VizMetrics Permanent Plus Portfolio

for period ending April 30, 2024


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  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


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:

  1. 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.

  2. VizMetrics removes Cash from the allocation to allow a higher return while increasing risk.

  3. 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.

  4. 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

For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"

Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:

GLD=33.33%, IWF=33.33%, TLT=33.34%

Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:

GLD,33.33,IWF,33.33,TLT,33.34



  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 April 30, 2024

5-year graph ● s.plus ● 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.plus 2.3% -2.6% 9.8% 1.9% 8.3% 7.4% 8.8% 8.6%
Peer Group* average
60% Equity / 40% Bonds 1.9% -3.6% 12.4% 2.4% 7.5% 7.7% 9.7% 7.4%
Global Equities (ACWI) 4.4% -3.6% 17.0% 4.2% 9.4% 8.1% 10.5%  
U.S. Equities (SPY) 5.9% -4.0% 22.4% 7.9% 13.1% 12.3% 14.5% 9.9%
U.S. Bonds (BND) -3.1% -2.4% -1.4% -3.6% -0.2% 1.2% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 2.14227383279062% -3.09889492095215% 12.4214759144117% 4.15693424321604% 9.25310392767131% 7.95190188622543% 10.9462152803758% 9.5534781066444%
s.tals -3.77208468456169% -5.07680335820405% 5.43436256348613% -1.79334110585295% 3.55575799747476% 4.87300074035171% 8.06266820169632% 6.42687905842172%
s.talb -2.4146788083967% -4.89774626518516% 6.61997651320836% -0.0836808591715976% 5.00914844395177% 6.23985064651413% 9.36402886913794% 7.38438786340943%
s.talc -3.55128329804388% -4.85427324703379% 3.87955763158674% 0.0488487680257332% 4.24838427549166% 5.95223008901715% 8.82604824980884% 0%
s.wors 0.829398707252982% -0.578247616673581% -3.58750542304325% -3.68060682775355% 0.330371610964186% -1.02497893831193% 0% 0%
s.talm 1.18901231074495% -2.66689572906078% 7.10315216317381% 3.82386863784163% 7.96257576066777% 7.11898848955228% 10.2400778505069% 0%
s.swan 5.33692734187079% 0.828610100211569% 7.59865561365154% 8.78283933275021% 9.51064149374914% 3.22845310578215% 0% 0%
s.plus 2.33754167232245% -2.55893839141765% 9.75089235059887% 1.87262506955004% 8.28220864366298% 7.39943173893283% 8.8250912007249% 8.56107895075204%
s.noeq -2.99013481619632% -3.80149465998747% -0.0318178104561362% -2.01420362434891% 3.65154122070173% 4.06067183512102% 6.93717096954034% 7.53754359867462%
s.ivyp -0.0882057022762339% -3.26219177037363% 5.99782756870197% 2.21538810583077% 6.06578645974698% 4.73324501375865% 7.60129159514635% 0%
s.dali -0.141200641725348% -2.33381909641995% 4.25540157030606% -0.333149998735949% 3.86252620901164% 3.77238702325742% 5.77082251458163% 0%
s.brow 1.35200809750935% -2.06101041746748% 5.8825218593014% 0.901958625864219% 5.58946410895624% 4.99269367032502% 6.35779689020648% 6.53236046184311%
s.yale -1.54413214553475% -4.57812479127246% 5.50369982588872% -1.02218019129106% 4.89855710818727% 5.8115284120813% 8.8395260675739% 7.22412142613416%
s.seco 4.1735032099472% -3.61339965389025% 16.4624095394965% 3.62539136817333% 9.05580350889221% 8.43890246406247% 10.9579531928989% 8.11173248174364%
s.nobr 1.81841271056802% -3.9636464095698% 11.0491921753442% 1.93290957575787% 6.99905107856749% 6.63193072363999% 9.52287600747397% 7.30856195597469%
s.aron 0.771670522246604% -3.82229744877045% 9.25509320484432% -0.831182606909542% 5.48201082384323% 5.97864268101727% 8.63151512613358% 7.05196634605907%
s.lowv 2.14178310304798% -1.04136663868385% 4.47198159681059% 1.94282308991358% 3.07851870837472% 4.16701373638182% 0% 0%
s.bens 3.07605720351587% -2.79366457887916% 12.4822417993167% 3.80868731921564% 7.62001549009514% 6.78142777516468% 9.01560391017939% 7.29016097252926%
s.aggr 2.07035399500028% -3.23601813769978% 11.8400776201913% 0.866251832564102% 6.95346205105489% 6.19664699554709% 0% 0%
s.8020 3.51050209568589% -3.95637769181157% 17.3222867456817% 4.3278308033607% 9.96967381138962% 9.74641114987622% 12.0271161472678% 8.76920600847415%
s.7030 2.68228883799171% -3.76257731109174% 14.8586301815653% 3.37190727924892% 8.7552617361311% 8.71817754258601% 10.8506038069669% 8.11362403189497%
s.smar 1.19603415170457% -3.09593630173204% 9.28220409093805% 1.49226341405695% 5.51873902342543% 5.66470450714314% 8.07476762213286% 6.40955819801903%
s.marg 2.29098695127363% -2.7930391207973% 9.49152685095542% 1.13952981315679% 6.32435454460551% 5.83627825047335% 8.14721126478852% 6.52572679179588%
s.coff -0.912425361079083% -4.18578523157379% 6.37615355222365% -0.206782983478215% 4.55787275135517% 5.342432299391% 8.07581760243712% 6.53525069027143%
s.buyh -0.155349463717447% -3.0807938727325% 5.15308973139079% -0.283116535725036% 4.24153737436461% 4.37599797083457% 6.76657577902304% 5.91585162477484%
s.swen -1.68183540795164% -4.61423736140187% 5.56559546811446% -0.637241586159443% 5.13597910629753% 5.98467469005863% 9.01970273434165% 0%
s.mode 0.0179842048214196% -3.25694119667857% 8.14003790905094% -0.23723455487803% 5.18834788036202% 5.6229822561507% 8.04022218261315% 0%
s.lazy 0.0503500960812309% -3.48912421907071% 6.53534598753793% 3.48216800388539% 5.82334468474595% 4.54276103595395% 7.610427526894% 0%
s.have 3.1337637423787% 0.114629834811961% 2.65218135149712% 2.20752319690773% 5.54342217177715% 4.51899510279223% 7.42452479514144% 0%
s.grah -0.0138170589104258% -2.92384912442129% 5.91436913584489% 1.41913657930617% 4.80559640242575% 4.53014818606907% 7.09291307146456% 0%
s.couc 1.71205357933171% -3.01727223956737% 9.96497829434337% 2.36681477317462% 7.32183257257739% 6.89227484918864% 8.76664500860762% 6.93464967038653%
s.712 0.549703491277476% -2.77594975915832% 7.22876064859246% 1.5093228410388% 5.23998389419476% 4.14916322223045% 6.72094808806531% 0%
s.6040 1.85532269636073% -3.5687769303719% 12.4303920101229% 2.4056746385883% 7.52419779335154% 7.67638016278005% 9.662104422995% 7.4367098221378%
s.5050 1.02962444610075% -3.37497654965207% 10.037364781016% 1.42949683023599% 6.27735850371203% 6.62160911792922% 8.46226725579049% 6.7390153347088%
Historical Return
 
