VizMetrics Permanent Plus Portfolio
for period ending August 31, 2024
THIS IS USING THE T FREE TEMPLATE
Quick Links
Overview
s.plus 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 VizMetrics Permanent Plus Portfolio gives investors access to a static portfolio that uses an allocation that is easy to implement with upside potential in a variety of market conditions. This portfolio recipe uses exchange-traded funds and implements a Strategic Asset Allocation approach based on Harry Browne's Permanent Portfolio allocation except with the cash component omitted.
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 three exchange-traded funds (ETFs) which represent three major asset classes: U.S. Large Cap Growth Equity, U.S. Long Term Treasury Bonds, and Gold. The percentage allocation (i.e., weighting) to each of these three ETFs is fixed at one-third (33.33%) 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 three ETFs in this portfolio recipe. The 3 ETFs each represent a major 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 removes Cash from the allocation to allow a higher return while increasing risk.
- VizMetrics chooses an exchange-traded fund (ETF) to represent each of the three remaining asset classes. The ETFs chosen to represent the asset classes are as follows: IWF, TLT, GLD.
- VizMetrics assigns an equal weighting (percent allocation) to each of the three ETFs.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.
How to Invest
Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.
Discover High Return, Low Risk Portfolios. Upgrade Your Subscription
Get access to s.plus updated monthly allocation. Upgrade your subsrciption for only $15/month. Cancel Anytime.
How to Rebalance
Update frequency: This portfolio recipe does not change monthly. However, since some portfolio ingredients increase 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 August 31, 2024
5-year graph
●
s.plus
●
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.plus |
13.8% |
2.1% |
21.0% |
3.0% |
7.9% |
8.0% |
9.1% |
9.1% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
12.1% |
1.9% |
18.4% |
3.9% |
9.1% |
8.2% |
9.5% |
7.9% |
| Global Equities (ACWI) |
15.9% |
2.5% |
23.4% |
5.8% |
12.2% |
8.9% |
9.7% |
|
| U.S. Equities (SPY) |
19.3% |
2.3% |
26.9% |
9.3% |
15.8% |
12.9% |
14.1% |
10.6% |
| U.S. Bonds (BND) |
3.2% |
1.5% |
7.3% |
-2.2% |
-0.1% |
1.6% |
2.5% |
3.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| s.talg |
16.5702925429269% |
3.14805351987732% |
25.6468998357799% |
6.42687032837335% |
10.3886909082137% |
8.90601170374756% |
10.7534478680931% |
9.9597811162476% |
| s.tals |
8.01540757190444% |
1.47462050620215% |
15.2777405749434% |
0.85742062979941% |
5.71699388596503% |
5.68789022456564% |
7.91106437149105% |
6.7427185952998% |
| s.talb |
10.463945872012% |
2.93405020756537% |
18.0430135433772% |
1.91160373788315% |
6.72773060618914% |
7.01635693651934% |
9.19540318592549% |
7.6757354310319% |
| s.talc |
8.31981200088168% |
2.78484822249488% |
16.3706485488705% |
2.1889977621824% |
5.83244666844729% |
6.77129096850322% |
8.70667258881603% |
0% |
| s.wors |
3.78577202600576% |
0.548391586592565% |
3.98952057965611% |
-2.42951704312755% |
0.58383208213344% |
-0.570167369290187% |
0% |
0% |
| s.talm |
14.868944313522% |
3.68843662785327% |
22.8850328811377% |
6.52518809479183% |
9.0421675010411% |
8.12209229745322% |
10.0984540930028% |
0% |
| s.swan |
7.57631650649739% |
-0.751246673062662% |
7.41460006620902% |
8.95326198906794% |
9.71529118726031% |
3.42697951838649% |
3.77428989994903% |
0% |
| s.plus |
13.8097060329754% |
2.07669330741745% |
20.9700857187993% |
2.9641441408996% |
7.86111757593788% |
7.97852903677263% |
9.0588795758993% |
9.09841165245786% |
| s.noeq |
10.1860014361601% |
3.14025772778128% |
17.7718405293478% |
-0.0666553759822497% |
3.33650456566079% |
4.88472178581649% |
7.11269661461684% |
7.79590826670735% |
| s.ivyp |
8.53113772892171% |
1.8386153020307% |
12.9576901874727% |
2.98405923538845% |
7.70365972949945% |
5.29808759203643% |
7.10189268832093% |
0% |
| s.dali |
6.69033420181147% |
1.33186818980728% |
11.1200889182033% |
0.27648643130378% |
4.15662402001304% |
4.10293485427338% |
5.6474125371468% |
0% |
| s.brow |
10.3932539983966% |
1.80597855083733% |
16.0259874208049% |
2.25775934131749% |
5.39302952585106% |
5.49856295478746% |
6.52399449968755% |
6.89768727110138% |
| s.yale |
9.98707069568032% |
2.58535545961773% |
16.9236533206319% |
0.487946108719961% |
6.38476548010241% |
6.40062006422848% |
8.53149719163662% |
7.53823733812264% |
| s.seco |
15.0997437962446% |
2.14149176999417% |
22.515874667771% |
5.14563835286435% |
11.4681215653074% |
8.96067345808098% |
10.3650067689761% |
8.63742459526933% |
| s.nobr |
11.3712428542192% |
1.80828075821379% |
18.3123142239608% |
3.37755906206982% |
8.99654990886574% |
7.2686423480139% |
8.97456773959189% |
7.74679254296875% |
| s.aron |
9.51127556036375% |
1.35791649801413% |
15.7968455536247% |
0.593376678623292% |
7.09814051964781% |
6.24092713880924% |
8.11793063797228% |
7.4232921961858% |
| s.lowv |
11.3379643822125% |
3.21006015116469% |
15.3463472782009% |
3.62450311922999% |
4.28866229249107% |
4.7298414491654% |
0% |
0% |
| s.bens |
12.4086304892107% |
1.96742451697393% |
18.372390070183% |
5.37243978453394% |
9.83016204824918% |
7.2357936051042% |
8.48566697072215% |
7.65979869789211% |
| s.aggr |
10.5211771055338% |
1.48193907818263% |
16.4721782255099% |
2.40896083815554% |
9.12351680297074% |
6.40789297448905% |
0% |
0% |
| s.8020 |
15.0913176746608% |
1.99532438853171% |
22.2596478033888% |
5.8113551844142% |
12.1330200815407% |
10.2760644207431% |
11.7525121773666% |
9.31781052057947% |
| s.7030 |
13.5645076114742% |
1.92720531560015% |
20.3261272523426% |
4.84444659313779% |
10.626673584312% |
9.23594192028376% |
10.6364329406589% |
8.61245824773944% |
| s.smar |
9.17565224958408% |
1.48272233504079% |
15.0305501196863% |
3.06734083416049% |
7.20541696081176% |
6.06261928296281% |
7.54736953693054% |
6.69625314072286% |
| s.marg |
11.2486837759617% |
1.82728951202736% |
16.827640309706% |
2.33674754666366% |
8.0898625758731% |
6.27669015422185% |
7.65585984304702% |
6.8786517240673% |
| s.coff |
8.39687747458087% |
1.75059721929777% |
14.6866488464644% |
