Lazy Portfolio: Margaritaville

for period ending October 31, 2024



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  Overview

s.marg 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   Lazy Portfolio: Margaritaville gives investors access to an easy-to-implement, fixed allocation portfolio that uses a balanced approach that combines equities and fixed income securities. This portfolio recipe uses mutual funds and implements a Strategic Asset Allocation based on a balanced approach which uses a 67% equity 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 mutual funds.

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 three ETFs in this portfolio recipe. The three ETFs each represent an asset class. The steps to create this portfolio recipe are as follows:

  1. VizMetrics identifies the three asset classes corresponding to the Lazy Portfolio: Margaritaville methodology.

  2. VizMetrics chooses a mutual fund to represent each of the three asset classes.

  3. VizMetrics assigns a weighting (percent allocation) to each of the three mutual funds.

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 October 31, 2024

5-year graph s.marg 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.marg 11.7% -1.5% 24.6% 2.3% 7.5% 6.5% 7.5% 6.7%
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 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 Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 20.6841423461768% 0.0639318431052778% 37.3032585155892% 7.51469270942877% 10.7093632184262% 9.47369486143321% 10.6951590651236% 9.90341781323505%
s.tals 7.75376848396747% -1.79907750310625% 24.5237305062092% 0.544722830122102% 5.10801899016502% 5.51978799937209% 7.86366442522226% 6.50388963050716%
s.talb 10.4283156396744% -2.1885888251138% 27.3217389529196% 1.6504840052977% 6.24904281677201% 6.86049311400905% 9.08027770584452% 7.50075820561382%
s.talc 8.09382856615826% -2.24405212097343% 23.2012990848985% 1.99153972244652% 5.40474152860555% 6.54156546290623% 8.56532143031181% 0%
s.wors 7.81487302338821% 1.13456415967352% 9.22745393243831% -1.07133592164662% 1.70770199857309% -0.00325124707436508% -0.708868962752596% 0%
s.talm 18.1728815266224% -0.591109133973246% 33.3909874748597% 7.68312698743421% 9.09921395572546% 8.54084131187616% 9.98908388941122% 0%
s.swan 9.86134699778625% 0.566510601152163% 10.9945304345622% 8.47910827459064% 10.0441718260971% 4.85045007838047% 3.50637938781186% 0%
s.plus 16.9814882719696% -0.512571534931832% 32.1642172320978% 3.86429966259472% 8.58663835064062% 8.55030548383606% 8.969999520375% 9.06410601864593%
s.noeq 12.2718677390015% -1.50524457365559% 29.3004498427675% 0.69049371340355% 3.83626921613209% 5.26152549418577% 6.98041552200543% 7.6681266129222%
s.ivyp 8.34523294902345% -2.12001359687112% 19.9156846748807% 2.13956484312123% 7.0042778422577% 5.51881663137359% 6.89641505128571% 0%
s.dali 7.08769948308774% -1.44258998379912% 16.8606573607403% 0.21736265751231% 4.19034201425024% 4.3333507224451% 5.4343417652972% 0%
s.brow 12.4052196335757% -0.633540622171118% 23.7001267611895% 2.93328397242223% 5.80633850825369% 5.89665403090287% 6.45561107399599% 6.84361315055226%
s.yale 9.98692685951366% -1.93395226445068% 27.2202971306925% 0.30762799810593% 5.92008260930359% 6.42740346497801% 8.38524893341752% 7.33211601297574%
s.seco 16.3549080194703% -0.818734800559938% 32.9797218084323% 5.24275826612228% 10.8132632530997% 9.2171452335269% 10.302118769624% 8.48075425298307%
s.nobr 11.0964075865845% -1.45022019013098% 27.5132375578798% 3.12265049145635% 8.25139646600221% 7.40203220609201% 8.85358572815014% 7.49948655405079%
s.aron 9.87720951543185% -1.68662853507874% 25.5352137474289% 0.644665422089319% 6.56745215686338% 6.42661890721363% 8.00529088372135% 7.23118253742447%
s.lowv 10.3326215723728% -1.86682321554947% 16.2963375365763% 3.63706034758309% 3.82173789364073% 4.65097624514721% 0% 0%
s.bens 12.211280785431% -1.97558235325004% 24.9064443678159% 4.89642505868095% 8.95611589341578% 7.38649509270026% 8.32221649875509% 7.43175572542698%
s.aggr 10.9052763075941% -2.35002821836988% 25.9350872241247% 2.55767645083604% 8.39457979567753% 6.73749195551203% 0% 0%
s.8020 15.9821154598022% -1.09315207396923% 31.9859114473769% 5.59760249470949% 11.6266713930745% 10.3055573371773% 11.70715315405% 9.19766851913115%
s.7030 14.165905687546% -1.26361566569321% 29.1207581709851% 4.64283425562946% 10.1636527775568% 9.243256042613% 10.574153256657% 8.49309495391184%
s.smar 9.61413679298149% -1.07982472242108% 21.8259828394112% 3.11388946440994% 6.65247023454654% 6.15085507211748% 7.47188215106658% 6.56066082483355%
s.marg 11.6566259529543% -1.52120179879332% 24.6001079470735% 2.29285212417507% 7.54727692959247% 6.54765814111575% 7.49822163150695% 6.70884094430964%