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
* Peer Group is Strategic: DIY
s.talg 26.1597755176016% 13.9468785359063% 19.6644640877491% -15.5982163184184% 17.2147119882491%
s.tals 19.1606182913751% 7.05687582072052% 17.3515132076102% -16.7670110360329% 11.4607819566624%
s.talb 22.7420658614687% 8.32668393434759% 20.4416057352521% -19.4447615934583% 14.3933354422893%
s.talc 19.7772313636666% 4.84969497533336% 18.657946666363% -14.2185045597003% 11.0106934244197%
s.wors 2.15927637078546% 14.3702001164639% -0.875276067558028% -5.1937133824035% -5.58504538241322%
s.talm 23.7053213834483% 7.58465721431614% 19.5784169354495% -8.85561496964616% 10.1770538607038%
s.swan 14.6075538806763% 4.85193934457004% 13.7472558903354% 12.5022458844257% 3.87405837048487%
s.plus 22.9801183207561% 28.2349702712587% 5.72167231574099% -20.9188513529395% 18.717111310016%
s.noeq 20.5719988160759% 13.4769738395866% 9.3602337913999% -19.9085070557827% 9.53340406039849%
s.ivyp 20.2971777419614% 6.41636266476715% 21.704938427612% -12.0141809514464% 10.2221855824715%
s.dali 15.1783791853549% 12.3351852268746% 7.2999802009639% -14.2419586214205% 8.9022827283016%
s.brow 16.7061548536913% 17.7109084339359% 3.78663530958809% -14.1843314422468% 11.5363405910448%
s.yale 22.8406419203823% 12.7371401515751% 16.9328407365336% -21.1163765409783% 13.6292960934462%
s.seco 25.6343124637372% 16.9265476156061% 17.451675362683% -17.8311299962618% 20.463621090642%
s.nobr 22.8370523469289% 13.7179221627692% 14.8634737757154% -16.2867479178065% 16.9176842634148%
s.aron 21.2398472188226% 18.0494037838299% 9.83431184775974% -18.9796488835045% 14.4504409548533%
s.lowv 12.5167403701034% 2.90314534384484% 6.18271147443223% -7.1921722805645% 6.62410452368214%
s.bens 20.9786651903187% 10.9915395787553% 15.7557592834701% -12.553306533105% 16.4540999657777%
s.aggr 22.3107453689897% 17.9556465411554% 11.4230042512206% -15.88527363279% 15.5546454041855%
s.8020 26.217255898958% 18.8225112951776% 19.7452364376917% -18.069856178937% 21.7158548469084%
s.7030 24.0041206234541% 17.6260388071938% 16.863416355419% -17.3740226657332% 19.5904932836454%
s.smar 17.5141638637717% 9.39470666808912% 12.4376494447116% -11.2782733805696% 11.5849600285105%
s.marg 20.0553135182485% 15.0514375454995% 13.1713721596459% -16.8955652505738% 14.2064095501135%
s.coff 19.2385369450611% 9.23922132592205% 13.563426155565% -14.5671014495673% 10.99447982111%
s.buyh 16.7641826913438% 9.8266263196966% 10.2585271548169% -12.7137526420126% 9.85714046337261%
s.swen 22.9923416395939% 12.6726389225104% 16.9829231820075% -20.6371049951315% 14.2715161326236%
s.mode 20.4205780028759% 14.0785814295956% 10.5873850153413% -16.8777386877365% 13.7946845931412%
s.lazy 17.2035449022131% 3.22183464964929% 20.1424754111165% -8.04438839262481% 10.6640610584107%
s.have 19.6951695990005% 7.93295904404396% 6.90151128246674% -4.68831183100331% 4.05321484237007%
s.grah 17.5302167632976% 7.37651790260052% 10.8115534429923% -10.4724501569515% 10.6870179030968%
s.couc 19.3315088286683% 16.6106546772378% 15.4147651016417% -15.7071352139266% 14.5906857415039%
s.712 17.344217906346% 7.70583757354628% 14.4998415750287% -9.99646394712902% 9.66178559111286%
s.6040 21.8008892236144% 16.3697115808623% 14.0345204547633% -16.6986542826282% 17.4898007024777%
s.5050 19.6084299618187% 15.0559930685074% 11.2579446671262% -16.0443948028284% 15.4136741697843%


