for period ending October 31, 2024



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  Compare: Total Return

for period ending October 31, 2024

5-year graph s.tal2 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.tal2
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 20.6841423461768% 0.0639318431052778% 37.3032585155892% 7.51469270942877% 10.7093632184262% 9.47369486143321% 10.6951590651236% 9.90341781323505%
s.tals 7.75376848396747% -1.79907750310625% 24.5237305062092% 0.544722830122102% 5.10801899016502% 5.51978799937209% 7.86366442522226% 6.50388963050716%
s.talb 10.4283156396744% -2.1885888251138% 27.3217389529196% 1.6504840052977% 6.24904281677201% 6.86049311400905% 9.08027770584452% 7.50075820561382%
s.talc 8.09382856615826% -2.24405212097343% 23.2012990848985% 1.99153972244652% 5.40474152860555% 6.54156546290623% 8.56532143031181% 0%
s.wors 7.81487302338821% 1.13456415967352% 9.22745393243831% -1.07133592164662% 1.70770199857309% -0.00325124707436508% -0.708868962752596% 0%
s.talm 18.1728815266224% -0.591109133973246% 33.3909874748597% 7.68312698743421% 9.09921395572546% 8.54084131187616% 9.98908388941122% 0%
s.swan 9.86134699778625% 0.566510601152163% 10.9945304345622% 8.47910827459064% 10.0441718260971% 4.85045007838047% 3.50637938781186% 0%
s.plus 16.9814882719696% -0.512571534931832% 32.1642172320978% 3.86429966259472% 8.58663835064062% 8.55030548383606% 8.969999520375% 9.06410601864593%
s.noeq 12.2718677390015% -1.50524457365559% 29.3004498427675% 0.69049371340355% 3.83626921613209% 5.26152549418577% 6.98041552200543% 7.6681266129222%
s.ivyp 8.34523294902345% -2.12001359687112% 19.9156846748807% 2.13956484312123% 7.0042778422577% 5.51881663137359% 6.89641505128571% 0%
s.dali 7.08769948308774% -1.44258998379912% 16.8606573607403% 0.21736265751231% 4.19034201425024% 4.3333507224451% 5.4343417652972% 0%
s.brow 12.4052196335757% -0.633540622171118% 23.7001267611895% 2.93328397242223% 5.80633850825369% 5.89665403090287% 6.45561107399599% 6.84361315055226%
s.yale 9.98692685951366% -1.93395226445068% 27.2202971306925% 0.30762799810593% 5.92008260930359% 6.42740346497801% 8.38524893341752% 7.33211601297574%
s.seco 16.3549080194703% -0.818734800559938% 32.9797218084323% 5.24275826612228% 10.8132632530997% 9.2171452335269% 10.302118769624% 8.48075425298307%
s.nobr 11.0964075865845% -1.45022019013098% 27.5132375578798% 3.12265049145635% 8.25139646600221% 7.40203220609201% 8.85358572815014% 7.49948655405079%
s.aron 9.87720951543185% -1.68662853507874% 25.5352137474289% 0.644665422089319% 6.56745215686338% 6.42661890721363% 8.00529088372135% 7.23118253742447%
s.lowv 10.3326215723728% -1.86682321554947% 16.2963375365763% 3.63706034758309% 3.82173789364073% 4.65097624514721% 0% 0%
s.bens 12.211280785431% -1.97558235325004% 24.9064443678159% 4.89642505868095% 8.95611589341578% 7.38649509270026% 8.32221649875509% 7.43175572542698%
s.aggr 10.9052763075941% -2.35002821836988% 25.9350872241247% 2.55767645083604% 8.39457979567753% 6.73749195551203% 0% 0%
s.8020 15.9821154598022% -1.09315207396923% 31.9859114473769% 5.59760249470949% 11.6266713930745% 10.3055573371773% 11.70715315405% 9.19766851913115%
s.7030 14.165905687546% -1.26361566569321% 29.1207581709851% 4.64283425562946% 10.1636527775568% 9.243256042613% 10.574153256657% 8.49309495391184%
s.smar 9.61413679298149% -1.07982472242108% 21.8259828394112% 3.11388946440994% 6.65247023454654% 6.15085507211748% 7.47188215106658% 6.56066082483355%
s.marg 11.6566259529543% -1.52120179879332% 24.6001079470735% 2.29285212417507% 7.54727692959247% 6.54765814111575% 7.49822163150695% 6.70884094430964%
s.coff 8.44177574083702% -1.51247873212534% 23.2512887278473% 1.43722989256161% 5.5849296693502% 5.86465179401172% 7.65077779572134% 6.64218544352635%
s.buyh 7.22712356184765% -2.1322195450309% 19.2907054290165% 1.21872307078934% 5.10862191927837% 4.88713151377722% 6.170955580205% 5.95579907778196%
s.swen 9.3689030351122% -2.90066641018345% 26.2628192910076% 0.504757668158606% 6.02455316232191% 6.54679799881637% 8.54877030723384% 0%
s.mode 9.60286548661162% -2.19618975061611% 23.7545656117756% 1.44873887074739% 6.29720851709925% 6.14960584261484% 7.52729105978485% 0%
s.lazy 7.73539076412313% -2.2598652620164% 19.7724733015303% 3.444074414706% 7.00444567548157% 5.22381093365518% 6.82024430352066% 0%
s.have 15.3363736853763% -1.7955863598885% 24.6832142658524% 5.70427988903321% 6.1509181113828% 5.85123675931409% 6.80319229574637% 0%
s.grah 7.46911417838674% -2.56889175671998% 19.5881647010069% 2.54258348492928% 5.42686722247321% 5.12868286125086% 6.49930101040235% 0%
s.couc 11.0744408504638% -1.2999382103868% 22.3938597115238% 2.98054557819107% 8.39832189498215% 7.3801712257981% 8.50762162970933% 7.14045460656958%
s.712 7.90653151174936% -1.59805597423601% 19.2414349510111% 2.175193416791% 6.40293487218062% 4.84555793223598% 6.03626804145463% 0%