s.coff 8.44177574083702% -1.51247873212534% 23.2512887278473% 1.43722989256161% 5.5849296693502% 5.86465179401172% 7.65077779572134% 6.64218544352635%
s.buyh 7.22712356184765% -2.1322195450309% 19.2907054290165% 1.21872307078934% 5.10862191927837% 4.88713151377722% 6.170955580205% 5.95579907778196%
s.swen 9.3689030351122% -2.90066641018345% 26.2628192910076% 0.504757668158606% 6.02455316232191% 6.54679799881637% 8.54877030723384% 0%
s.mode 9.60286548661162% -2.19618975061611% 23.7545656117756% 1.44873887074739% 6.29720851709925% 6.14960584261484% 7.52729105978485% 0%
s.lazy 7.73539076412313% -2.2598652620164% 19.7724733015303% 3.444074414706% 7.00444567548157% 5.22381093365518% 6.82024430352066% 0%
s.have 15.3363736853763% -1.7955863598885% 24.6832142658524% 5.70427988903321% 6.1509181113828% 5.85123675931409% 6.80319229574637% 0%
s.grah 7.46911417838674% -2.56889175671998% 19.5881647010069% 2.54258348492928% 5.42686722247321% 5.12868286125086% 6.49930101040235% 0%
s.couc 11.0744408504638% -1.2999382103868% 22.3938597115238% 2.98054557819107% 8.39832189498215% 7.3801712257981% 8.50762162970933% 7.14045460656958%
s.712 7.90653151174936% -1.59805597423601% 19.2414349510111% 2.175193416791% 6.40293487218062% 4.84555793223598% 6.03626804145463% 0%
s.6040 12.3702302112758% -1.43407925741719% 26.3059893301208% 3.67901540682476% 8.69205689462111% 8.16796434332603% 9.42883616045949% 7.76779252654587%
s.5050 10.5949459797207% -1.60454284914116% 23.5409241542848% 2.70647846979168% 7.21272270410367% 7.0802829309162% 8.27182562417514% 7.02233850973746%
Historical Return
 
s.marg 20.1% 15.1% 13.2% -16.9% 14.2%
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 October 31, 2024

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Maximum Drawdown vs. Annual Return
s.marg Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
s.marg Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
s.marg 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.marg risk vs. 60/40 Better Worse Worse Worse Worse Worse
s.marg return vs. 60/40 Worse Worse Worse Worse Worse Worse
Risk-Return Quadrant
SW SE SE SE SE SE
Risk-Return Direction 207° 161° 148° 158° 153° 127°
Risk-Return Magnitude 1.9 1.5 1.3 1.7 2.2 1.7
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.marg -7.4% -7.5% -6.1% -4.7% -4.5% -2.3%
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -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 1.20649507198457% -1.06890922414822% -2.92070357984327% -1.56268176532157% -1.71991308637293% 0.185610103272699%
s.tals -16.5900523692983% -9.23146393102619% -9.60783672683479% -6.41914947864655% -4.59245377598873% -3.30328979970007%
s.talb -12.5511809592227% -7.89623410990858% -8.14323076238653% -4.51052500338298% -2.50277246910166% -1.79715887279052%
s.talc -15.6018256569795% -7.8235615017542% -8.93452861069466% -4.42552265196178% -2.41421121242394% 0%
s.wors -21.3790465387812% -22.2287916974255% -16.5630535958905% -16.3667056823339% -18.2730900385186% 0%
s.talm -4.90629913250753% -0.77686413562725% -4.66406698780107% -2.58522062458899% -2.27384170872334% 0%
s.swan -24.7123929910851% 0.672221892834868% -3.85437939468215% -7.6604987505169% -10.4795123675226% 0%
s.plus 0.248789302486628% -5.44283146530605% -4.29425948905487% -1.47276139134157% -1.64821845376544% 2.39343909499958%
s.noeq -11.2843998063765% -9.11417522623094% -11.0731998686177% -6.61866267520292% -5.35982153408444% -1.18696125569804%
s.ivyp -14.190080795261% -7.81374456317011% -6.89570819133065% -6.07327600254715% -5.49398344579896% 0%
s.dali -14.0839773899998% -12.4818993419655% -10.0058305276184% -6.13068383153266% -4.10898599284653% 0%
s.brow -4.71678818609648% -7.5781046013648% -6.81409494087363% -3.22197245827866% -2.60222549811271% 1.68175186533915%
s.yale -12.1039454768838% -9.2761658751104% -8.61095058501038% -5.16382804832583% -3.51242549572819% -1.89950574387179%
s.seco -2.45173675742344% -3.71564866529526% -3.62960495621425% -2.91770279869867% -3.09105970717413% -1.63084780036109%
s.nobr -10.2094339565872% -6.1255388664336% -6.12789707144426% -4.44097707219559% -3.95846204453325% -2.09747081359422%
s.aron -11.2195150377157% -9.14598154021614% -7.76606323239417% -5.2204268082633% -4.18219254040014% -1.95779527830946%
s.lowv -9.33282968594399% -7.07926843802256% -10.5361408284019% -5.10566918145662% 0% 0%
s.bens -8.13922379957583% -4.13271085593083% -4.66517252790799% -4.07646931670451% -4.29380737957912% -2.09924744606553%
s.aggr -11.4022033358173% -6.7320566628817% -6.00346409937246% -5.51415814187639% 0% 0%
s.8020 -3.87532450469709% -3.30613487555573% -2.24706931351601% -1.14822844201925% -0.513158566817783% 0.0697110458381029%
s.7030 -5.54123445350212% -4.43507018727007% -3.12855306200451% -1.44998751309994% -0.53037714754956% 0.22552181059242%