1.53998660118502% |
6.10845635324919% |
5.84760711505989% |
7.73391447848342% |
6.80861012709053% |
| s.buyh |
7.63503651949708% |
1.68592272643983% |
12.7647251952396% |
1.30438504191541% |
5.80401492711489% |
4.80405210594013% |
6.31756241501673% |
6.15921892879727% |
| s.swen |
10.1070733538362% |
2.63522546282953% |
16.9739075910911% |
0.950020895460213% |
6.65187210079361% |
6.59400055714372% |
8.72147946390351% |
0% |
| s.mode |
9.49246148116298% |
1.59689683225756% |
15.7155207768499% |
1.47535012117896% |
6.80854370067736% |
6.05485409565538% |
7.66598915668681% |
0% |
| s.lazy |
8.75156228625407% |
1.85093580440354% |
13.7485957625474% |
4.9036174805581% |
7.65654802278517% |
4.9843470628067% |
7.11816901436848% |
0% |
| s.have |
13.5180176061952% |
3.16903597202868% |
18.2767292334358% |
4.67128826994787% |
6.28901511175524% |
5.44924571905523% |
6.9700961203107% |
0% |
| s.grah |
8.50299783685342% |
1.97827897057043% |
14.5103445941456% |
2.96220433910284% |
6.16730679251858% |
5.07588814134381% |
6.66001770715041% |
0% |
| s.couc |
10.5862620736723% |
1.46527982446427% |
15.7795763795403% |
3.23001692574467% |
8.59993699577253% |
7.27192654409792% |
8.64135131503552% |
7.24176710582587% |
| s.712 |
7.77692008237318% |
1.13930802939196% |
12.3014901485822% |
2.78669219557459% |
6.91155791256011% |
4.49073197763874% |
6.22488525930334% |
0% |
| s.6040 |
12.0504578740191% |
1.85908624266859% |
18.4116711159453% |
3.86695333713611% |
9.1125930825873% |
8.18237480123161% |
9.50756837418087% |
7.88635630216232% |
| s.5050 |
10.5491299979295% |
1.79096716973703% |
16.516253067217% |
2.87924569348277% |
7.59163264110492% |
7.11595696292378% |
8.36654024127077% |
7.14008256738607% |
| |
|
|
|
|
|
| s.plus |
23.0% |
28.2% |
5.7% |
-20.9% |
18.7% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
21.8% |
16.4% |
14.0% |
-16.7% |
17.5% |
| Global Equities (ACWI) |
26.6% |
16.3% |
18.7% |
-18.4% |
22.3% |
| U.S. Equities (SPY) |
31.2% |
18.4% |
28.7% |
-18.2% |
26.2% |
| U.S. Bonds (BND) |
8.8% |
7.7% |
-1.9% |
-13.1% |
5.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| s.talg |
26.1597755176016% |
13.9468785359063% |
19.6644640877491% |
-15.5982163184184% |
17.2147119882491% |
| s.tals |
19.1606182913751% |
7.05687582072052% |
17.3515132076102% |
-16.7670110360329% |
11.4607819566624% |
| s.talb |
22.7420658614687% |
8.32668393434759% |
20.4416057352521% |
-19.4447615934583% |
14.3933354422893% |
| s.talc |
19.7772313636666% |
4.84969497533336% |
18.657946666363% |
-14.2185045597003% |
11.0106934244197% |
| s.wors |
2.15927637078546% |
14.3702001164639% |
-0.875276067558028% |
-5.1937133824035% |
-5.58504538241322% |
| s.talm |
23.7053213834483% |
7.58465721431614% |
19.5784169354495% |
-8.85561496964616% |
10.1770538607038% |
| s.swan |
14.6075538806763% |
4.85193934457004% |
13.7472558903354% |
12.5022458844257% |
3.87405837048487% |
| s.plus |
22.9801183207561% |
28.2349702712587% |
5.72167231574099% |
-20.9188513529395% |
18.717111310016% |
| s.noeq |
20.5719988160759% |
13.4769738395866% |
9.3602337913999% |
-19.9085070557827% |
9.53340406039849% |
| s.ivyp |
20.2971777419614% |
6.41636266476715% |
21.704938427612% |
-12.0141809514464% |
10.2221855824715% |
| s.dali |
15.1783791853549% |
12.3351852268746% |
7.2999802009639% |
-14.2419586214205% |
8.9022827283016% |
| s.brow |
16.7061548536913% |
17.7109084339359% |
3.78663530958809% |
-14.1843314422468% |
11.5363405910448% |
| s.yale |
22.8406419203823% |
12.7371401515751% |
16.9328407365336% |
-21.1163765409783% |
13.6292960934462% |
| s.seco |
25.6343124637372% |
16.9265476156061% |
17.451675362683% |
-17.8311299962618% |
20.463621090642% |
| s.nobr |
22.8370523469289% |
13.7179221627692% |
14.8634737757154% |
-16.2867479178065% |
16.9176842634148% |
| s.aron |
21.2398472188226% |
18.0494037838299% |
9.83431184775974% |
-18.9796488835045% |
14.4504409548533% |
| s.lowv |
12.5167403701034% |
2.90314534384484% |
6.18271147443223% |
-7.1921722805645% |
6.62410452368214% |
| s.bens |
20.9786651903187% |
10.9915395787553% |
15.7557592834701% |
-12.553306533105% |
16.4540999657777% |
| s.aggr |
22.3107453689897% |
17.9556465411554% |
11.4230042512206% |
-15.88527363279% |
15.5546454041855% |
| s.8020 |
26.217255898958% |
18.8225112951776% |
19.7452364376917% |
-18.069856178937% |
21.7158548469084% |
| s.7030 |
24.0041206234541% |
17.6260388071938% |
16.863416355419% |
-17.3740226657332% |
19.5904932836454% |
| s.smar |
17.5141638637717% |
9.39470666808912% |
12.4376494447116% |
-11.2782733805696% |
11.5849600285105% |
| s.marg |
20.0553135182485% |
15.0514375454995% |
13.1713721596459% |
-16.8955652505738% |
14.2064095501135% |
| s.coff |
19.2385369450611% |
9.23922132592205% |
13.563426155565% |
-14.5671014495673% |
10.99447982111% |
| s.buyh |
16.7641826913438% |
9.8266263196966% |
10.2585271548169% |
-12.7137526420126% |
9.85714046337261% |
| s.swen |
22.9923416395939% |
12.6726389225104% |
16.9829231820075% |
-20.6371049951315% |
14.2715161326236% |
| s.mode |
20.4205780028759% |
14.0785814295956% |
10.5873850153413% |
-16.8777386877365% |
13.7946845931412% |
| s.lazy |
17.2035449022131% |
3.22183464964929% |
20.1424754111165% |
-8.04438839262481% |
10.6640610584107% |
| s.have |
19.6951695990005% |
7.93295904404396% |
6.90151128246674% |
-4.68831183100331% |
4.05321484237007% |
| s.grah |
17.5302167632976% |
7.37651790260052% |
10.8115534429923% |
-10.4724501569515% |
10.6870179030968% |
| s.couc |
19.3315088286683% |
16.6106546772378% |
15.4147651016417% |
-15.7071352139266% |
14.5906857415039% |
| s.712 |
17.344217906346% |
7.70583757354628% |
14.4998415750287% |
-9.99646394712902% |
9.66178559111286% |
| s.6040 |
21.8008892236144% |
16.3697115808623% |
14.0345204547633% |
-16.6986542826282% |
17.4898007024777% |
| s.5050 |
19.6084299618187% |
15.0559930685074% |
11.2579446671262% |
-16.0443948028284% |
15.4136741697843% |
Compare: Risk vs. Return
for period ending August 31, 2024
Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.
Discover High Return, Low Risk Portfolios. Upgrade Your Subscription
The location of s.plus and the identities of all the portfolios on the 3, 5, 10, 15, and 20 year graphs are available to investor subscribers only. Upgrade your subsrciption for only $15/month. Cancel Anytime.