s.6040 12.3702302112758% -1.43407925741719% 26.3059893301208% 3.67901540682476% 8.69205689462111% 8.16796434332603% 9.42883616045949% 7.76779252654587%
s.5050 10.5949459797207% -1.60454284914116% 23.5409241542848% 2.70647846979168% 7.21272270410367% 7.0802829309162% 8.27182562417514% 7.02233850973746%
Historical Return
 
s.tal2
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 26.1597755176016% 13.9468785359063% 19.6644640877491% -15.5982163184184% 17.2147119882491%
s.tals 19.1606182913751% 7.05687582072052% 17.3515132076102% -16.7670110360329% 11.4607819566624%
s.talb 22.7420658614687% 8.32668393434759% 20.4416057352521% -19.4447615934583% 14.3933354422893%
s.talc 19.7772313636666% 4.84969497533336% 18.657946666363% -14.2185045597003% 11.0106934244197%
s.wors 2.15927637078546% 14.3702001164639% -0.875276067558028% -5.1937133824035% -5.58504538241322%
s.talm 23.7053213834483% 7.58465721431614% 19.5784169354495% -8.85561496964616% 10.1770538607038%
s.swan 14.6075538806763% 4.85193934457004% 13.7472558903354% 12.5022458844257% 3.87405837048487%
s.plus 22.9801183207561% 28.2349702712587% 5.72167231574099% -20.9188513529395% 18.717111310016%
s.noeq 20.5719988160759% 13.4769738395866% 9.3602337913999% -19.9085070557827% 9.53340406039849%
s.ivyp 20.2971777419614% 6.41636266476715% 21.704938427612% -12.0141809514464% 10.2221855824715%
s.dali 15.1783791853549% 12.3351852268746% 7.2999802009639% -14.2419586214205% 8.9022827283016%
s.brow 16.7061548536913% 17.7109084339359% 3.78663530958809% -14.1843314422468% 11.5363405910448%
s.yale 22.8406419203823% 12.7371401515751% 16.9328407365336% -21.1163765409783% 13.6292960934462%
s.seco 25.6343124637372% 16.9265476156061% 17.451675362683% -17.8311299962618% 20.463621090642%
s.nobr 22.8370523469289% 13.7179221627692% 14.8634737757154% -16.2867479178065% 16.9176842634148%
s.aron 21.2398472188226% 18.0494037838299% 9.83431184775974% -18.9796488835045% 14.4504409548533%
s.lowv 12.5167403701034% 2.90314534384484% 6.18271147443223% -7.1921722805645% 6.62410452368214%
s.bens 20.9786651903187% 10.9915395787553% 15.7557592834701% -12.553306533105% 16.4540999657777%
s.aggr 22.3107453689897% 17.9556465411554% 11.4230042512206% -15.88527363279% 15.5546454041855%
s.8020 26.217255898958% 18.8225112951776% 19.7452364376917% -18.069856178937% 21.7158548469084%
s.7030 24.0041206234541% 17.6260388071938% 16.863416355419% -17.3740226657332% 19.5904932836454%
s.smar 17.5141638637717% 9.39470666808912% 12.4376494447116% -11.2782733805696% 11.5849600285105%
s.marg 20.0553135182485% 15.0514375454995% 13.1713721596459% -16.8955652505738% 14.2064095501135%
s.coff 19.2385369450611% 9.23922132592205% 13.563426155565% -14.5671014495673% 10.99447982111%
s.buyh 16.7641826913438% 9.8266263196966% 10.2585271548169% -12.7137526420126% 9.85714046337261%
s.swen 22.9923416395939% 12.6726389225104% 16.9829231820075% -20.6371049951315% 14.2715161326236%
s.mode 20.4205780028759% 14.0785814295956% 10.5873850153413% -16.8777386877365% 13.7946845931412%
s.lazy 17.2035449022131% 3.22183464964929% 20.1424754111165% -8.04438839262481% 10.6640610584107%
s.have 19.6951695990005% 7.93295904404396% 6.90151128246674% -4.68831183100331% 4.05321484237007%
s.grah 17.5302167632976% 7.37651790260052% 10.8115534429923% -10.4724501569515% 10.6870179030968%
s.couc 19.3315088286683% 16.6106546772378% 15.4147651016417% -15.7071352139266% 14.5906857415039%
s.712 17.344217906346% 7.70583757354628% 14.4998415750287% -9.99646394712902% 9.66178559111286%
s.6040 21.8008892236144% 16.3697115808623% 14.0345204547633% -16.6986542826282% 17.4898007024777%
s.5050 19.6084299618187% 15.0559930685074% 11.2579446671262% -16.0443948028284% 15.4136741697843%



  Compare: Risk vs. Return

for period ending October 31, 2024

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Maximum Drawdown vs. Annual Return
s.tal2 Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
s.tal2 Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
s.tal2 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.tal2 risk vs. 60/40
s.tal2 return vs. 60/40
Risk-Return Quadrant
Risk-Return Direction
Risk-Return Magnitude
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 1.20649507198457% -1.06890922414822% -2.92070357984327% -1.56268176532157% -1.71991308637293% 0.185610103272699%
s.tals -16.5900523692983% -9.23146393102619% -9.60783672683479% -6.41914947864655% -4.59245377598873% -3.30328979970007%
s.talb -12.5511809592227% -7.89623410990858% -8.14323076238653% -4.51052500338298% -2.50277246910166% -1.79715887279052%
s.talc -15.6018256569795% -7.8235615017542% -8.93452861069466% -4.42552265196178% -2.41421121242394% 0%
s.wors -21.3790465387812% -22.2287916974255% -16.5630535958905% -16.3667056823339% -18.2730900385186% 0%
s.talm -4.90629913250753% -0.77686413562725% -4.66406698780107% -2.58522062458899% -2.27384170872334% 0%
