Adaptive Allocation Portfolio A

for period ending November 30, 2024



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  Overview

t.aaaa 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   Adaptive Allocation Portfolio A gives investors access to a dynamic portfolio that uses an adaptive asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions. This portfolio recipe uses exchange-traded funds and strives to achieve a favorable risk-adjusted return by minimizing volatility (as measured by standard deviation) while maximizing total return.

Category   Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.

Ingredients Used   This portfolio recipe invests in five exchange-traded funds (ETFs). These five ingredients are chosen from a set of 9 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of these ETFs is selected using a dynamic allocation algorithm based on momentum and volatility.

Peer Group   Tactical: 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 is created using an adaptive algorithm that applies both momentum and volatility metrics to choose the ingredients and weightings for each of the five asset class ETFs in this portfolio recipe. Adaptive Allocation Portfolio A uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio is allowed to choose from 9 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. VizMetrics defines the set of possible asset classes that can be used as ingredients for this portfolio recipe. The 9 asset classes are as follows: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, Gold, and Commodities.

  2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD, DBC.

  3. Each month, VizMetrics ranks the nine ETFs based on momentum over a specified period and chooses the top five ETFs.

  4. VizMetrics applies a percentage allocation to the chosen ETFs which minimizes the variance of the overall portfolio.

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

Update frequency:   The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.

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 November 30, 2024

5-year graph t.aaaa 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
t.aaaa 19.0% 2.9% 25.2% 5.3% 9.8% 7.6% 8.1% 10.3%
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 1.5% 2.3% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 14.1223577156594% -1.41389241898607% 17.8718156896123% 4.21710010720848% 6.35812564068905% 3.60360523218273% 5.26712340830457% 0%
t.dbnd 8.69109674975963% 1.67391180584926% 13.2328161403171% 6.29349893443913% 6.92986854056716% 5.36390899840662% 0% 0%
t.qaro 21.4455162322934% 1.78810758032554% 27.4886935198505% 8.21146311744425% 8.85840916164564% 6.32113443719067% 5.37147013926942% 5.01722149528696%
t.acap 23.9292850861299% 2.3655759578431% 27.9880326481023% 2.42364056475108% 4.28281354938482% 5.24195947599198% 7.40935698784277% 8.14010667589766%
t.trdd 16.5560943136343% 1.28933977526822% 19.4467695054517% -2.43566198205739% 4.00394561504973% 4.48665118557572% 7.72584341359477% 8.95563592782382%
t.shar 13.0598636326553% -0.45701009375514% 15.9612803708208% -0.218936458397245% 10.317935148389% 6.85053856340971% 9.6222819285243% 9.92710021197494%
t.tris 15.8720701007389% 0.469446716560794% 18.211873186643% 3.66072915328692% 8.79079887160545% 5.35361698161265% 6.94977012807247% 8.45589465323642%
t.tret 19.9793260865835% 2.54482538016015% 23.4066336326352% -1.07860259218573% 4.56203389308045% 5.26709310390809% 8.27057761357046% 9.29728636089884%
t.rsop 16.7829854024177% 2.39761714099298% 23.4567145772919% 4.76931060912502% 8.56063707218617% 8.18418711180711% 9.37942218810202% 8.98365014356561%
t.rpcl 15.7915105175462% 1.55536096149029% 22.0749015037954% 3.90338945586022% 4.61601998019876% 5.97541950616114% 6.8227074149636% 8.09345096545906%
t.risd 16.2816495121712% 1.61078192397464% 19.2620265457178% 4.48164236849471% 7.01232333394399% 7.54639799368573% 8.85610878015368% 8.89443397299545%
t.mva3 18.4744287114768% 1.83868224651376% 23.18285042298% 5.09910735884298% 7.76405146653114% 7.78477807187445% 9.37735384423197% 9.66555325151537%
t.mva2 14.7943061127287% 1.78666166042874% 19.2992556043192% 3.27854707952488% 5.61899604428939% 6.27321224626967% 7.69549665385103% 8.40608227635693%
t.mca2 15.8495660981923% 2.22438446456135% 21.6839204691639% 3.46278253987544% 6.45894432915974% 6.75853136712385% 7.79577030062277% 8.30916348955131%
t.mca1 14.3110808673602% 1.96189177939417% 19.5630747831047% 2.08247546499334% 5.40053108974365% 6.04033694616777% 7.2878855174481% 7.97122826064876%
t.madd 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 8.98443072873127% 9.12986525540001%
t.loss 19.6530381928248% -0.405074786492324% 22.8130860040539% 4.98883303831221% 6.10999877166059% 6.90472815357825% 8.72680246408015% 8.74966000408575%
t.eqrc 15.7614914076693% 2.27880410666307% 21.652492950368% 3.16966220059884% 6.25450993895627% 6.86591948608575% 8.22054972119464% 8.66249747621377%
t.cvar 22.0671679665371% -1.08224910864274% 25.6891327747383% 6.06760466384342% 5.93846475329032% 6.80222820554333% 8.60193296378093% 8.42159741596917%
t.cdar 9.32411143514336% 2.98670546914401% 13.6684366941634% 3.94370122863474% 7.46849098813374% 6.98682436019102% 9.38240675435662% 9.64458823953727%
t.srt3 35.3309673827433% 9.55604274367051% 42.5033932303482% 11.6519202926863% 15.8206048638463% 11.2536995200203% 12.2845274279219% 0%
t.srt5 38.0059076167757% 9.47182855391656% 47.5240731826282% 16.4690429811652% 20.4484145374422% 13.5181227505488% 14.9515091900437% 0%
t.srrs 22.5466937652225% 5.70351284661185% 28.0694279070491% 9.35274039034657% 13.3671837711926% 10.0072319124987% 10.6815713481486% 0%
t.srqr 118.845572559594% 1.45058930190389% 155.455267715157% 53.1001222651252% 38.8108844592597% 20.6084676166596% 24.954887174715% 0%
t.pure 2.88838167760572% 5.96335115362971% 8.63527387078418% 0.418141394930904% 13.3811095131821% 7.54704927340186% 12.8236263353167% 16.173509792428%
t.frs4 10.3229803421041% 2.73231848126525% 15.967588731993% 4.19517157679927% 8.06690973261983% 5.91776147902323% 5.98811552349181% 7.46834674446368%
t.frs3 14.4433584884541% 3.30194994198582% 21.8302151739358% 7.24438910697267% 11.96393874171% 8.61986453505297% 8.98274034255844% 9.88755534041692%
t.frs2 20.5741447102435% 5.11125603353285% 26.5607231990917% 11.4379372544354% 13.2199152835215% 7.77786109194669% 8.76109771412037% 9.52946941666621%
t.frs1 26.2141554077912% 5.96335115362971% 31.9774077189271% 12.2985093658666% 13.1614860493631% 8.78747278482932% 8.98657764705193% 9.83448600482628%
t.eqwt 16.3063618231069% 2.79118692084302% 23.603028286043% 4.27618195521207% 8.75944933264519% 8.30459140654054% 9.31354329173737% 8.71114138618319%
t.sort 10.9461214790256% -0.97058309620989% 13.3721830247485% -0.542786107660953% 10.385115130426% 6.63254081551174% 9.24549048152252% 9.66285291491182%
t.rpba 17.3730489862375% 2.57185803372732% 24.0032056682905% 4.86253917101749% 8.66067411524518% 8.2702415766158% 9.52220836264259% 9.17608661676561%
t.mvar 19.9793260865835% 2.54482538016015% 23.4066336326352% 6.19777158606283% 7.63049961823392% 7.82459699407145% 9.27712532878373% 9.34541860524421%
t.madm 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 9.0094544515334% 9.14865755290317%
t.dist 15.0589740857093% 1.78143121510951% 22.3044841664845% 2.93755589531388% 4.22823890706832% 6.12324739927417% 6.9372131453763% 8.10176626641377%
t.mdiv 17.5624679773376% 2.5475250335906% 23.0615081903913% 2.11464368831882% 4.73677938650503% 5.36139512196907% 7.71424733055288% 8.22934828702062%
t.coco 18.5839056515126% 2.91177308574885% 24.7244499177359% 2.38043190052055% 6.88881473538516% 6.24804939218881% 8.20432708505867% 8.50607552888707%
t.aaaf 26.6065176801629% 1.41314160678475% 30.3174577744233% 9.35090875758604% 14.1095207956476% 11.7122234363312% 14.1780317297238% 13.5750247995551%
t.aaae 17.6669663881592% 3.94086258511035% 26.3096938311671% 3.76153004737609% 11.0038630771162% 7.98986755633186% 9.2807539787187% 11.1928515895864%
t.aaad 13.4882759809064% 2.09307178977369% 17.6151155128021% 3.5329466266987% 12.7712451719013% 7.52904569069539% 9.74475945271773% 11.8535753179276%
t.aaac 18.9178460608633% 2.56773775879405% 24.3530360475711% 2.3951583854076% 6.8325536589972% 5.83849967432268% 7.29148342190475% 9.91555511394608%
t.aaab 18.0149820496961% 2.30510934783335% 23.4240348608043% 2.12483739276221% 6.85174310088825% 5.89220419921173% 7.37004301773578% 9.97012958803172%
t.aaaa 18.9715001152198% 2.93511906833645% 25.2491510864261% 5.31022696715642% 9.80794101298503% 7.62453952515267% 8.0981120444348% 10.3266254407451%
Historical Return
 
t.aaaa 6.7% 13.3% 20.1% -16.2% 14.3%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%