Maximum Drawdown vs. Annual Return
●
s.plus
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
s.plus
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
s.plus
●
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.plus |
-3.9% |
-6.9% |
-6.0% |
-2.3% |
-1.5% |
2.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.6% |
-5.8% |
-4.3% |
-1.8% |
-0.5% |
0.5% |
| Global Equities (ACWI) |
-2.6% |
-3.4% |
-3.3% |
-3.8% |
-4.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-18.0% |
-21.1% |
-21.7% |
-12.1% |
-9.1% |
-4.1% |
| 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 |
-0.544908167486227% |
-2.57844317948538% |
-3.95525694980486% |
-2.30668893485726% |
-1.69646459119465% |
0.183924333549927% |
| s.tals |
-12.6404105947489% |
-9.22826701552283% |
-9.50912235553809% |
-6.21780461700013% |
-4.5827435586275% |
-3.08871485160688% |
| s.talb |
-9.26765160241512% |
-7.90530405408582% |
-8.18199043237571% |
-4.29060664182022% |
-2.36835176002871% |
-1.63749663797194% |
| s.talc |
-9.90117124421764% |
-7.86284095120737% |
-8.97472972947357% |
-4.0672923631408% |
-2.20001600759005% |
0% |
| s.wors |
-26.2808915528221% |
-28.0397877598068% |
-20.6910722422091% |
-17.7868762930824% |
0% |
0% |
| s.talm |
-3.84755588349035% |
-2.39668287387311% |
-5.37083468318474% |
-3.14972661426728% |
-2.1700715091472% |
0% |
| s.swan |
-18.1594641578913% |
1.24970512724471% |
-4.92281970516193% |
-9.27965851770698% |
-10.222183448157% |
0% |
| s.plus |
-3.87796806840972% |
-6.85081572922815% |
-5.9713439270368% |
-2.26107439486644% |
-1.5188515961223% |
2.40846552076659% |
| s.noeq |
-10.2346778660696% |
-10.4027628329599% |
-12.4045060033773% |
-7.09427793319685% |
-5.20449439881944% |
-1.07631101624532% |
| s.ivyp |
-11.4085757533509% |
-6.96010905377751% |
-6.59319581086183% |
-6.34898611332881% |
-5.22438548056687% |
0% |
| s.dali |
-11.9751429572434% |
-12.7365906555814% |
-10.6504050585912% |
-6.517823604905% |
-3.62442984736027% |
0% |
| s.brow |
-5.95836927336512% |
-8.94711187168917% |
-8.20502795774494% |
-3.93404908108909% |
-2.44315332948355% |
1.76745694504167% |
| s.yale |
-10.4298507653271% |
-9.42623253683124% |
-8.68534043408631% |
-5.17824526486818% |
-3.34713612443666% |
-1.70017054187572% |
| s.seco |
-3.1019655975146% |
-4.09382487801542% |
-3.58759210362844% |
-3.18244534271337% |
-3.06001948592998% |
-1.52745084445283% |
| s.nobr |
-8.22416761226419% |
-6.12876451278335% |
-5.92899886795025% |
-4.57056264903415% |
-3.85367455926971% |
-1.87175364772247% |
| s.aron |
-10.3120900797942% |
-9.60009919261775% |
-7.75204882434955% |
-5.4327060140402% |
-4.06499436029766% |
-1.77362235268665% |
| s.lowv |
4.68332219376126% |
-7.17591882095117% |
-10.0368586957714% |
-4.8193314465478% |
0% |
0% |
| s.bens |
-4.33719997032188% |
-3.7395346630002% |
-4.19393505041435% |
-4.22854136451% |
-4.1166377822408% |
-1.88773363751355% |
| s.aggr |
-9.50889598571585% |
-7.2465470617045% |
-5.8079023024392% |
-5.86250359839217% |
0% |
0% |
| s.8020 |
-3.29590875709166% |
-3.31911444009989% |
-2.32040274539245% |
-1.14892124992839% |
-0.486617134939564% |
0.156545094284107% |
| s.7030 |
-4.35537593487922% |
-4.42839506494554% |
-3.18231701369589% |
-1.41145639233901% |
-0.462598964857015% |
0.334881305185702% |
| s.smar |
-8.21833551182092% |
-7.1701337751068% |
-6.65935081407526% |
-4.6571578338853% |
-3.43965470011999% |
-1.66450975615485% |
| s.marg |
-6.43174128074937% |
-7.7296415731177% |
-6.05197704282035% |
-4.9871952159524% |
-4.26216530961032% |
-2.10094504191308% |
| s.coff |
-11.3376583091669% |
-8.88373221655609% |
-8.56861084792938% |
-5.26168144023788% |
-3.39565667385423% |
-1.66781439873019% |
| s.buyh |
-11.7301496953608% |
-9.72616243596831% |
-8.64444449816979% |
-6.46829928886726% |
-5.17697232588939% |
-2.36965290800156% |
| s.swen |
-10.3675666646925% |
-8.91826089507113% |
-8.3117784374039% |
-4.88971204372661% |
-3.04464855062085% |
0% |
| s.mode |
-9.18816960121216% |
-9.00921154635166% |
-7.56895575441165% |
-5.01199607939155% |
-3.72354259922081% |
0% |
| s.lazy |
-11.0203905799413% |
-4.35386226150235% |
-7.41647732579618% |
-7.24292244174819% |
-5.84333502596292% |
0% |
| s.have |
-4.3049252190669% |
-4.67683795275087% |
-7.93276850319852% |
-5.56642119975269% |
-4.45000549946075% |
0% |
| s.grah |
-9.33887662925833% |
-7.18263066240163% |
-8.19310153464003% |
-6.04061331657118% |
-4.32302820950381% |
0% |
| s.couc |
-6.26698723816605% |
-6.81503815343341% |
-4.23021507344525% |
-2.33227873368233% |
-0.654875833398977% |
0.263637779068832% |
| s.712 |
-12.092342953568% |
-7.35652650658982% |
-7.60955182305116% |
-7.46688130555485% |
-6.33997254283106% |
0% |
| s.6040 |
-5.56761780586158% |
-5.75347291676227% |
-4.26856870246421% |
-1.79027129839213% |
-0.492441145191922% |
0.502405415251092% |
| s.5050 |
-6.96331491253321% |
-7.34506825305735% |
-5.65807488992522% |
-2.34248503925764% |
-0.621961386387792% |
0.636283230415945% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
-1.7% |
-4.8% |
-1.9% |
1.4% |
3.1% |
4.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-4.1% |
-4.2% |
-2.9% |
-1.1% |
-0.2% |
0.4% |
| Global Equities (ACWI) |
-2.2% |
-3.2% |
-2.9% |
-3.3% |
-4.3% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-7.5% |
-8.4% |
-5.8% |
-1.8% |
0.1% |
0.8% |
| 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 |
2.52978037104003% |
-1.85622270908447% |
-2.3459870253357% |
-0.386788430367293% |
0.564980230685862% |
1.65976647157047% |
| s.tals |
-9.53798533551985% |
-7.26783497826089% |
-6.75206302406681% |
-3.76511013064364% |
-2.38596278417667% |
-1.68107329367563% |
| s.talb |
-7.60598918710702% |
-6.47577202122727% |
-6.02857601249087% |
-2.43190217040437% |
-0.78629315686888% |
-0.529545251858637% |
| s.talc |
-6.47103271764374% |
-5.8147026469729% |
-5.93084783069235% |
-1.98840080225042% |
-0.503617048607905% |
0% |
| s.wors |
-2.84228670530577% |
-7.98551163771428% |
-3.44642069239659% |
-2.73749459236765% |
0% |
0% |
| s.talm |
1.83769290081728% |
-1.40612804073843% |
-2.94682437910878% |
-0.517393593846573% |
0.730988210263453% |
0% |
| s.swan |
-0.0392652709100867% |
2.37625854109677% |
-0.797126775447332% |
-4.45766946655827% |
-5.16945727859639% |
0% |
