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


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:

  1. VizMetrics identifies the six asset classes corresponding to the Lazy Portfolio: Yale U's Unconventional methodology.

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

  3. 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.




  How to Rebalance

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio




  Compare: Total Return

for period ending 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)
Total Return (Compound Annual Growth Rate)
  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%
Historical Return
 
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.

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)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
s.yale risk vs. 60/40 Worse Worse Worse Worse Worse Worse
s.yale return vs. 60/40 Worse Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE SE
Risk-Return Direction 153° 159° 153° 154° 137° 108°
Risk-Return Magnitude 4.3 5.0 3.5 2.6 1.7 2.1
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
M-squared
  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%
Alpha
  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%
Sharpe
  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
Sortino
  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
Treynor
  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

Maximum Drawdown
  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%
Standard Deviation
  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%
Downside Deviation
  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%
Beta
  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