Lazy Portfolio: Yale U's Unconventional
for period ending January 31, 2025
Quick Links

Overview
s.yale is the Recipe ID for this portfolio recipe
This Recipe ID appears in the scatterplots and comparisons below.
Portfolio Recipe Provider VizMetrics (www.vizmetrics.com)
Description Lazy Portfolio: Yale U's Unconventional gives investors access to an easy-to-implement, fixed allocation portfolio that uses a high equity approach. This portfolio recipe uses mutual funds and implements a Strategic Asset Allocation based on a high-equity approach which uses a 70% equity allocation..
Category Strategic: DIY. This recipe builds a strategic, do-it-yourself portfolio. This recipe uses a fixed, static allocation.
Ingredients Used This portfolio recipe invests in mutual funds.
Peer Group Strategic: DIY
- 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 six ETFs in this portfolio recipe. The six ETFs each represent an asset class. The steps to create this portfolio recipe are as follows:
- VizMetrics identifies the six asset classes corresponding to the Lazy Portfolio: Yale U's Unconventional methodology.
- VizMetrics chooses a mutual fund to represent each of the six asset classes.
- VizMetrics assigns a weighting (percent allocation) to each of the six mutual funds.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.

How to Invest
Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.
Discover High Return, Low Risk Portfolios. Upgrade Your Subscription
Get access to s.yale updated monthly allocation. Upgrade your subsrciption for only $15/month. Cancel Anytime.

Compare: Total Return
for period ending January 31, 2025
5-year graph
●
s.yale
●
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.yale |
2.2% |
2.2% |
12.3% |
1.5% |
5.4% |
6.1% |
8.2% |
7.1% |
Peer Group* average |
|
|
|
|
|
|
|
|
60% Equity / 40% Bonds |
2.1% |
2.1% |
16.1% |
6.2% |
8.5% |
8.5% |
9.5% |
7.8% |
Global Equities (ACWI) |
3.1% |
3.1% |
20.8% |
8.2% |
11.1% |
9.9% |
9.8% |
|
U.S. Equities (SPY) |
2.7% |
2.7% |
26.2% |
11.8% |
15.1% |
13.6% |
14.3% |
10.5% |
U.S. Bonds (BND) |
0.6% |
0.6% |
2.1% |
-1.6% |
-0.6% |
1.1% |
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 |
3.82324117855151% |
3.82324117855151% |
25.313888529975% |
8.77127794929384% |
10.257256519874% |
8.97264364748045% |
10.4333963895942% |
9.95097016420299% |
s.tals |
1.50873119406036% |
1.50873119406037% |
11.9757376767238% |
2.46391733478377% |
4.94595741011152% |
5.23642667228414% |
7.55533842266953% |
6.43102506212174% |
s.talb |
1.7602815521059% |
1.76028155210591% |
13.3247790639541% |
2.91796964763149% |
5.86763618311361% |
6.5057775949767% |
8.8290668945989% |
7.45163941210312% |
s.talc |
2.28840664297321% |
2.2884066429732% |
11.015448735122% |
2.99962458473839% |
5.2337476885737% |
6.24852488029779% |
8.34960380142846% |
7.22379406446989% |
s.wors |
1.88010690916454% |
1.88010690916454% |
7.1665798784373% |
-1.67047925406656% |
1.52349721024594% |
-0.216107581464986% |
-0.633055784258307% |
0% |
s.talm |
3.42796867855208% |
3.42796867855209% |
20.2736107263228% |
7.06309641704568% |
8.44751794632772% |
7.78508639829847% |
9.52757119839818% |
0% |
s.swan |
5.16984721797531% |
5.16984721797531% |
14.5962824697147% |
8.26494809557508% |
10.2874795129473% |
5.49289507077815% |
3.52273292456837% |
0% |
s.plus |
3.06737344180275% |
3.06737344180275% |
20.4178704275269% |
5.73554664088567% |
7.80656950464871% |
7.8912022833125% |
9.00973625400578% |
9.09411051263882% |
s.noeq |
2.97581773407549% |
2.97581773407549% |
13.8357163003466% |
0.567095400580486% |
2.86566954405338% |
3.87178291182584% |
6.64249052480215% |
7.54944015316932% |
s.ivyp |
2.29468019059407% |
2.29468019059406% |
10.6035681051617% |
2.84340899288589% |
6.93189254320761% |
5.90439203058786% |
6.84901421795767% |
0% |
s.dali |
2.00757466892256% |
2.00757466892257% |
8.86892718714922% |
1.31714788757489% |
3.7704845541378% |
4.36560128382608% |
5.40996099358262% |
0% |
s.brow |
2.67228972145077% |
2.67228972145077% |
14.6450289900133% |
4.03329322899211% |
5.25823741170393% |
5.37750078486776% |
6.43606002171431% |
6.82565841938567% |
s.yale |
2.20849999999999% |
2.2085% |
12.3044242402369% |
1.5171929315333% |
5.38473017454792% |
6.11895589542171% |
8.21807638079399% |
7.14673634080543% |
s.seco |
2.91300000000001% |
2.913% |
19.8558563186888% |
7.92986593063281% |
10.6583270615909% |
9.76830056519513% |
10.3707044923032% |
8.35596988516867% |
s.nobr |
3.3325% |
3.3325% |
15.0143573921924% |
5.74524539069698% |
8.16951575557305% |
7.76453951853349% |
8.90549570986372% |
7.38621480258139% |
s.aron |
2.49950000000001% |
2.4995% |
13.3291369448273% |
3.08340432577094% |
6.33243743704228% |
6.63671491195548% |
7.9463144708251% |
7.02912527254167% |
s.lowv |
1.46002597437873% |
1.46002597437872% |
9.76191775933175% |
3.80616761561245% |
3.64335300482366% |
4.57220588278737% |
0% |
0% |
s.bens |
2.59626729812839% |
2.59626729812838% |
15.4968894589983% |
6.44319917676055% |
8.90327117191607% |
7.84226839141666% |
8.33662095690673% |
7.26472332618264% |
s.aggr |
2.65628887676634% |
2.65628887676633% |
14.9271919905283% |
4.52227527465727% |
8.18967993260844% |
7.30538192976904% |
0% |
0% |
s.8020 |
2.54601124475691% |
2.54601124475691% |
21.0442294646257% |
8.71994479999289% |
11.5378341550073% |
10.8301762003903% |
11.787536313346% |
9.22823550575795% |
s.7030 |
2.30250604970326% |
2.30250604970325% |
18.5477615626282% |
7.44184862210657% |
10.0359962192803% |
9.65282456798464% |
10.63258260911% |
8.51398678164328% |
s.smar |
2.2195% |
2.2195% |
12.281447661402% |
4.63777987762555% |
6.60095239157676% |
6.38823951221492% |
7.37237736762408% |
6.45618375687649% |
s.marg |
2.5488% |
2.5488% |
13.9264024593255% |
4.01801388186005% |
7.24150388313787% |
6.85739805684107% |