| s.plus |
-1.73138821330537% |
-4.80185279028736% |
-1.88594650880881% |
1.40299492844458% |
3.07129449169843% |
4.28842778275232% |
| s.noeq |
-6.31740206069363% |
-7.76107398983938% |
-6.19683962659616% |
-1.04601916202768% |
1.75506354185248% |
2.81647807336691% |
| s.ivyp |
-7.36470716114957% |
-4.85531961835787% |
-4.22377327451127% |
-3.82676614128006% |
-3.01492031378726% |
0% |
| s.dali |
-5.97381383583335% |
-6.79130015075251% |
-4.73904864817131% |
-2.11062022315039% |
-0.248697720220523% |
0% |
| s.brow |
-2.05875041416535% |
-4.70041990986418% |
-2.54758269005229% |
0.191402113343519% |
1.78630424669605% |
2.90390570311155% |
| s.yale |
-9.14061340269183% |
-8.00961945410191% |
-6.50866496965784% |
-3.23826962386797% |
-1.62124992064461% |
-0.734475603143324% |
| s.seco |
-2.47936448860637% |
-3.59810678360751% |
-3.06188420412463% |
-2.6811810825028% |
-2.58955666838108% |
-1.26649416076151% |
| s.nobr |
-6.39098779394623% |
-5.1184173488068% |
-4.70499283526674% |
-3.45152069601204% |
-2.88018067637799% |
-1.35792682162999% |
| s.aron |
-8.17413476613611% |
-7.67952778026463% |
-5.67505377732179% |
-3.70798096181075% |
-2.54016792908042% |
-0.99025922135937% |
| s.lowv |
3.35719237764926% |
-2.86213407030446% |
-3.75615793764685% |
-1.27387801919443% |
0% |
0% |
| s.bens |
-2.79973075852696% |
-2.74987028741244% |
-2.98194636348476% |
-3.01923967424724% |
-3.00016079363092% |
-1.31463740104616% |
| s.aggr |
-7.19063922938729% |
-5.96114649189116% |
-4.22732872478786% |
-4.37651988916082% |
0% |
0% |
| s.8020 |
-2.85644966883819% |
-2.86888363492413% |
-1.94690998483083% |
-0.917604005885041% |
-0.345708781035139% |
0.181490948606017% |
| s.7030 |
-3.50644257663044% |
-3.52285239893226% |
-2.41254958474431% |
-0.98833930062793% |
-0.249581479168102% |
0.322549295713775% |
| s.smar |
-4.44346141184256% |
-4.47935735166105% |
-4.05574732765222% |
-2.68451093354085% |
-1.90292906941734% |
-0.890217199999998% |
| s.marg |
-4.24732350905133% |
-5.73355222893244% |
-4.18581981409674% |
-3.25916568627364% |
-2.66924432568642% |
-1.2390339856386% |
| s.coff |
-8.07444441258145% |
-6.36960506346985% |
-5.67347426971252% |
-3.10576703087582% |
-1.77323678434528% |
-0.808702167630898% |
| s.buyh |
-7.01662278658802% |
-6.24884005669534% |
-5.12375381777383% |
-3.57479642995733% |
-2.75483373415312% |
-1.1822017670398% |
| s.swen |
-9.1150490609781% |
-7.52783319383706% |
-6.12902022047738% |
-2.98090010037631% |
-1.35912163117483% |
0% |
| s.mode |
-6.34617779523894% |
-6.44473942395255% |
-4.97064250981565% |
-2.99266668353029% |
-2.04055076896929% |
0% |
| s.lazy |
-6.84073142836565% |
-3.17618167552117% |
-5.52541052555345% |
-5.07985918580963% |
-3.88448464947377% |
0% |
| s.have |
3.13834075986293% |
-2.45840225505938% |
-3.42557664955898% |
-1.43899724185803% |
-0.410296666969485% |
0% |
| s.grah |
-4.44039439974686% |
-4.62018875575546% |
-4.87243447278783% |
-3.22555348298326% |
-1.97518249546546% |
0% |
| s.couc |
-3.94086848516102% |
-4.5504565706219% |
-2.56697837236061% |
-1.22960035311374% |
-0.0704999322301338% |
0.426357612832267% |
| s.712 |
-7.02961770633514% |
-4.91676446051488% |
-4.95036533401741% |
-4.72171651792489% |
-3.9659379279308% |
0% |
| s.6040 |
-4.13737106977361% |
-4.18740582766564% |
-2.88592318915382% |
-1.07251921396365% |
-0.166239507071401% |
0.442857970084448% |
| s.5050 |
-4.74926147524799% |
-4.8621736440507% |
-3.36617673332101% |
-1.16954984655504% |
-0.0950611014067553% |
0.542994855255992% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
1.19 |
-0.06 |
0.41 |
0.58 |
0.77 |
0.75 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.09 |
-0.01 |
0.49 |
0.61 |
0.83 |
0.64 |
| Global Equities (ACWI) |
1.26 |
0.13 |
0.56 |
0.51 |
0.60 |
|
| U.S. Equities (SPY) |
1.41 |
0.31 |
0.73 |
0.73 |
0.88 |
0.63 |
| U.S. Bonds (BND) |
0.29 |
-0.82 |
-0.43 |
-0.05 |
0.26 |
0.31 |
| 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 |
1.38220203879217 |
0.16599731034127 |
0.520098219652 |
0.584799554969092 |
0.772504956092028 |
0.63621486626148 |
| s.tals |
0.658841589526666 |
-0.184280146312852 |
0.239293703099807 |
0.347630207406757 |
0.588862951751742 |
0.430764537405519 |
| s.talb |
0.864384269147135 |
-0.112021040667322 |
0.304903830829074 |
0.461285513463944 |
0.723141455100479 |
0.517114223363539 |
| s.talc |
0.823075225559739 |
-0.115070385903369 |
0.257663308008163 |
0.469433063546634 |
0.729508241634134 |
0 |
| s.wors |
-0.296010729781696 |
-1.11099089304473 |
-0.364182310771664 |
-0.402599898415257 |
0 |
0 |
| s.talm |
1.18897534326543 |
0.172107382879726 |
0.447826832071649 |
0.533407028893641 |
0.741687143071062 |
0 |
| s.swan |
0.275543807693724 |
0.346899670876023 |
0.477600588606376 |
0.167914162270775 |
0.239272634220585 |
0 |
| s.plus |
1.18906820368286 |
-0.0620438453580054 |
0.407341214879511 |
0.578694600717732 |
0.773495094181086 |
0.753952868256351 |
| s.noeq |
0.807362631253753 |
-0.247605482252446 |
0.0797875145756292 |
0.290928262816386 |
0.546262497396895 |
0.548889134853917 |
| s.ivyp |
0.722523660511183 |
-0.0699122399889275 |
0.379710579820823 |
0.333932956903459 |
0.54532348737707 |
0 |
| s.dali |
0.680889118055917 |
-0.380296624312804 |
0.149500950975765 |
0.299671130236113 |
0.618427693601869 |
0 |
| s.brow |
1.06354215832374 |
-0.186180965516668 |
0.273910547679569 |
0.460960566076821 |
0.701216067075301 |
0.70317787054078 |
| s.yale |
0.793294143740631 |
-0.190491587375074 |
0.279771442381479 |
0.407613058580168 |
0.661541841839793 |
0.512049322373605 |
| s.seco |
1.2336851088187 |
0.092410204437352 |
0.54578580631319 |
0.539992496365335 |
0.692998604571309 |
0.532846074288487 |
| s.nobr |
0.926686383056828 |
-0.0170035229011158 |
0.425893326405712 |
0.451582477387784 |
0.638992642906204 |
0.505801966030075 |
| s.aron |
0.797205092593287 |
-0.203469666055997 |
0.326529919639468 |
0.393381964267037 |
0.618669582925977 |
0.507160548057113 |
| s.lowv |
1.73587092722457 |
-0.102719496897059 |
0.175782366623477 |
0.403385947155073 |
0 |
0 |
| s.bens |
1.162440640193 |
0.0985031789858776 |
0.504328428728176 |
0.46850632968915 |
0.620858679253948 |
0.504698259986915 |
| s.aggr |
0.846789240857276 |
-0.0758403604606697 |
0.431392531630808 |