  Compare: Risk vs. Return

for period ending November 30, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
t.aaaa Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
t.aaaa Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
t.aaaa 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
t.aaaa risk vs. 60/40 Better Better Better Worse Worse Better
t.aaaa return vs. 60/40 Better Worse Better Worse Worse Better
Risk-Return Quadrant
NW SW NW SE SE NW
Risk-Return Direction 302° 250° 327° 174° 164° 355°
Risk-Return Magnitude 4.7 0.5 0.8 0.8 1.4 2.5
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 5.5% -6.0% -3.2% -3.3% -3.3% 2.9%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
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
t.dyhb -5.59483697573664% -8.78743824504522% -3.97664451452419% -7.73278003939345% -4.93542084533671% 0%
t.dbnd -12.9707982003764% -4.16062701825625% -3.67835563877235% -2.78096837176126% 0% 0%
t.qaro -1.07648661939253% -2.21831747382283% -4.22419116464078% -5.11491945278023% -6.88869872623851% -3.94460788060526%
t.acap -2.12727778891573% -10.0036304839462% -10.9503091753506% -6.61720225177948% -4.33588772549769% -0.0390355297450764%
t.trdd -10.4678684010056% -16.4896195726031% -11.3331466262759% -7.79292883396062% -3.36923687498635% 1.56037452846555%
t.shar -14.2941695337404% -14.4968688223922% -2.46970048013373% -4.59523582146599% -1.58656892918432% 1.38415909188107%
t.tris -10.2139876808641% -8.40741930549354% -4.21641746245355% -6.59227931483604% -5.10227077720687% 0.245611500453318%
t.tret -6.03743728597506% -14.491894701825% -10.5401833943306% -6.68325491677718% -2.43767721047166% 2.23139412699643%
t.rsop -9.39178494818058% -6.69784600555765% -5.87303287554433% -3.27919432182871% -2.45327024715722% 0.234661051025784%
t.rpcl -10.392798402441% -7.85289864037566% -10.5174503089273% -5.58820051515352% -4.79770888033884% 0.521303247094082%
t.risd -12.059755368877% -7.19096800289524% -6.69590856468687% -2.61007540726525% -0.423292106125754% 2.70967932503115%
t.mva3 -5.33550964248122% -6.34080081007431% -5.65214928339345% -2.43981599295803% -0.232280646093932% 3.41378377168036%
t.mva2 -11.6862269134884% -8.82270790619547% -8.75029903633429% -4.75023306438447% -2.78695668748659% 1.4457793559995%
t.mca2 -10.7989212342147% -8.38729732225593% -7.84170375053964% -4.25475529580437% -2.83077318090585% 1.16171268449365%
t.mca1 -12.7053305840123% -10.2617077949452% -9.2359844548978% -5.24156336742139% -3.59277442009271% 0.733431361025783%
t.madd -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0164039476112858% 3.20933760004418%
t.loss -5.23827061446454% -6.50514240476271% -8.00153593301834% -3.64898984992375% -0.981737521387485% 2.01037781751623%
t.eqrc -10.8179842549995% -8.69707134050961% -8.21313178624543% -4.15298342590645% -2.19248826185861% 1.630613477584%
t.cvar -5.54389012917946% -5.03988213982048% -8.40398746435024% -3.84252190414009% -1.3712299934979% 1.60669986350656%
t.cdar -21.1479385221743% -7.81737707212619% -6.37707883876805% -3.97784973754893% -0.623075669046615% 2.48579463241414%
t.srt3 -5.6046812668435% 1.42885808485215% 1.6610794740846% -1.61883561612288% -1.23720453304341% 0%
t.srt5 3.27146175888854% 4.09780247774846% 3.97153101368327% -0.368840665822461% -0.812563060868287% 0%
t.srrs -5.39138185938076% -0.806592895172047% 1.22959336318587% -0.795077614680391% -0.723678396898055% 0%
t.srqr 7.47342548914238% 10.2063833273271% 2.20779790843947% -3.39973544337218% -2.32789244102147% 0%
t.pure -26.2208223031169% -10.3997736937859% -3.4495208277884% -6.40287609795742% -2.72779488248229% 3.09980309464051%
t.frs4 -16.6576610178883% -8.39815388968574% -2.94240619862946% -3.36715359195283% -4.63391513585473% 1.4082578815085%
t.frs3 -14.3038906887094% -2.65237651735706% 2.77924675073135% 0.199591957675953% -0.987877741866775% 3.74263016834711%
t.frs2 -8.67103542603622% 3.71186366176518% 3.38116833983423% -2.84031924809434% -2.91461278366452% 1.12868519955019%
t.frs1 -4.77448248376914% 1.78703784904904% -1.3461183810057% -3.79618862043827% -4.91599557137108% -0.77840928314413%
t.eqwt -10.5889847275874% -7.21813924884993% -5.91783405891486% -3.53852720202007% -3.15335903299264% -0.917496119418579%
t.sort -17.9556248604019% -15.0015021608137% -2.66712986817461% -5.0563003176984% -2.45655850746922% 0.834444248178174%
t.rpba -8.60683011965972% -6.59320388527773% -5.69200256146168% -3.08970139308018% -2.18288640745073% 0.584844207464576%
t.mvar -6.03743728597506% -4.86233499306808% -5.89638761459026% -2.27058304034685% 0.264786020771643% 3.4927354427628%
t.madm -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0492293913824966% 3.23423332054607%
t.dist -11.5915772215981% -8.94273366362388% -11.1213118770018% -5.65784410943736% -4.9969161474935% 0.0965718651991896%
t.mdiv -8.06773008640918% -9.96492454240741% -10.3285019985267% -6.35953014337608% -2.92739271623915% 1.16974045579561%
t.coco -6.10365617740008% -9.47423155408552% -7.60749048865886% -5.34198793053643% -2.58915878407343% 1.13367973588104%
t.aaaf 8.3353313465026% -0.0995795681838869% 4.75994702319972% 3.61603573055684% 6.58495982649526% 7.64103199011989%
t.aaae -4.21255670733822% -8.08166278705449% -2.35832746020568% -3.41999522596297% -2.36090059576881% 3.06310166450915%
t.aaad -8.35703396851775% -8.38768141862872% -0.201441161461547% -4.33974429269827% -2.45953038056645% 3.28722578101661%
t.aaac 8.95107955898676% -9.89462291186863% -7.76836925835737% -6.14573969966163% -4.72117433714273% 2.1849692549811%
t.aaab 7.37165457288464% -10.2688604403038% -7.67929200473336% -6.02242447372727% -4.55893806612102% 2.29064596071518%
t.aaaa 5.54080395677865% -6.04972355916527% -3.18665067241711% -3.28601981373639% -3.27905962276896% 2.85953250484689%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 8.6% -3.2% 0.1% 0.3% 1.2% 4.8%
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 9.94124843725937% -2.31739785877095% 1.3920914083931% 0.230716574905045% 2.85328398251574% 0%
t.dbnd 0.425330600537312% -1.42232220126759% 0.510717996357344% 1.30293068771809% 0% 0%
t.qaro 9.98876160822247% -1.03847940512129% -0.322164258752435% 0.407424771195669% 0.353106463605786% 1.12635643557428%
t.acap 6.77510184078451% -6.30052312128373% -6.14992172293277% -2.40182606832755% -0.317514050462258% 2.47459948138629%
t.trdd -2.53219920418706% -10.9929401913989% -5.65202925922795% -2.93123050760509% 1.31827018912742% 4.07751849718334%
t.shar -2.22374784213048% -8.33227711966956% 1.00340957268325% -0.0890049026801059% 3.44145278647945% 4.96269496694885%
t.tris 0.0381494624615559% -4.51693386046699% 0.126943420641825% -1.11071877042332% 1.42237254463122% 3.85678635536519%
t.tret 0.343996032970168% -9.71302087379159% -5.14967179894643% -2.1641292315999% 1.81900621318467% 4.41602354749751%
t.rsop -3.36979923284165% -5.35505051348764% -4.05987122411469% -1.66535738022389% -0.870560514723639% 0.926662852879105%