7.49679441295936% |
6.53622961147915% |
s.coff |
2.21% |
2.21% |
11.1442516567687% |
2.81723348665226% |
5.37067816325283% |
5.86275029279801% |
7.50032588147913% |
6.52365568286055% |
s.buyh |
2.24759999999999% |
2.2476% |
9.31877563539538% |
2.20752294101025% |
4.88643275961602% |
5.00807024145045% |
6.08306414374271% |
5.76393178876606% |
s.swen |
2.20214986402414% |
2.20214986402414% |
11.7722589622562% |
1.69894093637641% |
5.47570584016939% |
6.22335278335999% |
8.38771411314103% |
0% |
s.mode |
1.8461383083173% |
1.8461383083173% |
12.5388521081413% |
3.18681078524539% |
5.94314813928873% |
6.25609141376806% |
7.42589001116571% |
0% |
s.lazy |
1.97036131181842% |
1.97036131181842% |
9.8082766187668% |
3.46119618219356% |
6.79931237521918% |
5.44111713688997% |
6.70937402519201% |
0% |
s.have |
3.03736089100406% |
3.03736089100406% |
16.6919874039128% |
5.04521879966218% |
5.24109778754038% |
5.48071088939255% |
6.6266940920539% |
0% |
s.grah |
2.44671650930377% |
2.44671650930378% |
9.19332439025853% |
3.20697451031868% |
5.15931138889034% |
5.18788843676683% |
6.42591154105772% |
0% |
s.couc |
2.20163517219514% |
2.20163517219514% |
13.9821169154002% |
4.94738967689097% |
8.11529197480656% |
7.62698828818538% |
8.4923168434786% |
7.13057484846007% |
s.712 |
2.10382932474424% |
2.10382932474425% |
10.7581524804363% |
3.10922708468717% |
6.25165267704679% |
5.25887565157177% |
5.95784722446067% |
0% |
s.6040 |
2.05900085464958% |
2.05900085464959% |
16.090577825613% |
6.16067278357049% |
8.52644517285748% |
8.46462275423929% |
9.46591882615992% |
7.77917814640823% |
s.5050 |
1.81549565959593% |
1.81549565959593% |
13.6722651498799% |
4.87679601263591% |
7.01003231010744% |
7.26620426608027% |
8.28816817562796% |
7.02439100472432% |
|
|
|
|
|
|
s.yale |
12.7% |
16.9% |
-21.1% |
13.6% |
8.7% |
Peer Group* average |
|
|
|
|
|
60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
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 |
13.9468785359063% |
19.6644640877491% |
-15.5982163184184% |
17.2147119882491% |
18.5409800625855% |
s.tals |
7.05687582072052% |
17.3515132076102% |
-16.7670110360329% |
11.4607819566624% |
7.13368465491178% |
s.talb |
8.32668393434759% |
20.4416057352521% |
-19.4447615934583% |
14.3933354422893% |
9.84078634469641% |
s.talc |
4.84969497533336% |
18.657946666363% |
-14.2185045597003% |
11.0106934244197% |
7.2655424719815% |
s.wors |
14.3702001164639% |
-0.875276067558028% |
-5.1937133824035% |
-5.58504538241322% |
4.92796652363263% |
s.talm |
7.58465721431614% |
19.5784169354495% |
-8.85561496964616% |
10.1770538607038% |
13.328345401702% |
s.swan |
4.85193934457004% |
13.7472558903354% |
12.5022458844257% |
3.87405837048487% |
6.33793371276901% |
s.plus |
28.2349702712587% |
5.72167231574099% |
-20.9188513529395% |
18.717111310016% |
16.3547463663974% |
s.noeq |
13.4769738395866% |
9.3602337913999% |
-19.9085070557827% |
9.53340406039849% |
7.33042397604708% |
s.ivyp |
6.41636266476715% |
21.704938427612% |
-12.0141809514464% |
10.2221855824715% |
7.21213144275969% |
s.dali |
12.3351852268746% |
7.2999802009639% |
-14.2419586214205% |
8.9022827283016% |
6.44816896157934% |
s.brow |
17.7109084339359% |
3.78663530958809% |
-14.1843314422468% |
11.5363405910448% |
11.0375103098703% |
s.yale |
12.7371401515751% |
16.9328407365336% |
-21.1163765409783% |
13.6292960934462% |
8.65687915389599% |
s.seco |
16.9265476156061% |
17.451675362683% |
-17.8311299962618% |
20.463621090642% |
17.6298527032833% |
s.nobr |
13.7179221627692% |
14.8634737757154% |
-16.2867479178065% |
16.9176842634148% |
11.3285355772194% |
s.aron |
18.0494037838299% |
9.83431184775974% |
-18.9796488835045% |
14.4504409548533% |
9.89685748398825% |
s.lowv |
2.90314534384484% |
6.18271147443223% |
-7.1921722805645% |
6.62410452368214% |
8.99804818875074% |
s.bens |
10.9915395787553% |
15.7557592834701% |
-12.553306533105% |
16.4540999657777% |
12.2916817198867% |
s.aggr |
17.9556465411554% |
11.4230042512206% |
-15.88527363279% |
15.5546454041855% |
10.3803462823992% |
s.8020 |
18.8225112951776% |
19.7452364376917% |
-18.069856178937% |
21.7158548469084% |
19.0553240966601% |
s.7030 |
17.6260388071938% |
16.863416355419% |
-17.3740226657332% |
19.5904932836454% |
16.7290565479814% |
s.smar |
9.39470666808912% |
12.4376494447116% |
-11.2782733805696% |
11.5849600285105% |
9.63690400262172% |
s.marg |
15.0514375454995% |
13.1713721596459% |
-16.8955652505738% |
14.2064095501135% |
11.4643164252935% |
s.coff |
9.23922132592205% |
13.563426155565% |
-14.5671014495673% |
10.99447982111% |
7.85026456215501% |
s.buyh |
9.8266263196966% |
10.2585271548169% |
-12.7137526420126% |
9.85714046337261% |
6.0655537940971% |
s.swen |
12.6726389225104% |
16.9829231820075% |
-20.6371049951315% |
14.2715161326236% |
7.94820015492737% |
s.mode |
14.0785814295956% |
10.5873850153413% |
-16.8777386877365% |
13.7946845931412% |
9.53448468713143% |
s.lazy |
3.22183464964929% |
20.1424754111165% |
-8.04438839262481% |
10.6640610584107% |
6.00559042104059% |
s.have |
7.93295904404396% |
6.90151128246674% |
-4.68831183100331% |
4.05321484237007% |
11.7652282217603% |
s.grah |
7.37651790260052% |
10.8115534429923% |
-10.4724501569515% |
10.6870179030968% |
6.21947039912392% |
s.couc |
16.6106546772378% |
15.4147651016417% |
-15.7071352139266% |
14.5906857415039% |
12.3364015298019% |
s.712 |
7.70583757354628% |
14.4998415750287% |
-9.99646394712902% |
9.66178559111286% |
6.7960658962755% |
s.6040 |
16.3697115808623% |
14.0345204547633% |
-16.6986542826282% |
17.4898007024777% |
14.4366761920685% |
s.5050 |
15.0559930685074% |
11.2579446671262% |
-16.0443948028284% |
15.4136741697843% |
12.1778703016602% |

Compare: Risk vs. Return
for period ending January 31, 2025