  Compare: Risk vs. Return

for period ending April 30, 2024

Maximum Drawdown vs. Annual Return
● s.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)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus risk vs. 60/40 Worse Worse Better Better Better Better
s.plus return vs. 60/40 Worse Worse Better Worse Worse Better
Risk-Return Quadrant
SE SE NW SW SW NW
Risk-Return Direction 161° 149° 320° 237° 201° 328°
Risk-Return Magnitude 2.8 0.6 1.0 0.5 0.9 1.3
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
* compares s.plus to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus -11.8% -6.8% -2.5% -2.5% -2.1% 2.3%
Peer Group* average
60% Equity / 40% Bonds -8.2% -6.2% -3.6% -1.9% -0.5% 0.5%
Global Equities (ACWI) -5.4% -3.8% -3.5% -4.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.4% -22.7% -19.0% -12.5% -9.7% -3.9%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg -9.47727404837965% -3.79771558608357% -2.36189299255479% -2.84760312290633% -1.88221599726162% 0.394602139236856%
s.tals -17.0122617993911% -11.1962380750298% -9.35531964482516% -6.5956022259476% -4.69923771030216% -2.79662206567188%
s.talb -15.7945424961181% -8.88340200939018% -7.46050585794476% -4.65114289394025% -2.50858644418733% -1.33748327304219%
s.talc -18.726710743099% -9.22451895799004% -8.27125549102118% -4.54085260007185% -2.40589801943774% 0%
s.wors -46.1849632416542% -29.5439266983499% -18.4687447142144% -18.2180212451008% 0% 0%
s.talm -15.2468989881788% -4.21089974320501% -3.71368539031031% -3.74590392431223% -2.37348245711704% 0%
s.swan -14.2165997394067% 2.31826904360963% -2.41103078841924% -8.92364043925023% 0% 0%
s.plus -11.787165257758% -6.75215985980355% -2.51182627908589% -2.45350466001598% -2.09007436377103% 2.26864436693279%
s.noeq -22.4549954376044% -11.4282696786776% -9.13827707535518% -7.52203144544805% -5.72328871958352% -0.734609609972021%
s.ivyp -16.2572777416933% -6.45446363293937% -5.90225253759894% -6.48948541058094% -4.99566191347886% 0%
s.dali -18.8688781249743% -12.023560900994% -8.25386201818194% -6.45116131063276% -3.60237499862758% 0%
s.brow -16.2145827860741% -9.58561928572096% -4.85580609194436% -4.188455950955% -2.95003778840907% 1.74585063789903%
s.yale -16.9388673794116% -9.77390922746325% -7.66373336498151% -5.30320540915531% -3.31568314403169% -1.4353206333848%
s.seco -5.51950437788679% -4.38324765811688% -3.45059215906642% -3.17779387500948% -2.8401460890457% -1.45595006515117%
s.nobr -11.2414247718815% -6.39043062899028% -5.41278901542376% -4.72967681332728% -3.58995333247075% -1.73711335462875%
s.aron -12.9254823343941% -9.88622719938617% -6.93579977759468% -5.15842923847919% -3.7902125637652% -1.59477069416449%
s.lowv -19.1945346182506% -9.08315365149846% -9.74661013793393% -5.22357731027784% 0% 0%
s.bens -8.16086968058839% -4.26501682537977% -4.19931865052245% -4.18962404322852% -3.89636433070214% -1.68504022942674%
s.aggr -10.6040438074045% -7.60470798334616% -5.53155518998526% -5.51754958842806% 0% 0%
s.8020 -4.14315229264782% -3.59840671174154% -2.00616398508637% -1.18464990975835% -0.484334622784417% 0.14772282262199%
s.7030 -6.03588123208495% -4.78366845084143% -2.70128677418383% -1.47427201598873% -0.481375732191946% 0.325683210831091%
s.smar -11.7516806949136% -7.98473614845133% -6.27166149415605% -4.59965767961893% -3.04162597389284% -1.41698302570827%
s.marg -11.687046139476% -7.79549633678887% -5.55480944816167% -4.95586529595338% -4.00219514042649% -1.91298146891008%
s.coff -15.9350272203106% -9.77809673774381% -7.84480721651077% -5.3360300936433% -3.234295720142% -1.38637045072769%
s.buyh -17.315743269318% -10.5430084259547% -8.12535102742047% -6.46200463589616% -4.86781335801371% -2.06028597871946%
s.swen -16.8777085666345% -9.36165916413562% -7.33267666993602% -5.04235495194061% -3.02728250443236% 0%
s.mode -13.744984919632% -9.84208409234485% -6.94922968746633% -4.9850668062916% -3.56206547801388% 0%
s.lazy -15.661298987502% -4.65518482065003% -6.73235618506699% -7.17207989060363% -5.65301250519581% 0%
s.have -20.7739194526702% -6.72806559632566% -6.05184806594703% -6.2890781753615% -4.14422658692467% 0%
s.grah -16.3093599926037% -7.88667608867658% -7.30690425058173% -6.20649697969464% -3.97960477969706% 0%
s.couc -10.1203303735262% -6.47564270810823% -3.23997647833834% -2.27338382986363% -0.693192502360306% 0.436098129948425%
s.712 -14.7025650551095% -7.59819960005641% -7.01605102792291% -7.30539664687507% -6.08235269892524% 0%
s.6040 -8.20731329370028% -6.19984046636425% -3.60035004172924% -1.88533963036298% -0.536811781700216% 0.493936278923201%
s.5050 -10.7160631281871% -7.90226173117077% -4.77823849994095% -2.47625902225386% -0.698391289017046% 0.630988848990034%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus -8.1% -4.8% 0.4% 1.2% 2.8% 4.0%
Peer Group* average
60% Equity / 40% Bonds -6.3% -4.5% -2.4% -1.1% -0.2% 0.4%
Global Equities (ACWI) -5.1% -3.5% -3.2% -3.6% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -13.2% -8.9% -4.9% -2.0% -0.0% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg -7.24769668490982% -2.94352177226953% -1.13988054086855% -0.907020466591404% 0.425047184397362% 1.75085888177192%
s.tals -16.1559740953189% -8.77252508758642% -6.64625663886531% -4.16240698833851% -2.50238747951093% -1.51236995370666%
s.talb -14.668853582321% -7.27959960936387% -5.32507972794064% -2.75278729156713% -0.868914791610958% -0.326662864470775%
s.talc -15.4357910957105% -6.83011313124023% -5.34852480759601% -2.38668977045239% -0.628944762966861% 0%
s.wors -10.5722049096028% -8.52412442229981% -3.36525362243307% -3.00932823861422% 0% 0%