t.rpcl 0.457379936661845% -5.17670307061486% -5.78268190461482% -1.26192652415214% 0.590385201619224% 3.23178023582884%
t.risd -3.74154993070084% -3.88628482032082% -2.07883673950196% 1.12931013414975% 3.3064599259281% 4.36292656837496%
t.mva3 1.05061997640776% -3.69977676337688% -1.96121261535057% 0.951357143430173% 3.02213707956567% 4.68123124500856%
t.mva2 -3.05576919381611% -5.41375289089632% -3.58519127430672% 0.061682953141295% 2.33326716129412% 4.14107059923425%
t.mca2 -4.0231288495496% -5.9946114950686% -4.17941689187881% -0.946816632853097% 0.843840313677124% 2.79889482472945%
t.mca1 -4.6305655112923% -6.99936714278728% -4.51977763324092% -0.864499073444567% 1.03366730361185% 2.88908011486056%
t.madd 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.44308828997337% 4.611605361319%
t.loss 14.8409253630096% -2.78985011708644% -2.15984486294394% 0.817615695198847% 3.44416208234664% 4.12846393486764%
t.eqrc -4.37521116350744% -6.48187887986964% -4.69369755178192% -1.17962983676407% 0.881861797527588% 2.84498242789468%
t.cvar 11.0635890060699% -1.73074100779997% -1.98685595704131% 1.09379846390889% 3.56412037982551% 4.10200726654574%
t.cdar -15.1042738921209% -4.31016784167851% -1.70803407232288% 0.131777257313473% 3.45665529736026% 4.85517621220494%
t.srt3 -1.34692315100622% 3.71268270591191% 6.78987992751132% 2.56114301390718% 3.40960430884964% 0%
t.srt5 9.75995420913352% 5.412087166257% 5.70773426721397% 1.03690533833928% 0.914336548172903% 0%
t.srrs -1.56601181673743% -0.0282614864692095% 2.5278206357132% 0.766057933535655% 1.04234950883523% 0%
t.srqr 80.0765119704287% 36.2448365525623% 15.7133286932574% 1.21120653557747% 4.70759271458638% 0%
t.pure -32.5159236549195% -10.792425171853% 0.287019622070734% -1.77023099111119% 4.87309661072854% 9.65679227771108%
t.frs4 -10.150023224023% -2.97875779583413% 0.856927187558576% 0.352773278208677% -0.184447585620856% 2.68191915877927%
t.frs3 -10.6483910455609% -0.349528551289327% 4.22336559251704% 2.43110178435531% 2.06755860923774% 4.61988184102113%
t.frs2 -5.74874791923234% 3.81335171939072% 5.42607445961978% 0.990552930025311% 1.14262269073377% 3.67989712649676%
t.frs1 -4.39242204492376% 4.24035956551751% 4.22948588866916% 1.76477132560659% 0.908644121156927% 4.27316242640291%
t.eqwt -4.84159206262219% -6.16083557977369% -4.38067717597593% -2.13565696189988% -1.69850047623554% -0.146026046831604%
t.sort -4.98696582789082% -8.63909985375698% 1.11414842478684% -0.285426600038519% 3.04726281596415% 4.69194341325144%
t.rpba -2.72449674569892% -5.20960203149179% -3.85837833299345% -1.47409573957779% -0.618026754085632% 1.23534249478362%
t.mvar 0.343996032970168% -2.29063040810644% -1.74416468704975% 1.24773537640385% 3.63881041728512% 4.76700646284705%
t.madm 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.46417829465946% 4.62829064972804%
t.dist -0.423405374835436% -6.46419523213607% -6.72437792892746% -1.62012327953988% 0.0471466348692369% 2.54280992001297%
t.mdiv -1.59698182752446% -7.07245512973001% -5.31077718338196% -1.6866782964743% 1.77794688924839% 3.40277013629196%
t.coco -0.0902576894010032% -7.2032178249875% -4.11764414439526% -1.76131112897023% 1.16356863508834% 2.69948361073127%
t.aaaf 10.7085402492805% 1.10022874580088% 5.59862602794074% 5.25675829704363% 7.9006275067326% 8.40751238317208%
t.aaae 4.00269974870864% -5.50141586467991% -0.430692685927442% -0.935159406519266% 0.347097928194326% 4.1734381719688%
t.aaad -0.347920986158123% -5.32781313759621% 2.17180686629303% -0.639434842967246% 1.38859399049054% 5.37646927394143%
t.aaac 10.3452555286396% -6.36560083863409% -3.10567382399517% -1.65975618501737% 0.208667282757111% 4.37642222855745%
t.aaab 9.39935927492332% -6.6135804942132% -3.09039013954127% -1.5939876917251% 0.304297792046801% 4.43229161843069%
t.aaaa 8.58592095237888% -3.20204807206298% 0.054055408520596% 0.253214989318109% 1.17365728759007% 4.83418539748713%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 3.10 0.06 0.53 0.53 0.66 0.78
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 0.20 0.30
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
t.dyhb 2.16368766975139 -0.108875279477782 0.463447231842608 0.24630934417458 0.545912371527005 0
t.dbnd 1.50824247614738 0.142460117769383 0.468429688085828 0.528635977742676 0 0
t.qaro 2.4969130344626 0.266048018423818 0.478269138505934 0.424630521589266 0.430172272175466 0.36066225286101
t.acap 2.40011262617443 -0.14593688597231 0.14000834198341 0.331667996163751 0.594212865645482 0.607815488325747
t.trdd 1.71765451913611 -0.494224375384241 0.116613312078623 0.257454680758779 0.644512758526617 0.696483079768313
t.shar 1.38318020667854 -0.384079311553452 0.553485392890996 0.450619082443803 0.760281425310359 0.693914713634055
t.tris 1.74785442459331 -0.0625154886913809 0.473685423497739 0.333848916884686 0.545267044552624 0.625756288573316
t.tret 2.09228421045489 -0.38365289777818 0.157466616094674 0.324917317663056 0.702329492738832 0.736493606596503
t.rsop 1.79218502665796 0.0419502748304227 0.405104682080602 0.536657995374555 0.713837496411892 0.628058075674845
t.rpcl 1.70972425392492 -0.026285010588395 0.162299838459482 0.392942152308949 0.561110126490464 0.63790026206051
t.risd 1.57536537828297 0.00440577810337786 0.349508047998529 0.566564839331586 0.829402664679436 0.766163358182854
t.mva3 2.15635352791753 0.0500662504467131 0.402293396198825 0.577537195525546 0.843084425617363 0.809860978336604
t.mva2 1.60618459535303 -0.0819086785340305 0.244979731624761 0.439601299824208 0.683823837731593 0.691238135455416
t.mca2 1.67546166540301 -0.0537457140812366 0.295789344862701 0.470449503618612 0.681020850909382 0.674596198363585
t.mca1 1.51333273077217 -0.156395822803913 0.222746022492482 0.410347677600642 0.632922364728247 0.647910288497629
t.madd 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.856484992594906 0.796353122264942
t.loss 2.17246298396081 0.039343101641094 0.288085263998652 0.511484418155778 0.803911515379739 0.730026296621548
t.eqrc 1.67393374806402 -0.0686773996080527 0.278065324148938 0.47637343452394 0.719985159152401 0.702611157606324
t.cvar 2.1229535869161 0.119020937836895 0.267046960976841 0.496339007735629 0.775799188414016 0.702674078610869
t.cdar 0.765949291918086 -0.0245266473756135 0.368133370572243 0.487109868303252 0.818070710048915 0.7564237588663
t.srt3 2.01980798462951 0.466783597566231 0.784381657784061 0.653410700303422 0.803699640373349 0
t.srt5 2.70642147146237 0.61067720031862 0.893871873051205 0.728494378101948 0.835994695631145 0
t.srrs 2.11422849239324 0.339581179710241 0.745787925561731 0.685969731003632 0.824277548169224 0
t.srqr 2.44386888132282 0.981563557022809 0.889232117025239 0.634879833469926 0.796983169020558 0
t.pure 0.306700499041273 -0.137899143843335 0.550061961356813 0.377496337917324 0.717141021195419 0.818381427678352