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.yale 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.yale
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
s.yale
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
s.yale
●
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.yale |
-13.4% |
-10.8% |
-9.2% |
-6.4% |
-3.9% |
-2.2% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-7.2% |
-5.4% |
-4.5% |
-2.3% |
-0.8% |
0.3% |
Global Equities (ACWI) |
-4.0% |
-3.5% |
-3.6% |
-3.5% |
-4.6% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-26.3% |
-21.9% |
-22.9% |
-14.6% |
-10.3% |
-4.8% |
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 |
0.0267837647159226% |
-2.45313922099299% |
-3.4613695848466% |
-3.0030064679946% |
-2.11423534149673% |
0.206234038521881% |
s.tals |
-15.3103410586395% |
-9.84335620043302% |
-9.78988128525058% |
-7.61815851611301% |
-5.19377723308464% |
-3.44952009499459% |
s.talb |
-13.0236726560964% |
-9.31934460701617% |
-8.59864913777089% |
-5.80704239469427% |
-3.03784553664902% |
-1.91560558409315% |
s.talc |
-15.4508909422043% |
-9.45260935148417% |
-9.17862933622766% |
-5.7194889484608% |
-2.95828586082672% |
-1.60047243925808% |
s.wors |
-16.6136980226489% |
-26.6913391572627% |
-17.3107417708651% |
-17.8959062706826% |
-18.3442584676951% |
0% |
s.talm |
-7.48274808320067% |
-4.41657637946279% |
-5.50001047931881% |
-4.38580009245315% |
-2.97102014732891% |
0% |
s.swan |
-10.6106983911133% |
-2.57680250401634% |
-3.35111015016688% |
-7.68259429844013% |
-10.589390262294% |
0% |
s.plus |
0.549674817316262% |
-5.99630268888964% |
-5.31481308378028% |
-3.1449916423848% |
-1.62273427196617% |
2.35974148975027% |
s.noeq |
-12.9397125909437% |
-12.091565019069% |
-12.3823527228906% |
-9.20049661865216% |
-5.96370316438684% |
-1.42320229148863% |
s.ivyp |
-13.5522099896321% |
-9.87137563528778% |
-6.9338863858839% |
-6.32131960843389% |
-5.68608820555003% |
0% |
s.dali |
-14.2067393519774% |
-13.5713066385515% |
-10.8690825610885% |
-6.93174405084813% |
-4.3852060093315% |
0% |
s.brow |
-6.00144116557892% |
-8.75260494054746% |
-7.94166696986538% |
-5.08958054345457% |
-2.75613053535121% |
1.51772559114874% |
s.yale |
-13.4191300777031% |
-10.7772130887129% |
-9.22957032922913% |
-6.37023484469906% |
-3.92452710504189% |
-2.18188440301974% |
s.seco |
-3.56148800011338% |
-3.62703250224213% |
-3.70798774208981% |
-3.0712473129059% |
-3.16538898753337% |
-1.80156971850889% |
s.nobr |
-10.3394457032655% |
-6.02279682508032% |
-6.17353930376424% |
-4.80751714133741% |
-4.08442760088285% |
-2.28316931958411% |
s.aron |
-11.4491136309319% |
-9.13664468693498% |
-8.02032032120568% |
-5.76065761025679% |
-4.46255935426955% |
-2.262991260833% |
s.lowv |
-12.0031770387182% |
-10.0498366137532% |
-11.0169663251151% |
-6.15572028893417% |
0% |
0% |
s.bens |
-7.14229751704436% |
-5.09435951317895% |
-4.64784055479348% |
-4.27190825193497% |
-4.41264581071774% |
-2.33458155288821% |
s.aggr |
-9.88548815781744% |
-7.39915401006989% |
-6.13671287543863% |
-5.62423965677867% |
0% |
0% |
s.8020 |
-3.79065930020065% |
-2.65866581721153% |
-2.32568285551979% |
-1.34248016307437% |
-0.615806186591442% |
0.0354018644390024% |
s.7030 |
-5.35760356247821% |
-3.92486986237396% |
-3.28284677625535% |
-1.74630446316466% |
-0.66928457575251% |
0.174172237698233% |
s.smar |
-11.1962214621004% |
-7.57805824372299% |
-6.91875004524949% |
-5.04815576724867% |
-3.90085785444034% |
-2.02135751581644% |
s.marg |
-8.20769859060783% |
-8.20313127828933% |
-6.49588148398575% |
-5.01473903897347% |
-4.63185751441351% |
-2.53914982678127% |
s.coff |
-14.4364797849502% |
-9.77252958302992% |
-8.95046197547617% |
-6.13778733303186% |
-3.96451986763614% |
-2.09942883191826% |
s.buyh |
-15.3012191601723% |
-11.0405852899816% |
-9.39622784002074% |
-7.03323267089663% |
-5.7269564472361% |
-2.95575725830145% |
s.swen |
-14.3888842236441% |
-10.5708002738341% |
-9.10396101565597% |
-6.21811788808691% |
-3.66329355862682% |
0% |
s.mode |
-11.5912895968187% |
-9.33147270527847% |
-8.12471307484725% |
-5.59354305110287% |
-4.24523786124518% |
0% |
s.lazy |
-15.8857337163423% |
-8.73256838825481% |
-7.71505550013815% |
-7.50306022086498% |
-6.49343674429412% |
0% |
s.have |
-8.75350839472327% |
-6.92962473937164% |
-8.89302726240915% |
-6.40269754050858% |
-5.11850008104099% |
0% |
s.grah |
-16.0672359614421% |
-9.47664458051486% |
-9.06198654507905% |
-6.77950117795023% |
-4.9456799822242% |
0% |
s.couc |
-8.23690354441179% |
-7.08877387502226% |
-4.39135962268887% |
-2.67868653074354% |
-1.14389677579257% |
0.0340959943086414% |
s.712 |
-13.6184278861208% |
-9.55903063006985% |
-7.81740139313123% |
-7.24214881544952% |
-6.83718472357723% |
0% |
s.6040 |
-7.19490746629101% |
-5.41834707696332% |
-4.47891272960359% |
-2.29646388100985% |
-0.795482105012992% |
0.291605869049208% |
s.5050 |
-9.36170686545413% |
-7.18928460344527% |
-5.99470871321425% |
-3.05922147600258% |
-1.04645113157841% |
0.361114685970215% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
-10.3% |
-9.3% |
-7.1% |
-4.2% |
-2.0% |
-1.1% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-5.2% |
-4.0% |
-3.1% |
-1.4% |
-0.4% |
0.3% |
Global Equities (ACWI) |
-3.0% |
-3.3% |
-3.3% |
-3.1% |
-4.3% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-10.0% |
-9.1% |
-6.5% |
-2.7% |
-0.3% |
0.5% |
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 |
5.06115638094592% |
-1.48762347967302% |
-2.0435225942462% |
-1.01046041436062% |
0.235084750798986% |
1.66616699098499% |
s.tals |
-12.9953593085605% |
-7.8060941127944% |
-7.19259350412419% |
-4.94408568338935% |
-2.89906792204599% |
-2.00739339298558% |
s.talb |
-10.5594294337389% |
-7.65578540507405% |
-6.49282764560234% |
-3.64884470314957% |
-1.28181567101506% |
-0.768412085787973% |