s.smar -10.6227931650861% -6.86705205225262% -6.84521084687865% -4.56913759460301% -3.53310726238507% -1.80964656232321%
s.marg -7.42664810803034% -7.48916540234986% -6.14191904654945% -4.65289671647153% -4.46369513477172% -2.27033707179483%
s.coff -13.7101534962653% -8.69743883790533% -8.6562224195425% -5.27625104395761% -3.49287486597945% -1.85299633303636%
s.buyh -15.2731214693017% -9.50655468031177% -9.07594192889322% -6.40074130765909% -5.39588845472913% -2.62170696216386%
s.swen -13.6612835053798% -9.05931292744463% -8.45918611976139% -4.98440421571951% -3.25529305363102% 0%
s.mode -11.8055535099233% -8.69855495695984% -7.66001419257839% -4.92508521450194% -3.91249450978307% 0%
s.lazy -15.8413393906358% -5.90325281359315% -7.52731454165795% -6.97437524153779% -6.17961815512055% 0%
s.have -9.1517403931358% -3.02374854967156% -7.54649349755191% -5.00386666637644% -4.69824311955544% 0%
s.grah -15.6267287007165% -7.48735036045204% -8.67374183700541% -6.03206782404819% -4.59787435018539% 0%
s.couc -8.06868056514976% -6.95932189495084% -3.93455059953043% -2.21096447832112% -0.889070532645089% 0.134730545824066%
s.712 -14.4943133390795% -7.93153617317303% -7.65565640675306% -7.01006234484322% -6.56878574002765% 0%
s.6040 -7.42678246156231% -5.77073523303513% -4.23721342096716% -1.87742252913623% -0.612652090165581% 0.364276440747327%
s.5050 -9.5643000946398% -7.35733132885102% -5.65115638287334% -2.49057634178902% -0.810181264067722% 0.460725669630284%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg -4.2% -5.7% -4.3% -3.0% -2.8% -1.4%
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
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 7.50429616715562% -0.585671670016471% -1.53679976765638% 0.188676498251692% 0.535159875838298% 1.64212352534905%
s.tals -10.3116497582814% -7.48690145357868% -6.89914043785638% -3.9289551907248% -2.39472291597149% -1.88229023708427%
s.talb -9.43646754421323% -6.58722499622091% -6.04152515209146% -2.6096184861408% -0.888507208069536% -0.672283841639644%
s.talc -10.3188868084328% -5.90493917240566% -5.95670132844153% -2.25058362455258% -0.651602516217821% 0%
s.wors 4.95449363474245% -6.85486675163053% -2.36503172945933% -2.22896200912575% -2.10411458226966% 0%
s.talm 7.17821016652478% -0.105208711974476% -2.45459574595512% -0.0955167349288519% 0.633304626698374% 0%
s.swan 5.60034539931266% 1.84465888923807% -0.107095697286791% -3.04023185332635% -5.4450331309451% 0%
s.plus 3.19302517183971% -3.79044850861433% -0.877497680709603% 1.93648348202613% 2.9678854356409% 4.25348473692543%
s.noeq -2.03608310995021% -6.91893932893048% -5.43788777786063% -0.687497133464998% 1.61941525774362% 2.68704416603493%
s.ivyp -8.45080491560206% -5.63271423469144% -4.50346073648306% -3.6253582754008% -3.22961721503313% 0%
s.dali -5.78352551553435% -6.89058182668452% -4.47343795893471% -1.92594496670216% -0.490245800542674% 0%
s.brow 1.0840400607265% -4.03626143646975% -1.95616496414213% 0.541739091285343% 1.69695304862867% 2.84215479561718%
s.yale -9.14521623564118% -8.03574496669629% -6.49264991937256% -3.22886906920966% -1.74973646292832% -0.906179884406401%
s.seco -1.41980824001898% -3.31117120112646% -3.11250878881629% -2.44192633179068% -2.61762318773711% -1.36787217513359%
s.nobr -6.65633642573198% -5.22488778693905% -4.9049047480589% -3.34254391310813% -2.96798151619079% -1.5588139540904%
s.aron -7.57740313452562% -7.54662677730607% -5.72631349503533% -3.5415683708523% -2.63195389975383% -1.14605364470904%
s.lowv -0.150350768319852% -2.93657671972272% -4.04114798641088% -1.40405557795869% 0% 0%
s.bens -5.32392349557668% -3.12584613725138% -3.37685549149659% -2.90086912311165% -3.14677902867047% -1.50099204201928%
s.aggr -7.34384623021035% -5.71061817873441% -4.4543711687016% -4.07166953192987% 0% 0%
s.8020 -3.181568640693% -2.88437901713358% -1.88848006952938% -0.91754413600114% -0.368799017814647% 0.107150940113237%
s.7030 -4.24545841125341% -3.57295720295263% -2.37823992075463% -1.01801993077354% -0.300695545472603% 0.239644788546705%
s.smar -4.68890572338243% -4.41136299845421% -4.2106797548786% -2.62609670009821% -1.96538079929048% -0.995037435502727%
s.marg -4.18149523835804% -5.69179426596917% -4.27795225638741% -3.01853829098204% -2.82233094323344% -1.37472802685516%
s.coff -8.06957341584661% -6.40945327304365% -5.77479386594448% -3.11501143114896% -1.8402426526159% -0.945553466762528%
s.buyh -8.14385295768193% -6.32620686752282% -5.45907301643324% -3.53052695256525% -2.8974787705916% -1.36155054255397%
s.swen -11.2906696975035% -7.8271408892038% -6.30062676129335% -3.05569777497322% -1.5173136988553% 0%
s.mode -7.25603470382969% -6.41607854014855% -5.07623253788712% -2.93230228131924% -2.17195793489571% 0%
s.lazy -9.50920647756265% -4.56849781970369% -5.6843435695915% -4.85424295659757% -4.16965094764127% 0%