0.376295929308079 |
0 |
0 |
| s.8020 |
1.22248292205298 |
0.130084052189114 |
0.603460322524622 |
0.656530629506914 |
0.846502920746824 |
0.628503938087381 |
| s.7030 |
1.16017748939605 |
0.0667650898571327 |
0.553987177521369 |
0.634565516890559 |
0.842705392741228 |
0.633061589809085 |
| s.smar |
0.92292274472066 |
-0.0883493107491736 |
0.370813770097893 |
0.431389563446107 |
0.651867976042279 |
0.506452171577418 |
| s.marg |
1.0341353845953 |
-0.108108513673115 |
0.405837508620793 |
0.415819420074747 |
0.603904476984478 |
0.484079041296314 |
| s.coff |
0.732715953012954 |
-0.171276968621615 |
0.278138688603738 |
0.396405596583344 |
0.654212299460123 |
0.506453902113265 |
| s.buyh |
0.702166861913828 |
-0.219949189534994 |
0.267810940827584 |
0.318614338848729 |
0.540054300611412 |
0.461722354846243 |
| s.swen |
0.79707311346484 |
-0.163835601845496 |
0.2980425731217 |
0.424841529334192 |
0.680382262829068 |
0 |
| s.mode |
0.864592815430454 |
-0.178138081481469 |
0.327948571669291 |
0.411969973149466 |
0.635078637643428 |
0 |
| s.lazy |
0.748769600711231 |
0.0693312542794871 |
0.349869387972567 |
0.287302907146355 |
0.511483208319516 |
0 |
| s.have |
1.16457259771828 |
0.0437682916628699 |
0.304909376491789 |
0.37578980255794 |
0.589055488175377 |
0 |
| s.grah |
0.853028113663549 |
-0.0859027082567883 |
0.292553045588789 |
0.344978893768503 |
0.592074102479052 |
0 |
| s.couc |
1.04427971638088 |
-0.0669763492138505 |
0.484668701224181 |
0.564570028075224 |
0.817159464075114 |
0.61671805102232 |
| s.712 |
0.678394615915173 |
-0.0930988911108025 |
0.329038220273652 |
0.266147793043827 |
0.474688592646532 |
0 |
| s.6040 |
1.08722991003991 |
-0.00762684846201575 |
0.492702271879423 |
0.605151602258009 |
0.834934723662916 |
0.636748442833605 |
| s.5050 |
1.00144218895554 |
-0.0955493512550392 |
0.415606987962643 |
0.564744714602624 |
0.819995028256574 |
0.637968393865451 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
2.05 |
-0.08 |
0.61 |
0.91 |
1.28 |
1.21 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.94 |
-0.01 |
0.71 |
0.89 |
1.29 |
0.93 |
| Global Equities (ACWI) |
2.47 |
0.19 |
0.83 |
0.75 |
0.91 |
|
| U.S. Equities (SPY) |
2.72 |
0.45 |
1.11 |
1.12 |
1.40 |
0.93 |
| U.S. Bonds (BND) |
1.94 |
-0.01 |
0.71 |
0.89 |
1.29 |
0.93 |
| 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 |
2.55874004198878 |
0.235138777005766 |
0.764343579893154 |
0.891957930938949 |
1.24857712763632 |
0.944193891043638 |
| s.tals |
1.15579829762139 |
-0.254155631534438 |
0.334037908858699 |
0.495710162726473 |
0.886816752870405 |
0.611543772229102 |
| s.talb |
1.51391830619005 |
-0.151670603117844 |
0.4246869445023 |
0.662314490663852 |
1.09856732725562 |
0.734233233536596 |
| s.talc |
1.47390238712911 |
-0.157008089700173 |
0.358864924607453 |
0.679006817143636 |
1.12030358474295 |
0 |
| s.wors |
-0.499494119868069 |
-1.16929919813277 |
-0.451472500702632 |
-0.532694398625484 |
0 |
0 |
| s.talm |
2.24092898174017 |
0.249059364072126 |
0.652188370309618 |
0.810873488259097 |
1.19270862715712 |
0 |
| s.swan |
0.586498932895947 |
0.529344275979265 |
0.708291899639987 |
0.245828215015902 |
0.348344843140852 |
0 |
| s.plus |
2.05255457917358 |
-0.0846039372209091 |
0.614219751999596 |
0.912236487781536 |
1.27719432472753 |
1.20953583366727 |
| s.noeq |
1.38652164885975 |
-0.334702804416043 |
0.114935008475454 |
0.439110985291872 |
0.86804309573366 |
0.832670659499007 |
| s.ivyp |
1.2159481187387 |
-0.0925601326979367 |
0.520821867670926 |
0.464431896236781 |
0.797150611615768 |
0 |
| s.dali |
1.14739352621521 |
-0.469293294466225 |
0.199153851620409 |
0.413060857202559 |
0.903532593631498 |
0 |
| s.brow |
1.85043616818399 |
-0.24685882245971 |
0.40017739962927 |
0.708328529223924 |
1.13883857428916 |
1.113191764081 |
| s.yale |
1.37433028998169 |
-0.252004599259529 |
0.389643309784666 |
0.578976203536786 |
0.994515274038158 |
0.723406418656284 |
| s.seco |
2.32931123505185 |
0.128252694778343 |
0.800380552763999 |
0.794759934016294 |
1.05747061356292 |
0.766546247579469 |
| s.nobr |
1.69089199196734 |
-0.0236473159430642 |
0.618471605473639 |
0.656290499735482 |
0.971254667909183 |
0.729229756989043 |
| s.aron |
1.40157731498475 |
-0.268301148113807 |
0.462160938209219 |
0.561264710491598 |
0.929229894718133 |
0.723912893772826 |
| s.lowv |
3.96521253106304 |
-0.134745051837175 |
0.234391083701159 |
0.564084685265805 |
0 |
0 |
| s.bens |
2.21060757869521 |
0.136387051145176 |
0.729198822939186 |
0.681734780027967 |
0.93724724456642 |
0.724436580717161 |
| s.aggr |
1.54213929256388 |
-0.105206226148977 |
0.628458018389524 |
0.551560501220496 |
0 |
0 |
| s.8020 |
2.24891316977211 |
0.180517779832691 |
0.895438279876939 |
0.982260049387119 |
1.32003605308329 |
0.918094179075691 |
| s.7030 |
2.10322456552159 |
0.0911623769596169 |
0.812465921369715 |
0.942102914644841 |
1.30838724940931 |
0.923524984059498 |
| s.smar |
1.6733708563131 |
-0.119221018344773 |
0.518717171657766 |
0.612465200334276 |
0.971776813623512 |
0.719640155200296 |
| s.marg |
1.87521783131669 |
-0.141390625662493 |
0.569595573544909 |
0.59014390614552 |
0.898919675737903 |
0.683088660828668 |
| s.coff |
1.27477073919676 |
-0.229660291991005 |
0.387011225328811 |
0.560459136775873 |
0.976703015044476 |
0.719969235421413 |
| s.buyh |
1.22257966441153 |
-0.289544556864956 |
0.37257117042417 |
0.448407374494918 |
0.802061128918666 |
0.656239404796147 |
| s.swen |
1.38219961422914 |
-0.218889742863538 |
0.417236625610841 |
0.606130351784128 |
1.02917618253196 |
0 |
| s.mode |
1.55597181505258 |
-0.235968405426532 |
0.459484601796992 |
0.58650420850126 |
0.953659883585271 |
0 |
| s.lazy |
1.28234252120376 |
0.0935195108928179 |
0.487377967501465 |
0.402932822188291 |
0.750736124524368 |
0 |
| s.have |
2.21464402255334 |
0.0601152181150756 |
0.426422933087871 |
0.537330451844448 |
0.889092347685409 |
0 |
| s.grah |
1.61566093875661 |
-0.115510683600473 |
0.404983485324501 |
0.483888941033832 |
0.875877545431188 |
0 |
| s.couc |
1.81248042212439 |
-0.0875025342488402 |
0.690196874476933 |
0.813799400752649 |
1.24601863924478 |
0.879765811930919 |
| s.712 |
1.16580215809819 |
-0.122938401335823 |
0.450885563609551 |
0.368531277659831 |
0.689532250036159 |
0 |