s.talm -11.8465392674423% -2.98882531167366% -1.86516920558981% -1.13957350178562% 0.543706675003738% 0%
s.swan -2.15090852640499% 3.0856547309424% 0.425543997387353% -4.33767864524822% 0% 0%
s.plus -8.09462715205426% -4.79472794872326% 0.36176051382895% 1.16580329792315% 2.77779653768271% 4.03326040284819%
s.noeq -19.6175576399094% -8.62148839484817% -3.9224674808645% -1.54831833310635% 1.4518056929879% 2.86158934048298%
s.ivyp -12.0219126745629% -4.53567595677335% -3.7969731844711% -3.96898700497445% -2.85562872390938% 0%
s.dali -10.2037446156522% -6.4377297035188% -3.49612331340985% -2.12429091268466% -0.213712247432738% 0%
s.brow -8.98587325791095% -5.09479812749203% -0.976377893091406% -0.0278777632862908% 1.58281477386474% 2.76491972114091%
s.yale -16.2288254623384% -8.31220080182458% -5.5743449716891% -3.37248019674971% -1.60004765398094% -0.556593125285112%
s.seco -5.0838607525862% -3.8695181318885% -2.98716838941828% -2.6936377249158% -2.39515279315561% -1.21439593655619%
s.nobr -10.3311068330524% -5.36173580513913% -4.34530439894501% -3.62986986897947% -2.68956100226981% -1.2723395054816%
s.aron -11.4834342461834% -7.94155053710661% -5.0869098032808% -3.5380994179825% -2.34484468184115% -0.881603391833899%
s.lowv -6.35894775207564% -3.66529692802493% -3.64834168723061% -1.50867154031034% 0% 0%
s.bens -6.13263154018039% -3.16396229791448% -3.06402468728727% -3.00588251564008% -2.83095466625432% -1.16364565011878%
s.aggr -9.72524928860713% -6.32086327887165% -4.20757903972954% -4.13524787449898% 0% 0%
s.8020 -3.75206781806721% -3.1157608949134% -1.68250921513174% -0.953292905919784% -0.343970178251816% 0.170074040158964%
s.7030 -5.05906933037649% -3.80943514665735% -2.03624818342558% -1.04364238092092% -0.26407848355421% 0.310046340608426%
s.smar -8.0974704108542% -5.01063990535225% -3.88966276273016% -2.69092489565469% -1.66603474794416% -0.746041265128033%
s.marg -8.58049759349484% -5.79361587744038% -3.84633286366949% -3.25646226561276% -2.4837921478361% -1.12164774477469%
s.coff -13.360810553673% -7.01119757773348% -5.17848213019657% -3.21171753816602% -1.69409009521036% -0.643345494998689%
s.buyh -12.3428714916155% -6.78510429671288% -4.85954410338212% -3.61639485232257% -2.59026009839707% -1.00705328546355%
s.swen -16.2600745849606% -7.90902740800716% -5.24742540288076% -3.13715696826602% -1.3465526061237% 0%
s.mode -10.8725375405516% -7.0415975548669% -4.5530752765566% -3.00835571532025% -1.94228777967588% 0%
s.lazy -11.9185503892557% -3.46723675147617% -5.06070350911999% -5.07921963409532% -3.7607125788001% 0%
s.have -11.0845100058661% -3.91142638002928% -2.48486510165706% -2.03440886293812% -0.217163696758542% 0%
s.grah -11.0674592980261% -5.10941800136198% -4.35939440729507% -3.38464197870051% -1.79550965969277% 0%
s.couc -6.54652858908755% -4.33049979373396% -1.91272386552135% -1.20352678074301% -0.0887590816936195% 0.515352605456744%
s.712 -10.5199101339811% -5.12714348771343% -4.65435711486326% -4.66308372786266% -3.80827264795182% 0%
s.6040 -6.3306524500117% -4.51341851495015% -2.40663901924046% -1.14755562843781% -0.196173832527538% 0.428686407879892%
s.5050 -7.56702462731144% -5.22734705093463% -2.79280520191529% -1.26444254099957% -0.139606964733506% 0.52654619747953%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 0.39 -0.10 0.45 0.54 0.76 0.71
Peer Group* average
60% Equity / 40% Bonds 0.61 -0.07 0.39 0.58 0.85 0.60
Global Equities (ACWI) 0.78 0.07 0.42 0.48 0.64  
U.S. Equities (SPY) 1.09 0.27 0.59 0.71 0.91 0.59
U.S. Bonds (BND) -0.84 -0.95 -0.41 -0.10 0.24 0.29
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 0.540068142039163 0.0627753363184772 0.463881282033397 0.528629146382873 0.784044100933618 0.614731710165345
s.tals 0.0817673686250634 -0.338379625110365 0.113607957143269 0.299461152648678 0.60600562151178 0.41366319217942
s.talb 0.154935598590988 -0.208954081381071 0.207978507319046 0.415031755574549 0.737592178846529 0.500737001069581
s.talc -0.0380061931601354 -0.231897228415795 0.160329329950399 0.416206345690709 0.739893416477721 0
s.wors -1.90381173050864 -1.23356797961196 -0.369983297671607 -0.455256976825145 0 0
s.talm 0.188051876554545 0.0381116922887677 0.395117394882385 0.473300230935093 0.752308673548333 0
s.swan 0.241161225556256 0.369695517854292 0.469888929511796 0.165915335623176 0 0
s.plus 0.394558397423639 -0.0992087601875507 0.445295335337804 0.543481054221717 0.760558961705371 0.711013088191808
s.noeq -0.275184789642956 -0.349734782777138 0.116961180557858 0.239153100563666 0.538325916078337 0.534956032305953
s.ivyp 0.114044607103068 -0.0851343403665699 0.282263570728423 0.301113806815559 0.58558317382255 0
s.dali -0.0669675396547629 -0.386228821230669 0.140050246211121 0.279466045258001 0.64352116655571 0
s.brow 0.106444624710071 -0.262223489547676 0.308866264618334 0.421054807715166 0.692037489237053 0.666661600677596
s.yale 0.0845134047460834 -0.254647416013212 0.198898724621304 0.375733393126503 0.687435437138021 0.493574606897463
s.seco 0.774536747495544 0.0365692913177426 0.421110455072722 0.517122215031967 0.730600309021186 0.5027947147595
s.nobr 0.435909376734307 -0.0737741877738785 0.319431931631608 0.418287809945567 0.679897033736809 0.479389450490648
s.aron 0.33088782750198 -0.264283323183623 0.236029035366448 0.386207770697276 0.660548805611377 0.483566853488738
s.lowv -0.101487089626824 -0.238835023491063 0.0600658952683359 0.353322771181573 0 0
s.bens 0.612270897990038 0.0313531170423603 0.372408038767259 0.44720709264713 0.659609946269283 0.482542793330736
s.aggr 0.475982284246802 -0.138594258314349 0.314220099762751 0.373508467000197 0 0
