0.825498375155934 |
0.827924147656122 |
0.804763337320594 |
0.827804409634647 |
0.837517074403149 |
s.aron |
0.901050197925883 |
0.775418248863592 |
0.752185229087799 |
0.733634088196702 |
0.734492136270372 |
0.759119587040366 |
s.lowv |
0.324831807560282 |
0.367160131103858 |
0.376920322095534 |
0.366936050455255 |
0 |
0 |
s.bens |
0.777540085664163 |
0.737991257742516 |
0.763429281683931 |
0.759464694095039 |
0.800184008305135 |
0.822124786868565 |
s.aggr |
0.949136227233915 |
0.796275431955804 |
0.810019312192712 |
0.811455098254712 |
0 |
0 |
s.8020 |
0.920581648065297 |
0.865976742729896 |
0.857990536413075 |
0.846569107996632 |
0.839780949855229 |
0.839724946934439 |
s.7030 |
0.853311467614951 |
0.79470661917234 |
0.773926155853331 |
0.757031179543747 |
0.744934190605909 |
0.743376422507981 |
s.smar |
0.705701858204182 |
0.610330744609354 |
0.63883406625435 |
0.622784973749565 |
0.641219100219411 |
0.66490063783256 |
s.marg |
0.745968405697856 |
0.727255480672129 |
0.713288662447161 |
0.69315550231619 |
0.708420956958199 |
0.724458865400687 |
s.coff |
0.842800033493406 |
0.692270898792645 |
0.670866174140649 |
0.641737323908769 |
0.643416280362144 |
0.667685740379527 |
s.buyh |
0.712465005702499 |
0.610081928049351 |
0.608817221123764 |
0.588107501597478 |
0.612233219503995 |
0.63671930883693 |
s.swen |
0.964277587025789 |
0.819285951444692 |
0.73406534429907 |
0.695932775672986 |
0.688434952486444 |
0 |
s.mode |
0.800670138717131 |
0.692256877286665 |
0.671361206953658 |
0.649106321180244 |
0.659465763847241 |
0 |
s.lazy |
0.768177787619914 |
0.731674122311152 |
0.782964631256971 |
0.74368100478342 |
0.764294358176009 |
0 |
s.have |
0.493828721852576 |
0.505985628913484 |
0.50403437206779 |
0.450730103979809 |
0.482755625815976 |
0 |
s.grah |
0.682563432673848 |
0.617301854739903 |
0.615059426626542 |
0.580698930500855 |
0.576872405884151 |
0 |
s.couc |
0.655209888055375 |
0.663164880258837 |
0.621854098622817 |
0.597979734236467 |
0.574379807171652 |
0.575728029943555 |
s.712 |
0.727162401998015 |
0.646628470405311 |
0.686297126773391 |
0.666377340730197 |
0.70073731638158 |
0 |
s.6040 |
0.786041287164605 |
0.723436495614784 |
0.689861775293587 |
0.667493251090862 |
0.650087431356588 |
0.647027898081524 |
s.5050 |
0.718771106714259 |
0.652166372057228 |
0.605797394733843 |
0.577955322637978 |
0.555240672107268 |
0.550679373655067 |
Compare: Correlation
for period ending April 30, 2024
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
to Global Stocks (ACWI) |
0.88 |
0.88 |
0.73 |
0.63 |
0.55 |
|
to S&P500 (SPY) |
0.86 |
0.83 |
0.71 |
0.61 |
0.54 |
0.52 |
to U.S. Bonds (BND) |
0.91 |
0.90 |
0.88 |
0.85 |
0.78 |
0.77 |
to Commodities (DBC) |
-0.07 |
0.07 |
0.09 |
0.10 |
0.22 |
0.29 |
to Gold (GLD) |
0.49 |
0.65 |
0.71 |
0.72 |
0.76 |
0.75 |