Adaptive Allocation Portfolio F

for period ending November 30, 2024


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  Overview

t.aaaf 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 F 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 F 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 the past 180 days and chooses the top five ETFs.

  4. VizMetrics applies a percentage allocation to the chosen ETFs which minimizes the variance of the overall portfolio based on the last 20 trading days.

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.aaaf ● 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.aaaf 26.6% 1.4% 30.3% 9.4% 14.1% 11.7% 14.2% 13.6%
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
* Peer Group is Tactical: DIY
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.aaaf 14.5% 18.8% 25.0% -12.9% 15.3%
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
* Peer Group is Tactical: DIY
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.aaaf ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.aaaf ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.aaaf ● 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.aaaf risk vs. 60/40 Better Better Better Better Better Better
t.aaaf return vs. 60/40 Better Better Better Better Better Better
Risk-Return Quadrant
NW NW NW NW NW NW
Risk-Return Direction 342° 337° 338° 344° 352° 354°
Risk-Return Magnitude 7.9 4.2 5.4 3.4 4.8 5.7
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
* compares t.aaaf to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaaf 8.3% -0.1% 4.8% 3.6% 6.6% 7.6%
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
* Peer Group is Tactical: DIY
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.aaaf 10.7% 1.1% 5.6% 5.3% 7.9% 8.4%
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
* Peer Group is Tactical: DIY
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.aaaf 3.30 0.36 0.90 0.93 1.26 1.07
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
* Peer Group is Tactical: DIY
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.aaaf 9.42 0.53 1.48 1.52 2.22 1.89
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
* Peer Group is Tactical: DIY
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.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
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
* Peer Group is Tactical: DIY
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.aaaf 8.2% 12.8% 12.9% 11.0% 10.9% 12.2%
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
* Peer Group is Tactical: DIY
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.aaaf 2.3% 7.6% 7.0% 6.2% 5.8% 6.5%