s.talc |
-11.8704079868307% |
-7.05865554310662% |
-6.25576389595426% |
-3.20375236773734% |
-1.01098916578058% |
-0.40698350671953% |
s.wors |
2.72092329883796% |
-8.29716090549046% |
-2.65901894790746% |
-2.61252172927935% |
-2.01906358055839% |
0% |
s.talm |
1.35326640529425% |
-2.70100092821261% |
-3.19831828831849% |
-1.51928004831911% |
0.122088854945599% |
0% |
s.swan |
6.54260109583049% |
0.197709043582379% |
0.242582525670556% |
-2.88871213002251% |
-5.37280909125555% |
0% |
s.plus |
3.25681947292506% |
-3.8884387454929% |
-1.75708988321931% |
0.747825728672915% |
2.96132025127738% |
4.24127221318028% |
s.noeq |
-5.34460499098249% |
-8.97001275576171% |
-6.60795187486029% |
-2.68438501807613% |
1.2225839320973% |
2.52576941757261% |
s.ivyp |
-7.57022145530795% |
-6.96551236915828% |
-4.53334937762253% |
-3.80437522888776% |
-3.33422559097388% |
0% |
s.dali |
-5.52030346534515% |
-7.45933934982788% |
-4.96119304494873% |
-2.32461015956552% |
-0.619886919038711% |
0% |
s.brow |
-0.0772457190368012% |
-4.51059599370836% |
-2.64895466646073% |
-0.417792921523683% |
1.59873144312437% |
2.77641617320392% |
s.yale |
-10.2873500675761% |
-9.25479426955794% |
-7.05143017268797% |
-4.21241023138745% |
-2.04785058171485% |
-1.12917822901953% |
s.seco |
-2.38535419644315% |
-3.17484300909291% |
-3.17869349979462% |
-2.5774193093876% |
-2.68204219025708% |
-1.52448667810728% |
s.nobr |
-7.2294804108377% |
-5.04135304573638% |
-4.9588303830707% |
-3.65451102091831% |
-3.08181550771413% |
-1.71528849467304% |
s.aron |
-8.21335027444826% |
-7.48302523881312% |
-5.96350758867746% |
-3.99690121532048% |
-2.85994815480282% |
-1.39029190505356% |
s.lowv |
-2.14984381948402% |
-3.98065813318268% |
-4.26512700780696% |
-1.85879976373096% |
0% |
0% |
s.bens |
-4.23005211141755% |
-3.82067861408363% |
-3.35327614723188% |
-3.0452556425003% |
-3.222955711787% |
-1.69225904739961% |
s.aggr |
-6.23443228156315% |
-6.1409092179781% |
-4.57330733621462% |
-4.14566307727454% |
0% |
0% |
s.8020 |
-3.25409016145582% |
-2.31851089221362% |
-1.96595467702991% |
-1.08536298783472% |
-0.45598427486655% |
0.0790608179605776% |
s.7030 |
-4.23003471962292% |
-3.16243317404939% |
-2.5154597789457% |
-1.24921989280238% |
-0.405187278850693% |
0.202338384400788% |
s.smar |
-6.04213699729873% |
-4.82100787618487% |
-4.28525479034396% |
-2.94643030719605% |
-2.21659546503081% |
-1.13832499171286% |
s.marg |
-4.24192341938475% |
-6.15647742889164% |
-4.52338788799691% |
-3.28066602487672% |
-2.93261793309529% |
-1.57108951489169% |
s.coff |
-10.1427632659266% |
-7.20221131003164% |
-6.05832158649568% |
-3.73796908110086% |
-2.16625476560454% |
-1.11665539141977% |
s.buyh |
-8.21510954430923% |
-7.27389447295957% |
-5.680935100977% |
-3.94012957873758% |
-3.10417778769358% |
-1.58116186958565% |
s.swen |
-11.741748367439% |
-9.06137902703603% |
-6.88541112417517% |
-4.05684898736299% |
-1.80840202438081% |
0% |
s.mode |
-7.19986876310174% |
-6.83007396474685% |
-5.43324295097808% |
-3.41352399898708% |
-2.39853585203499% |
0% |
s.lazy |
-11.4817035742028% |
-6.95779377953038% |
-5.89182090226773% |
-5.31263629055708% |
-4.42658354637671% |
0% |
s.have |
3.41654419768214% |
-3.6746756399383% |
-4.27248871754319% |
-1.94574437109533% |
-0.810751433584739% |
0% |
s.grah |
-8.69336960067379% |
-6.39714999374783% |
-5.55696779963758% |
-3.71485350583385% |
-2.37159463311254% |
0% |
s.couc |
-5.09249608674094% |
-4.81626909864625% |
-2.71054195505693% |
-1.46148107542443% |
-0.369277336644195% |
0.285639554032577% |
s.712 |
-7.77875833506427% |
-6.64979962593671% |
-5.18230229500793% |
-4.55957591243348% |
-4.32810989966171% |
0% |
s.6040 |
-5.16669511280775% |
-4.00943511653492% |
-3.0726779915573% |
-1.42392697910975% |
-0.366100361548984% |
0.305056039720623% |
s.5050 |
-6.06448444471035% |
-4.85913799141894% |
-3.63675802049613% |
-1.6088507398308% |
-0.338100311829141% |
0.387795188591597% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
0.74 |
-0.17 |
0.20 |
0.37 |
0.63 |
0.48 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.25 |
0.11 |
0.43 |
0.61 |
0.82 |
0.62 |
Global Equities (ACWI) |
1.51 |
0.23 |
0.50 |
0.56 |
0.60 |
|
U.S. Equities (SPY) |
1.80 |
0.41 |
0.67 |
0.76 |
0.88 |
0.62 |
U.S. Bonds (BND) |
-0.43 |
-0.80 |
-0.53 |
-0.17 |
0.18 |
0.27 |
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 |
1.81389799635359 |
0.272157628878471 |
0.491997893715114 |
0.576061641373705 |
0.747367871084072 |
0.632721436569816 |
s.tals |
0.583341819765869 |
-0.123062086290161 |
0.174529351861142 |
0.297152060958132 |
0.550760149822413 |
0.403927966904305 |
s.talb |
0.771229822917074 |
-0.0937662157391447 |
0.232776040202615 |
0.404045135227359 |
0.682181227264507 |
0.495397292492428 |
s.talc |
0.566654701941174 |
-0.105595652068039 |
0.197072968395701 |
0.40450491421321 |
0.683265810389349 |
0.509844869808364 |
s.wors |
0.443639090713603 |
-1.0170033377403 |
-0.24416186575054 |
-0.371423889590445 |
-0.342955255861034 |
0 |
s.talm |
1.22314281580439 |
0.167430101092342 |
0.389945280203219 |
0.492664162978417 |
0.692566173723424 |
0 |
s.swan |
0.967208941144264 |
0.257920232332682 |
0.500202959258236 |
0.301651096106118 |
0.214079554071984 |
0 |
s.plus |
1.88049245829252 |
0.0802111146404985 |
0.386619335459545 |
0.558516343457202 |
0.767561898114606 |
0.746132815832956 |
s.noeq |
0.779591464181855 |
-0.248267264360224 |
0.0304370946615341 |
0.195440916531313 |
0.498229178394515 |
0.522986479327555 |
s.ivyp |
0.719831365813036 |
-0.130757211956084 |
0.310321789930927 |
0.369263760730362 |
0.516052592972637 |
0 |
s.dali |
0.658264824061017 |
-0.338902515417002 |
0.0883549839743484 |
0.308685143231335 |
0.571182334307221 |
0 |
s.brow |
1.35544508282734 |
-0.0822982962920012 |
0.235628991786816 |
0.425061148407862 |