| s.6040 |
1.94293738208028 |
-0.0102354503917756 |
0.712871317945226 |
0.889753364983426 |
1.28800508151716 |
0.92697836194933 |
| s.5050 |
1.76574998114994 |
-0.125931074514214 |
0.592037655678177 |
0.820239113972906 |
1.25290073939143 |
0.925742776367502 |
Compare: Risk & Volatility
for period ending August 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
2.6% |
24.0% |
24.0% |
24.0% |
24.0% |
24.0% |
| 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 |
3.09889492095214% |
21.2491676549859% |
21.2491676549859% |
21.2491676549859% |
21.2491676549859% |
38.5383826317269% |
| s.tals |
5.07680335820405% |
19.8851569181084% |
19.8851569181084% |
19.8851569181084% |
19.8851569181084% |
41.6706925866126% |
| s.talb |
4.89774626518517% |
22.8530592229256% |
22.8530592229256% |
22.8530592229256% |
22.8530592229256% |
41.0803178403685% |
| s.talc |
4.85427324703378% |
19.9479812576536% |
19.9479812576535% |
19.9479812576536% |
19.9479812576536% |
0% |
| s.wors |
0.907797712423442% |
15.5065009949781% |
15.5065009949781% |
15.5731512036611% |
0% |
0% |
| s.talm |
2.66689572906078% |
16.6857771136184% |
16.6857771136184% |
16.6857771136184% |
16.6857771136184% |
0% |
| s.swan |
2.54574079171985% |
14.1360435544852% |
23.8251806472743% |
24.8412061835797% |
40.5649808323689% |
0% |
| s.plus |
2.55893839141765% |
24.033800024995% |
24.033800024995% |
24.033800024995% |
24.0338000249949% |
24.033800024995% |
| s.noeq |
3.80149465998747% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
24.1369738634541% |
| s.ivyp |
3.26219177037362% |
17.0057549401921% |
18.0743500648006% |
18.0743500648006% |
18.0743500648006% |
0% |
| s.dali |
2.33381909641996% |
17.8657209300906% |
17.8657209300906% |
17.8657209300906% |
17.8657209300906% |
0% |
| s.brow |
2.06101041746748% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
17.4918648732624% |
| s.yale |
4.57812479127246% |
25.5703482931963% |
25.5703482931963% |
25.5703482931963% |
25.5703482931963% |
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 |
3.82229744877044% |
24.3315656230098% |
24.3315656230098% |
24.3315656230098% |
24.3315656230098% |
41.1066950804557% |
| s.lowv |
1.04136663868385% |
13.2140634290601% |
13.2140634290601% |
13.2140634290601% |
0% |
0% |
| s.bens |
2.79366457887916% |
19.803358398193% |
19.803358398193% |
19.803358398193% |
19.803358398193% |
45.0068170901498% |
| s.aggr |
3.2497055% |
23.4882095717043% |
23.5042520500542% |
23.5042520500542% |
0% |
0% |
| s.8020 |
3.95637769181157% |
22.7309971366694% |
22.7309971366694% |
22.7309971366694% |
22.7309971366693% |
42.1431235505138% |
| s.7030 |
3.76257731109172% |
21.6915799933983% |
21.6915799933983% |
21.6915799933984% |
21.6915799933984% |
37.3434030624376% |
| s.smar |
3.09593630173203% |
17.0956745283416% |
17.0956745283416% |
17.0956745283416% |
17.0956745283416% |
37.5883122524873% |
| s.marg |
2.7930391207973% |
22.9713237665632% |
22.9713237665632% |
22.9713237665632% |
22.9713237665632% |
40.5491255372551% |
| s.coff |
4.18578523157378% |
19.8029329136583% |
19.8029329136583% |
19.8029329136583% |
19.8029329136583% |
36.0054377232497% |
| s.buyh |
3.08079387273251% |
18.7334558619386% |
18.7334558619386% |
18.7334558619386% |
18.7334558619386% |
35.7059512776552% |
| s.swen |
4.61423736140186% |
25.0773505598873% |
25.0773505598873% |
25.0773505598873% |
25.0773505598873% |
0% |
| s.mode |
3.25694119667858% |
21.5610627066683% |
21.5610627066683% |
21.5610627066683% |
21.5610627066683% |
0% |
| s.lazy |
3.48912421907069% |
16.9750257613406% |
21.4236339877538% |
21.4236339877538% |
21.4236339877538% |
0% |
| s.have |
2.25997199583176% |
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 |
2.77594975915835% |
16.047450733805% |
19.1057431243933% |
19.1057431243933% |
19.1057431243933% |
0% |
| s.6040 |
3.56877693037189% |
20.6547799205926% |
20.6547799205925% |
20.6547799205925% |
20.6547799205925% |
32.2096947177191% |
| s.5050 |
3.37497654965206% |
19.621025261549% |
19.621025261549% |
19.621025261549% |
19.621025261549% |
26.7230912531448% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
14.3% |
14.2% |
13.6% |
11.4% |
10.8% |
10.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
13.0% |
13.6% |
13.9% |
11.2% |
10.5% |
10.6% |
| Global Equities (ACWI) |
15.7% |
18.1% |
19.4% |
16.1% |
16.5% |
|
| U.S. Equities (SPY) |
17.0% |
19.5% |
20.9% |
17.2% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
8.1% |
7.3% |
6.3% |
5.1% |
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 |
16.2061153052789% |
16.1857181524782% |
16.4620238326532% |
13.351326840166% |
13.636946096831% |
15.060301130915% |
| s.tals |
17.2866999979385% |
14.9529918674707% |
15.444614280446% |
12.7547963470528% |
12.5398624610091% |
14.0073412614847% |
| s.talb |
16.3767040317978% |
15.3381237192861% |
15.3006100749709% |
12.4049788334878% |
11.9274469531679% |
13.3483701257155% |
| s.talc |
14.7780098705109% |
14.0578603863432% |
13.8266012759916% |
11.3714796700583% |
10.9476254146732% |
0% |
| s.wors |
3.7905209934907% |
5.31019661336482% |
5.64804602845202% |
5.62829215420948% |
0% |
0% |
| s.talm |
16.2824794283435% |
15.6522140873883% |
15.8099061123049% |
13.035996599652% |
13.1728272496503% |
0% |
| s.swan |
8.92438426289309% |
13.9322627694438% |
16.7067597294928% |
14.1525852221179% |
14.3070734027148% |
0% |
| s.plus |
14.2989724709961% |
14.2121900738274% |
13.6190763065909% |
11.3762707371457% |
10.8084080643528% |
10.6681484767284% |
| s.noeq |
17.3767015372844% |
14.6689961952658% |
13.37813729163% |
12.192845627043% |
11.8229117633727% |
12.6297328430469% |
| s.ivyp |
11.3898514277905% |
13.4379067246591% |
14.4999898050531% |
11.6791209006664% |
11.8316472887554% |
0% |
| s.dali |
9.02649265471174% |
9.76152462382501% |
9.53264719654113% |
7.61517279147515% |
7.16628778916229% |
0% |
| s.brow |
10.6460012365003% |
10.3502251727284% |
9.57586473938506% |
8.0566696532223% |
7.70653806355484% |
7.76548417446819% |
| s.yale |
16.3484884292105% |
15.6641187174471% |
15.5340834386348% |
12.5141659515099% |
11.9834375118341% |
13.1351871984497% |
| s.seco |
15.2384144130067% |
16.846931819454% |
18.3551367704349% |
15.0365310886262% |
14.8873380118157% |
15.4479244035567% |
| s.nobr |