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
* Peer Group is Tactical: DIY
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.aaaf 0.51 0.49 0.42 0.39 0.38 0.39
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
* Peer Group is Tactical: DIY
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) 0.84 0.78 0.68 0.61 0.58
to S&P500 (SPY) 0.74 0.72 0.67 0.60 0.58 0.54
to U.S. Bonds (BND) 0.61 0.73 0.62 0.56 0.48 0.49
to Commodities (DBC) -0.22 0.22 0.26 0.25 0.29 0.30
to Gold (GLD) 0.02 0.69 0.58 0.48 0.39 0.44


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 1.4% -1.3% 4.2% 3.7% 1.6% 2.6% 4.2% -1.2% 3.3% 4.1% 1.5%
2023 2.9% 5.5% 2.5% -4.8% -1.6% 2.8% 2.0% -1.8% -0.2% 5.3% -4.3% 6.5%
2022 -3.8% 6.7% -1.3% -5.9% -3.4% -1.1% -2.4% -2.0% -4.4% 3.5% 2.4% -1.2%
2021 2.8% -3.0% 5.9% -4.9% 3.5% 2.3% 2.3% 2.0% 5.4% 1.5% 6.0% -0.6%
2020 4.3% 1.4% -2.0% -2.4% -0.4% 6.1% 2.2% -0.0% 6.7% 0.7% -1.0% 2.2%
2019 2.5% -0.6% 1.9% -0.7% 3.7% 0.6% 3.1% -2.4% 0.3% 2.7% 0.1% 2.8%
2018 2.5% -5.7% -6.5% -1.5% 1.3% 1.9% -0.2% 3.6% 0.8% 2.2% -3.3% 5.6%
2017 1.3% 1.8% 2.2% -1.0% 0.1% 2.2% 0.5% 2.6% 2.1% 1.9% 3.2% 1.0%
2016 2.2% 0.5% -2.4% 0.4% -0.9% 2.8% 4.2% 0.1% -0.1% 2.9% 4.8% 0.1%
2015 -2.5% -0.3% 3.5% -0.5% -3.7% 3.2% -0.6% -0.1% -1.2% 0.1% -0.5% 3.7%
2014 0.8% 2.8% 2.6% -2.4% 4.2% -0.7% 0.8% 2.6% 0.7% 0.1% 4.9% -2.4%
2013 2.5% 0.6% 4.7% 4.0% -2.6% 6.3% -2.4% -1.7% 3.8% 1.4% 1.2% 0.8%
2012 -0.6% 0.8% -1.1% 0.8% 0.8% 2.7% 1.2% 1.8% 2.2% 0.7% 1.9% 2.8%
2011 2.7% 0.1% 3.8% -1.5% 6.3% -0.1% -1.8% -1.4% 4.6% 0.9% 3.8% 2.6%
2010 1.3% -0.7% 3.0% 4.7% 4.0% 1.9% 0.2% -1.7% 1.6% 6.9% 4.4% -5.8%
2009 5.2% 6.3% -3.1% 5.3% 0.5% 5.0% -2.6% -0.2% -2.3% 3.7% -2.4% -5.8%
2008 11.4% 10.8% -10.0% -1.1% 0.8% -1.2% -0.6% -0.6% 0.2% 0.7% 0.7% -2.7%
2007 3.8% -3.5% 7.6% 9.3% 0.4% 1.2% -1.5% 2.2% 5.6% 0.9% -2.2% 0.3%
2006 1.2% 2.7% 4.0% -0.5% 0.2% 3.4% 2.4% -3.6% 3.9% 4.9% 0.4% 7.1%
2005 0.8% 3.6% -4.9% -1.5% 2.6% 2.3% 2.5% 1.3% -3.6% -0.4% 0.2% -4.8%
2004 -0.2% 1.2% 3.4% 3.7% 2.2% -1.5% 0.6% 2.0% -9.1% 3.7% 1.6% 3.7%
2003 5.4% 3.7% 3.1% 2.4% 0.5% 4.8% -0.3% 7.2%
Monthly Allocation
Month Allocations
202412 GLD,13.26,IWM,0.11,IYR,24.66,QQQ,0.03,SPY,61.94
202411 EEM,24.71,GLD,22.03,IYR,21.73,QQQ,0.24,SPY,31.29
202410 EEM,5.51,GLD,24.79,IYR,60.77,QQQ,0.03,SPY,8.9
202409 GLD,56.54,IWM,0.01,IYR,43.4,QQQ,0.01,SPY,0.04
202408 GLD,13.62,IWM,0.03,IYR,44.85,QQQ,0.02,SPY,41.48
202407 EFA,5.13,GLD,6.63,IWM,0.03,QQQ,0.01,SPY,88.2
202406 EFA,15.91,GLD,1.25,IWM,0.01,QQQ,0.39,SPY,82.44
202405 EEM,0.14,EFA,62.13,GLD,25.09,QQQ,0.13,SPY,12.51
202404 EFA,66.55,GLD,32.84,IWM,0.01,IYR,0.09,QQQ,0.51
202403 EFA,65.05,IWM,0.04,IYR,0.14,QQQ,0.19,SPY,34.58