t.frs4 1.16638264645497 -0.0802053964336667 0.521538722669813 0.510830561237354 0.566108810888681 0.688749530867469
t.frs3 1.36564311292636 0.227209699231202 0.805487307616918 0.731556882624667 0.802288855282137 0.836416900686183
t.frs2 1.83799155510596 0.55062214167287 0.840564551888747 0.560986380954309 0.688323560273205 0.685778779868059
t.frs1 2.14699193491701 0.480569863811931 0.63688721020254 0.519323971028857 0.575741782443858 0.58137680571046
t.eqwt 1.68542156801008 0.0179157460780352 0.406104078315038 0.524353938550295 0.673389291471441 0.563592236257337
t.sort 1.05347968639274 -0.411351665380678 0.546206593275633 0.424613522981671 0.708542186562227 0.662037164484415
t.rpba 1.85870579218337 0.0469336212408697 0.413341545677208 0.547237332487759 0.730136902823349 0.648548119583262
t.mvar 2.09228421045489 0.127577455540644 0.391419619751822 0.587951424134941 0.872576291055142 0.813549240289225
t.madm 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.85853396091748 0.797861207443945
t.dist 1.60202852734263 -0.0813203464183109 0.134511537200747 0.391416908696511 0.550509940583679 0.614476314260293
t.mdiv 1.91196474739728 -0.136675958685148 0.17046717486063 0.343758338772967 0.673610607684225 0.673290190867113
t.coco 2.07567701774961 -0.107171516874373 0.312260015499113 0.407852862539303 0.696671242383738 0.673787149235538
t.aaaf 3.30293279855015 0.364656618253527 0.899888236408548 0.931724565162075 1.25837907513293 1.06656146994734
t.aaae 2.22944666986612 -0.0391574140928954 0.573454832751067 0.528220991465348 0.719296274064316 0.798798902038566
t.aaad 1.9086240569633 -0.0549085252126823 0.672954100182973 0.474360462976542 0.714450307227413 0.812128782691556
t.aaac 3.41512372093906 -0.138066569579761 0.308426941203453 0.364286630106656 0.570819563850875 0.743265315847188
t.aaab 3.28875857612145 -0.158739047388866 0.31204182008604 0.371252520556084 0.580791507445169 0.749528256812445
t.aaaa 3.10168550146866 0.063021656976158 0.530472084822491 0.533100610767117 0.66042156178944 0.783356462007707
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 14.78 0.08 0.81 0.80 1.02 1.33
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
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
t.dyhb 5.08399522237812 -0.141312002672744 0.713581443791189 0.359339280822906 0.921338057116868 0
t.dbnd 4.13810798929199 0.216500438708807 0.751118082773872 0.859211559550884 0 0
t.qaro 6.66457048648821 0.41714177657196 0.794986271051676 0.693476774083289 0.673844447400712 0.569491050470394
t.acap 5.07302143639226 -0.194354234805436 0.187535922372581 0.459859937449378 0.867092296382326 0.909605561883767
t.trdd 3.04316730057369 -0.586843551645681 0.162315134119689 0.362443756420687 0.966247867307281 1.11966779383667
t.shar 2.60961955828731 -0.459358566053597 0.872675066200914 0.701280923303432 1.2760083458206 1.18281355937998
t.tris 3.31832922168049 -0.0854158083859165 0.729042340958986 0.501422470696919 0.866743357477317 1.03146000075295
t.tret 4.03870300969501 -0.465970930550588 0.21919899100619 0.45812502314311 1.05034693201411 1.18204402100413
t.rsop 3.45989068769622 0.0581612909307406 0.591433727300368 0.800381365410299 1.1166739988965 0.939109270270056
t.rpcl 3.50114217374007 -0.0374105585064467 0.234664369410354 0.591292007977487 0.871677580417152 1.02055447535944
t.risd 2.65948208459951 0.00607279150723226 0.530035140477114 0.891437029964521 1.34985262100025 1.2484704169685
t.mva3 4.42385143482541 0.0707219179650604 0.614451525831268 0.913053924880811 1.39878393833364 1.3760036750889
t.mva2 2.86828930298475 -0.113302966364551 0.362432801239299 0.68101047594527 1.10153910310688 1.15262062994491
t.mca2 3.08044163785169 -0.0742929521811386 0.436540702250538 0.714260949594243 1.06975476249188 1.06097093633991
t.mca1 2.67258572398469 -0.212984830722846 0.326651986581464 0.62505685538082 0.998838506805138 1.02549472201349
t.madd 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38490038328471 1.29646959006775
t.loss 5.29380129216389 0.0581007667283461 0.448158262623442 0.805010045170347 1.33412208313795 1.181633980247
t.eqrc 3.059800178035 -0.0941121929964365 0.405368092569279 0.715938428720547 1.12400212917987 1.09412986093925
t.cvar 7.41389518637922 0.175691030912726 0.413392259306866 0.774477866345815 1.27833828659089 1.1660521069502
t.cdar 1.15971513378368 -0.0334589567292998 0.545137147465943 0.734527607055429 1.30136851008658 1.21353063625695
t.srt3 4.7945656428481 0.782497812349937 1.5237326881759 1.08691357262153 1.39466630299522 0
t.srt5 6.84543355821018 0.913866574244238 1.47605972741251 1.14537951167873 1.30498049847426 0
t.srrs 4.86848855567591 0.495960264543239 1.18825567400857 1.03433582949024 1.26224173196184 0
t.srqr 7.90329432127351 1.90410078608578 1.66785447822856 1.09529306793753 1.40354366808588 0
t.pure 0.472183568390306 -0.191177005216825 0.909246967659272 0.603369075588424 1.2163124644445 1.44938653421858
t.frs4 1.9019361468352 -0.110529888367423 0.834279454504216 0.787652629694231 0.866308483296934 1.08514678468514
t.frs3 2.30135811345587 0.344961109958994 1.41970085356593 1.20005514821515 1.31904453673074 1.36037904056584
t.frs2 3.69903493527068 0.880845589924529 1.38369680322561 0.832464438861298 1.05685274071544 1.03028459833342
t.frs1 4.07800854812084 0.720190050400268 1.0122250235739 0.79119068702472 0.871039862644359 0.896030294399406
t.eqwt 3.19227553291481 0.0246396954672625 0.590090274710675 0.778629503710428 1.04670485911615 0.829815101819284
t.sort 1.80753383779462 -0.490969626016805 0.886186093056074 0.672843071203373 1.19176872116708 1.12651304806324
t.rpba 3.63450515086337 0.0650537050666944 0.604588320062182 0.816678663700416 1.14530088179608 0.975115739933256
t.mvar 4.03870300969501 0.180144633425621 0.593595730977517 0.925862995457107 1.42799254925613 1.33546440013299
t.madm 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38922270092314 1.29956370322131
t.dist 3.27118059370846 -0.114200237959654 0.189430996332531 0.577253249961298 0.838302569261697 0.932969299073512
t.mdiv 3.65681354871388 -0.188472864665422 0.250007846418386 0.509277858233668 1.04278201095821 1.04971782013892
t.coco 4.24200521835843 -0.149125608422678 0.471313976610075 0.614892022014377 1.09196089190521 1.02551872257058
t.aaaf 9.42081300082339 0.53424019515612 1.48403867245319 1.51681282157122 2.2167932927075 1.89089541998658
t.aaae 6.39424494873895 -0.0513073758533292 0.877562615194523 0.783987648360811 1.11645319540494 1.279410119672
t.aaad 3.78802810954876 -0.0709866821391521 1.03012961257391 0.710724407597382 1.11352543283716 1.32587469283723
t.aaac 10.0519798691906 -0.177148965879041 0.455873568693836 0.535070940602297 0.859496681327178 1.21060674589004
t.aaab 11.4419833500801 -0.202642370170444 0.457492367840518 0.542511644168968 0.872851033802555 1.21918610057974
t.aaaa 14.7843127469274 0.0836407651276379 0.808656215279117 0.801288525796336 1.02379193611448 1.328675646437