s.swan -24.7123929910851% 0.672221892834868% -3.85437939468215% -7.6604987505169% -10.4795123675226% 0%
s.plus 0.248789302486628% -5.44283146530605% -4.29425948905487% -1.47276139134157% -1.64821845376544% 2.39343909499958%
s.noeq -11.2843998063765% -9.11417522623094% -11.0731998686177% -6.61866267520292% -5.35982153408444% -1.18696125569804%
s.ivyp -14.190080795261% -7.81374456317011% -6.89570819133065% -6.07327600254715% -5.49398344579896% 0%
s.dali -14.0839773899998% -12.4818993419655% -10.0058305276184% -6.13068383153266% -4.10898599284653% 0%
s.brow -4.71678818609648% -7.5781046013648% -6.81409494087363% -3.22197245827866% -2.60222549811271% 1.68175186533915%
s.yale -12.1039454768838% -9.2761658751104% -8.61095058501038% -5.16382804832583% -3.51242549572819% -1.89950574387179%
s.seco -2.45173675742344% -3.71564866529526% -3.62960495621425% -2.91770279869867% -3.09105970717413% -1.63084780036109%
s.nobr -10.2094339565872% -6.1255388664336% -6.12789707144426% -4.44097707219559% -3.95846204453325% -2.09747081359422%
s.aron -11.2195150377157% -9.14598154021614% -7.76606323239417% -5.2204268082633% -4.18219254040014% -1.95779527830946%
s.lowv -9.33282968594399% -7.07926843802256% -10.5361408284019% -5.10566918145662% 0% 0%
s.bens -8.13922379957583% -4.13271085593083% -4.66517252790799% -4.07646931670451% -4.29380737957912% -2.09924744606553%
s.aggr -11.4022033358173% -6.7320566628817% -6.00346409937246% -5.51415814187639% 0% 0%
s.8020 -3.87532450469709% -3.30613487555573% -2.24706931351601% -1.14822844201925% -0.513158566817783% 0.0697110458381029%
s.7030 -5.54123445350212% -4.43507018727007% -3.12855306200451% -1.44998751309994% -0.53037714754956% 0.22552181059242%
s.smar -10.6227931650861% -6.86705205225262% -6.84521084687865% -4.56913759460301% -3.53310726238507% -1.80964656232321%
s.marg -7.42664810803034% -7.48916540234986% -6.14191904654945% -4.65289671647153% -4.46369513477172% -2.27033707179483%
s.coff -13.7101534962653% -8.69743883790533% -8.6562224195425% -5.27625104395761% -3.49287486597945% -1.85299633303636%
s.buyh -15.2731214693017% -9.50655468031177% -9.07594192889322% -6.40074130765909% -5.39588845472913% -2.62170696216386%
s.swen -13.6612835053798% -9.05931292744463% -8.45918611976139% -4.98440421571951% -3.25529305363102% 0%
s.mode -11.8055535099233% -8.69855495695984% -7.66001419257839% -4.92508521450194% -3.91249450978307% 0%
s.lazy -15.8413393906358% -5.90325281359315% -7.52731454165795% -6.97437524153779% -6.17961815512055% 0%
s.have -9.1517403931358% -3.02374854967156% -7.54649349755191% -5.00386666637644% -4.69824311955544% 0%
s.grah -15.6267287007165% -7.48735036045204% -8.67374183700541% -6.03206782404819% -4.59787435018539% 0%
s.couc -8.06868056514976% -6.95932189495084% -3.93455059953043% -2.21096447832112% -0.889070532645089% 0.134730545824066%
s.712 -14.4943133390795% -7.93153617317303% -7.65565640675306% -7.01006234484322% -6.56878574002765% 0%
s.6040 -7.42678246156231% -5.77073523303513% -4.23721342096716% -1.87742252913623% -0.612652090165581% 0.364276440747327%
s.5050 -9.5643000946398% -7.35733132885102% -5.65115638287334% -2.49057634178902% -0.810181264067722% 0.460725669630284%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 7.50429616715562% -0.585671670016471% -1.53679976765638% 0.188676498251692% 0.535159875838298% 1.64212352534905%
s.tals -10.3116497582814% -7.48690145357868% -6.89914043785638% -3.9289551907248% -2.39472291597149% -1.88229023708427%
s.talb -9.43646754421323% -6.58722499622091% -6.04152515209146% -2.6096184861408% -0.888507208069536% -0.672283841639644%
s.talc -10.3188868084328% -5.90493917240566% -5.95670132844153% -2.25058362455258% -0.651602516217821% 0%
s.wors 4.95449363474245% -6.85486675163053% -2.36503172945933% -2.22896200912575% -2.10411458226966% 0%
s.talm 7.17821016652478% -0.105208711974476% -2.45459574595512% -0.0955167349288519% 0.633304626698374% 0%
s.swan 5.60034539931266% 1.84465888923807% -0.107095697286791% -3.04023185332635% -5.4450331309451% 0%
s.plus 3.19302517183971% -3.79044850861433% -0.877497680709603% 1.93648348202613% 2.9678854356409% 4.25348473692543%
s.noeq -2.03608310995021% -6.91893932893048% -5.43788777786063% -0.687497133464998% 1.61941525774362% 2.68704416603493%
s.ivyp -8.45080491560206% -5.63271423469144% -4.50346073648306% -3.6253582754008% -3.22961721503313% 0%
s.dali -5.78352551553435% -6.89058182668452% -4.47343795893471% -1.92594496670216% -0.490245800542674% 0%
s.brow 1.0840400607265% -4.03626143646975% -1.95616496414213% 0.541739091285343% 1.69695304862867% 2.84215479561718%
s.yale -9.14521623564118% -8.03574496669629% -6.49264991937256% -3.22886906920966% -1.74973646292832% -0.906179884406401%
s.seco -1.41980824001898% -3.31117120112646% -3.11250878881629% -2.44192633179068% -2.61762318773711% -1.36787217513359%
s.nobr -6.65633642573198% -5.22488778693905% -4.9049047480589% -3.34254391310813% -2.96798151619079% -1.5588139540904%