0.681867058331578 |
0.683056279593772 |
s.yale |
0.736208171440554 |
-0.171096233454115 |
0.201023904850045 |
0.369746434524185 |
0.625946109302629 |
0.477671429515219 |
s.seco |
1.54158120850735 |
0.216418235305586 |
0.486752827097638 |
0.579113728117259 |
0.68708016864624 |
0.511336163046922 |
s.nobr |
0.991282119431442 |
0.0868030388968967 |
0.361298610830785 |
0.471086121759715 |
0.625121649328865 |
0.475782175625596 |
s.aron |
0.899160754195957 |
-0.0835850503410363 |
0.261422047598801 |
0.407684638776848 |
0.594379719168033 |
0.47230676310805 |
s.lowv |
0.852381500495575 |
-0.158294240607929 |
0.0754142905186946 |
0.356001976611281 |
0 |
0 |
s.bens |
1.2578858713003 |
0.127820922313846 |
0.428587327358362 |
0.498985137269698 |
0.602477355595498 |
0.472304148495252 |
s.aggr |
1.02981649478861 |
0.0134045891604973 |
0.362196733567755 |
0.424484980496374 |
0 |
0 |
s.8020 |
1.51817390717306 |
0.265263122050207 |
0.550404944416319 |
0.67725039879757 |
0.839841221981296 |
0.616535644738986 |
s.7030 |
1.39705983649963 |
0.192868409238559 |
0.496383446953213 |
0.647245673941025 |
0.831261970820264 |
0.618623262307537 |
s.smar |
0.918960846486824 |
-0.0139103684188689 |
0.305547772082147 |
0.441642349177604 |
0.623503719133291 |
0.479639445868021 |
s.marg |
1.17027425493641 |
-0.0382674458846273 |
0.331339337640123 |
0.447515605007701 |
0.58105268887852 |
0.452181573307439 |
s.coff |
0.648514224308912 |
-0.12457694262749 |
0.207731696593986 |
0.377984610969511 |
0.619285552572522 |
0.475212415238968 |
s.buyh |
0.56908657522746 |
-0.198345467231673 |
0.178252302008147 |
0.318780365961029 |
0.505360106937061 |
0.420482286021361 |
s.swen |
0.655924128402766 |
-0.159902598233289 |
0.207047447609182 |
0.378891784340673 |
0.64227660035998 |
0 |
s.mode |
0.887203063515675 |
-0.101012547005446 |
0.248330992662473 |
0.41087595858749 |
0.602769454088116 |
0 |
s.lazy |
0.525183443458563 |
-0.0623684252090806 |
0.28296172527477 |
0.306261639790838 |
0.470379952820557 |
0 |
s.have |
1.12312793485008 |
0.0240721233334536 |
0.204980809113621 |
0.359406083301121 |
0.546960060809846 |
0 |
s.grah |
0.505633977875209 |
-0.111746166362373 |
0.197381866919112 |
0.334822121739537 |
0.553306149497463 |
0 |
s.couc |
1.16635292448157 |
0.0141726891427661 |
0.424723385407682 |
0.576755308296853 |
0.788176510390448 |
0.597981734795003 |
s.712 |
0.714846523512654 |
-0.114957474755377 |
0.266436425079369 |
0.314474034271226 |
0.442912859039865 |
0 |
s.6040 |
1.25048364324165 |
0.108260263093376 |
0.429910579147748 |
0.607966456234932 |
0.817490792769346 |
0.619190206991028 |
s.5050 |
1.0726085685022 |
0.0088736491064676 |
0.346921983973111 |
0.555338026540822 |
0.794949137498229 |
0.616421600254505 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
1.03 |
-0.22 |
0.28 |
0.52 |
0.93 |
0.67 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
Global Equities (ACWI) |
2.65 |
0.32 |
0.73 |
0.83 |
0.91 |
|
U.S. Equities (SPY) |
3.57 |
0.60 |
1.03 |
1.17 |
1.40 |
0.92 |
U.S. Bonds (BND) |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
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 |
3.17400922869784 |
0.3841008690622 |
0.720988188277458 |
0.878188642670699 |
1.1878510639629 |
0.939096236305602 |
s.tals |
0.879467127886439 |
-0.170932777590416 |
0.242460917990774 |
0.419760694086152 |
0.821439648513963 |
0.572067825462568 |
s.talb |
1.10385062762561 |
-0.126161813554214 |
0.32301061562353 |
0.575035745669883 |
1.02580361140645 |
0.701962615789207 |
s.talc |
0.804698231952207 |
-0.141949497903603 |
0.273170670128123 |
0.578190266234992 |
1.03492558050092 |
0.728291644723653 |
s.wors |
0.782370358645627 |
-1.10468170528044 |
-0.308613083327439 |
-0.492548940772122 |
-0.474127781712429 |
0 |
s.talm |
2.08501294144883 |
0.234395613004983 |
0.562187848592848 |
0.741353946790873 |
1.08873021610774 |
0 |
s.swan |
2.39748533143392 |
0.394026851515601 |
0.742697003551764 |
0.453448111753062 |
0.30935546792612 |
0 |
s.plus |
3.48032696137722 |
0.111617809030654 |
0.57980331059091 |
0.875472999556958 |
1.25431656642055 |
1.1971389484408 |
s.noeq |
1.1995299156988 |
-0.333277118614655 |
0.04303823916972 |
0.286241224064299 |
0.773230009796368 |
0.789203675680944 |
s.ivyp |
1.02034532705776 |
-0.168137942441956 |
0.423590754857587 |
0.515189283721394 |
0.749987202504416 |
0 |
s.dali |
0.944931071468564 |
-0.418184492772827 |
0.117215181119868 |
0.42569434934527 |
0.822958562829218 |
0 |
s.brow |
2.28449730010323 |
-0.110529623615894 |
0.341323238858318 |
0.647253369215384 |
1.091286127945 |
1.0779638695785 |
s.yale |
1.03318250582139 |
-0.224920400840231 |
0.278554704560934 |
0.522247668636037 |
0.931706777774142 |
0.67198288316365 |
s.seco |
2.64043500859918 |
0.302568708435724 |
0.712818060681903 |
0.854532704143343 |
1.04631828042008 |
0.733993357795988 |
s.nobr |
1.58449047350238 |
0.121864069911036 |
0.523481115276254 |
0.685556382092386 |
0.947516180451562 |
0.683862935240456 |
s.aron |
1.33679595703226 |
-0.111597752828113 |
0.368826587089621 |
0.582648555140835 |
0.887524872250446 |
0.671352366350841 |
s.lowv |
1.37269424555115 |
-0.203066035524837 |
0.0995749827680199 |
0.494258940893491 |
0 |
0 |
s.bens |
2.0318904737798 |
0.175495495313123 |
0.617055973788832 |
0.726939280260591 |
0.905519170697426 |
0.675483902277973 |
s.aggr |
1.64375988782798 |
0.0186875937218423 |
0.5247260594499 |
0.62432939651868 |
0 |
0 |
s.8020 |
2.67620143133828 |
0.373625815563982 |
0.819668516419657 |
1.01681855547129 |
1.30851172873015 |
0.90141475976437 |
s.7030 |
2.36169380081704 |
0.267136500458022 |
0.730244199963695 |
0.963442500628372 |
1.28821828282134 |
0.903054962085925 |
s.smar |
1.39957661526733 |
-0.0187982414306875 |
0.426117091690996 |
0.62683663892802 |
0.923679493210123 |
0.679553446379051 |