15.4340992994969% |
15.9063834522797% |
16.9982384562607% |
13.6625507188118% |
13.523698513428% |
13.9849125510074% |
| s.aron |
14.4520036755252% |
14.7579232958763% |
15.4594721867135% |
12.6084794616903% |
12.1830087880941% |
12.9939284130822% |
| s.lowv |
5.89370032614399% |
8.09438759756875% |
8.29381595369751% |
7.15028109021644% |
0% |
0% |
| s.bens |
11.9820275777213% |
14.3368061120199% |
15.5337480017087% |
12.8591327384274% |
12.9763350990022% |
13.8005831989582% |
| s.aggr |
14.4364698035156% |
15.7970477117431% |
17.0810004599496% |
14.2867782574035% |
0% |
0% |
| s.8020 |
15.1405954103874% |
16.4129107386629% |
17.4699659274421% |
14.2753223728556% |
13.7154539965603% |
13.8268123862732% |
| s.7030 |
14.0183526294221% |
14.9729115913708% |
15.6353655398408% |
12.6882624900658% |
12.0818373858328% |
12.1967191549601% |
| s.smar |
11.2047863471966% |
11.8277865421118% |
12.9953359689274% |
10.5251848322165% |
10.3347513585343% |
11.063534795276% |
| s.marg |
11.8818256032464% |
13.824000664592% |
14.4892383845338% |
11.741560547372% |
11.5582636785597% |
12.2537661734404% |
| s.coff |
14.0851524569307% |
13.3927955277706% |
13.77084399499% |
11.0283042386615% |
10.6165087537801% |
11.3338181939481% |
| s.buyh |
11.4470005350863% |
12.012759401718% |
12.562482950745% |
10.132709179862% |
10.0623847571676% |
10.8933368500478% |
| s.swen |
16.3342679448472% |
15.6498119058837% |
15.4118666568775% |
12.4536829951218% |
11.9370282210328% |
0% |
| s.mode |
13.0169724961073% |
13.2704403042911% |
13.7711220386343% |
11.1490957299595% |
10.8805217223036% |
0% |
| s.lazy |
12.1879097542941% |
14.8102939712749% |
16.6128051328018% |
13.1628286146012% |
12.9445586327345% |
0% |
| s.have |
11.8626380830592% |
12.8764069328513% |
12.6709789499315% |
10.4092404833936% |
10.4563691481029% |
0% |
| s.grah |
11.5296076133107% |
12.4732697896597% |
12.87570122366% |
10.1565325799093% |
9.69648080977612% |
0% |
| s.couc |
10.5899432631397% |
12.3725077483471% |
12.5744891293623% |
10.0385612936936% |
9.44736739721027% |
9.70141530538626% |
| s.712 |
11.1023408304652% |
12.8151810203679% |
14.2870205032349% |
11.629240269871% |
11.6695845763281% |
0% |
| s.6040 |
12.9544503325443% |
13.5945321914923% |
13.8874395278096% |
11.1710434365478% |
10.5191852155146% |
10.6273954597789% |
| s.5050 |
11.9523835832412% |
12.2852257721662% |
12.235358481715% |
9.73674994063358% |
9.04165812557969% |
9.13345572097857% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
7.9% |
9.5% |
8.3% |
6.7% |
6.1% |
6.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.7% |
9.2% |
9.0% |
7.1% |
6.5% |
7.0% |
| Global Equities (ACWI) |
7.5% |
11.9% |
12.6% |
10.5% |
10.6% |
|
| U.S. Equities (SPY) |
8.3% |
12.6% |
13.1% |
10.8% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
4.3% |
5.2% |
4.3% |
3.4% |
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 |
8.27125749286132% |
10.430971830647% |
10.5537662539449% |
8.26405802238603% |
8.077016523052% |
9.85567363534138% |
| s.tals |
9.28895594353125% |
9.84379374071565% |
10.4687645557944% |
8.50023639099929% |
7.98780800106973% |
9.582527290557% |
| s.talb |
8.80641179995449% |
10.3779642054148% |
10.3699073356109% |
8.17171733297781% |
7.48521253537694% |
9.11287044115761% |
| s.talc |
7.70231919503568% |
9.31913104918151% |
9.29879591081213% |
7.38747203292342% |
6.75745157417251% |
0% |
| s.wors |
1.28132068275452% |
4.32298106115286% |
3.9686643452974% |
3.81932678254162% |
0% |
0% |
| s.talm |
8.13765406245543% |
9.76931802167276% |
10.2171691878265% |
8.0958392972974% |
7.83639691878567% |
0% |
| s.swan |
3.4671723822771% |
8.27969801348936% |
10.865269437756% |
9.35600642614518% |
9.6166362195513% |
0% |
| s.plus |
7.9047644199355% |
9.52527450075628% |
8.32233007082632% |
6.69879290144974% |
6.14999694948709% |
6.30389462463357% |
| s.noeq |
9.65866117202596% |
9.8920946766856% |
8.53652524934339% |
7.56703010632847% |
7.05131238973144% |
7.99670252662898% |
| s.ivyp |
6.15436125341029% |
9.19197833324315% |
10.0035173426557% |
7.96599432326875% |
7.77732316726929% |
0% |
| s.dali |
4.7727532858009% |
7.01472047207008% |
6.5224579698265% |
5.04446432162997% |
4.52631665006481% |
0% |
| s.brow |
5.62834595113731% |
6.84771671888488% |
5.79847674101752% |
4.69874346165839% |
4.33107131667188% |
4.55048035352506% |
| s.yale |
8.90586408416491% |
10.9074937777491% |
10.5036433164744% |
8.32655236614158% |
7.58937042485479% |
9.00335571626995% |
| s.seco |
7.51377220667184% |
11.1978548016517% |
11.9132770566647% |
9.77345109418303% |
9.42853724214686% |
10.4544401221115% |
| s.nobr |
7.90673125958192% |
10.4943821019389% |
11.1141999037122% |
8.96512532241672% |
8.57180625033822% |
9.42032165702166% |
| s.aron |
7.65822295678131% |
10.2666857596246% |
10.2934443252166% |
8.37920704418595% |
7.75704091184956% |
8.81117038023721% |
| s.lowv |
1.86032475991961% |
5.1731052742608% |
5.64268661638463% |
4.68825933191686% |
0% |
0% |
| s.bens |
5.66365240101671% |
9.36286289655163% |
10.138319860421% |
8.39525636406621% |
8.27837100126692% |
9.33159489412708% |
| s.aggr |
7.29489505157674% |
10.3917748013582% |
11.0960222318364% |
9.29199080718742% |
0% |
0% |
| s.8020 |
7.69404467719434% |
10.9225922151218% |
11.1693327984498% |
9.09269264872655% |
8.45254741929071% |
9.17936724815277% |
| s.7030 |
7.19137755399505% |
10.0658187291369% |
10.0515977597466% |
8.09121208609757% |
7.43090122522679% |
8.07248880694633% |
| s.smar |
5.56545290862366% |
7.78895203748361% |
8.73744761946354% |
6.99472826922704% |
6.61955538875065% |
7.52384114404871% |
| s.marg |
5.98285961390747% |
9.65785817025305% |
9.70769287562614% |
7.81763907772762% |
7.42217189845871% |
8.40539205951971% |
| s.coff |
7.53118351313243% |
9.03243421099804% |
9.29919427902261% |
7.35120995579193% |
6.76361248975356% |
7.69085364313498% |
| s.buyh |
5.93338437729454% |
8.1496119003326% |
8.41155679870623% |
6.74412281347949% |
6.43540935839095% |
7.38344549843221% |
| s.swen |
8.87900163326544% |
10.7638341245583% |
10.3512398335432% |
8.24251147203844% |
7.50726195005842% |
0% |
| s.mode |
6.61655013250204% |
9.06361021214104% |
9.2113445073018% |
7.37238168582726% |
6.89595293427332% |
0% |
| s.lazy |
6.47818987910232% |