  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 1.4% 9% 13.1% 13.8% 13.8% 0%
t.dbnd 0.9% 10.8% 10.8% 10.8% 0% 0%
t.qaro 2.4% 17.8% 18.6% 18.6% 18.6% 18.6%
t.acap 3% 25.2% 25.2% 25.2% 25.2% 25.2%
t.trdd 3.1% 27.2% 27.2% 27.2% 27.2% 27.2%
t.shar 2.6% 22.1% 22.1% 22.1% 22.1% 22.1%
t.tris 2.7% 21.4% 21.4% 21.4% 21.4% 21.4%
t.tret 2.9% 27.2% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.3% 24.7% 24.7% 24.7% 24.7% 33.1%
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.risd 3.8% 24.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 2.7% 22.5% 22.5% 22.5% 22.5% 22.5%
t.mca2 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.loss 2% 23.8% 23.8% 23.8% 23.8% 23.8%
t.eqrc 3.2% 24.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 1.7% 25.9% 27% 27% 27% 27%
t.cdar 4.3% 24.6% 26.3% 26.3% 26.3% 26.3%
t.srt3 5.1% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 3.1% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 6% 34.9% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.4% 9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 3.6% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.8% 25.5% 25.5% 25.5% 25.5% 42.1%
t.sort 3.4% 22.1% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.2% 25% 25% 25% 25% 31.2%
t.mvar 2.9% 24.5% 24.5% 24.5% 24.5% 24.5%
t.madm 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.dist 2.8% 24.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 2.7% 26.9% 26.9% 26.9% 26.9% 26.9%
t.coco 2.5% 26.8% 26.8% 26.8% 26.8% 26.8%
t.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 2% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
t.aaac 1.3% 25.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 1% 25.3% 27.6% 27.6% 27.6% 27.6%
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 6.8% 12.8% 14.1% 11.5% 11.1% 12.1%
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 6.1% 6.9% 7.1% 6.9% 7.6% 0%
t.dbnd 5.5% 9.7% 8.1% 6.2% 0% 0%
t.qaro 9.6% 14.1% 13.4% 11.3% 10.4% 10.5%
t.acap 10.2% 13% 13.3% 11.1% 11.2% 11.8%
t.trdd 8.8% 12.6% 13.1% 11.3% 10.6% 11.3%
t.shar 8.2% 11.3% 14.1% 11.8% 11.7% 13.2%
t.tris 7.8% 12.6% 13.2% 11.5% 11.3% 12%
t.tret 9.3% 13.1% 13.2% 11.4% 10.5% 11.1%
t.rsop 10.9% 15.8% 15.9% 12.8% 12.3% 13%
t.rpcl 10.5% 14.2% 13.6% 11.3% 10.6% 11%
t.risd 9.5% 13.2% 12.7% 10.4% 9.5% 10.1%
t.mva3 8.9% 13.5% 13% 10.7% 10.1% 10.6%
t.mva2 9.3% 13.2% 12.3% 10.6% 9.9% 10.5%
t.mca2 10.5% 14.3% 13.5% 11% 10.1% 10.6%
t.mca1 10.1% 13.6% 12.9% 10.8% 10% 10.5%
t.madd 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.loss 8.6% 12.8% 12.4% 10.4% 9.8% 10.5%
t.eqrc 10.5% 14.6% 13.7% 11.1% 10.1% 10.7%
t.cvar 10.4% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 12.1% 14% 13.5% 11.1% 10.4% 11.4%
t.srt3 21.4% 16.3% 18.7% 16.4% 15.5% 0%
t.srt5 18% 22.2% 22.9% 18.4% 19.1% 0%
t.srrs 11.7% 14.5% 15.1% 12.8% 12.4% 0%
t.srqr 101% 87.2% 66.5% 47.2% 43.4% 0%
t.pure 14.5% 20.2% 23.4% 19.1% 18.9% 21.2%
t.frs4 9.8% 8.3% 9.9% 7.9% 8.7% 9%
t.frs3 13.2% 10.6% 11.5% 9.5% 10.2% 10.6%
t.frs2 12.6% 12% 12.8% 11.2% 11.8% 12.8%
t.frs1 13.7% 17.3% 18.3% 15.1% 15.5% 16.6%
t.eqwt 11.7% 16.5% 16.7% 13.5% 13.1% 14.4%
t.sort 8.2% 11.3% 14.6% 12.1% 12.1% 13.5%
t.rpba 10.8% 15.7% 15.8% 12.6% 12.2% 12.9%
t.mvar 9.3% 13.7% 13% 10.6% 9.6% 10.1%
t.madm 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.dist 11.5% 14.8% 14.2% 11.9% 11.1% 11.5%
t.mdiv 10% 14.6% 13.5% 10.9% 10.1% 10.5%
t.coco 10.1% 15.4% 14.6% 11.6% 10.5% 11%
t.aaaf 8.2% 12.8% 12.9% 11% 10.9% 12.2%
t.aaae 10.1% 13.8% 15.4% 12.6% 12.1% 13.2%
t.aaad 6.7% 13.7% 15.8% 13.1% 13% 14%
t.aaac 5.9% 13.5% 14.9% 12.1% 11.5% 12.2%
t.aaab 5.8% 13.4% 14.7% 12% 11.4% 12.2%
t.aaaa 6.8% 12.8% 14.1% 11.5% 11.1% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 0.6% 8.8% 8.6% 7.2% 6.9% 6.8%
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 1.9% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.1% 7.9% 7.3% 6.4% 6.3% 6.3%
t.acap 4.3% 8.8% 9.3% 7.6% 7.3% 7.6%
t.trdd 4.4% 9.8% 8.7% 7.5% 6.6% 6.6%
t.shar 3.7% 8.5% 8.1% 7% 6.6% 7.3%
t.tris 3.6% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.9% 8.8% 7.6% 6.6% 6.5%
t.rsop 5.1% 10.3% 10.2% 8% 7.5% 8.4%
t.rpcl 4.5% 8.8% 8.7% 7% 6.4% 6.5%
t.risd 5.2% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.7% 8.5% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.6% 8.5% 7.6% 6.3% 5.7% 5.9%
t.mca2 5.1% 9.3% 8.4% 6.7% 6% 6.4%
t.mca1 5.1% 9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.6% 7.8% 6.1% 5.3% 5.8%
t.loss 2.9% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.2% 9.6% 8.6% 6.8% 6.1% 6.5%
t.cvar 2.2% 8.2% 7.5% 6.2% 5.6% 5.9%
t.cdar 7.5% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 8.5% 8.9% 9% 9.5% 8.7% 0%
t.srt5 6.8% 13.8% 13.1% 11.2% 11.9% 0%
t.srrs 4.5% 8.9% 8.8% 8% 7.8% 0%
t.srqr 30.1% 42.2% 33.7% 26.3% 23.8% 0%
t.pure 8.9% 13.6% 13.3% 11.4% 10.7% 11.5%
t.frs4 5.5% 5% 5.6% 4.7% 5.4% 5.4%
t.frs3 7.4% 5.9% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.7% 6.3% 7.1% 7.2% 7.4% 8.2%
t.frs1 6.8% 10.6% 10.9% 9.5% 10% 10.5%
t.eqwt 5.6% 11% 10.8% 8.6% 8.1% 9.4%
t.sort 4.2% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 4.9% 10.3% 10.1% 8% 7.4% 8.3%
t.mvar 4.3% 8.6% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.6% 7.8% 6.1% 5.4% 5.8%
t.dist 5% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.6% 9.5% 8.4% 6.8% 6% 6.3%
t.coco 4.3% 9.9% 8.9% 7.1% 6.3% 6.9%
t.aaaf 2.3% 7.6% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.6% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.7% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaab 1.2% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaaa 0.6% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaa 0.40 0.53 0.52 0.47 0.43 0.42
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.78 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
t.dyhb 0.100224245496299 0.212195466724389 0.140619655777684 0.112870221929229 0.0775727099192749 0
t.dbnd 0.269768055636521 0.403625756532159 0.25713097696951 0.174655124034404 0 0
t.qaro 0.432898784894976 0.652226062707881 0.478542728414426 0.34101545927178 0.283027773259965 0.241564588666064
t.acap 0.561979475347515 0.567024995268305 0.57894145803917 0.496362321772823 0.496685431381967 0.443057049054061
t.trdd 0.588610428957331 0.539981645923455 0.516660565943257 0.476077977634525 0.392614057917011 0.353656996110617
t.shar 0.456715841157486 0.468042742445366 0.489283054198007 0.433127062172447 0.374727597532363 0.363454094737507
t.tris 0.456322845830362 0.478466009246703 0.43711211972277 0.390457241536575 0.323182359561105 0.32197836325838
t.tret 0.626283677044991 0.552481990255785 0.521129080372434 0.477275859736253 0.396084806181548 0.354014122146857
t.rsop 0.757133093830214 0.793923280124657 0.754357784593514 0.694421687985375 0.695718351453506 0.714585149902357
t.rpcl 0.576044886109789 0.624702320849036 0.576212650365472 0.459867330952844 0.378789572469229 0.351789641455364
t.risd 0.62423044439351 0.509297814721651 0.471373538240066 0.386214761798189 0.324937626861313 0.314302973365159
t.mva3 0.593938502403916 0.579133243984674 0.522216196319223 0.423598114066513 0.388483975517035 0.365715439261577
t.mva2 0.601683845059979 0.561861564574167 0.480436098170848 0.367757260163891 0.310153254312369 0.284045109673382
t.mca2 0.718215428204903 0.685843030658187 0.595428611036061 0.501890133849772 0.435555049201806 0.425431302048058
t.mca1 0.66560246297546 0.624985916887862 0.537854936755871 0.430010613360433 0.380516814658731 0.376822596647031
t.madd 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324282384309386 0.312798854061173
t.loss 0.101670220429601 0.413812380273996 0.405520128832016 0.356585631703711 0.303874953848768 0.324486203744019
t.eqrc 0.729362843951369 0.717304045004198 0.620272182024205 0.532437469252301 0.466064028486767 0.460315985862462
t.cvar 0.332972009653392 0.416998638936771 0.377896172815006 0.32258297744633 0.284561979242186 0.290241936882911
t.cdar 0.824791725216739 0.490814998808662 0.478218129645854 0.425539970136642 0.35460607171399 0.343585404992728
t.srt3 1.34895772178037 0.439829800498872 0.466527830010464 0.590533496828229 0.587248271403049 0
t.srt5 1.13737388194972 0.94504777915615 0.92435383777305 0.93072469434519 0.994466711675975 0
t.srrs 0.854784104926731 0.67346388383005 0.61154500751553 0.639794921825975 0.647539144865218 0
t.srqr 2.44502934373525 1.88465177673568 1.59441073347043 1.55172964467144 1.48434541853957 0
t.pure 1.25512410230224 0.969939994514918 0.792329705251969 0.64662865254549 0.514328503647165 0.539703273305537
t.frs4 0.732488448527785 0.31581363203661 0.320540134587884 0.309703083796658 0.374075540512836 0.343246552173485
t.frs3 0.953625474032401 0.383871620988363 0.363083055476256 0.365713008243546 0.432656203173961 0.397887102684462
t.frs2 0.947745570414741 0.388841269168255 0.367354074324675 0.419457559487188 0.488134729612914 0.463955757739295
t.frs1 1.08890206201994 0.459099209657711 0.458612046566296 0.440593979367773 0.524378613976755 0.431228065212161
t.eqwt 0.813385819749929 0.844588423384868 0.796020935668482 0.747462132637013 0.755832709926778 0.805437419478179
t.sort 0.462769064717304 0.465283575952863 0.485790490347839 0.431189706823773 0.376100061140899 0.364192586541879
t.rpba 0.753697961314104 0.785461180425524 0.746223022906888 0.684974931988311 0.687061032461672 0.701386927226196
t.mvar 0.626283677044991 0.528820437738285 0.494104996378734 0.400561156859073 0.331931952375493 0.319628526519314
t.madm 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324592691385518 0.313038083389786
t.dist 0.614646315517902 0.676826244921394 0.620625724708532 0.505304263793569 0.430675016132129 0.43095929023202
t.mdiv 0.681762748759043 0.642042406891661 0.548057708990867 0.442872176705712 0.35543821687037 0.34780523810689
t.coco 0.687193581044207 0.706302430807029 0.624942796649425 0.529188006687816 0.442562185917108 0.459075776172529
t.aaaf 0.506216694971105 0.490298220323408 0.42484768421232 0.389660732044598 0.382345817778889 0.386514836324029
t.aaae 0.600014079429374 0.654333227523091 0.659267738884373 0.611407469196082 0.591881354835565 0.596779250662468
t.aaad 0.448998401825636 0.589160027847046 0.592307759481204 0.543475700663122 0.546326637730146 0.53520579601667
t.aaac 0.311495755807798 0.572955205244585 0.539291668547752 0.483294929616462 0.44587986099512 0.428708539021721
t.aaab 0.31208310500136 0.569334850765059 0.539604833402848 0.482211682537977 0.444533240549524 0.42856151458061
t.aaaa 0.403811234322746 0.532689001438425 0.524511078967841 0.471897520342842 0.433387695551344 0.423407044450546