s.aron -7.57740313452562% -7.54662677730607% -5.72631349503533% -3.5415683708523% -2.63195389975383% -1.14605364470904%
s.lowv -0.150350768319852% -2.93657671972272% -4.04114798641088% -1.40405557795869% 0% 0%
s.bens -5.32392349557668% -3.12584613725138% -3.37685549149659% -2.90086912311165% -3.14677902867047% -1.50099204201928%
s.aggr -7.34384623021035% -5.71061817873441% -4.4543711687016% -4.07166953192987% 0% 0%
s.8020 -3.181568640693% -2.88437901713358% -1.88848006952938% -0.91754413600114% -0.368799017814647% 0.107150940113237%
s.7030 -4.24545841125341% -3.57295720295263% -2.37823992075463% -1.01801993077354% -0.300695545472603% 0.239644788546705%
s.smar -4.68890572338243% -4.41136299845421% -4.2106797548786% -2.62609670009821% -1.96538079929048% -0.995037435502727%
s.marg -4.18149523835804% -5.69179426596917% -4.27795225638741% -3.01853829098204% -2.82233094323344% -1.37472802685516%
s.coff -8.06957341584661% -6.40945327304365% -5.77479386594448% -3.11501143114896% -1.8402426526159% -0.945553466762528%
s.buyh -8.14385295768193% -6.32620686752282% -5.45907301643324% -3.53052695256525% -2.8974787705916% -1.36155054255397%
s.swen -11.2906696975035% -7.8271408892038% -6.30062676129335% -3.05569777497322% -1.5173136988553% 0%
s.mode -7.25603470382969% -6.41607854014855% -5.07623253788712% -2.93230228131924% -2.17195793489571% 0%
s.lazy -9.50920647756265% -4.56849781970369% -5.6843435695915% -4.85424295659757% -4.16965094764127% 0%
s.have 6.74347082196873% -1.41082114787723% -3.28928745719219% -1.07639614494254% -0.588037114334676% 0%
s.grah -7.41804604583139% -5.0400154694691% -5.2556920007451% -3.2210392692605% -2.14602359435667% 0%
s.couc -4.77799363491424% -4.72631525949118% -2.39264850075962% -1.15789510014302% -0.213017074281047% 0.346060664732409%
s.712 -7.13046384902633% -5.49313982868786% -5.03548267314063% -4.38276159381333% -4.14194101710551% 0%
s.6040 -5.25896374628618% -4.27058599849635% -2.87657703939798% -1.13148613026858% -0.24490927193504% 0.351409774833516%
s.5050 -6.22276541629075% -4.97693288226845% -3.38265246562305% -1.25734204288647% -0.200816438484321% 0.443023171677886%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 2.54985659398309 0.216558673456073 0.532368667534188 0.625326995720721 0.767088956316704 0.630843417976568
s.tals 1.30732994516547 -0.225136283215692 0.194370581420607 0.331325162259453 0.583450036973667 0.411803897921576
s.talb 1.59843409052952 -0.14976237254126 0.267551704662223 0.444555162199466 0.7104075732769 0.501713400190011
s.talc 1.38324298577127 -0.150577856255845 0.220357149228398 0.444476213146811 0.711895959446087 0
s.wors 0.941076082521855 -0.89435609070379 -0.198819723729257 -0.317321456760858 -0.342772166383086 0
s.talm 2.13062153021819 0.228499351595839 0.444191033056134 0.563431163054806 0.731247810643402 0
s.swan 0.688086668645201 0.297590932056359 0.491393940118538 0.264577451353805 0.217196486947817 0
s.plus 2.51891196384194 -0.0217913256364551 0.451732222300751 0.622340756732818 0.761633161840438 0.747569009741167
s.noeq 1.68360183864211 -0.218554423055885 0.109164914987287 0.316482939322477 0.532021808742836 0.536551005234599
s.ivyp 1.49958398289389 -0.1513110144896 0.325546477197163 0.347085567119053 0.523791858106675 0
s.dali 1.5176408842153 -0.411845285044509 0.14314674159479 0.319503478997392 0.583712959926888 0
s.brow 2.20592536881338 -0.151135068796566 0.304644872678494 0.500381472527119 0.687238041056031 0.692364345312125
s.yale 1.63172216147403 -0.223433083638275 0.244166146416417 0.404954275425902 0.6467370633976 0.494176800470334
s.seco 2.31537665830207 0.081405387482637 0.504892665138937 0.552465650525659 0.68674293934039 0.520952008055978
s.nobr 1.77149031357676 -0.051707303362291 0.376568712681146 0.456029917613864 0.627856560913256 0.486223454489943
s.aron 1.70407600926462 -0.219195308025065 0.286493989537256 0.402761373494756 0.606793748415917 0.490211044327981
s.lowv 1.8986521532079 -0.131283742755425 0.111420470830411 0.382515373744758 0 0
s.bens 1.94047507435232 0.0480592742583409 0.44202736730782 0.474323337655569 0.605227140173809 0.486015803946111
s.aggr 1.68898946943549 -0.0839144330225007 0.382700833674727 0.39411721007904 0 0
s.8020 2.21730003856224 0.100730304968463 0.568408162568069 0.65339942267345 0.840743856425355 0.617648290549842
s.7030 2.11130993827955 0.0347176756632639 0.517804913746311 0.629098763965874 0.834356562560052 0.620773858411518
s.smar 1.76532878027882 -0.107508074163463 0.322037982228707 0.433314496403704 0.641459639199747 0.491817858900231
s.marg 1.9956304347805 -0.132023035394977 0.362353274501936 0.43255296513233 0.586785087622925 0.467994454774908
s.coff 1.52500479222468 -0.200353385801943 0.234129329702818 0.392076649229874 0.643526169485928 0.489366260814225
s.buyh 1.41820976187795 -0.248128208987137 0.206579127336315 0.319388788112424 0.521502964287897 0.440397956073364