s.8020 0.853123229266587 0.0755800799014785 0.486535507539672 0.631689289904226 0.868693306478717 0.593739155254918
s.7030 0.740915732996566 0.00735485561627843 0.444755866027016 0.607780727536875 0.863551573603974 0.598061703331316
s.smar 0.391056296927607 -0.173626517249085 0.258145179218569 0.410912211631546 0.701125054699359 0.486898156584268
s.marg 0.396737090263548 -0.154516976624964 0.298978359070491 0.393825247336293 0.645133365176372 0.460848001466867
s.coff 0.14063916775818 -0.263810349076096 0.182531353916109 0.367608796898461 0.688243185548126 0.488911162606932
s.buyh 0.0439736500391462 -0.307921093676634 0.162680271958389 0.294544146482588 0.585087002767597 0.445893452125406
s.swen 0.0883932014887603 -0.232748742229678 0.214715009723617 0.391301106803226 0.705178350007172 0
s.mode 0.273739771330266 -0.267174458301413 0.227048358424655 0.38948123929358 0.66954430672198 0
s.lazy 0.154320197021103 0.0135789464546434 0.252280688518179 0.267218165709515 0.549669387156025 0
s.have -0.181049393458814 -0.104976186654435 0.265182009216329 0.30664886109264 0.632864547127372 0
s.grah 0.107403498100251 -0.165472527813658 0.205018986028122 0.310247835964104 0.638207394433586 0
s.couc 0.486852304738203 -0.0906479801801669 0.400581347859038 0.544588362577333 0.836753591112481 0.592654340245536
s.712 0.211460125710711 -0.148194312057388 0.227534465995472 0.251739210626679 0.517665237022585 0
s.6040 0.609387663468335 -0.0727849207497685 0.392569130878068 0.576060375638249 0.854088144125976 0.601562534729413
s.5050 0.454352427189363 -0.167492322846918 0.326316546918012 0.532904966313324 0.836971291364075 0.602721240839039
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 0.65 -0.13 0.69 0.86 1.26 1.14
Peer Group* average
60% Equity / 40% Bonds 1.09 -0.10 0.57 0.85 1.33 0.87
Global Equities (ACWI) 1.51 0.10 0.62 0.70 0.99  
U.S. Equities (SPY) 2.15 0.39 0.90 1.09 1.44 0.87
U.S. Bonds (BND) 1.09 -0.10 0.57 0.85 1.33 0.87
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 0.933585817060575 0.0877115432429122 0.681711272873615 0.801368041430607 1.28362913700914 0.910074427669094
s.tals 0.131331117560669 -0.45053629599731 0.155705029034032 0.422182949600993 0.919560358066429 0.584885386537635
s.talb 0.257290460561461 -0.278625788875435 0.28724320902211 0.592658336866851 1.13624169416105 0.709971268866936
s.talc -0.0607388202317215 -0.30960893636335 0.220873912962582 0.597294666146786 1.15365807044162 0
s.wors -1.854228015475 -1.26773567501316 -0.457945863839034 -0.596144023023267 0 0
s.talm 0.295785373205367 0.0537432148931204 0.571064952517189 0.711096363799819 1.22118405709666 0
s.swan 0.429708751712085 0.576237038850846 0.703699409199501 0.243325964236225 0 0
s.plus 0.652871406736241 -0.134725428523614 0.685340053635212 0.855639264186372 1.25838408258176 1.13725487010092
s.noeq -0.41383484744404 -0.464172797711055 0.171406236791953 0.357572243693753 0.857565701550374 0.809142339421441
s.ivyp 0.180711112831881 -0.112355763001308 0.386673487717739 0.41776619691745 0.874248974545241 0
s.dali -0.104141408689669 -0.47630050680083 0.187637128414184 0.385080309970205 0.950990394820177 0
s.brow 0.17111333470927 -0.344573297897691 0.460684482572815 0.645172208751946 1.12656031076098 1.05180441937893
s.yale 0.137159748876817 -0.333237997955822 0.275767358869539 0.532044835426306 1.04885240684464 0.696238257604291
s.seco 1.45341315913873 0.0503732030782051 0.615118910847043 0.760281980203367 1.1330962908713 0.721721113864622
s.nobr 0.757215872156334 -0.101351349174786 0.461709245746368 0.605118948443484 1.04794794101989 0.689122011828962
s.aron 0.55911069150061 -0.345514205510465 0.333614140641033 0.551231925040146 1.00824564794931 0.688945758581083
s.lowv -0.144935194577576 -0.304218722666592 0.0791749122973487 0.489540759160881 0 0
s.bens 1.1257583603414 0.0430877161366476 0.536333500085802 0.650012461289053 1.01461376160862 0.69156702306873
s.aggr 0.836773466720756 -0.19066335411294 0.455451982760903 0.547421818617834 0 0
s.8020 1.59973430492824 0.10415488451631 0.71973904244785 0.944585993759903 1.36590185230182 0.865062953384161
s.7030 1.35500172431121 0.00996545226592847 0.651051847701241 0.901679134058499 1.35181414144806 0.870118037888585
s.smar 0.670669344879331 -0.231123606769973 0.359414604551542 0.582013327503964 1.06540137581187 0.690488870163998
s.marg 0.675198027940005 -0.200497941505023 0.418959913848876 0.558006123909218 0.978598169916499 0.649060533307393
s.coff 0.22876391402346 -0.347586136066138 0.252535084961767 0.517592980455104 1.04161167818106 0.693345432637245
s.buyh 0.0692019881231454 -0.399678996160165 0.225262498853031 0.412972951588736 0.885893002191185 0.632520433854763
s.swen 0.143879560934063 -0.307391305658677 0.299131202520603 0.556442287042774 1.08287185806244 0
s.mode 0.466185051751543 -0.349345865845618 0.317243174345148 0.553661464688967 1.0224016866744 0
s.lazy 0.245653569743777 0.0181909992721474 0.350847431950422 0.374073534290998 0.820695406785062 0
s.have -0.251418423810678 -0.139718246317643 0.368729324164577 0.431702301635175 0.977541873469347 0
s.grah 0.176219300338092 -0.219049842585148 0.282714373330892 0.432439838786169 0.960067991500562 0
s.couc 0.827013630867868 -0.117963099366555 0.570112089043741 0.784703628438374 1.28483510609183 0.843825263708535
s.712 0.343822725276406 -0.194142035105103 0.311107517527196 0.348134462540159 0.766818287787816 0
s.6040 1.08504357036819 -0.09684207073074 0.567397795953838 0.846121907625301 1.32818433071474 0.873284657529795
s.5050 0.786478794997576 -0.21860930028089 0.464459093591967 0.772878409764082 1.28865605680291 0.871980631171355