  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.82 0.82 0.78 0.71 0.62
to S&P500 (SPY) 0.69 0.76 0.74 0.67 0.61 0.58
to U.S. Bonds (BND) 0.78 0.75 0.59 0.50 0.43 0.47
to Commodities (DBC) -0.44 0.16 0.42 0.37 0.36 0.32
to Gold (GLD) 0.07 0.62 0.56 0.49 0.44 0.46



  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 2.9% -0.2% 2.0% 2.7% 1.9% 1.0% 2.6% -0.2% 3.3% 2.0% -0.4%
2023 5.3% 4.9% 2.4% -4.3% -1.9% 3.0% 5.4% -2.7% 1.0% 1.7% -5.6% 5.2%
2022 2.4% 6.9% -1.2% -5.6% -6.0% 1.1% -5.3% -1.8% -5.6% 2.5% -0.6% -3.6%
2021 2.6% -3.0% 3.2% -4.9% 1.0% 2.8% -1.0% 3.6% 5.0% 1.7% 6.5% 1.5%
2020 5.3% 2.3% -3.3% -3.5% -0.4% 8.9% 4.5% 4.5% 6.8% -4.3% -2.8% -4.0%
2019 3.0% 1.1% 2.3% -0.8% -0.6% 0.6% 3.4% -5.0% -0.5% 0.3% 0.4% 2.7%
2018 1.2% 1.5% -6.9% -1.3% -0.0% -0.4% 0.2% 0.9% -0.4% 0.8% -3.8% 3.1%
2017 1.2% 2.1% 2.6% -1.0% 1.9% 0.9% 0.6% 1.5% 2.2% -0.1% 3.7% 1.8%
2016 3.0% 3.3% -1.1% 0.0% -1.9% 1.6% 4.5% -2.9% 3.4% 2.3% 3.2% 2.2%
2015 -0.9% 0.7% 3.8% -1.6% -4.3% -1.0% -1.8% 0.3% -1.7% -3.1% -1.5% 4.2%
2014 1.3% 2.5% 1.0% -2.2% 3.2% -3.0% 0.8% 1.0% 1.4% -1.0% 3.5% -3.4%
2013 2.6% 3.1% 4.8% 0.7% -1.6% 4.8% -2.1% -4.7% 5.2% 1.7% -0.8% 4.3%
2012 -0.1% 0.8% -2.3% 3.5% 0.7% 1.4% 1.5% 1.4% -0.9% -0.3% 1.2% 1.9%
2011 -5.6% -1.4% 2.9% 0.9% 6.4% -1.7% -2.1% -1.4% 3.9% 0.1% 3.6% -2.3%
2010 4.3% -0.3% 4.7% 2.2% -3.8% 2.2% 1.4% 0.8% 1.6% 4.4% 1.3% -4.4%
2009 -3.1% 10.7% -3.0% 2.9% 1.5% 3.2% -3.7% 3.2% 13.1% 4.5% -1.6% 0.8%
2008 11.5% 9.0% -9.8% -1.7% 2.6% -1.3% -0.5% 3.9% 0.1% 1.1% 0.4% -0.3%
2007 0.5% -3.1% 7.6% 4.3% 1.3% 2.5% -1.5% 2.4% 4.1% -0.6% -1.4% 1.7%
2006 -1.7% 4.6% 1.5% 2.3% 2.6% 1.6% 0.8% -2.5% 3.0% -2.0% -0.4% 2.3%
2005 1.8% 3.5% -1.7% 1.1% -1.3% -1.1% 1.3% 1.1% 1.1% -0.2% 0.5% 0.9%
2004 0.6% -0.2% 5.0% 1.5% 2.3% -2.9% 1.1% 0.9% -7.9% 3.2% 3.3% 2.0%
2003 3.9% 2.2% 1.0% 0.0% 2.8% 5.9% 1.3% 8.1%
Monthly Allocation
Month Allocations
202412 IWM,0.33,IYR,13.32,QQQ,0.03,SPY,47.89,TLT,38.43
202411 GLD,26.36,IWM,0.03,IYR,33.47,QQQ,0.03,SPY,40.11
202410 EEM,1.1,GLD,28.07,IYR,28.55,QQQ,0.03,SPY,42.25
202409 EEM,10.17,EFA,39.33,IWM,0.04,QQQ,0.02,SPY,50.44
202408 EFA,50.86,GLD,20.18,IWM,0.15,IYR,0.76,TLT,28.05
202407 EEM,13.5,IYR,0.24,QQQ,0.03,SPY,56.62,TLT,29.61
202406 EFA,46.72,IWM,0.05,IYR,0.27,QQQ,0.03,SPY,52.93
202405 DBC,30.33,EEM,0.27,EFA,9.97,GLD,22.93,SPY,36.5
202404 DBC,25.26,EEM,1.49,EFA,45.03,GLD,28.15,IWM,0.07
202403 EEM,1.49,EFA,41.37,IWM,0.03,QQQ,0.04,SPY,57.07
202402 DBC,22.28,EFA,6.16,GLD,33.46,QQQ,0.36,SPY,37.74
202401 EFA,63.46,IWM,0.07,IYR,0.17,QQQ,16.82,TLT,19.48
202312 IWM,0.01,IYR,0.02,SPY,82.7,TLT,17.27
202311 DBC,11.75,EFA,0.57,GLD,44.2,IYR,2.39,SPY,41.09
202310 DBC,15.79,EEM,0.16,EFA,0.22,GLD,46.84,SPY,36.99
202309 DBC,13.53,GLD,31.59,QQQ,0.07,SPY,41.02,TLT,13.79
202308 DBC,29.8,EEM,13.14,IWM,0.04,QQQ,0.12,SPY,56.9
202307 EFA,55.19,IWM,0.01,IYR,0.08,QQQ,0.01,SPY,44.71
202306 EEM,50.27,IWM,0.07,IYR,1.65,QQQ,0.02,SPY,47.99
202305 EFA,38.33,IYR,0.02,QQQ,0.01,SPY,19.4,TLT,42.24
202304 EFA,3.37,GLD,44.29,QQQ,0.01,SPY,25.18,TLT,27.15
202303 DBC,47.79,EFA,29.76,IWM,0.12,QQQ,0.08,SPY,22.25
202302 EEM,50.88,EFA,41.19,IWM,0.1,IYR,7.78,QQQ,0.05
202301 DBC,16.89,EEM,0.33,EFA,0.02,GLD,76.6,IYR,6.16
202212 EEM,7.09,EFA,0.06,GLD,90.62,IYR,2.02,QQQ,0.21
202211 DBC,39.95,EFA,39.69,IWM,0.09,QQQ,0.08,SPY,20.19
202210 DBC,6.91,EFA,6.38,GLD,60.25,IWM,4.46,TLT,22
202209 DBC,0.12,EEM,17.24,GLD,70,IWM,0.39,IYR,12.25
202208 EFA,55.68,IWM,0.03,IYR,44.14,QQQ,0.02,SPY,0.13
202207 EEM,5.25,GLD,51.44,IYR,0.03,SPY,21.02,TLT,22.26
202206 DBC,19.38,EEM,0.28,EFA,36.25,SPY,0.87,TLT,43.22
202205 DBC,0.45,EEM,0.03,EFA,29.64,GLD,58.52,IYR,11.36
202204 EFA,46.41,IWM,0.05,IYR,48.13,QQQ,0.06,SPY,5.35
202203 DBC,10.09,EEM,5.76,GLD,55.24,IWM,0.02,SPY,28.89
202202 DBC,9.84,EEM,4.14,EFA,36.7,GLD,12.66,TLT,36.66
202201 DBC,0.06,EFA,9.58,GLD,48.77,IYR,6.93,SPY,34.66
202112 GLD,16.13,IYR,4.98,QQQ,0.12,SPY,47.31,TLT,31.46
202111 DBC,16.81,EFA,19.19,IYR,26.63,QQQ,8.51,SPY,28.86
202110 DBC,16.97,EFA,30.41,GLD,3.96,IWM,1.51,TLT,47.15
202109 EEM,7.92,IWM,0.06,IYR,27.71,QQQ,0.1,SPY,64.21
202108 GLD,19.34,IYR,17.41,QQQ,0.05,SPY,26.44,TLT,36.76
202107 DBC,18.57,IWM,0.07,SPY,35.7,TLT,45.66
202106 DBC,19.61,EEM,0.1,EFA,22.19,GLD,28.79,IYR,29.31
202105 DBC,21.56,GLD,31.21,IYR,22.75,QQQ,0.1,SPY,24.38
202104 EFA,48.88,IWM,0.06,IYR,31.49,QQQ,0.92,SPY,18.65
202103 DBC,49.52,EFA,22.44,IWM,0.07,IYR,21.79,SPY,6.18
202102 DBC,56.01,EEM,13.46,IWM,0.01,IYR,30.07,QQQ,0.45
202101 DBC,46.04,EEM,20.82,GLD,28.38,IWM,4.19,QQQ,0.57
202012 DBC,69.16,EFA,24.32,QQQ,2.07,SPY,4.45
202011 DBC,31.31,EEM,17.7,GLD,49.67,IWM,1.06,QQQ,0.26
202010 DBC,19.03,EEM,1.54,EFA,16.85,IYR,2.5,TLT,60.08
202009 DBC,99.66,EFA,0.15,QQQ,0.14,SPY,0.05
202008 EEM,0.37,GLD,32.32,QQQ,8.13,SPY,14.86,TLT,44.32
202007 DBC,34.03,EEM,0.07,GLD,65.84,IWM,0.01,QQQ,0.05
202006 DBC,98.99,EFA,0.76,IWM,0.01,QQQ,0.18,SPY,0.06
202005 EEM,40.86,IWM,0.01,IYR,0.01,QQQ,23.52,SPY,35.6
202004 EFA,0.07,GLD,37.26,QQQ,23.62,SPY,0.41,TLT,38.64
202003 DBC,11.46,EEM,23.54,GLD,20.43,QQQ,10.43,TLT,34.14
202002 GLD,37.56,IYR,1.73,QQQ,0.43,SPY,44.2,TLT,16.08
202001 DBC,40.28,EEM,8.27,IWM,0.17,QQQ,0.06,SPY,51.22
201912 EEM,0.02,EFA,98.36,IWM,0.45,QQQ,0.01,SPY,1.16
201911 EEM,0.04,EFA,99.61,IWM,0.06,QQQ,0.01,SPY,0.28
201910 EEM,0.49,EFA,57.06,IWM,0.25,IYR,41.88,SPY,0.32
201909 GLD,6.53,IYR,0.12,QQQ,0.02,SPY,41.52,TLT,51.81