s.swen 1.51998941366203 -0.211757060988567 0.251465032566138 0.41571611028012 0.662776085575751 0
s.mode 1.66734041295047 -0.20037818420192 0.284249968191046 0.413897456237026 0.618745384735532 0
s.lazy 1.37384779291122 -0.0435913149102287 0.304923282730129 0.300149660138608 0.485433029693025 0
s.have 1.86242192493511 0.0999478737639066 0.285598193803449 0.406692226876924 0.569092428183014 0
s.grah 1.39062790145285 -0.137298177732055 0.228944536426428 0.342236024023067 0.570166218750033 0
s.couc 1.95920636420164 -0.10971577637946 0.460550656632397 0.568339577394869 0.798505317272578 0.603189514197341
s.712 1.4780110187675 -0.16004054734843 0.28736141397201 0.290533381432111 0.455356251125952 0
s.6040 1.98613351618803 -0.0422519733124261 0.455289509851711 0.596778305004353 0.82327251202227 0.622640893664925
s.5050 1.8386902512187 -0.132391029971885 0.376921321955574 0.552730585432436 0.804030154732017 0.621511777814424
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 6.62537484586568 0.307037668514809 0.78397875672102 0.961176036582172 1.23540494530062 0.936041302234545
s.tals 2.65473412930982 -0.308239388036579 0.270857882599278 0.469819921878023 0.877883740344262 0.584022904150049
s.talb 3.25854664448973 -0.200891481270186 0.372212433893944 0.635405681060809 1.07614943951498 0.711675879543809
s.talc 2.73744315474186 -0.203821875808116 0.306355371503439 0.638817677056773 1.08965262591183 0
s.wors 2.30321324389548 -0.979526587950909 -0.251927683212524 -0.425857349320361 -0.473918303787082 0
s.talm 5.61496289399111 0.333252282836248 0.648562392771709 0.862089234660367 1.17215692989087 0
s.swan 1.58919397160374 0.44975384785796 0.728605936753748 0.394974784452015 0.315164981270934 0
s.plus 7.32427431114736 -0.0297861508266642 0.684798048568652 0.988514436713364 1.25474633825829 1.20023747906382
s.noeq 3.80237633144247 -0.296772279984699 0.157897085268693 0.481481772059024 0.841834179700916 0.813295218011247
s.ivyp 2.95603408955236 -0.196894501180709 0.445682020267047 0.484311187956687 0.763228496976578 0
s.dali 3.23484831246731 -0.505223818405946 0.19063649501783 0.442126654925328 0.847544986710444 0
s.brow 5.85192865428442 -0.201146317177552 0.446843939603761 0.775024264762979 1.11242752730669 1.09627505706928
s.yale 3.49590082842997 -0.293257102590446 0.339678335129914 0.574924979622883 0.968936323532272 0.69753480938591
s.seco 5.77986815636215 0.11231992554514 0.740037265041285 0.814260482749247 1.04635695676922 0.749264932236742
s.nobr 4.19589938029694 -0.0714785279408172 0.546165067177227 0.663468358414174 0.952623021272098 0.700400494949958
s.aron 3.82696023902414 -0.288093226496794 0.405018807133599 0.575794451816314 0.908810147468895 0.699230357642055
s.lowv 3.86117917959522 -0.171612265363 0.147851070445782 0.533097496407371 0 0
s.bens 4.41261701756603 0.0658402815485309 0.637629644362452 0.690918684189992 0.910947220680367 0.696992308126173
s.aggr 3.82225486740158 -0.116211883102713 0.556574154384573 0.579637582663188 0 0
s.8020 5.10450156957656 0.138303820689424 0.843463060282678 0.977245578966604 1.30976032055433 0.902194771528821
s.7030 4.73525917100581 0.0469340705231577 0.759228933025385 0.93345197780732 1.29369140032776 0.905452653904976
s.smar 3.949196564352 -0.144497920350465 0.449865725804892 0.615447098071379 0.954092757628823 0.698552787504815
s.marg 4.69792147466209 -0.171635765028629 0.508043112483223 0.615451125973068 0.870712509404773 0.659989627415219
s.coff 3.2377470522351 -0.267175948727987 0.325303987854288 0.553976951984728 0.958524632641439 0.695179498569719
s.buyh 2.92230992684941 -0.325088331349261 0.286384243837248 0.449697248629919 0.771231785958886 0.625046002124201
s.swen 3.08397605879484 -0.279958110708814 0.351075872163825 0.59202974096155 0.998083563855925 0
s.mode 3.63199261493005 -0.264204783533383 0.397546819618016 0.589535468914592 0.925379597682741 0
s.lazy 2.66255677939054 -0.057733238890321 0.424070784336606 0.422464015260193 0.709123342054032 0
s.have 4.53955070118659 0.138833935317572 0.400418317637756 0.585696136857335 0.854921702559566 0
s.grah 2.9270673432133 -0.183117957742493 0.315639192771475 0.479748805166198 0.839798598099678 0
s.couc 4.09409841498164 -0.141670629791069 0.655677201420883 0.819788094457553 1.21390413421825 0.860211627015749
s.712 3.08054608643885 -0.20867235690827 0.393379464859988 0.404396742917053 0.658717118503796 0
s.6040 4.33342304305359 -0.0561843649716451 0.658309787864629 0.876610732460745 1.26765951186443 0.906107951923653
s.5050 3.89886925233795 -0.173039272201986 0.536231653714871 0.801564931082231 1.22530233061982 0.901211774126962



  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.8% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 3.09889492095216% 21.2491676549859% 21.2491676549859% 21.2491676549859% 21.2491676549859% 38.5383826317269%
s.tals 5.07680335820406% 19.8851569181084% 19.8851569181084% 19.8851569181084% 19.8851569181084% 41.6706925866126%