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 7.7% 24.0% 24.0% 24.0% 24.0% 24.0%
Peer Group* average
60% Equity / 40% Bonds 7.3% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 9.4% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 8.3% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.9% 16.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 7.68081177481774% 21.2491676549859% 21.2491676549859% 21.2491676549859% 21.2491676549859% 38.5383826317269%
s.tals 10.1272167031161% 19.8851569181084% 19.8851569181084% 19.8851569181084% 19.8851569181084% 41.6706925866126%
s.talb 9.16177703577198% 22.8530592229256% 22.8530592229256% 22.8530592229256% 22.8530592229256% 41.0803178403685%
s.talc 7.45145179438765% 19.9479812576535% 19.9479812576536% 19.9479812576535% 19.9479812576536% 0%
s.wors 2.72194968935477% 15.5065009949781% 15.5065009949781% 16.4546077829839% 0% 0%
s.talm 8.17189174359832% 16.6857771136184% 16.6857771136184% 16.6857771136183% 16.6857771136183% 0%
s.swan 4.05310949972622% 14.1360435544852% 23.8251806472743% 31.9587008341005% 0% 0%
s.plus 7.74400613403562% 24.0338000249949% 24.033800024995% 24.0338000249949% 24.033800024995% 24.033800024995%
s.noeq 9.60424434735658% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541%
s.ivyp 7.99441826647651% 17.0057549401921% 18.0743500648006% 18.0743500648006% 18.0743500648006% 0%
s.dali 5.84212585903513% 17.8657209300906% 17.8657209300906% 17.8657209300906% 17.8657209300906% 0%
s.brow 5.91278400524896% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624%
s.yale 10.5999576757034% 25.5703482931964% 25.5703482931964% 25.5703482931963% 25.5703482931963% 42.1895203695544%
s.seco 9.26929713012811% 24.5031265938134% 24.5031265938134% 24.5031265938134% 24.5031265938134% 49.2398695179376%
s.nobr 9.81248454833691% 23.4371134799249% 23.4371134799249% 23.4371134799249% 23.4371134799249% 43.3168858951126%
s.aron 10.1655392205768% 24.3315656230098% 24.3315656230098% 24.3315656230098% 24.3315656230098% 41.1066950804557%
s.lowv 2.62195217269929% 13.2140634290601% 13.2140634290601% 13.2140634290601% 0% 0%
s.bens 7.55516321690045% 19.803358398193% 19.803358398193% 19.803358398193% 19.803358398193% 45.0068170901498%
s.aggr 10.4997831442528% 23.5042520500542% 23.5042520500542% 23.5042520500542% 0% 0%
s.8020 8.21781003659818% 22.7309971366694% 22.7309971366694% 22.7309971366694% 22.7309971366693% 42.1431235505138%
s.7030 7.76986400226418% 21.6915799933984% 21.6915799933984% 21.6915799933983% 21.6915799933984% 37.3434030624376%
s.smar 7.03977181192822% 17.0956745283416% 17.0956745283416% 17.0956745283415% 17.0956745283416% 37.5883122524873%
s.marg 8.15674523453942% 22.9713237665632% 22.9713237665632% 22.9713237665632% 22.9713237665632% 40.5491255372551%
s.coff 8.97451235467235% 19.8029329136583% 19.8029329136583% 19.8029329136583% 19.8029329136583% 36.0054377232498%
s.buyh 8.13087313514714% 18.7334558619386% 18.7334558619386% 18.7334558619386% 18.7334558619386% 35.7059512776552%
s.swen 10.4870736395262% 25.0773505598873% 25.0773505598873% 25.0773505598873% 25.0773505598873% 0%
s.mode 8.71988062702556% 21.5610627066683% 21.5610627066683% 21.5610627066683% 21.5610627066683% 0%
s.lazy 7.56885207092805% 16.9750257613406% 21.4236339877538% 21.4236339877538% 21.4236339877538% 0%
s.have 7.07391390200464% 15.0611819276938% 15.0611819276938% 15.0611819276938% 15.0611819276938% 0%
s.grah 7.03490849202566% 18.1586683651339% 18.1586683651339% 18.1586683651339% 18.1586683651339% 0%
s.couc 6.29020178269054% 19.3721339517937% 19.3721339517937% 19.3721339517937% 19.3721339517937% 28.7275569551771%
s.712 7.86759044433551% 16.047450733805% 19.1057431243933% 19.1057431243933% 19.1057431243933% 0%
s.6040 7.32055248005687% 20.6547799205925% 20.6547799205925% 20.6547799205925% 20.6547799205925% 32.2096947177191%
s.5050 6.86987347701363% 19.621025261549% 19.621025261549% 19.621025261549% 19.621025261549% 26.7230912531448%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 13.1% 13.9% 13.9% 11.3% 10.8% 10.6%
Peer Group* average
60% Equity / 40% Bonds 12.9% 13.2% 13.9% 11.1% 10.6% 10.6%
Global Equities (ACWI) 16.7% 17.6% 19.5% 16.0% 17.0%  
U.S. Equities (SPY) 17.5% 19.1% 20.9% 17.1% 16.8% 16.5%
U.S. Bonds (BND) 7.1% 7.0% 6.3% 5.0% 4.5% 4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 15.0202499011139% 15.5773605486654% 16.3219097855264% 13.1674770157889% 13.871301104283% 14.9614734332348%
s.tals 15.8416494497686% 13.9836942112848% 14.919593873926% 12.5229567648902% 12.6347681780078% 13.9191429595064%
s.talb 15.1295498123208% 14.7371684029491% 14.9467086280893% 12.2271635583221% 12.0979560240426% 13.2858891714382%
s.talc 13.3809861770699% 13.3909015517878% 13.4862484447013% 11.1729980076742% 11.1252270188541% 0%
s.wors 4.22990245652557% 5.17748261853326% 5.66777652756795% 5.54785672540732% 0% 0%
s.talm 14.7488638890999% 14.9122367946724% 15.5347057776273% 12.7976706682849% 13.3557032073046% 0%
s.swan 12.2208972474934% 14.371011114095% 17.149583443184% 14.2181486020485% 0% 0%
s.plus 13.1349533992162% 13.9290749888605% 13.9398840663229% 11.3077795698585% 10.8042437502732% 10.5948009803986%
s.noeq 14.5819172402914% 14.0332249094984% 13.6217798443564% 11.9622025642784% 11.8582237790708% 12.5498268996089%
s.ivyp 12.2497095260909% 13.2307771942369% 14.415926899344% 11.599779180115% 12.1475705421532% 0%
s.dali 8.85092398594395% 9.61796142434275% 9.54597744245204% 7.58359074804435% 7.24386227686261% 0%