201908 DBC,34.68,IWM,0.19,IYR,41.6,QQQ,0.23,SPY,23.3
201907 EEM,0.17,GLD,60.15,IWM,0.19,QQQ,0.06,SPY,39.43
201906 DBC,8.72,EFA,26.39,GLD,12.04,IYR,3.88,TLT,48.97
201905 EEM,0.11,EFA,99.31,IWM,0.09,QQQ,0.05,SPY,0.44
201904 EEM,2.06,IYR,4.89,QQQ,0.02,SPY,21.52,TLT,71.51
201903 DBC,45.98,EFA,53.99,IWM,0.01,SPY,0.02
201902 EEM,26.29,IWM,0.28,IYR,65.08,QQQ,0.01,SPY,8.34
201901 DBC,7.79,EEM,0.49,EFA,19.18,GLD,20.78,TLT,51.76
201812 EEM,1.36,SPY,24.32,IWM,3.8,IYR,2.37,TLT,68.15
201811 SPY,28,IYR,4.32,EEM,0.39,TLT,39.24,GLD,28.05
201810 EFA,20.69,QQQ,0.05,SPY,61.49,DBC,17.7,EEM,0.07
201809 QQQ,0.59,TLT,57.24,IWM,11.75,SPY,15.55,DBC,14.87
201808 EFA,52.37,SPY,0.15,QQQ,0.08,EEM,0.06,IYR,47.34
201807 IWM,28.04,IYR,0.09,TLT,67.87,SPY,3.92,QQQ,0.08
201806 IYR,35.31,QQQ,0.03,DBC,64.05,IWM,0.52,SPY,0.09
201805 SPY,0.18,EFA,38.41,QQQ,0.03,IWM,0.78,DBC,60.6
201804 DBC,15.64,TLT,42.42,GLD,21.33,IWM,17.37,IYR,3.24
201803 DBC,13.48,TLT,37.62,GLD,21.35,QQQ,0.59,SPY,26.96
201802 DBC,22.13,EEM,0.09,SPY,49.42,EFA,28.25,QQQ,0.11
201801 EEM,0.31,GLD,15.21,DBC,7.32,TLT,21.84,SPY,55.32
201712 IYR,21.8,DBC,18.64,QQQ,0.1,IWM,0.19,SPY,59.27
201711 EFA,23.04,QQQ,0.1,DBC,18.05,EEM,0.13,SPY,58.68
201710 EEM,0.22,IWM,0.09,EFA,12.05,DBC,21.18,SPY,66.46
201709 DBC,17.92,TLT,42.78,EEM,2.44,QQQ,28.6,GLD,8.26
201708 GLD,33.24,DBC,14.28,QQQ,22.98,EEM,0.18,EFA,29.32
201707 TLT,47.1,DBC,15.65,EEM,5.54,IWM,26.83,IYR,4.88
201706 EFA,3.05,QQQ,1.14,TLT,35.49,EEM,0.37,SPY,59.95
201705 EFA,17.85,IWM,18.46,QQQ,19.94,TLT,23.1,GLD,20.65
201704 EEM,0.04,QQQ,24.33,TLT,22.32,EFA,41.04,GLD,12.27
201703 IWM,0.5,IYR,0.49,QQQ,0.66,GLD,34.31,SPY,64.04
201702 EFA,0.59,EEM,0.09,SPY,64.31,QQQ,0.7,GLD,34.31
201701 EFA,7.21,IYR,3.76,QQQ,0.03,SPY,89
201612 DBC,21.29,IWM,0.03,IYR,25.28,QQQ,0.33,SPY,53.07
201611 DBC,21.33,QQQ,0.01,SPY,78.66
201610 DBC,34.36,EEM,0.03,EFA,0.04,IWM,0.08,QQQ,65.49
201609 DBC,12.15,EEM,0.1,EFA,11.74,IWM,18.61,TLT,57.4
201608 EEM,0.02,EFA,0.02,IWM,0.04,IYR,67.29,QQQ,32.63
201607 DBC,12.47,EEM,9.33,GLD,4.98,IYR,19.86,TLT,53.36
201606 DBC,13.17,IWM,0.05,QQQ,0.22,SPY,32.09,TLT,54.47
201605 DBC,0.31,EEM,0.01,EFA,36.78,GLD,50.71,IWM,12.19
201604 DBC,39.37,EEM,0.03,IWM,0.06,IYR,29.88,SPY,30.66
201603 DBC,10.52,GLD,11.72,IWM,0.13,SPY,29.45,TLT,48.18
201602 DBC,16.26,EEM,8.43,GLD,17.58,IYR,10.81,TLT,46.92
201601 GLD,23.87,IYR,0.03,QQQ,0.16,SPY,31.71,TLT,44.23
201512 EFA,22.49,IWM,19.29,IYR,57.3,QQQ,0.25,SPY,0.67
201511 EFA,13.26,IWM,26.27,IYR,59.61,QQQ,0.24,SPY,0.62
201510 EEM,8.14,IYR,0.03,QQQ,0.03,SPY,40.5,TLT,51.3
201509 DBC,11.02,GLD,24.29,IWM,22.38,SPY,11.66,TLT,30.65
201508 EFA,0.89,IYR,0.16,QQQ,0.35,SPY,64.62,TLT,33.98
201507 DBC,12.43,GLD,14.18,IWM,24.14,SPY,20.19,TLT,29.06
201506 EFA,0.03,GLD,36.23,IWM,2.16,QQQ,0.82,SPY,60.76
201505 DBC,24.98,EEM,0.19,EFA,8.39,QQQ,21.25,SPY,45.19
201504 EEM,0.35,EFA,19.57,IWM,27.91,IYR,1.92,TLT,50.25
201503 DBC,32.92,EFA,16.25,IWM,0.43,QQQ,7.41,SPY,42.99
201502 EEM,2.77,EFA,29.59,GLD,7.17,IYR,19.17,TLT,41.3
201501 GLD,8.96,IWM,2.17,IYR,5.64,SPY,38.99,TLT,44.24
201412 EFA,5.15,IYR,8.5,QQQ,0.49,SPY,37.94,TLT,47.92
201411 EEM,4.85,IWM,0.02,IYR,56.95,QQQ,0.05,SPY,38.13
201410 EFA,20.88,GLD,17.08,QQQ,1.38,SPY,25.98,TLT,34.68
201409 IWM,0.1,IYR,10.53,QQQ,0.08,SPY,45.07,TLT,44.22
201408 EEM,2.57,IYR,12.95,QQQ,0.06,SPY,38.57,TLT,45.85
201407 DBC,53.94,EEM,1.31,GLD,19.96,IWM,0.29,QQQ,24.5
201406 EEM,0.41,IYR,1.3,QQQ,0.09,SPY,44.72,TLT,53.48
201405 DBC,34.54,EFA,20.36,GLD,2.21,IYR,6.66,TLT,36.23
201404 EEM,0.04,EFA,0.81,IYR,0.04,SPY,47.15,TLT,51.96
201403 DBC,56.11,EFA,2.27,GLD,9.11,IYR,8.05,QQQ,24.46
201402 DBC,38.21,GLD,0.91,IYR,0.25,QQQ,26.53,TLT,34.1
201401 EEM,0.01,EFA,1.37,IWM,0.01,QQQ,7.34,SPY,91.27
201312 EFA,0.01,IWM,0.01,QQQ,12.41,SPY,87.57
201311 EFA,0.17,IWM,0.06,IYR,0.36,QQQ,31.74,SPY,67.67
201310 EEM,0.01,EFA,0.4,IWM,0.01,IYR,10.04,QQQ,89.54
201309 DBC,32.36,EFA,0.55,GLD,0.14,QQQ,32.29,TLT,34.66
201308 EFA,0.07,GLD,11.85,IWM,0.05,QQQ,18.51,SPY,69.52
201307 EFA,0.11,IWM,0.06,IYR,10.7,QQQ,8.97,SPY,80.16
201306 DBC,53.83,EFA,0.32,IWM,0.01,QQQ,0.5,SPY,45.34
201305 EEM,11.89,EFA,11.45,IYR,15.51,QQQ,12.81,TLT,48.34
201304 EFA,1.85,IWM,0.08,IYR,85.02,QQQ,0.68,SPY,12.37
201303 IWM,0.25,IYR,25.09,QQQ,0.85,SPY,30.58,TLT,43.23
201302 DBC,35.34,EFA,0.06,IWM,0.02,IYR,64.42,SPY,0.16
201301 EEM,0.03,EFA,0.07,IWM,0.03,IYR,77.4,SPY,22.47
201212 DBC,13.07,EEM,2.46,EFA,29.12,GLD,0.9,TLT,54.45
201211 EEM,0.3,EFA,1.66,IYR,10.05,SPY,40.54,TLT,47.45
201210 EEM,0.04,EFA,0.05,GLD,47.15,IWM,0.11,SPY,52.65
201209 DBC,0.55,GLD,45.84,IWM,0.07,QQQ,0.34,SPY,53.2
201208 DBC,4.1,GLD,2.04,IYR,9.18,SPY,38.13,TLT,46.55
201207 EEM,0.03,EFA,0.03,IWM,0.02,IYR,23.83,SPY,76.09
201206 GLD,2.32,IWM,0.02,IYR,0.5,SPY,53.63,TLT,43.53
201205 GLD,1.24,IYR,0.06,QQQ,0.06,SPY,49.8,TLT,48.84
201204 EFA,0.01,IWM,0.01,IYR,0.07,QQQ,47.19,SPY,52.72
201203 DBC,78.18,QQQ,21.64,SPY,0.18
201202 GLD,55.99,IYR,0.03,QQQ,43.98
201201 IWM,0.01,IYR,0.01,QQQ,0.01,SPY,45.36,TLT,54.61
201112 DBC,30.59,EFA,0.01,GLD,46.12,IWM,0.01,SPY,23.27
201111 EEM,0.01,IWM,0.01,IYR,0.02,QQQ,41.63,SPY,58.33
201110 IWM,0.02,IYR,0.03,QQQ,0.1,SPY,45.26,TLT,54.59
201109 DBC,5.55,GLD,20.82,IYR,0.65,QQQ,31.6,TLT,41.38
201108 DBC,0.09,GLD,31.19,IYR,3.37,QQQ,24.42,TLT,40.93
201107 IYR,14.65,QQQ,0.01,SPY,85.34
201106 GLD,17.79,IWM,0.19,IYR,0.49,SPY,44.76,TLT,36.77
201105 DBC,0.3,EFA,0.05,GLD,37.56,IYR,1.51,SPY,60.58