s.have 6.74347082196873% -1.41082114787723% -3.28928745719219% -1.07639614494254% -0.588037114334676% 0%
s.grah -7.41804604583139% -5.0400154694691% -5.2556920007451% -3.2210392692605% -2.14602359435667% 0%
s.couc -4.77799363491424% -4.72631525949118% -2.39264850075962% -1.15789510014302% -0.213017074281047% 0.346060664732409%
s.712 -7.13046384902633% -5.49313982868786% -5.03548267314063% -4.38276159381333% -4.14194101710551% 0%
s.6040 -5.25896374628618% -4.27058599849635% -2.87657703939798% -1.13148613026858% -0.24490927193504% 0.351409774833516%
s.5050 -6.22276541629075% -4.97693288226845% -3.38265246562305% -1.25734204288647% -0.200816438484321% 0.443023171677886%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 2.00 -0.13 0.36 0.43 0.59 0.47
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
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 2.54985659398309 0.216558673456073 0.532368667534188 0.625326995720721 0.767088956316704 0.630843417976568
s.tals 1.30732994516547 -0.225136283215692 0.194370581420607 0.331325162259453 0.583450036973667 0.411803897921576
s.talb 1.59843409052952 -0.14976237254126 0.267551704662223 0.444555162199466 0.7104075732769 0.501713400190011
s.talc 1.38324298577127 -0.150577856255845 0.220357149228398 0.444476213146811 0.711895959446087 0
s.wors 0.941076082521855 -0.89435609070379 -0.198819723729257 -0.317321456760858 -0.342772166383086 0
s.talm 2.13062153021819 0.228499351595839 0.444191033056134 0.563431163054806 0.731247810643402 0
s.swan 0.688086668645201 0.297590932056359 0.491393940118538 0.264577451353805 0.217196486947817 0
s.plus 2.51891196384194 -0.0217913256364551 0.451732222300751 0.622340756732818 0.761633161840438 0.747569009741167
s.noeq 1.68360183864211 -0.218554423055885 0.109164914987287 0.316482939322477 0.532021808742836 0.536551005234599
s.ivyp 1.49958398289389 -0.1513110144896 0.325546477197163 0.347085567119053 0.523791858106675 0
s.dali 1.5176408842153 -0.411845285044509 0.14314674159479 0.319503478997392 0.583712959926888 0
s.brow 2.20592536881338 -0.151135068796566 0.304644872678494 0.500381472527119 0.687238041056031 0.692364345312125
s.yale 1.63172216147403 -0.223433083638275 0.244166146416417 0.404954275425902 0.6467370633976 0.494176800470334
s.seco 2.31537665830207 0.081405387482637 0.504892665138937 0.552465650525659 0.68674293934039 0.520952008055978
s.nobr 1.77149031357676 -0.051707303362291 0.376568712681146 0.456029917613864 0.627856560913256 0.486223454489943
s.aron 1.70407600926462 -0.219195308025065 0.286493989537256 0.402761373494756 0.606793748415917 0.490211044327981
s.lowv 1.8986521532079 -0.131283742755425 0.111420470830411 0.382515373744758 0 0
s.bens 1.94047507435232 0.0480592742583409 0.44202736730782 0.474323337655569 0.605227140173809 0.486015803946111
s.aggr 1.68898946943549 -0.0839144330225007 0.382700833674727 0.39411721007904 0 0
s.8020 2.21730003856224 0.100730304968463 0.568408162568069 0.65339942267345 0.840743856425355 0.617648290549842
s.7030 2.11130993827955 0.0347176756632639 0.517804913746311 0.629098763965874 0.834356562560052 0.620773858411518
s.smar 1.76532878027882 -0.107508074163463 0.322037982228707 0.433314496403704 0.641459639199747 0.491817858900231
s.marg 1.9956304347805 -0.132023035394977 0.362353274501936 0.43255296513233 0.586785087622925 0.467994454774908
s.coff 1.52500479222468 -0.200353385801943 0.234129329702818 0.392076649229874 0.643526169485928 0.489366260814225
s.buyh 1.41820976187795 -0.248128208987137 0.206579127336315 0.319388788112424 0.521502964287897 0.440397956073364
s.swen 1.51998941366203 -0.211757060988567 0.251465032566138 0.41571611028012 0.662776085575751 0
s.mode 1.66734041295047 -0.20037818420192 0.284249968191046 0.413897456237026 0.618745384735532 0
s.lazy 1.37384779291122 -0.0435913149102287 0.304923282730129 0.300149660138608 0.485433029693025 0
s.have 1.86242192493511 0.0999478737639066 0.285598193803449 0.406692226876924 0.569092428183014 0
s.grah 1.39062790145285 -0.137298177732055 0.228944536426428 0.342236024023067 0.570166218750033 0
s.couc 1.95920636420164 -0.10971577637946 0.460550656632397 0.568339577394869 0.798505317272578 0.603189514197341
s.712 1.4780110187675 -0.16004054734843 0.28736141397201 0.290533381432111 0.455356251125952 0
s.6040 1.98613351618803 -0.0422519733124261 0.455289509851711 0.596778305004353 0.82327251202227 0.622640893664925
s.5050 1.8386902512187 -0.132391029971885 0.376921321955574 0.552730585432436 0.804030154732017 0.621511777814424
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 4.70 -0.17 0.51 0.62 0.87 0.66
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
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 6.62537484586568 0.307037668514809 0.78397875672102 0.961176036582172 1.23540494530062 0.936041302234545