202402 EFA,50.8,IWM,0.03,IYR,0.59,QQQ,0.04,SPY,48.54
202401 EFA,6.32,IWM,0.01,IYR,0.02,QQQ,0.01,SPY,93.64
202312 EEM,0.02,EFA,0.02,GLD,49.91,QQQ,0.39,SPY,49.66
202311 DBC,0.69,EFA,52.95,GLD,46.29,QQQ,0.03,SPY,0.04
202310 DBC,39.86,EFA,1.66,GLD,47.54,QQQ,4.77,SPY,6.17
202309 EFA,0.29,GLD,98.92,IWM,0.03,QQQ,0.02,SPY,0.74
202308 EFA,0.01,GLD,12.9,SPY,87.09
202307 EEM,0.46,EFA,0.19,GLD,46.71,QQQ,0.04,SPY,52.6
202306 EEM,0.09,EFA,0.06,GLD,51.53,QQQ,1.07,SPY,47.25
202305 EEM,2.42,EFA,34.94,GLD,36.61,QQQ,0.34,SPY,25.69
202304 EFA,1.75,GLD,56.73,IWM,40.64,QQQ,0.07,SPY,0.81
202303 EFA,38.36,GLD,44.39,IWM,0.08,QQQ,0.02,SPY,17.15
202302 EEM,1.49,EFA,20.33,GLD,54.93,IWM,0.17,SPY,23.08
202301 DBC,9.6,EFA,37.99,GLD,51.37,IWM,0.02,SPY,1.02
202212 DBC,65.4,EEM,0.01,EFA,0.03,SPY,34.56
202211 DBC,25.09,GLD,72.33,IWM,0.01,IYR,2.47,SPY,0.1
202210 DBC,0.01,GLD,95.56,IWM,0.01,IYR,0.05,SPY,4.37
202209 DBC,20.7,GLD,57.32,IWM,0.01,IYR,21.91,SPY,0.06
202208 GLD,68.9,IYR,4.27,SPY,26.83
202207 DBC,16.61,EFA,0.1,GLD,71.48,IYR,0.04,SPY,11.77
202206 DBC,0.02,EFA,1.7,GLD,87.49,IYR,0.21,SPY,10.58
202205 DBC,0.01,EFA,24.78,GLD,69.06,IYR,6.1,SPY,0.05
202204 DBC,0.08,GLD,46.86,IYR,25.5,QQQ,0.05,SPY,27.51
202203 DBC,20.33,GLD,53.25,QQQ,0.01,SPY,26.36,TLT,0.05
202202 DBC,52.15,IYR,0.91,QQQ,0.03,SPY,15.41,TLT,31.5
202201 DBC,25.92,IYR,1.3,QQQ,0.16,SPY,19.66,TLT,52.96
202112 DBC,0.06,IYR,13.67,SPY,49.3,TLT,36.97
202111 DBC,19.54,EFA,18.07,IYR,32.21,QQQ,18.07,SPY,12.11
202110 DBC,26,EFA,24.58,IYR,43.63,QQQ,3.89,SPY,1.9
202109 DBC,0.27,IWM,0.01,IYR,32.01,QQQ,0.01,SPY,67.7
202108 DBC,0.31,IWM,0.01,IYR,29.72,QQQ,69.91,SPY,0.05
202107 DBC,22.94,EFA,0.31,IWM,0.13,IYR,7.37,SPY,69.25
202106 DBC,35.44,EEM,0.51,EFA,12.15,SPY,51.9
202105 DBC,42.22,EEM,0.35,IWM,0.12,QQQ,0.23,SPY,57.08
202104 DBC,2.92,SPY,97.08
202103 DBC,51.53,EEM,6.78,IWM,0.01,QQQ,0.04,SPY,41.64
202102 DBC,49.54,EEM,0.02,EFA,37.75,IWM,2.26,QQQ,10.43
202101 EEM,1.41,EFA,34.89,IWM,0.55,QQQ,18.99,SPY,44.16
202012 EEM,15.94,EFA,3.92,IWM,0.01,QQQ,3.53,SPY,76.6
202011 EEM,21.08,GLD,28.07,QQQ,0.03,SPY,1.63,TLT,49.19
202010 EEM,16.5,GLD,21.51,QQQ,0.04,SPY,0.05,TLT,61.9
202009 EEM,0.18,GLD,0.05,QQQ,0.04,SPY,70.75,TLT,28.98
202008 EEM,0.91,GLD,12.72,QQQ,0.05,SPY,33.29,TLT,53.03
202007 EEM,3.28,GLD,19.35,QQQ,0.02,SPY,24.08,TLT,53.27
202006 EFA,25.99,GLD,11.59,QQQ,12.65,SPY,0.05,TLT,49.72
202005 EEM,15.44,GLD,9.71,QQQ,0.13,SPY,9.05,TLT,65.67
202004 EFA,0.01,GLD,45.65,QQQ,19.43,SPY,0.05,TLT,34.86
202003 GLD,20.33,IYR,0.05,QQQ,7.69,SPY,17.28,TLT,54.65
202002 GLD,31.13,IYR,0.59,QQQ,28.43,SPY,11.53,TLT,28.32
202001 GLD,31.92,IYR,9.42,QQQ,0.15,SPY,50.12,TLT,8.39
201912 GLD,17.89,IYR,0.51,QQQ,0.65,SPY,71.41,TLT,9.54