201104 EEM,6.64,GLD,16.94,IWM,17.64,IYR,17.1,TLT,41.68
201103 DBC,3.48,EFA,14.19,GLD,47.79,IWM,0.55,IYR,33.99
201102 DBC,11.87,IYR,0.29,QQQ,0.12,SPY,87.72
201101 DBC,0.28,EFA,0.05,GLD,52.49,IWM,0.03,SPY,47.15
201012 DBC,0.06,GLD,55.92,IWM,0.01,QQQ,3.13,SPY,40.88
201011 DBC,66.54,QQQ,2.15,SPY,31.31
201010 DBC,87.62,QQQ,12.38
201009 DBC,16.81,EEM,10.53,GLD,10.24,IYR,8.25,TLT,54.17
201008 DBC,63.84,EEM,0.02,EFA,0.03,IYR,0.02,QQQ,36.09
201007 DBC,13.4,EEM,7.33,EFA,11.91,GLD,5.27,TLT,62.09
201006 GLD,9.16,IWM,1.19,IYR,1.58,QQQ,31.23,TLT,56.84
201005 GLD,8.55,IWM,0.33,IYR,0.75,QQQ,32.19,TLT,58.18
201004 QQQ,12.28,SPY,87.72
201003 DBC,6.86,GLD,33.53,IWM,0.18,IYR,0.07,QQQ,59.36
201002 EFA,0.03,GLD,13.34,IWM,0.04,SPY,34.84,TLT,51.75
201001 EEM,0.02,IWM,0.03,IYR,0.02,QQQ,25.82,SPY,74.11
200912 EEM,0.03,GLD,62.83,IYR,0.05,QQQ,21.5,SPY,15.59
200911 DBC,0.01,EFA,0.01,GLD,68.92,SPY,31.06
200910 EFA,7.97,QQQ,92.03
200909 EFA,0.05,IWM,0.02,IYR,0.01,SPY,37.13,TLT,62.79
200908 EFA,0.06,QQQ,99.94
200907 EFA,0.06,IWM,0.02,QQQ,24.13,SPY,10.99,TLT,64.8
200906 DBC,15.3,EFA,0.01,GLD,62.18,SPY,22.51
200905 QQQ,100
200904 QQQ,100
200903 DBC,16.81,EEM,0.01,GLD,6.61,QQQ,12.89,TLT,63.68
200902 DBC,13.36,GLD,54.88,QQQ,31.76
200901 GLD,69.16,IWM,30.84
200812 EFA,0.17,GLD,10.13,IWM,17.67,SPY,1.14,TLT,70.89
200811 GLD,10.47,IWM,14.29,QQQ,5.24,SPY,0.31,TLT,69.69
200810 DBC,9.68,GLD,4.88,IWM,23.45,IYR,1.3,TLT,60.69
200809 IWM,13.64,IYR,0.06,QQQ,0.11,SPY,17.69,TLT,68.5
200808 IWM,11.93,IYR,0.11,QQQ,0.07,SPY,22.71,TLT,65.18
200807 DBC,7.97,GLD,6.18,IWM,2.66,SPY,29.48,TLT,53.71
200806 DBC,16.79,EEM,0.02,GLD,37.93,IWM,16.78,QQQ,28.48
200805 DBC,44.91,EFA,0.01,QQQ,0.03,SPY,55.05
200804 EFA,15.57,IWM,13.48,IYR,0.31,QQQ,4.21,TLT,66.43
200803 DBC,13.46,EEM,0.11,EFA,24.33,GLD,3.21,TLT,58.89
200802 DBC,8.98,GLD,7.25,IYR,0.51,SPY,25.83,TLT,57.43
200801 DBC,14.5,GLD,2.47,IWM,11.86,QQQ,11.36,TLT,59.81
200712 DBC,16.65,EFA,0.21,GLD,1.06,SPY,22.67,TLT,59.41
200711 DBC,36.79,EEM,0.03,EFA,0.4,GLD,27.71,QQQ,35.07
200710 DBC,39.94,EEM,0.04,EFA,0.51,GLD,27.25,QQQ,32.26
200709 EEM,0.01,IWM,0.04,IYR,0.05,QQQ,32.96,SPY,66.94
200708 DBC,17.22,EEM,0.08,GLD,0.3,QQQ,21.64,TLT,60.76
200707 DBC,14.99,EEM,0.08,EFA,0.48,QQQ,17.25,TLT,67.2
200706 EEM,0.03,EFA,0.39,IWM,0.1,QQQ,0.4,SPY,99.08
200705 EFA,0.01,GLD,16.82,QQQ,0.01,SPY,83.16
200704 EEM,0.03,EFA,0.16,GLD,15.58,IWM,0.05,SPY,84.18
200703 DBC,6.71,EFA,15.8,GLD,2.9,IWM,6.78,TLT,67.81
200702 GLD,13.03,IYR,2.48,SPY,84.49
200701 EFA,0.06,IYR,0.88,SPY,99.06
200612 DBC,30.78,EEM,0.02,GLD,3.17,IYR,38.77,QQQ,27.26
200611 EEM,0.02,GLD,19.58,IWM,0.05,IYR,56.03,QQQ,24.32
200610 IWM,0.02,IYR,0.07,QQQ,0.06,SPY,26.84,TLT,73.01
200609 EFA,1.05,IWM,0.52,IYR,1.71,QQQ,11.9,TLT,84.82
200608 DBC,8.82,EEM,0.33,GLD,0.37,IYR,11.59,TLT,78.89
200607 DBC,6.32,EFA,0.04,IYR,0.46,SPY,28.22,TLT,64.96
200606 DBC,7.69,GLD,0.68,IYR,0.51,SPY,32.71,TLT,58.41
200605 DBC,18.36,EFA,0.03,GLD,0.06,SPY,81.55
200604 EFA,0.02,GLD,16.32,IYR,0.09,SPY,83.57
200603 EFA,3.53,IWM,0.13,IYR,0.08,SPY,36.59,TLT,59.67
200602 EEM,0.06,EFA,30.91,GLD,33.81,IWM,22.66,IYR,12.56
200601 DBC,0.91,EEM,0.9,EFA,28.01,GLD,12.27,TLT,57.91
200512 GLD,38.91,IWM,0.11,IYR,0.27,QQQ,12.56,SPY,48.15
200511 EFA,1,GLD,23.9,QQQ,13.17,SPY,21.95,TLT,39.98
200510 DBC,10.96,EEM,0.11,EFA,0.61,GLD,46.02,QQQ,42.3
200509 DBC,4.35,EFA,0.97,GLD,27.55,SPY,32.62,TLT,34.51
200508 EEM,0.01,IYR,9.57,QQQ,0.07,SPY,90.35
200507 EEM,0.13,GLD,37.83,IWM,15.05,IYR,0.39,TLT,46.6
200506 IWM,0.02,IYR,0.02,QQQ,0.3,SPY,44.08,TLT,55.58
200505 EFA,0.56,GLD,29.75,IYR,0.27,SPY,31.41,TLT,38.01
200504 DBC,2.47,EFA,0.65,GLD,25.42,SPY,34.23,TLT,37.23
200503 DBC,24,EEM,0.23,EFA,7.97,IWM,0.07,SPY,67.73
200502 DBC,4.61,EEM,0.06,EFA,0.22,SPY,43.45,TLT,51.66
200501 DBC,4.15,EEM,12.98,EFA,17.97,IYR,9.72,TLT,55.18
200412 EEM,0.1,EFA,33.14,GLD,50.8,IWM,2.69,QQQ,13.27
200411 DBC,10.24,EFA,0.1,IYR,5.53,QQQ,22.71,TLT,61.42
200410 DBC,39.19,EEM,0.11,EFA,34.73,IWM,0.43,QQQ,25.54
200409 EEM,4.37,EFA,13.86,GLD,10.75,IYR,1.31,TLT,69.71
200408 DBC,3.6,GLD,8.05,IYR,0.23,SPY,37.78,TLT,50.34
200407 EFA,1.99,IWM,0.33,IYR,1.65,QQQ,23.84,TLT,72.19
200406 DBC,25.5,IWM,0.05,IYR,9.72,QQQ,0.08,SPY,64.65
200405 DBC,5.07,EFA,0.2,QQQ,0.15,SPY,46.31,TLT,48.27
200404 DBC,5.46,EFA,4.08,GLD,19.63,IYR,36.36,TLT,34.47
200403 DBC,10.33,EEM,2.28,EFA,9.22,IYR,42.4,TLT,35.77
200402 DBC,25.76,EEM,0.29,IWM,0.16,IYR,44.92,SPY,28.87
200401 DBC,28.04,EEM,1.82,EFA,4.75,GLD,25.84,SPY,39.55
200312 EFA,11.98,GLD,22.44,IWM,2.25,IYR,32.79,TLT,30.54
200311 DBC,47.08,EEM,4.4,IWM,0.06,QQQ,0.01,SPY,48.45
200310 DBC,12.32,EFA,14.28,GLD,16.35,IYR,31.13,TLT,25.92
200309 DBC,35.54,EEM,19.25,GLD,27.26,IWM,13.23,QQQ,4.72
200308 EEM,22.43,GLD,34.76,IWM,0.66,IYR,42.1,QQQ,0.05
200307 EEM,33.86,EFA,0.22,IYR,65.87,QQQ,0.01,SPY,0.04
200306 DBC,5.2,EEM,11.79,IWM,22.35,QQQ,2.05,TLT,58.61
200305 EEM,67.21,EFA,1.07,IWM,27.08,QQQ,0.01,SPY,4.63
200304 IWM,2.27,IYR,16.38,QQQ,3.25,SPY,15.02,TLT,63.08
200303 DBC,11.29,IYR,15.6,QQQ,4.19,SPY,13.63,TLT,55.29
200302 DBC,8.39,EEM,11.67,GLD,21.2,IYR,26.61,TLT,32.13
200301 DBC,9.29,EFA,14.23,GLD,18,IYR,12.96,TLT,45.52
200212 EEM,20,EFA,20,IWM,20,QQQ,20,SPY,20
200211 EEM,20,EFA,20,IWM,20,QQQ,20,SPY,20
200210 DBC,20,GLD,20,IWM,20,IYR,20,TLT,20
200209 DBC,20,IWM,20,IYR,20,QQQ,20,SPY,20
200208 DBC,20,GLD,20,IYR,20,QQQ,20,TLT,20

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