s.tals 2.65473412930982 -0.308239388036579 0.270857882599278 0.469819921878023 0.877883740344262 0.584022904150049
s.talb 3.25854664448973 -0.200891481270186 0.372212433893944 0.635405681060809 1.07614943951498 0.711675879543809
s.talc 2.73744315474186 -0.203821875808116 0.306355371503439 0.638817677056773 1.08965262591183 0
s.wors 2.30321324389548 -0.979526587950909 -0.251927683212524 -0.425857349320361 -0.473918303787082 0
s.talm 5.61496289399111 0.333252282836248 0.648562392771709 0.862089234660367 1.17215692989087 0
s.swan 1.58919397160374 0.44975384785796 0.728605936753748 0.394974784452015 0.315164981270934 0
s.plus 7.32427431114736 -0.0297861508266642 0.684798048568652 0.988514436713364 1.25474633825829 1.20023747906382
s.noeq 3.80237633144247 -0.296772279984699 0.157897085268693 0.481481772059024 0.841834179700916 0.813295218011247
s.ivyp 2.95603408955236 -0.196894501180709 0.445682020267047 0.484311187956687 0.763228496976578 0
s.dali 3.23484831246731 -0.505223818405946 0.19063649501783 0.442126654925328 0.847544986710444 0
s.brow 5.85192865428442 -0.201146317177552 0.446843939603761 0.775024264762979 1.11242752730669 1.09627505706928
s.yale 3.49590082842997 -0.293257102590446 0.339678335129914 0.574924979622883 0.968936323532272 0.69753480938591
s.seco 5.77986815636215 0.11231992554514 0.740037265041285 0.814260482749247 1.04635695676922 0.749264932236742
s.nobr 4.19589938029694 -0.0714785279408172 0.546165067177227 0.663468358414174 0.952623021272098 0.700400494949958
s.aron 3.82696023902414 -0.288093226496794 0.405018807133599 0.575794451816314 0.908810147468895 0.699230357642055
s.lowv 3.86117917959522 -0.171612265363 0.147851070445782 0.533097496407371 0 0
s.bens 4.41261701756603 0.0658402815485309 0.637629644362452 0.690918684189992 0.910947220680367 0.696992308126173
s.aggr 3.82225486740158 -0.116211883102713 0.556574154384573 0.579637582663188 0 0
s.8020 5.10450156957656 0.138303820689424 0.843463060282678 0.977245578966604 1.30976032055433 0.902194771528821
s.7030 4.73525917100581 0.0469340705231577 0.759228933025385 0.93345197780732 1.29369140032776 0.905452653904976
s.smar 3.949196564352 -0.144497920350465 0.449865725804892 0.615447098071379 0.954092757628823 0.698552787504815
s.marg 4.69792147466209 -0.171635765028629 0.508043112483223 0.615451125973068 0.870712509404773 0.659989627415219
s.coff 3.2377470522351 -0.267175948727987 0.325303987854288 0.553976951984728 0.958524632641439 0.695179498569719
s.buyh 2.92230992684941 -0.325088331349261 0.286384243837248 0.449697248629919 0.771231785958886 0.625046002124201
s.swen 3.08397605879484 -0.279958110708814 0.351075872163825 0.59202974096155 0.998083563855925 0
s.mode 3.63199261493005 -0.264204783533383 0.397546819618016 0.589535468914592 0.925379597682741 0
s.lazy 2.66255677939054 -0.057733238890321 0.424070784336606 0.422464015260193 0.709123342054032 0
s.have 4.53955070118659 0.138833935317572 0.400418317637756 0.585696136857335 0.854921702559566 0
s.grah 2.9270673432133 -0.183117957742493 0.315639192771475 0.479748805166198 0.839798598099678 0
s.couc 4.09409841498164 -0.141670629791069 0.655677201420883 0.819788094457553 1.21390413421825 0.860211627015749
s.712 3.08054608643885 -0.20867235690827 0.393379464859988 0.404396742917053 0.658717118503796 0
s.6040 4.33342304305359 -0.0561843649716451 0.658309787864629 0.876610732460745 1.26765951186443 0.906107951923653
s.5050 3.89886925233795 -0.173039272201986 0.536231653714871 0.801564931082231 1.22530233061982 0.901211774126962



  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 2.8% 23.0% 23.0% 23.0% 23.0% 40.5%
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% 15.8% 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 3.09889492095216% 21.2491676549859% 21.2491676549859% 21.2491676549859% 21.2491676549859% 38.5383826317269%
s.tals 5.07680335820406% 19.8851569181084% 19.8851569181084% 19.8851569181084% 19.8851569181084% 41.6706925866126%
s.talb 4.89774626518515% 22.8530592229256% 22.8530592229256% 22.8530592229256% 22.8530592229256% 41.0803178403685%
s.talc 4.85427324703379% 19.9479812576536% 19.9479812576535% 19.9479812576536% 19.9479812576535% 0%
s.wors 0.907797712423453% 15.5065009949781% 15.5065009949781% 15.5731512036611% 29.660919143404% 0%
s.talm 2.66689572906077% 16.6857771136183% 16.6857771136183% 16.6857771136184% 16.6857771136184% 0%
s.swan 2.54574079171985% 14.1360435544852% 23.8251806472743% 23.8251806472743% 40.5649808323689% 0%
s.plus 2.55893839141765% 24.0338000249949% 24.0338000249949% 24.033800024995% 24.0338000249949% 24.0338000249949%
s.noeq 3.80149465998748% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541%
s.ivyp 3.26219177037363% 17.0057549401921% 18.0743500648006% 18.0743500648006% 18.0743500648006% 0%