s.talb 4.89774626518515% 22.8530592229256% 22.8530592229256% 22.8530592229256% 22.8530592229256% 41.0803178403685%
s.talc 4.85427324703379% 19.9479812576536% 19.9479812576535% 19.9479812576536% 19.9479812576535% 0%
s.wors 0.907797712423453% 15.5065009949781% 15.5065009949781% 15.5731512036611% 29.660919143404% 0%
s.talm 2.66689572906077% 16.6857771136183% 16.6857771136183% 16.6857771136184% 16.6857771136184% 0%
s.swan 2.54574079171985% 14.1360435544852% 23.8251806472743% 23.8251806472743% 40.5649808323689% 0%
s.plus 2.55893839141765% 24.0338000249949% 24.0338000249949% 24.033800024995% 24.0338000249949% 24.0338000249949%
s.noeq 3.80149465998748% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541% 24.1369738634541%
s.ivyp 3.26219177037363% 17.0057549401921% 18.0743500648006% 18.0743500648006% 18.0743500648006% 0%
s.dali 2.33381909641995% 17.8657209300906% 17.8657209300906% 17.8657209300906% 17.8657209300906% 0%
s.brow 2.06101041746747% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624% 17.4918648732624%
s.yale 4.57812479127249% 25.5703482931963% 25.5703482931964% 25.5703482931963% 25.5703482931964% 42.1895203695544%
s.seco 3.61339965389025% 24.5031265938134% 24.5031265938134% 24.5031265938134% 24.5031265938134% 49.2398695179376%
s.nobr 3.96364640956979% 23.4371134799249% 23.4371134799249% 23.4371134799249% 23.4371134799249% 43.3168858951126%
s.aron 3.82229744877046% 24.3315656230098% 24.3315656230098% 24.3315656230098% 24.3315656230098% 41.1066950804557%
s.lowv 1.86682321554947% 13.2140634290601% 13.2140634290601% 13.2140634290601% 0% 0%
s.bens 2.79366457887916% 19.803358398193% 19.803358398193% 19.803358398193% 19.803358398193% 45.0068170901498%
s.aggr 3.23601813769979% 23.4882095717043% 23.5042520500541% 23.5042520500542% 0% 0%
s.8020 3.95637769181156% 22.7309971366694% 22.7309971366694% 22.7309971366694% 22.7309971366694% 42.1431235505138%
s.7030 3.76257731109174% 21.6915799933984% 21.6915799933984% 21.6915799933984% 21.6915799933984% 37.3434030624376%
s.smar 3.09593630173204% 17.0956745283415% 17.0956745283416% 17.0956745283416% 17.0956745283415% 37.5883122524873%
s.marg 2.79303912079731% 22.9713237665632% 22.9713237665632% 22.9713237665632% 22.9713237665632% 40.5491255372551%
s.coff 4.1857852315738% 19.8029329136583% 19.8029329136583% 19.8029329136583% 19.8029329136583% 36.0054377232498%
s.buyh 3.08079387273251% 18.7334558619386% 18.7334558619386% 18.7334558619386% 18.7334558619386% 35.7059512776552%
s.swen 4.61423736140189% 25.0773505598873% 25.0773505598873% 25.0773505598873% 25.0773505598873% 0%
s.mode 3.25694119667856% 21.5610627066683% 21.5610627066683% 21.5610627066683% 21.5610627066683% 0%
s.lazy 3.48912421907071% 16.9750257613406% 21.4236339877538% 21.4236339877538% 21.4236339877538% 0%
s.have 2.25997199583174% 15.0611819276938% 15.0611819276938% 15.0611819276938% 15.0611819276938% 0%
s.grah 2.92384912442127% 18.1586683651339% 18.1586683651339% 18.1586683651339% 18.1586683651339% 0%
s.couc 3.01727223956736% 19.3721339517937% 19.3721339517937% 19.3721339517937% 19.3721339517937% 28.7275569551771%
s.712 2.77594975915834% 16.047450733805% 19.1057431243933% 19.1057431243933% 19.1057431243933% 0%
s.6040 3.56877693037189% 20.6547799205925% 20.6547799205925% 20.6547799205925% 20.6547799205925% 32.2096947177191%
s.5050 3.37497654965206% 19.621025261549% 19.621025261549% 19.621025261549% 19.621025261549% 26.7230912531448%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 13.9996225250591% 15.8649749168709% 16.5481681002976% 13.2806866222605% 13.5741698469358% 15.0522238521306%
s.tals 16.3171748114411% 14.7199647788171% 15.402621931408% 12.5555867581915% 12.4598604799417% 13.9818944661002%
s.talb 15.2053972119614% 14.9994586595664% 15.3139851953658% 12.3086442072222% 11.8875487038539% 13.3427684468065%
s.talc 14.1495819785452% 13.7755695632126% 13.8561347677825% 11.288432392613% 10.9340554175969% 0%
s.wors 4.31446305517358% 5.66770099886376% 5.81294147851501% 5.70907022484353% 5.49042014968623% 0%
s.talm 14.6261639787438% 15.3781821653963% 15.8817177849862% 12.9391581069624% 13.1235428336418% 0%
s.swan 8.90417940977244% 13.7563984919975% 16.7352523013269% 14.0327916943847% 14.2290417214685% 0%
s.plus 11.66938274785% 14.0103564216765% 13.7059159858747% 11.3929158654585% 10.7864646147551% 10.6809681598103%
s.noeq 15.8097074953831% 14.5828777458286% 13.5182946045458% 12.1285175269596% 11.7782379596555% 12.6248688932916%
s.ivyp 10.3940161644262% 13.1562213004787% 14.4785350383078% 11.6227146375753% 11.8092476698696% 0%
s.dali 7.9938370162437% 9.71503832276744% 9.58915557549382% 7.59519166026115% 7.14169400683548% 0%
s.brow 8.86852095465572% 10.2686821436082% 9.63870861203473% 8.05329075940954% 7.68935117331824% 7.773597576397%
s.yale 14.7887398552057% 15.3454263399986% 15.5298765155958% 12.4423336389837% 11.9287102999801% 13.1222339816051%