s.marg |
1.84524044617618 |
-0.0500772888293603 |
0.463418843902294 |
0.636958091210772 |
0.859805890444504 |
0.635754788715124 |
s.coff |
0.932764660851915 |
-0.166731669050752 |
0.287746799741629 |
0.532772707282807 |
0.916731959611676 |
0.673035120751061 |
s.buyh |
0.811676194748307 |
-0.259372519091814 |
0.246061036281867 |
0.447938408731516 |
0.743826336306488 |
0.594394780966891 |
s.swen |
0.909950586555746 |
-0.211725899241352 |
0.287781575347254 |
0.536574505819667 |
0.960631062793738 |
0 |
s.mode |
1.31074015797614 |
-0.13451521333312 |
0.346206338747709 |
0.584537328166715 |
0.897403618545033 |
0 |
s.lazy |
0.72886445769173 |
-0.081740332999961 |
0.391385547050544 |
0.429349076914513 |
0.683618024091006 |
0 |
s.have |
2.07297596016391 |
0.0324431156489467 |
0.284410200010452 |
0.513201105969948 |
0.812533166050017 |
0 |
s.grah |
0.740452549630748 |
-0.148114023474857 |
0.271034990585294 |
0.468041063778947 |
0.809384939990968 |
0 |
s.couc |
1.83781742964225 |
0.0186240507089361 |
0.605352520317506 |
0.833372466894431 |
1.1927631661226 |
0.852550338067533 |
s.712 |
1.04076105468342 |
-0.149465687379691 |
0.363123148340269 |
0.436826284991205 |
0.638348134917671 |
0 |
s.6040 |
2.02165334749205 |
0.147277282924323 |
0.623419496520105 |
0.89527103899638 |
1.25709318373776 |
0.9016558245992 |
s.5050 |
1.65524107074697 |
0.0118451568498674 |
0.494632953240123 |
0.806787047764257 |
1.20867724617982 |
0.894131920511632 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
14.4 |
1.4 |
6.5 |
8.1 |
11.5 |
9.2 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
Global Equities (ACWI) |
23.1 |
8.3 |
11.5 |
10.1 |
9.6 |
|
U.S. Equities (SPY) |
25.9 |
11.5 |
14.7 |
13.3 |
13.9 |
10.2 |
U.S. Bonds (BND) |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
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 |
34.6776286050865 |
11.145828599465 |
12.9766555695035 |
12.6828464193487 |
14.7891838680964 |
12.9423238414256 |
s.tals |
12.3596273779285 |
2.79702452331114 |
6.13446203446786 |
7.01340605962874 |
10.268842743084 |
8.01101130885476 |
s.talb |
14.5820661721312 |
3.19438182243784 |
7.18274538728334 |
8.86185332315447 |
12.5634091061858 |
9.67144276438452 |
s.talc |
12.6525567698521 |
3.66534002035529 |
7.03487533138293 |
9.31267264851304 |
12.981525370462 |
10.3041802473327 |
s.wors |
-333.694607237502 |
-10.9746863959565 |
15.7912310260124 |
-30.5349837297866 |
137.851203068943 |
0 |
s.talm |
30.3046489569222 |
9.90859114024202 |
11.4403328145645 |
11.9801349868908 |
14.8074209341131 |
0 |
s.swan |
95.9240723541703 |
19.2889225827217 |
17.3714895292783 |
9.52421774680375 |
5.47730575212831 |
0 |
s.plus |
34.8973991219424 |
8.21843884975151 |
14.0392761882964 |
17.4478598353728 |
24.2324700632075 |
24.9516360551412 |
s.noeq |
20.1421356674444 |
0.346899758775891 |
4.81286438929656 |
9.25112110978706 |
20.4198406833029 |
19.4647716150443 |
s.ivyp |
16.4765521503349 |
3.64759229899369 |
9.50631700510747 |
8.47086362349964 |
9.5515041794845 |
0 |
s.dali |
19.1406213572968 |
1.86223340258895 |
7.43380626713165 |
10.2323381309671 |
14.2236656482575 |
0 |
s.brow |
31.0230927511689 |
7.59432364916079 |
12.5709783785208 |
15.9827158185814 |
23.1743424997037 |
25.0266714039288 |
s.yale |
14.4163488155091 |
1.40143563212383 |
6.50043312229622 |
8.12528162950206 |
11.4530546837404 |
9.17694325452705 |
s.seco |
23.9935399068712 |
8.52909418298841 |
11.5326580643023 |
10.6310233476235 |
11.0732286883171 |
8.66748667791542 |
s.nobr |
18.0371802734033 |
6.43554831308461 |
9.38088576640803 |
9.21074591756709 |
10.4134759829666 |
8.4288382124108 |
s.aron |
16.6372481011464 |
3.40459305781967 |
7.84305540446683 |
8.53701076964736 |
10.4173325994138 |
8.82337300236047 |
s.lowv |
28.5980472920179 |
9.44744849339389 |
8.43739009029399 |
11.4149615009082 |
0 |
0 |
s.bens |
21.7891970884697 |
8.05827417028824 |
11.2595609048938 |
9.87576147709641 |
10.1339255162891 |
8.45020955771979 |
s.aggr |
19.1219400225418 |
5.09643545733114 |
9.76829360538557 |
8.61095589971036 |
0 |
0 |
s.8020 |
22.757999927946 |
9.52933036928924 |
12.9249429141394 |
12.3519071392057 |
13.5878410654371 |
10.5648584445373 |
s.7030 |
21.7137736917569 |
8.75698308166143 |
12.3431374002604 |
12.2400585992929 |
13.7570489447047 |
10.9611577751107 |
s.smar |
18.9576003137613 |
6.81552093339004 |
9.71815776794899 |
9.6898784267104 |
11.0759972688511 |
9.21154627833869 |
s.marg |
21.8220384130508 |
4.94603544948546 |
9.60065102529416 |
9.38708189506751 |
10.2139091012067 |
8.57589505113685 |
s.coff |
14.0532909552613 |
3.44266153126558 |
7.28574162279706 |
8.52993714733953 |
11.170772035117 |
9.24045279123852 |
s.buyh |
15.1421488707831 |
2.94106787752329 |
7.36473609139472 |
7.9044798970255 |
9.51529933339866 |
8.53427151605225 |
s.swen |
13.0930725668528 |
1.62215851563038 |
6.67258568810783 |
8.32446357377601 |
11.7934784543466 |
0 |
s.mode |
17.5216857309303 |
3.95938366322126 |
8.16841724040316 |
9.05380029949641 |
10.8455485881375 |
0 |
s.lazy |
12.3126490820496 |
3.98939975669642 |
8.09866285317162 |
6.81796863025972 |
8.42459695000074 |
0 |
s.have |
41.5767814387383 |
9.15470106335183 |
9.28696863830965 |
11.2335295078786 |
13.4744981633154 |
0 |
s.grah |
14.5254254289048 |
4.38481066046145 |
7.65036446174089 |
8.26480650867015 |
10.6205867991452 |
0 |
s.couc |
20.512355389534 |
6.78913924713684 |
12.1671687982112 |
12.0923477511705 |
14.1057460147332 |
11.7414819337739 |
s.712 |
16.2800555824194 |
4.08242373998285 |
8.55749205725981 |
7.37981434543993 |
8.14680779186514 |
0 |
s.6040 |
20.5268342885787 |
7.83803913703859 |
11.6168081997384 |
12.0826314010025 |
13.9571752902637 |
11.4423862314678 |
s.5050 |
19.1527637233808 |
6.72838492900963 |
10.6910962584888 |
11.8599931387666 |
14.2049772800084 |
12.0535272408741 |