s.dali 2.33381909641995% 17.8657209300906% 17.8657209300906% 17.8657209300906% 17.8657209300906% 0%
s.brow 2.06101041746747% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624%
s.yale 4.57812479127249% 25.5703482931963% 25.5703482931964% 25.5703482931963% 25.5703482931964% 42.1895203695544%
s.seco 3.61339965389025% 24.5031265938134% 24.5031265938134% 24.5031265938134% 24.5031265938134% 49.2398695179376%
s.nobr 3.96364640956979% 23.4371134799249% 23.4371134799249% 23.4371134799249% 23.4371134799249% 43.3168858951126%
s.aron 3.82229744877046% 24.3315656230098% 24.3315656230098% 24.3315656230098% 24.3315656230098% 41.1066950804557%
s.lowv 1.86682321554947% 13.2140634290601% 13.2140634290601% 13.2140634290601% 0% 0%
s.bens 2.79366457887916% 19.803358398193% 19.803358398193% 19.803358398193% 19.803358398193% 45.0068170901498%
s.aggr 3.23601813769979% 23.4882095717043% 23.5042520500541% 23.5042520500542% 0% 0%
s.8020 3.95637769181156% 22.7309971366694% 22.7309971366694% 22.7309971366694% 22.7309971366694% 42.1431235505138%
s.7030 3.76257731109174% 21.6915799933984% 21.6915799933984% 21.6915799933984% 21.6915799933984% 37.3434030624376%
s.smar 3.09593630173204% 17.0956745283415% 17.0956745283416% 17.0956745283416% 17.0956745283415% 37.5883122524873%
s.marg 2.79303912079731% 22.9713237665632% 22.9713237665632% 22.9713237665632% 22.9713237665632% 40.5491255372551%
s.coff 4.1857852315738% 19.8029329136583% 19.8029329136583% 19.8029329136583% 19.8029329136583% 36.0054377232498%
s.buyh 3.08079387273251% 18.7334558619386% 18.7334558619386% 18.7334558619386% 18.7334558619386% 35.7059512776552%
s.swen 4.61423736140189% 25.0773505598873% 25.0773505598873% 25.0773505598873% 25.0773505598873% 0%
s.mode 3.25694119667856% 21.5610627066683% 21.5610627066683% 21.5610627066683% 21.5610627066683% 0%
s.lazy 3.48912421907071% 16.9750257613406% 21.4236339877538% 21.4236339877538% 21.4236339877538% 0%
s.have 2.25997199583174% 15.0611819276938% 15.0611819276938% 15.0611819276938% 15.0611819276938% 0%
s.grah 2.92384912442127% 18.1586683651339% 18.1586683651339% 18.1586683651339% 18.1586683651339% 0%
s.couc 3.01727223956736% 19.3721339517937% 19.3721339517937% 19.3721339517937% 19.3721339517937% 28.7275569551771%
s.712 2.77594975915834% 16.047450733805% 19.1057431243933% 19.1057431243933% 19.1057431243933% 0%
s.6040 3.56877693037189% 20.6547799205925% 20.6547799205925% 20.6547799205925% 20.6547799205925% 32.2096947177191%
s.5050 3.37497654965206% 19.621025261549% 19.621025261549% 19.621025261549% 19.621025261549% 26.7230912531448%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 10.4% 13.6% 14.5% 11.7% 11.5% 12.2%
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 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 13.9996225250591% 15.8649749168709% 16.5481681002976% 13.2806866222605% 13.5741698469358% 15.0522238521306%
s.tals 16.3171748114411% 14.7199647788171% 15.402621931408% 12.5555867581915% 12.4598604799417% 13.9818944661002%
s.talb 15.2053972119614% 14.9994586595664% 15.3139851953658% 12.3086442072222% 11.8875487038539% 13.3427684468065%
s.talc 14.1495819785452% 13.7755695632126% 13.8561347677825% 11.288432392613% 10.9340554175969% 0%
s.wors 4.31446305517358% 5.66770099886376% 5.81294147851501% 5.70907022484353% 5.49042014968623% 0%
s.talm 14.6261639787438% 15.3781821653963% 15.8817177849862% 12.9391581069624% 13.1235428336418% 0%
s.swan 8.90417940977244% 13.7563984919975% 16.7352523013269% 14.0327916943847% 14.2290417214685% 0%
s.plus 11.66938274785% 14.0103564216765% 13.7059159858747% 11.3929158654585% 10.7864646147551% 10.6809681598103%
s.noeq 15.8097074953831% 14.5828777458286% 13.5182946045458% 12.1285175269596% 11.7782379596555% 12.6248688932916%
s.ivyp 10.3940161644262% 13.1562213004787% 14.4785350383078% 11.6227146375753% 11.8092476698696% 0%
s.dali 7.9938370162437% 9.71503832276744% 9.58915557549382% 7.59519166026115% 7.14169400683548% 0%
s.brow 8.86852095465572% 10.2686821436082% 9.63870861203473% 8.05329075940954% 7.68935117331824% 7.773597576397%
s.yale 14.7887398552057% 15.3454263399986% 15.5298765155958% 12.4423336389837% 11.9287102999801% 13.1222339816051%
s.seco 13.1866774249844% 16.469847630954% 18.2695936967037% 15.0268548080428% 14.8339491521672% 15.4291198096199%
s.nobr 13.733765618047% 15.569438564168% 16.9188098820079% 13.6424061800267% 13.4590654912481% 13.9559613860355%
s.aron 12.914232197067% 14.6422519593064% 15.4350259947512% 12.5679658109328% 12.1295616237695% 12.9816063680791%
s.lowv 6.02729410242932% 8.04111065444124% 8.32630121985015% 7.12904880742538% 0% 0%
s.bens 10.8745107117917% 14.0561461921901% 15.4722055402431% 12.8506311086383% 12.9293543882053% 13.7837073823802%
s.aggr 13.3244535434143% 15.6990257882116% 17.0588449308063% 14.28696045031% 0% 0%