10.0170877471261% |
11.371682788454% |
8.96375526405389% |
8.50174195385037% |
0% |
| s.have |
5.67839285825645% |
8.40001018664796% |
8.43477726228656% |
6.82514780193402% |
6.59398563172432% |
0% |
| s.grah |
5.40694381419883% |
8.27870469223253% |
8.69458840798749% |
6.7865506846194% |
6.20226521128715% |
0% |
| s.couc |
5.5355386824898% |
8.56601456470389% |
8.18613084043143% |
6.48587543592666% |
5.81512178283154% |
6.51928965163818% |
| s.712 |
5.79781255567041% |
8.742365881631% |
9.87771429331323% |
7.98354873409164% |
7.72818965173087% |
0% |
| s.6040 |
6.70228938823584% |
9.23316857239494% |
8.98030997806113% |
7.13390862145982% |
6.45706425583159% |
7.00702000189098% |
| s.5050 |
6.22651318191366% |
8.42626469757091% |
7.95968374040654% |
6.22891650194039% |
5.54151522622956% |
5.99363849019214% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| s.plus |
0.81 |
0.66 |
0.52 |
0.42 |
0.36 |
0.35 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.80 |
0.72 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.94 |
0.94 |
0.94 |
0.94 |
0.99 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.80 |
0.72 |
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 |
0.824618337391305 |
0.776534327259933 |
0.756520814011368 |
0.670412128544401 |
0.690405215803 |
0.744756004271563 |
| s.tals |
0.902959702251363 |
0.740938211447238 |
0.735730032773213 |
0.685144753787888 |
0.698891560780351 |
0.758786406528313 |
| s.talb |
0.941391231550603 |
0.800052575443386 |
0.758213741984709 |
0.684708730455958 |
0.674241432418415 |
0.734017717126971 |
| s.talc |
0.811914862470484 |
0.713524606484375 |
0.680488351611613 |
0.621385443825031 |
0.613938812026299 |
0 |
| s.wors |
0.073524058579351 |
0.161508395986214 |
0.0752050172098904 |
0.0151263782266196 |
0 |
0 |
| s.talm |
0.729158114585128 |
0.697200221344489 |
0.698154215602604 |
0.610330851253567 |
0.626225637367495 |
0 |
| s.swan |
0.102213974922764 |
0.391770315035375 |
0.582579307814923 |
0.540913161407013 |
0.593102580497286 |
0 |
| s.plus |
0.805448365202276 |
0.659916786316883 |
0.522673262594033 |
0.420521948797511 |
0.362012651732383 |
0.349153921361398 |
| s.noeq |
0.869453591984794 |
0.643774163600103 |
0.505944904754906 |
0.361224302838749 |
0.312767867176532 |
0.368361006597483 |
| s.ivyp |
0.695723062366015 |
0.676466165155297 |
0.693335857815531 |
0.654967134979152 |
0.684803809642424 |
0 |
| s.dali |
0.546821782955501 |
0.502453651342205 |
0.45603285719471 |
0.387232972216323 |
0.354861856024262 |
0 |
| s.brow |
0.592520050960429 |
0.477734576414124 |
0.38127803293556 |
0.303877490492755 |
0.264305523946538 |
0.256635731278266 |
| s.yale |
0.960543606756874 |
0.824903011928971 |
0.768946746235552 |
0.702239848036068 |
0.687612860937683 |
0.74166130069075 |
| s.seco |
0.911239026005717 |
0.880422394421539 |
0.897045339488716 |
0.886440159034264 |
0.906637229125351 |
0.926561795724753 |
| s.nobr |
0.897774604074026 |
0.824544620152678 |
0.832199593113647 |
0.801677882701998 |
0.820662182143593 |
0.835970920085942 |
| s.aron |
0.863999222205052 |
0.774236559080831 |
0.759535580219837 |
0.730750327354309 |
0.727117335982471 |
0.757625628274767 |
| s.lowv |
0.311385896605644 |
0.371390562189985 |
0.38943463890945 |
0.367935686794627 |
0 |
0 |
| s.bens |
0.734913127463973 |
0.740273922596099 |
0.762581479360002 |
0.758902769997867 |
0.791822813942123 |
0.82120304708229 |
| s.aggr |
0.849786454148397 |
0.796158131627354 |
0.804749698485942 |
0.807586541928649 |
0 |
0 |
| s.8020 |
0.916813127906828 |
0.866100200831897 |
0.861816857348923 |
0.845223249275122 |
0.839694985721731 |
0.839552867829063 |
| s.7030 |
0.85761559709485 |
0.795524784237956 |
0.780358284723206 |
0.756074693049137 |
0.744934037672399 |
0.743610503466573 |
| s.smar |
0.65659469157339 |
0.610459673593982 |
0.641185440927144 |
0.620230235236826 |
0.632700860168949 |
0.663874306918825 |
| s.marg |
0.730432152612752 |
0.728544356678787 |
0.720594155008714 |
0.692764461212446 |
0.701086404886396 |
0.724088648852613 |
| s.coff |
0.808198065968079 |
0.692300833511058 |
0.681947044784243 |
0.639197216058131 |
0.63714516190781 |
0.667370305100375 |
| s.buyh |
0.670769344594559 |
0.611931648552208 |
0.615089788856924 |
0.586361642875678 |
0.603159363754926 |
0.636097431531815 |
| s.swen |
0.961682330044474 |
0.820457603149198 |
0.760138122658295 |
0.696355171967982 |
0.681973042333697 |
0 |
| s.mode |
0.775941309560478 |
0.694668356668658 |
0.681732233175928 |
0.647855300648352 |
0.65273182813882 |
0 |
| s.lazy |
0.708034123718452 |
0.730686694203658 |
0.791530518028782 |
0.741353586164402 |
0.754051993227758 |
0 |
| s.have |
0.456631581381395 |
0.516414471224765 |
0.520131577587933 |
0.449279851277205 |
0.470891604447311 |
0 |
| s.grah |
0.632460858279965 |
0.618509729406763 |
0.623854140962267 |
0.57924300713578 |
0.568982760131347 |
0 |
| s.couc |
0.667960434189256 |
0.663181598045446 |
0.6338083566189 |
0.597643614338513 |
0.574974746998969 |
0.576472992409026 |
| s.712 |
0.650003836406521 |
0.645812458314167 |
0.688208255272172 |
0.663022684445085 |
0.690589354501872 |
0 |
| s.6040 |
0.798418066282872 |
0.724949367644015 |
0.698899712097489 |
0.666926136823151 |
0.650173089623067 |
0.647668139104082 |
| s.5050 |
0.739220535470894 |
0.654373951050073 |
0.617441139471772 |
0.577777580597166 |
0.555412141573735 |
0.551725774741592 |
Compare: Correlation
for period ending August 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.92 |
0.88 |
0.74 |
0.62 |
0.53 |
|
| to S&P500 (SPY) |
0.91 |
0.85 |
0.74 |
0.61 |
0.53 |
0.53 |
| to U.S. Bonds (BND) |
0.88 |
0.89 |
0.86 |
0.83 |
0.77 |
0.75 |
| to Commodities (DBC) |
-0.42 |
-0.03 |
0.04 |
0.05 |
0.17 |
0.27 |
| to Gold (GLD) |
0.42 |
0.65 |
0.67 |
0.69 |
0.74 |
0.73 |
History
| Month |
Dec |
Nov |
Oct |
Sept |
Aug |
Jul |
Jun |
May |
Apr |
Mar |
Feb |
Jan |
Note: Access to the full set of historical data is only available to paid subscribers. Subscribe to view the complete version of historical returns and portfolio allocation data.
Discover High Return, Low Risk Portfolios. Upgrade Your Subscription
Get access to s.plus updated monthly total return and allocation history. Upgrade your subsrciption for only $15/month. Cancel Anytime.