Compare: Risk & Volatility
for period ending January 31, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
4.6% |
20.9% |
25.6% |
25.6% |
25.6% |
42.2% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
3.6% |
16.0% |
20.7% |
20.7% |
20.7% |
32.2% |
Global Equities (ACWI) |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
|
U.S. Equities (SPY) |
4.0% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
U.S. Bonds (BND) |
3.1% |
12.7% |
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 |
4.3% |
19.7% |
21.2% |
21.2% |
21.2% |
38.5% |
s.tals |
5.5% |
15.4% |
19.9% |
19.9% |
19.9% |
41.7% |
s.talb |
4.9% |
18.2% |
22.9% |
22.9% |
22.9% |
41.1% |
s.talc |
4.9% |
15.8% |
19.9% |
19.9% |
19.9% |
37.9% |
s.wors |
2.7% |
15.5% |
15.5% |
15.5% |
29.7% |
0% |
s.talm |
5.8% |
16.6% |
16.7% |
16.7% |
16.7% |
0% |
s.swan |
3.2% |
14.1% |
14.6% |
23.8% |
40.6% |
0% |
s.plus |
2.6% |
20.3% |
24% |
24% |
24% |
24% |
s.noeq |
5.8% |
21.2% |
24.1% |
24.1% |
24.1% |
24.1% |
s.ivyp |
3.3% |
17% |
17% |
18.1% |
18.1% |
0% |
s.dali |
2.3% |
15.3% |
17.9% |
17.9% |
17.9% |
0% |
s.brow |
2.6% |
15.2% |
17.5% |
17.5% |
17.5% |
17.5% |
s.yale |
4.6% |
20.9% |
25.6% |
25.6% |
25.6% |
42.2% |
s.seco |
3.6% |
19.9% |
24.5% |
24.5% |
24.5% |
49.2% |
s.nobr |
4% |
18.4% |
23.4% |
23.4% |
23.4% |
43.3% |
s.aron |
3.8% |
19.6% |
24.3% |
24.3% |
24.3% |
41.1% |
s.lowv |
3.1% |
10.5% |
13.2% |
13.2% |
0% |
0% |
s.bens |
2.8% |
16.9% |
19.8% |
19.8% |
19.8% |
45% |
s.aggr |
3.3% |
18.6% |
23.5% |
23.5% |
0% |
0% |
s.8020 |
4% |
18.3% |
22.7% |
22.7% |
22.7% |
42.1% |
s.7030 |
3.8% |
17.1% |
21.7% |
21.7% |
21.7% |
37.3% |
s.smar |
3.1% |
13.7% |
17.1% |
17.1% |
17.1% |
37.6% |
s.marg |
2.8% |
19.1% |
23% |
23% |
23% |
40.5% |
s.coff |
4.2% |
15.9% |
19.8% |
19.8% |
19.8% |
36% |
s.buyh |
3.2% |
15.4% |
18.7% |
18.7% |
18.7% |
35.7% |
s.swen |
4.6% |
20.3% |
25.1% |
25.1% |
25.1% |
0% |
s.mode |
3.3% |
16.8% |
21.6% |
21.6% |
21.6% |
0% |
s.lazy |
4.7% |
17% |
17% |
21.4% |
21.4% |
0% |
s.have |
4.8% |
15.1% |
15.1% |
15.1% |
15.1% |
0% |
s.grah |
3.7% |
15.6% |
18.2% |
18.2% |
18.2% |
0% |
s.couc |
3% |
15.9% |
19.4% |
19.4% |
19.4% |
28.7% |
s.712 |
3.8% |
15.8% |
16% |
19.1% |
19.1% |
0% |
s.6040 |
3.6% |
16% |
20.7% |
20.7% |
20.7% |
32.2% |
s.5050 |
3.4% |
14.9% |
19.6% |
19.6% |
19.6% |
26.7% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
10.7% |
15.4% |
15.7% |
12.5% |
11.9% |
13.1% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
9.3% |
13.6% |
14.1% |
11.3% |
10.5% |
10.7% |
Global Equities (ACWI) |
11.2% |
17.8% |
19.4% |
16.3% |
16.3% |
|
U.S. Equities (SPY) |
12.8% |
19.0% |
21.0% |
17.4% |
16.6% |
16.6% |
U.S. Bonds (BND) |
5.7% |
7.5% |
6.4% |
5.1% |
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 |
12.1% |
15.7% |
16.7% |
13.3% |
13.4% |
15% |
s.tals |
13.5% |
15% |
15.8% |
12.8% |
12.5% |
14% |
s.talb |
11.7% |
15% |
15.5% |
12.4% |
11.9% |
13.4% |
s.talc |
11.8% |
13.9% |
14.2% |
11.5% |
11% |
12.2% |
s.wors |
5.3% |
5.8% |
5.9% |
5.7% |
5.5% |
0% |
s.talm |
13.6% |
15.1% |
16.2% |
13% |
13% |
0% |
s.swan |
10.6% |
13.6% |
16.6% |
14.2% |
14.1% |
0% |
s.plus |
8.6% |
14.1% |
13.6% |
11.3% |
10.6% |
10.7% |
s.noeq |
12.4% |
14.6% |
13.6% |
11.9% |
11.7% |
12.7% |
s.ivyp |
8.3% |
13% |
14.5% |
11.7% |
11.7% |
0% |
s.dali |
6.2% |
9.8% |
9.6% |
7.6% |
7.1% |
0% |
s.brow |
7.4% |
10.4% |
9.7% |
8% |
7.6% |
7.8% |
s.yale |
10.7% |
15.4% |
15.7% |
12.5% |
11.9% |
13.1% |
s.seco |
10.2% |
16.7% |
18.4% |
15.2% |
14.8% |
15.4% |
s.nobr |
10.8% |
15.8% |
17.1% |
13.8% |
13.5% |
14% |
s.aron |
9.8% |
15% |
15.6% |
12.7% |
12.2% |
13% |
s.lowv |
5.8% |
7.8% |
8.4% |
7.2% |
0% |
0% |
s.bens |
8.8% |
14.2% |
15.5% |
13% |
12.9% |
13.7% |
s.aggr |
10.2% |
15.9% |
17.1% |
14.4% |
0% |
0% |
s.8020 |
11.3% |
16.3% |
17.7% |
14.4% |
13.7% |
13.9% |
s.7030 |
10.3% |
14.9% |
15.8% |
12.8% |
12.1% |
12.2% |
s.smar |
8.3% |
11.8% |
13.1% |
10.6% |
10.3% |
11.1% |
s.marg |
8% |
13.7% |
14.5% |
11.8% |
11.5% |
12.2% |
s.coff |
10.3% |
13.5% |
14% |
11.2% |
10.6% |
11.4% |
s.buyh |
8.2% |
12% |
12.6% |
10.2% |
10% |
10.9% |
s.swen |
11.3% |
15.5% |
15.6% |
12.5% |
11.9% |
0% |
s.mode |
9% |
13.3% |
13.9% |
11.2% |
10.8% |
0% |
s.lazy |
10.1% |
14.7% |
16.8% |
13.3% |
12.9% |
0% |
s.have |
11.1% |
12.7% |
12.8% |
10.5% |
10.4% |
0% |
s.grah |
9.1% |
12.6% |
13% |
10.3% |
9.7% |
0% |
s.couc |
8% |
12.3% |
12.7% |
10.1% |
9.4% |
9.7% |
s.712 |
8.6% |
12.8% |
14.4% |
11.7% |
11.6% |
0% |
s.6040 |
9.3% |
13.6% |
14.1% |
11.3% |
10.5% |
10.7% |
s.5050 |
8.5% |
12.3% |
12.4% |
9.9% |
9.1% |
9.2% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
7.2% |
10.7% |
10.6% |
8.4% |
7.6% |
9.0% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
5.3% |
9.0% |
9.0% |
7.2% |
6.5% |
7.0% |
Global Equities (ACWI) |
5.9% |
11.6% |
12.6% |
10.5% |
10.5% |
|
U.S. Equities (SPY) |
6.0% |
12.1% |
13.1% |
10.8% |
10.1% |
11.0% |
U.S. Bonds (BND) |
4.2% |
5.4% |
4.5% |
3.5% |
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 |
6.5% |
10% |
10.8% |
8.2% |
8.1% |
9.8% |
s.tals |
8.6% |
9.7% |
10.8% |
8.6% |
8% |
9.6% |
s.talb |
7.8% |
10.1% |
10.6% |
8.2% |
7.5% |
9.1% |
s.talc |
8% |
9.2% |
9.6% |
7.5% |
6.9% |
8.3% |
s.wors |
2.3% |
4.5% |
4% |
3.8% |
3.6% |
0% |
s.talm |
7.6% |
9.7% |
10.6% |
8.2% |
7.9% |
0% |
s.swan |
3.6% |
8% |
10.8% |
9.1% |
9.5% |
0% |
s.plus |
4.1% |
9.1% |
8.3% |
6.6% |
6.1% |
6.3% |
s.noeq |
7.7% |
9.8% |
8.8% |
7.6% |
7.2% |
8.1% |
s.ivyp |
5.3% |
9.1% |
10.1% |
7.9% |
7.7% |
0% |
s.dali |
3.8% |
7% |
6.6% |
5% |
4.6% |
0% |
s.brow |
3.9% |
6.7% |
5.9% |
4.7% |
4.3% |
4.6% |
s.yale |
7.2% |
10.7% |
10.6% |
8.4% |
7.6% |
9% |
s.seco |
5.5% |
10.9% |
11.9% |
9.8% |
9.4% |
10.4% |
s.nobr |
6.3% |
10.2% |
11.2% |
9% |
8.6% |
9.4% |
s.aron |
6.2% |
10.2% |
10.4% |
8.4% |
7.8% |
8.8% |