s.8020 13.2553768485076% 15.9293506253741% 17.4329161851979% 14.2595899546401% 13.6778914413675% 13.8213372838335%
s.7030 12.3096256347569% 14.5804609584915% 15.616523251585% 12.6772063023116% 12.052111828107% 12.195099506961%
s.smar 9.97753723921297% 11.6890941973605% 12.9529315457311% 10.4909513501961% 10.2902937278398% 11.0558099697955%
s.marg 10.3763058744722% 13.6237941182106% 14.4648905183682% 11.7280333592958% 11.5210297159172% 12.2440272056139%
s.coff 12.7587132149458% 13.2150129939675% 13.7444794197319% 10.9764562393729% 10.5669353863874% 11.325931477341%
s.buyh 10.5250737441173% 11.944722192802% 12.5479590800061% 10.1149199740611% 10.0260410683377% 10.8893777801624%
s.swen 15.2100576445022% 15.3561945082664% 15.4393222286211% 12.4029934659448% 11.8918802167022% 0%
s.mode 11.9508510012067% 13.1709535993385% 13.7926142775597% 11.1293835016511% 10.8441775929283% 0%
s.lazy 11.2999815046674% 14.4780449797364% 16.5844252370016% 13.10851366976% 12.8787733800708% 0%
s.have 11.1996193745804% 12.8511700947515% 12.7773444482745% 10.4169126031238% 10.4290734496254% 0%
s.grah 10.9986174023264% 12.4202067041284% 12.879704215472% 10.1618960998656% 9.68663154443594% 0%
s.couc 9.28035227327839% 12.0946117679856% 12.6004782153264% 10.0171791239334% 9.42605716261906% 9.70562486159031%
s.712 10.0311754060076% 12.613429801012% 14.2686002159486% 11.5754381288897% 11.6125872150926% 0%
s.6040 11.4363538919819% 13.2912115428185% 13.8863603540066% 11.1660996556624% 10.4983484570118% 10.6301449456757%
s.5050 10.6387987373694% 12.0689045320777% 12.2518937491498% 9.73963321419919% 9.03101321174692% 9.14129015811531%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 3.9% 9.5% 9.7% 7.8% 7.4% 8.4%
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 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 4.80838919489034% 10.146870941949% 10.5823675404954% 8.13583631371702% 8.06629268067735% 9.85103418380575%
s.tals 7.53229001826495% 9.72340417102045% 10.44896354166% 8.40062312583683% 7.93623897027426% 9.57262877381013%
s.talb 6.95769567151242% 10.1943198578529% 10.3813379513213% 8.13454586408407% 7.47578604970394% 9.11475986086893%
s.talc 6.67142675065383% 9.15231145960546% 9.32620149067122% 7.37184822173588% 6.76694090847454% 0%
s.wors 0.868904104398135% 4.37569651882921% 3.96974259986272% 3.79994270788794% 3.63339434487561% 0%
s.talm 4.88959523868513% 9.42766681517055% 10.2269327030571% 7.95992891859398% 7.8282674016347% 0%
s.swan 3.22173349755919% 8.24524269843839% 10.8888141738886% 9.07671073759293% 9.5934059368356% 0%
s.plus 3.42394119303338% 9.30486851327447% 8.32065115729256% 6.64070042629283% 6.14700309982919% 6.30339327556691%
s.noeq 6.39709856251015% 9.72539969300635% 8.57963391168581% 7.43860752295667% 7.04863088840083% 7.99634297813935%
s.ivyp 4.71945651777203% 9.13293177677088% 9.99699525623374% 7.88422233693285% 7.78336878155955% 0%
s.dali 3.18649015836163% 6.99409519605079% 6.55573989240076% 4.99276486991194% 4.53490748935867% 0%
s.brow 2.71346368929795% 6.71158735243451% 5.80354413048312% 4.6379389516039% 4.3309247016067% 4.55090930693207%
s.yale 6.39250601993126% 10.7250854482095% 10.5031056241559% 8.26976485315766% 7.57573403256934% 8.99971057289392%
s.seco 4.83414756836351% 10.9655721864321% 11.8564049539483% 9.74786268398284% 9.40602156278953% 10.4425577808391%
s.nobr 5.30518048579379% 10.2885682411694% 11.0676322922957% 8.93554745465723% 8.54211144730641% 9.40704002401418%
s.aron 5.22687297952364% 10.1860194977459% 10.2792584118173% 8.322541938463% 7.73993083755129% 8.80617368482387%
s.lowv 2.45818719891327% 5.11875960037302% 5.6863953644699% 4.68114899457517% 0% 0%
s.bens 4.22223335604392% 9.23944645573317% 10.1114283005597% 8.37179997599003% 8.26843832405049% 9.32578263436092%
s.aggr 5.26539050302019% 10.3015814620026% 11.0889763644139% 9.24653132367104% 0% 0%
s.8020 5.31991329439848% 10.6666096730257% 11.1371301180716% 9.08111978226107% 8.43431015128463% 9.17410981681706%
s.7030 5.03942520031024% 9.85398858232747% 10.0330196707924% 8.08350017399907% 7.41869409658859% 8.07027934653562%
s.smar 3.94874704472276% 7.69119537272697% 8.71167920998708% 6.96059126963067% 6.60194730076879% 7.51953199748472%
s.marg 3.90399284973222% 9.53793058680437% 9.69145826645929% 7.77764270074954% 7.41766159274372% 8.40111735181776%
s.coff 5.51046558997383% 8.92391902608283% 9.28537612456622% 7.31115104644242% 6.7423022657106% 7.68842867526433%
s.buyh 4.52019880701899% 8.11022441583299% 8.42187618869426% 6.71701435574887% 6.43423814633835% 7.38794558516397%
s.swen 6.98729255903829% 10.6320888021191% 10.389894537233% 8.21122671224344% 7.50651063065039% 0%
s.mode 4.91469409059493% 8.99971386766307% 9.23166512359472% 7.34273076244511% 6.89518941159163% 0%
s.lazy 5.26261079368056% 9.95722742606388% 11.3621169313691% 8.88003225891788% 8.49548938080015% 0%