s.seco 13.1866774249844% 16.469847630954% 18.2695936967037% 15.0268548080428% 14.8339491521672% 15.4291198096199%
s.nobr 13.733765618047% 15.569438564168% 16.9188098820079% 13.6424061800267% 13.4590654912481% 13.9559613860355%
s.aron 12.914232197067% 14.6422519593064% 15.4350259947512% 12.5679658109328% 12.1295616237695% 12.9816063680791%
s.lowv 6.02729410242932% 8.04111065444124% 8.32630121985015% 7.12904880742538% 0% 0%
s.bens 10.8745107117917% 14.0561461921901% 15.4722055402431% 12.8506311086383% 12.9293543882053% 13.7837073823802%
s.aggr 13.3244535434143% 15.6990257882116% 17.0588449308063% 14.28696045031% 0% 0%
s.8020 13.2553768485076% 15.9293506253741% 17.4329161851979% 14.2595899546401% 13.6778914413675% 13.8213372838335%
s.7030 12.3096256347569% 14.5804609584915% 15.616523251585% 12.6772063023116% 12.052111828107% 12.195099506961%
s.smar 9.97753723921297% 11.6890941973605% 12.9529315457311% 10.4909513501961% 10.2902937278398% 11.0558099697955%
s.marg 10.3763058744722% 13.6237941182106% 14.4648905183682% 11.7280333592958% 11.5210297159172% 12.2440272056139%
s.coff 12.7587132149458% 13.2150129939675% 13.7444794197319% 10.9764562393729% 10.5669353863874% 11.325931477341%
s.buyh 10.5250737441173% 11.944722192802% 12.5479590800061% 10.1149199740611% 10.0260410683377% 10.8893777801624%
s.swen 15.2100576445022% 15.3561945082664% 15.4393222286211% 12.4029934659448% 11.8918802167022% 0%
s.mode 11.9508510012067% 13.1709535993385% 13.7926142775597% 11.1293835016511% 10.8441775929283% 0%
s.lazy 11.2999815046674% 14.4780449797364% 16.5844252370016% 13.10851366976% 12.8787733800708% 0%
s.have 11.1996193745804% 12.8511700947515% 12.7773444482745% 10.4169126031238% 10.4290734496254% 0%
s.grah 10.9986174023264% 12.4202067041284% 12.879704215472% 10.1618960998656% 9.68663154443594% 0%
s.couc 9.28035227327839% 12.0946117679856% 12.6004782153264% 10.0171791239334% 9.42605716261906% 9.70562486159031%
s.712 10.0311754060076% 12.613429801012% 14.2686002159486% 11.5754381288897% 11.6125872150926% 0%
s.6040 11.4363538919819% 13.2912115428185% 13.8863603540066% 11.1660996556624% 10.4983484570118% 10.6301449456757%
s.5050 10.6387987373694% 12.0689045320777% 12.2518937491498% 9.73963321419919% 9.03101321174692% 9.14129015811531%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 4.80838919489034% 10.146870941949% 10.5823675404954% 8.13583631371702% 8.06629268067735% 9.85103418380575%
s.tals 7.53229001826495% 9.72340417102045% 10.44896354166% 8.40062312583683% 7.93623897027426% 9.57262877381013%
s.talb 6.95769567151242% 10.1943198578529% 10.3813379513213% 8.13454586408407% 7.47578604970394% 9.11475986086893%
s.talc 6.67142675065383% 9.15231145960546% 9.32620149067122% 7.37184822173588% 6.76694090847454% 0%
s.wors 0.868904104398135% 4.37569651882921% 3.96974259986272% 3.79994270788794% 3.63339434487561% 0%
s.talm 4.88959523868513% 9.42766681517055% 10.2269327030571% 7.95992891859398% 7.8282674016347% 0%
s.swan 3.22173349755919% 8.24524269843839% 10.8888141738886% 9.07671073759293% 9.5934059368356% 0%
s.plus 3.42394119303338% 9.30486851327447% 8.32065115729256% 6.64070042629283% 6.14700309982919% 6.30339327556691%
s.noeq 6.39709856251015% 9.72539969300635% 8.57963391168581% 7.43860752295667% 7.04863088840083% 7.99634297813935%
s.ivyp 4.71945651777203% 9.13293177677088% 9.99699525623374% 7.88422233693285% 7.78336878155955% 0%
s.dali 3.18649015836163% 6.99409519605079% 6.55573989240076% 4.99276486991194% 4.53490748935867% 0%
s.brow 2.71346368929795% 6.71158735243451% 5.80354413048312% 4.6379389516039% 4.3309247016067% 4.55090930693207%
s.yale 6.39250601993126% 10.7250854482095% 10.5031056241559% 8.26976485315766% 7.57573403256934% 8.99971057289392%
s.seco 4.83414756836351% 10.9655721864321% 11.8564049539483% 9.74786268398284% 9.40602156278953% 10.4425577808391%
s.nobr 5.30518048579379% 10.2885682411694% 11.0676322922957% 8.93554745465723% 8.54211144730641% 9.40704002401418%
s.aron 5.22687297952364% 10.1860194977459% 10.2792584118173% 8.322541938463% 7.73993083755129% 8.80617368482387%
s.lowv 2.45818719891327% 5.11875960037302% 5.6863953644699% 4.68114899457517% 0% 0%
s.bens 4.22223335604392% 9.23944645573317% 10.1114283005597% 8.37179997599003% 8.26843832405049% 9.32578263436092%
s.aggr 5.26539050302019% 10.3015814620026% 11.0889763644139% 9.24653132367104% 0% 0%
s.8020 5.31991329439848% 10.6666096730257% 11.1371301180716% 9.08111978226107% 8.43431015128463% 9.17410981681706%
s.7030 5.03942520031024% 9.85398858232747% 10.0330196707924% 8.08350017399907% 7.41869409658859% 8.07027934653562%
s.smar 3.94874704472276% 7.69119537272697% 8.71167920998708% 6.96059126963067% 6.60194730076879% 7.51953199748472%
s.marg 3.90399284973222% 9.53793058680437% 9.69145826645929% 7.77764270074954% 7.41766159274372% 8.40111735181776%
s.coff 5.51046558997383% 8.92391902608283% 9.28537612456622% 7.31115104644242% 6.7423022657106% 7.68842867526433%