s.brow 9.8792109420692% 10.04856536334% 9.77686389366548% 7.99424517231253% 7.70703631877508% 7.7112680745282%
s.yale 15.4336131727305% 15.190571722205% 15.2884508313542% 12.3886592241459% 12.1844611541968% 13.0771410137349%
s.seco 16.0413726413041% 16.4379366096615% 18.3975281304345% 14.9615862850469% 15.1999377825753% 15.3811884381319%
s.nobr 15.5899167157216% 15.4394854907923% 16.940557580012% 13.5690070710731% 13.7668195161035% 13.9178217905643%
s.aron 14.7834019594322% 14.3778704231458% 15.422471788941% 12.578752349445% 12.4281492229683% 12.9540522865555%
s.lowv 5.78432097604188% 7.62516444562439% 8.0912853447114% 7.01309229046219% 0% 0%
s.bens 12.9063500061423% 13.9836900685813% 15.6133312178933% 12.7901191564971% 13.2813406281508% 13.7570024215263%
s.aggr 16.1169012967366% 15.4109691616676% 17.1778413278912% 14.263157536306% 0% 0%
s.8020 15.5399745659345% 16.0223160035314% 17.5078132699667% 14.2114621554689% 13.8482146912902% 13.7531319042189%
s.7030 14.1674562592257% 14.5972361666045% 15.6443540031665% 12.6256629555079% 12.1892114654893% 12.1297356665134%
s.smar 11.6225545066328% 11.4421260018946% 12.9715693295004% 10.4621039496611% 10.5733302884298% 11.0222158718824%
s.marg 12.1103753833087% 13.4982145629063% 14.4572350487867% 11.6716801167136% 11.8218504218629% 12.2071277425005%
s.coff 13.7749271333987% 12.87406013929% 13.6069150485848% 10.9318888261157% 10.7812485063865% 11.2796515649966%
s.buyh 11.5308791392663% 11.6029878399212% 12.4718847612346% 10.0495740920068% 10.2928532213669% 10.8521966936548%
s.swen 15.4465524924755% 15.1555339716337% 15.1570864603728% 12.3238223978035% 12.1388454581698% 0%
s.mode 13.0517141169205% 12.8227875425323% 13.6704981582803% 11.0795075245331% 11.088963029074% 0%
s.lazy 12.9089024672777% 14.4730156071488% 16.5063375712128% 13.0860919552926% 13.2402940803981% 0%
s.have 10.7179745293417% 12.0658620657434% 12.3962910532105% 10.1903120077125% 10.667877740252% 0%
s.grah 11.5111732803866% 12.0213661270685% 12.7482533355608% 10.0337833374372% 9.87901288896742% 0%
s.couc 10.4993288228526% 12.1518470190675% 12.5337831068998% 9.99307804976903% 9.5093516071648% 9.65932663187997%
s.712 12.2719006188256% 12.5161815309623% 14.2864316337413% 11.5907919599004% 11.960033335416% 0%
s.6040 12.8742226564872% 13.2316812142796% 13.8658617376669% 11.1084329801893% 10.6022652149044% 10.5656518364978%
s.5050 11.6640607840719% 11.9328304289369% 12.1836652710975% 9.67254845790876% 9.10106244323633% 9.07557995806851%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 7.5% 9.4% 8.4% 6.7% 6.1% 6.3%
Peer Group* average
60% Equity / 40% Bonds 6.6% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 8.0% 11.7% 12.7% 10.4% 10.6%  
U.S. Equities (SPY) 8.3% 12.5% 13.2% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.2% 5.2% 4.3% 3.3% 2.9% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 8.07980935114599% 10.2316001130224% 10.481053503404% 8.2214913257922% 8.12359674467318% 9.82264917413587%
s.tals 9.20536191226319% 9.599266553494% 10.327690203646% 8.46574999788309% 7.99987797153885% 9.56894729000448%
s.talb 8.47169866168249% 10.1874769517347% 10.2398460449001% 8.12037307338151% 7.49848574413393% 9.09151524299888%
s.talc 7.72483193749203% 9.13595941396224% 9.19591283009928% 7.33762322495885% 6.77470013913371% 0%
s.wors 3.5820582508091% 4.43741709835106% 4.01454851281266% 3.82562467767365% 0% 0%
s.talm 8.78646924875648% 9.62457119262917% 10.1404099442213% 8.06715105024093% 7.88583693398091% 0%
s.swan 6.31296330211254% 8.4101504104154% 11.0497574634833% 9.39775228425998% 0% 0%
s.plus 7.49403787945337% 9.43112857113638% 8.35435249318028% 6.68500279016183% 6.14661400576096% 6.28548685248063%
s.noeq 9.15632981500958% 9.71083502239877% 8.5622034638116% 7.51823792851983% 7.0717339359402% 7.97874809854458%
s.ivyp 6.99746457553087% 9.12794051734723% 9.96685781968745% 7.94609745534147% 7.82373600306703% 0%
s.dali 4.9701308481286% 6.97509415064661% 6.50611678572992% 5.04307603507817% 4.53134280693959% 0%
s.brow 5.52874998455316% 6.76370441496464% 5.80918824191826% 4.69663717453087% 4.33423714813039% 4.54135493358675%
s.yale 8.8746383949329% 10.7535876695584% 10.4024518195361% 8.28777958117413% 7.61265452401777% 8.98443661396922%
s.seco 7.85533558743367% 11.0467807215953% 12.00431399658% 9.74802347435016% 9.4773437983859% 10.4369577519212%
s.nobr 8.30148893843743% 10.3563281000276% 11.1436504138859% 8.96200111517621% 8.61278683951649% 9.40827896713825%
s.aron 8.06650689262927% 10.1310095531605% 10.2942588022034% 8.37000815704478% 7.79213404151508% 8.80506650879832%
s.lowv 3.32792428931242% 5.09492505966444% 5.59700760809484% 4.66557905728841% 0% 0%
s.bens 6.23250905812541% 9.23382821571319% 10.2481228229434% 8.37198771104776% 8.32088370380593% 9.32071510322146%
s.aggr 8.41667975361676% 10.2575710936111% 11.2343720834678% 9.29027794839289% 0% 0%
s.8020 7.67038532068258% 10.7797866317854% 11.2444124928447% 9.07088762828932% 8.47238572564573% 9.15993693447813%
s.7030 7.12098944033772% 9.93407861896687% 10.0917710703542% 8.07210110263255% 7.44462658973717% 8.05600096297596%
s.smar 6.01560752206456% 7.67815391183179% 8.77528743979833% 6.98378960030924% 6.65028919261391% 7.51524255937461%
s.marg 6.40683054505081% 9.55235231820968% 9.71269499509115% 7.79825049180394% 7.45481421139777% 8.39445389039566%