s.have 3.89686472479139% 8.20926825538657% 8.46913622859502% 6.75950321285221% 6.60134315018756% 0%
s.grah 4.64465013064571% 8.29248059217904% 8.72517798465874% 6.78499619481556% 6.2189395494463% 0%
s.couc 3.96531186377837% 8.43540860194882% 8.19692819656153% 6.45772373535661% 5.81616833166604% 6.52114397909128%
s.712 4.19529381655461% 8.69077294034823% 9.86488328694026% 7.88838711422777% 7.71847135069329% 0%
s.6040 4.78361761570569% 9.06659574499579% 8.97633182762798% 7.13170992308123% 6.45210868887353% 7.00856737651349%
s.5050 4.55281138019696% 8.30650987953393% 7.9718168599342% 6.23431261755231% 5.5453810299726% 5.99995290581189%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
s.marg 0.72 0.74 0.72 0.69 0.70 0.72
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 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 0.75478560043522 0.774777645375476 0.756600160198586 0.665661977345027 0.688442986898479 0.744779465127519
s.tals 0.908813389692967 0.757025347993786 0.736689181715411 0.680786787479593 0.696180897795116 0.7590722293268
s.talb 0.967618810267068 0.810247229006638 0.76029946352222 0.682760789535467 0.673404600707777 0.734679272067647
s.talc 0.868591056119725 0.722123721706805 0.682895636317195 0.620130982706561 0.614273159986172 0
s.wors -0.0258711540268768 0.176449730517595 0.0756857193803709 0.0135269947636321 -0.000876619561731007 0
s.talm 0.645110001070334 0.694195477724486 0.698921389805741 0.605739091415858 0.625193682867325 0
s.swan 0.00841904397990342 0.396201522814449 0.582077994835604 0.536853938960812 0.593391542329034 0
s.plus 0.729470062760232 0.659696172749689 0.524834243052239 0.418898315663013 0.361438730456868 0.349860726532749
s.noeq 0.801808823081323 0.647993430195047 0.50900741371227 0.357484512386045 0.31101719573757 0.369369474016725
s.ivyp 0.710976564776032 0.690048816035546 0.695083283189287 0.652650935727282 0.685771597932941 0
s.dali 0.535972371848717 0.518482786935812 0.458157945919756 0.386147368431884 0.355341519728807 0
s.brow 0.535113111970168 0.482740888185828 0.383074138966514 0.30260116848345 0.263644920891047 0.257254559042295
s.yale 0.955609152648933 0.837535205236869 0.770476784485844 0.699958234998342 0.686475732740346 0.742147371228368
s.seco 0.895483867333428 0.891911935536672 0.896525523829717 0.884975716184577 0.905487856862997 0.926444666504402
s.nobr 0.888451165741945 0.83861090763142 0.8324222225185 0.80049512608689 0.819119956730051 0.835994335558007
s.aron 0.856126452340082 0.798259976648687 0.76056585703798 0.72877274876643 0.725976814011031 0.758048652484509
s.lowv 0.346435601136557 0.380496593358879 0.39143682601242 0.367277583992747 0 0
s.bens 0.767979191366362 0.754609890265594 0.763832019737751 0.758258140039652 0.791391328056292 0.821625216869053
s.aggr 0.861212879715188 0.818146042048745 0.80681739781271 0.806461487148506 0 0
s.8020 0.918969933985235 0.873331200573568 0.862317424227538 0.844701037064824 0.839126511019825 0.839681478607818
s.7030 0.863882242634339 0.804586970086843 0.781236897763464 0.755848122445728 0.744663603927995 0.74388172982609
s.smar 0.654349410787665 0.626253590232243 0.641383708017782 0.618727063020476 0.631602112157747 0.66402620549975
s.marg 0.723671903087206 0.744893192404691 0.721532883775277 0.691637053858994 0.701069992962798 0.724439358206207
s.coff 0.801329565777812 0.709263853178024 0.682752402556596 0.637453436385219 0.635829966033731 0.667693157726295
s.buyh 0.682475494084186 0.631335346259653 0.616769851785024 0.585535743558815 0.602594932084 0.636747948740408
s.swen 0.991940779973323 0.834571911529693 0.763182926395803 0.694990367229005 0.681056860568044 0
s.mode 0.791840888652906 0.713947066253394 0.68389518570861 0.646898764319357 0.652206469774149 0
s.lazy 0.738965648257882 0.752105109796804 0.793474598346458 0.738922166425076 0.753711636179028 0
s.have 0.392097415968279 0.520330984128787 0.522840637043712 0.447887995524558 0.47068817161615 0
s.grah 0.669375421552262 0.641063461537876 0.626338999523174 0.579259821940557 0.569318714868481 0
s.couc 0.67444123694894 0.673154395968118 0.635370549266455 0.596658955898997 0.575241925923968 0.576897306119477
s.712 0.649976382692915 0.663204551313586 0.68930826621446 0.660424169722126 0.689875134399521 0
s.6040 0.808794551283441 0.735842739600118 0.700156371299389 0.666995207826632 0.650200696836165 0.648081981044363
s.5050 0.753706859932545 0.667098509113393 0.619075844835315 0.578142293207536 0.555737789744336 0.552282232262635



  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.98 0.99 0.99 0.99 0.98
to S&P500 (SPY) 0.94 0.96 0.96 0.96 0.95 0.95
to U.S. Bonds (BND) 0.88 0.83 0.70 0.53 0.41 0.39
to Commodities (DBC) -0.54 0.21 0.45 0.44 0.54 0.54
to Gold (GLD) -0.03 0.41 0.33 0.21 0.24 0.24