s.lowv |
3.1% |
5% |
5.7% |
4.7% |
0% |
0% |
s.bens |
4.9% |
9.3% |
10.2% |
8.4% |
8.2% |
9.3% |
s.aggr |
5.9% |
10.3% |
11.1% |
9.3% |
0% |
0% |
s.8020 |
5.9% |
10.6% |
11.2% |
9.2% |
8.4% |
9.2% |
s.7030 |
5.6% |
9.7% |
10.1% |
8.2% |
7.4% |
8.1% |
s.smar |
5% |
7.7% |
8.8% |
7% |
6.6% |
7.5% |
s.marg |
4.5% |
9.5% |
9.7% |
7.8% |
7.4% |
8.4% |
s.coff |
6.7% |
9% |
9.5% |
7.4% |
6.8% |
7.7% |
s.buyh |
5.2% |
8.1% |
8.5% |
6.8% |
6.5% |
7.4% |
s.swen |
7.7% |
10.6% |
10.5% |
8.3% |
7.6% |
0% |
s.mode |
5.6% |
9% |
9.3% |
7.4% |
6.9% |
0% |
s.lazy |
6.9% |
10.3% |
11.5% |
9% |
8.5% |
0% |
s.have |
5.5% |
8.4% |
8.6% |
6.9% |
6.6% |
0% |
s.grah |
5.7% |
8.5% |
8.9% |
6.9% |
6.3% |
0% |
s.couc |
4.6% |
8.3% |
8.3% |
6.5% |
5.8% |
6.5% |
s.712 |
5.4% |
8.8% |
10% |
8% |
7.7% |
0% |
s.6040 |
5.3% |
9% |
9% |
7.2% |
6.5% |
7% |
s.5050 |
5% |
8.2% |
8% |
6.3% |
5.6% |
6% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
s.yale |
0.83 |
0.84 |
0.78 |
0.71 |
0.69 |
0.74 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.77 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
Global Equities (ACWI) |
0.89 |
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) |
0.77 |
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 |
0.720049467886047 |
0.756067381510406 |
0.763908386213004 |
0.680317560968384 |
0.682195581192696 |
0.742269300055798 |
s.tals |
0.941084776727358 |
0.757818464509555 |
0.750135362958221 |
0.697542125089869 |
0.702226930312436 |
0.75979727429187 |
s.talb |
0.89016867742854 |
0.805692395386469 |
0.768975562959514 |
0.695283127011958 |
0.675357008400587 |
0.734880935546008 |
s.talc |
0.843400146223107 |
0.724446862953918 |
0.695032527645371 |
0.634001064765008 |
0.616670465730561 |
0.667642975375763 |
s.wors |
-0.0204447396665571 |
0.183582444792357 |
0.0746754133968973 |
0.018352329634644 |
-0.00708979151311483 |
0 |
s.talm |
0.657632769457902 |
0.678079841686658 |
0.708304345016875 |
0.621095329986512 |
0.620181646346617 |
0 |
s.swan |
0.148575864374909 |
0.410632971140521 |
0.572386092214849 |
0.540581358209017 |
0.58029486814768 |
0 |
s.plus |
0.575217363679481 |
0.655996380105222 |
0.531529467704109 |
0.432541403311811 |
0.3575968824503 |
0.35067159475915 |
s.noeq |
0.669811583923554 |
0.64230340209571 |
0.523885327899163 |
0.38130539689524 |
0.308435805996253 |
0.370164099036637 |
s.ivyp |
0.622659856638795 |
0.685144687974806 |
0.692972055774673 |
0.6563807154008 |
0.681016684952776 |
0 |
s.dali |
0.445369380789036 |
0.522419682135344 |
0.460894987801082 |
0.393001162297738 |
0.356144513905292 |
0 |
s.brow |
0.460971077235421 |
0.485759218869637 |
0.390896934065811 |
0.314916459547108 |
0.262867415395265 |
0.258978823409798 |
s.yale |
0.829623636883539 |
0.836936352491079 |
0.775402126963946 |
0.71070464427004 |
0.687484351807005 |
0.741255083180031 |
s.seco |
0.813201215372501 |
0.889377612974422 |
0.894333855972371 |
0.88646405446652 |
0.905465268458613 |
0.92433823985559 |
s.nobr |
0.813324292627468 |
0.839239272648038 |
0.834168056737441 |
0.805608913719869 |
0.822128482221964 |
0.835457286020765 |
s.aron |
0.780469003079902 |
0.80453780346734 |
0.763497976604796 |
0.737077014005319 |
0.729748608191727 |
0.757629170320779 |
s.lowv |
0.329310500043399 |
0.366436198376802 |
0.391006278503849 |
0.370384549883802 |
0 |
0 |
s.bens |
0.695418417307541 |
0.756851720671827 |
0.760153147967205 |
0.759231366965802 |
0.788671718449817 |
0.818967005916184 |
s.aggr |
0.762627195148859 |
0.819787634770248 |
0.803149428570664 |
0.80840054292586 |
0 |
0 |
s.8020 |
0.909568021128009 |
0.878935242045245 |
0.866042792144904 |
0.848929284917865 |
0.842168800246068 |
0.840896737714357 |
s.7030 |
0.838337974582747 |
0.810503806001122 |
0.78519062047736 |
0.760498324999019 |
0.747856763840157 |
0.745332422352458 |
s.smar |
0.629677119387537 |
0.629959091059149 |
0.643812545097699 |
0.623739405256318 |
0.634534001020077 |
0.663504591614148 |
s.marg |
0.622403906404548 |
0.742763252315485 |
0.718412049311415 |
0.693838364713838 |
0.700271936704603 |
0.722017826620415 |
s.coff |
0.768501213403883 |
0.718325911176812 |
0.689895129164709 |
0.646953159459875 |
0.640604369478716 |
0.668730777282589 |
s.buyh |
0.592683060155298 |
0.633525818943956 |
0.616743383322414 |
0.590018546049172 |
0.603111204107585 |
0.635045565780231 |
s.swen |
0.872826328470476 |
0.835097444541313 |
0.769031013566792 |
0.706240375241461 |
0.682023852330352 |
0 |
s.mode |
0.695970227412658 |
0.717922414621527 |
0.68542870291477 |
0.652964579831117 |
0.652950788822134 |
0 |
s.lazy |
0.768640123694552 |
0.781299410175454 |
0.797049091549563 |
0.747559413655335 |
0.755536859227301 |
0 |
s.have |
0.393193179771935 |
0.513499923350688 |
0.527278326536819 |
0.457241010535255 |
0.466244717285675 |
0 |
s.grah |
0.609210651229317 |
0.652866047512498 |
0.629385816536916 |
0.586052187229443 |
0.572626649613621 |
0 |
s.couc |
0.664859600522819 |
0.678010717411588 |
0.638686912161235 |
0.602257554340338 |
0.577639518649746 |
0.577975964312224 |
s.712 |
0.639670541810038 |
0.677280643916262 |
0.690315822928831 |
0.665951054619145 |
0.689051081422769 |
0 |
s.6040 |
0.767107928037486 |
0.742072369956998 |
0.704338448809816 |
0.672067365080173 |
0.653544727434245 |
0.64976810699056 |
s.5050 |
0.695877881492225 |
0.673640933912875 |
0.623486277142273 |
0.583636405161327 |
0.559232691028333 |
0.554203791628661 |

Compare: Correlation
for period ending January 31, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
to Global Stocks (ACWI) |
0.93 |
0.97 |
0.97 |
0.94 |
0.92 |
|
to S&P500 (SPY) |
0.89 |
0.94 |
0.95 |
0.92 |
0.90 |
0.91 |
to U.S. Bonds (BND) |
0.86 |
0.87 |
0.77 |
0.68 |
0.58 |
0.51 |
to Commodities (DBC) |
-0.42 |
0.15 |
0.37 |
0.32 |
0.40 |
0.43 |
to Gold (GLD) |
0.14 |
0.38 |
0.34 |
0.25 |
0.25 |
0.23 |