s.coff 7.78193610937845% 8.88689246864879% 9.25738515155301% 7.33566443704681% 6.78423377804602% 7.67899687659153%
s.buyh 6.58528736965294% 8.0307401143169% 8.40504075591483% 6.73179192860114% 6.46421655883804% 7.37542578889742%
s.swen 8.84643589862157% 10.6049695932201% 10.2485743253608% 8.20313544373549% 7.52973216539986% 0%
s.mode 6.92814154643562% 8.92093061912905% 9.18406926097967% 7.35415430798601% 6.91889687692354% 0%
s.lazy 7.3721713650692% 9.89088817318956% 11.3224955474065% 8.94162778864998% 8.55466993842432% 0%
s.have 7.20668555702334% 8.20919819508578% 8.33530822040207% 6.82794249295661% 6.59075918056951% 0%
s.grah 6.27466823125359% 8.15953785540971% 8.66108593949214% 6.76864189428433% 6.22511305615832% 0%
s.couc 5.5081620148642% 8.49927403802686% 8.17708107219485% 6.47437902123628% 5.8214810895191% 6.50969541824995%
s.712 6.76113478786744% 8.64228722204385% 9.9059466620852% 7.98090263827854% 7.77153045544449% 0%
s.6040 6.59469408158789% 9.11220139125864% 8.99105868823343% 7.11719848605199% 6.46575749316795% 6.99272216192261%
s.5050 6.09264875779192% 8.3157555607161% 7.94801642479829% 6.21427151520531% 5.54619655666658% 5.98090761110489%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
s.plus 0.73 0.66 0.49 0.42 0.36 0.35
Peer Group* average
60% Equity / 40% Bonds 0.79 0.72 0.69 0.67 0.65 0.65
Global Equities (ACWI) 0.98 0.93 0.94 0.94 1.00  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.79 0.72 0.69 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Strategic: DIY
s.talg 0.838857330893196 0.772724539249826 0.735001046069 0.670833348381576 0.700129417338127 0.743260343910488
s.tals 0.950590775323543 0.739767068094421 0.716348481559241 0.687682055395483 0.703442519743303 0.759807396418299
s.talb 0.933055382306557 0.798667951165746 0.729262152124618 0.683598908746928 0.678371166921473 0.732170604562839
s.talc 0.818279202883877 0.712530232940744 0.657246107968391 0.621189746958217 0.619643165609179 0
s.wors 0.101137996265398 0.159368099135353 0.08085099661074 0.0145315634075036 0 0
s.talm 0.797012851872577 0.694520936198017 0.679792502613014 0.613518141479791 0.637864960390571 0
s.swan 0.261940427267562 0.391364750776033 0.607256020380844 0.547413206786045 0 0
s.plus 0.732795050094747 0.655022385700386 0.493501417414643 0.420201772102031 0.362393796800955 0.346653572848741
s.noeq 0.83400494428429 0.638697949784558 0.459663697026803 0.360568801405734 0.3199733812731 0.364594092450247
s.ivyp 0.742927596216286 0.677772101719512 0.683212485402565 0.655874434546232 0.695279310795685 0
s.dali 0.535846146676754 0.502080403344367 0.438628955908303 0.388033779088575 0.357656010979292 0
s.brow 0.559647754089061 0.472777919485664 0.361193199447438 0.30439363781511 0.266346093637595 0.254565224076195
s.yale 0.95886035815575 0.82424152531893 0.742806825566993 0.701868685189089 0.693969804847653 0.740607497931024
s.seco 0.94802790886083 0.87992311535885 0.896159992587266 0.887891110779756 0.913914253893016 0.927770523762846
s.nobr 0.938375144896591 0.825498375155934 0.827924147656122 0.804763337320594 0.827804409634647 0.837517074403149
s.aron 0.901050197925883 0.775418248863592 0.752185229087799 0.733634088196702 0.734492136270372 0.759119587040366
s.lowv 0.324831807560282 0.367160131103858 0.376920322095534 0.366936050455255 0 0
s.bens 0.777540085664163 0.737991257742516 0.763429281683931 0.759464694095039 0.800184008305135 0.822124786868565
s.aggr 0.949136227233915 0.796275431955804 0.810019312192712 0.811455098254712 0 0
s.8020 0.920581648065297 0.865976742729896 0.857990536413075 0.846569107996632 0.839780949855229 0.839724946934439
s.7030 0.853311467614951 0.79470661917234 0.773926155853331 0.757031179543747 0.744934190605909 0.743376422507981
s.smar 0.705701858204182 0.610330744609354 0.63883406625435 0.622784973749565 0.641219100219411 0.66490063783256
s.marg 0.745968405697856 0.727255480672129 0.713288662447161 0.69315550231619 0.708420956958199 0.724458865400687
s.coff 0.842800033493406 0.692270898792645 0.670866174140649 0.641737323908769 0.643416280362144 0.667685740379527
s.buyh 0.712465005702499 0.610081928049351 0.608817221123764 0.588107501597478 0.612233219503995 0.63671930883693
s.swen 0.964277587025789 0.819285951444692 0.73406534429907 0.695932775672986 0.688434952486444 0
s.mode 0.800670138717131 0.692256877286665 0.671361206953658 0.649106321180244 0.659465763847241 0
s.lazy 0.768177787619914 0.731674122311152 0.782964631256971 0.74368100478342 0.764294358176009 0
s.have 0.493828721852576 0.505985628913484 0.50403437206779 0.450730103979809 0.482755625815976 0
s.grah 0.682563432673848 0.617301854739903 0.615059426626542 0.580698930500855 0.576872405884151 0
s.couc 0.655209888055375 0.663164880258837 0.621854098622817 0.597979734236467 0.574379807171652 0.575728029943555
s.712 0.727162401998015 0.646628470405311 0.686297126773391 0.666377340730197 0.70073731638158 0
s.6040 0.786041287164605 0.723436495614784 0.689861775293587 0.667493251090862 0.650087431356588 0.647027898081524
s.5050 0.718771106714259 0.652166372057228 0.605797394733843 0.577955322637978 0.555240672107268 0.550679373655067


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.88 0.87 0.70 0.62 0.54
to S&P500 (SPY) 0.88 0.84 0.70 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) -0.16 0.01 0.04 0.06 0.19 0.27
to Gold (GLD) 0.46 0.60 0.69 0.69 0.75 0.73


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