s.buyh 4.52019880701899% 8.11022441583299% 8.42187618869426% 6.71701435574887% 6.43423814633835% 7.38794558516397%
s.swen 6.98729255903829% 10.6320888021191% 10.389894537233% 8.21122671224344% 7.50651063065039% 0%
s.mode 4.91469409059493% 8.99971386766307% 9.23166512359472% 7.34273076244511% 6.89518941159163% 0%
s.lazy 5.26261079368056% 9.95722742606388% 11.3621169313691% 8.88003225891788% 8.49548938080015% 0%
s.have 3.89686472479139% 8.20926825538657% 8.46913622859502% 6.75950321285221% 6.60134315018756% 0%
s.grah 4.64465013064571% 8.29248059217904% 8.72517798465874% 6.78499619481556% 6.2189395494463% 0%
s.couc 3.96531186377837% 8.43540860194882% 8.19692819656153% 6.45772373535661% 5.81616833166604% 6.52114397909128%
s.712 4.19529381655461% 8.69077294034823% 9.86488328694026% 7.88838711422777% 7.71847135069329% 0%
s.6040 4.78361761570569% 9.06659574499579% 8.97633182762798% 7.13170992308123% 6.45210868887353% 7.00856737651349%
s.5050 4.55281138019696% 8.30650987953393% 7.9718168599342% 6.23431261755231% 5.5453810299726% 5.99995290581189%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
s.tal2
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
s.talg 0.75478560043522 0.774777645375476 0.756600160198586 0.665661977345027 0.688442986898479 0.744779465127519
s.tals 0.908813389692967 0.757025347993786 0.736689181715411 0.680786787479593 0.696180897795116 0.7590722293268
s.talb 0.967618810267068 0.810247229006638 0.76029946352222 0.682760789535467 0.673404600707777 0.734679272067647
s.talc 0.868591056119725 0.722123721706805 0.682895636317195 0.620130982706561 0.614273159986172 0
s.wors -0.0258711540268768 0.176449730517595 0.0756857193803709 0.0135269947636321 -0.000876619561731007 0
s.talm 0.645110001070334 0.694195477724486 0.698921389805741 0.605739091415858 0.625193682867325 0
s.swan 0.00841904397990342 0.396201522814449 0.582077994835604 0.536853938960812 0.593391542329034 0
s.plus 0.729470062760232 0.659696172749689 0.524834243052239 0.418898315663013 0.361438730456868 0.349860726532749
s.noeq 0.801808823081323 0.647993430195047 0.50900741371227 0.357484512386045 0.31101719573757 0.369369474016725
s.ivyp 0.710976564776032 0.690048816035546 0.695083283189287 0.652650935727282 0.685771597932941 0
s.dali 0.535972371848717 0.518482786935812 0.458157945919756 0.386147368431884 0.355341519728807 0
s.brow 0.535113111970168 0.482740888185828 0.383074138966514 0.30260116848345 0.263644920891047 0.257254559042295
s.yale 0.955609152648933 0.837535205236869 0.770476784485844 0.699958234998342 0.686475732740346 0.742147371228368
s.seco 0.895483867333428 0.891911935536672 0.896525523829717 0.884975716184577 0.905487856862997 0.926444666504402
s.nobr 0.888451165741945 0.83861090763142 0.8324222225185 0.80049512608689 0.819119956730051 0.835994335558007
s.aron 0.856126452340082 0.798259976648687 0.76056585703798 0.72877274876643 0.725976814011031 0.758048652484509
s.lowv 0.346435601136557 0.380496593358879 0.39143682601242 0.367277583992747 0 0
s.bens 0.767979191366362 0.754609890265594 0.763832019737751 0.758258140039652 0.791391328056292 0.821625216869053
s.aggr 0.861212879715188 0.818146042048745 0.80681739781271 0.806461487148506 0 0
s.8020 0.918969933985235 0.873331200573568 0.862317424227538 0.844701037064824 0.839126511019825 0.839681478607818
s.7030 0.863882242634339 0.804586970086843 0.781236897763464 0.755848122445728 0.744663603927995 0.74388172982609
s.smar 0.654349410787665 0.626253590232243 0.641383708017782 0.618727063020476 0.631602112157747 0.66402620549975
s.marg 0.723671903087206 0.744893192404691 0.721532883775277 0.691637053858994 0.701069992962798 0.724439358206207
s.coff 0.801329565777812 0.709263853178024 0.682752402556596 0.637453436385219 0.635829966033731 0.667693157726295
s.buyh 0.682475494084186 0.631335346259653 0.616769851785024 0.585535743558815 0.602594932084 0.636747948740408
s.swen 0.991940779973323 0.834571911529693 0.763182926395803 0.694990367229005 0.681056860568044 0
s.mode 0.791840888652906 0.713947066253394 0.68389518570861 0.646898764319357 0.652206469774149 0
s.lazy 0.738965648257882 0.752105109796804 0.793474598346458 0.738922166425076 0.753711636179028 0
s.have 0.392097415968279 0.520330984128787 0.522840637043712 0.447887995524558 0.47068817161615 0
s.grah 0.669375421552262 0.641063461537876 0.626338999523174 0.579259821940557 0.569318714868481 0
s.couc 0.67444123694894 0.673154395968118 0.635370549266455 0.596658955898997 0.575241925923968 0.576897306119477
s.712 0.649976382692915 0.663204551313586 0.68930826621446 0.660424169722126 0.689875134399521 0
s.6040 0.808794551283441 0.735842739600118 0.700156371299389 0.666995207826632 0.650200696836165 0.648081981044363
s.5050 0.753706859932545 0.667098509113393 0.619075844835315 0.578142293207536 0.555737789744336 0.552282232262635



  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI)
to S&P500 (SPY)
to U.S. Bonds (BND)
to Commodities (DBC)
to Gold (GLD)