201911 GLD,40.41,IYR,30.98,QQQ,2.31,SPY,26.06,TLT,0.24
201910 GLD,20,IYR,0.11,SPY,67.26,TLT,12.63
201909 GLD,16.58,IYR,27.41,QQQ,0.2,SPY,17.2,TLT,38.61
201908 GLD,0.28,IYR,0.69,QQQ,0.08,SPY,57.25,TLT,41.7
201907 EEM,6.58,GLD,17.66,IYR,7.55,QQQ,21.69,TLT,46.52
201906 EEM,0.03,EFA,28.97,GLD,9.58,IYR,0.08,TLT,61.34
201905 GLD,13.15,IYR,0.1,QQQ,23.07,SPY,38.29,TLT,25.39
201904 GLD,11.84,IYR,5.24,QQQ,0.03,SPY,33.06,TLT,49.83
201903 GLD,12.57,IYR,27.06,QQQ,0.1,SPY,41,TLT,19.27
201902 GLD,22.38,IYR,15.32,QQQ,0.55,SPY,19.68,TLT,42.07
201901 GLD,40.08,IYR,5.25,QQQ,0.14,SPY,10.54,TLT,43.99
201812 QQQ,0.03,SPY,0.07,IWM,18.66,IYR,0.04,TLT,81.2
201811 QQQ,0.03,SPY,0.25,IYR,28.26,DBC,71.38,IWM,0.08
201810 IYR,5.98,QQQ,0.07,SPY,77.97,DBC,15.33,IWM,0.65
201809 QQQ,22.03,IWM,17.91,SPY,12.2,DBC,4.51,IYR,43.35
201808 EFA,37.64,DBC,0.06,IWM,15.57,SPY,46.71,QQQ,0.02
201807 IWM,0.37,IYR,26.35,SPY,56.65,QQQ,0.08,DBC,16.55
201806 QQQ,22.83,DBC,29.9,IWM,38.42,SPY,0.18,EFA,8.67
201805 SPY,1.3,EEM,0.02,QQQ,0.01,IWM,27.8,DBC,70.87
201804 DBC,35.33,EEM,0.12,QQQ,0.16,GLD,48.79,SPY,15.6
201803 DBC,98.33,EFA,0.18,QQQ,0.28,EEM,0.03,SPY,1.18
201802 DBC,57.7,EEM,0.27,SPY,16.47,EFA,17.91,QQQ,7.65
201801 EEM,0.13,QQQ,0.04,IWM,0.01,SPY,96.1,EFA,3.72
201712 EFA,30.53,QQQ,0.42,IWM,0.4,SPY,68.14,EEM,0.51
201711 EFA,51.6,IWM,0.05,QQQ,0.03,EEM,0.01,SPY,48.31
201710 EEM,0.18,IWM,0.81,EFA,24.28,QQQ,0.14,SPY,74.59
201709 EFA,4.46,SPY,27.28,EEM,18.49,QQQ,0.26,GLD,49.51
201708 QQQ,0.44,EEM,0.17,IWM,0.71,SPY,47.4,EFA,51.28
201707 SPY,79.32,EFA,20.08,EEM,0.15,IWM,0.4,QQQ,0.05
201706 IWM,0.05,EFA,31.34,QQQ,0.07,EEM,1.67,SPY,66.87
201705 EFA,0.26,IWM,0.11,EEM,0.52,QQQ,47.97,SPY,51.14
201704 SPY,31.81,EEM,0.08,QQQ,34.42,IWM,0.03,EFA,33.66
201703 EFA,29.6,IWM,0.2,EEM,0.38,QQQ,42.83,SPY,26.99
201702 IWM,0.16,EEM,3.53,SPY,20.79,DBC,22.59,QQQ,52.93
201701 DBC,42.01,EEM,0.02,IWM,0.03,QQQ,4.51,SPY,53.43
201612 DBC,9.54,EEM,0.02,IWM,0.2,QQQ,0.02,SPY,90.22
201611 DBC,47.34,EEM,0.2,IWM,0.5,IYR,21.37,QQQ,30.59
201610 DBC,21.68,EEM,0.01,GLD,75.26,IWM,3.04,IYR,0.01
201609 EEM,9.56,GLD,29.81,IWM,33.66,IYR,13.28,TLT,13.69
201608 EEM,0.06,GLD,11.77,IYR,14.04,SPY,62.18,TLT,11.95
201607 GLD,13.87,IYR,0.55,QQQ,0.73,SPY,43.83,TLT,41.02
201606 GLD,10.6,IYR,0.05,QQQ,0.05,SPY,44.82,TLT,44.48
201605 EEM,0.12,GLD,16.49,IYR,2.99,SPY,49.76,TLT,30.64
201604 GLD,0.07,IYR,0.01,QQQ,0.29,SPY,54.73,TLT,44.9
201603 GLD,13.88,IYR,1.95,QQQ,0.33,SPY,41.55,TLT,42.29
201602 GLD,34.27,IYR,0.25,QQQ,0.72,SPY,28.45,TLT,36.31
201601 EFA,48.98,IYR,0.03,QQQ,0.02,SPY,0.03,TLT,50.94
201512 EFA,91.67,IWM,6.72,IYR,0.07,QQQ,0.1,SPY,1.44
201511 EFA,0.05,IYR,13.3,QQQ,0.72,SPY,36.2,TLT,49.73
201510 EFA,4.13,IWM,0.07,QQQ,0.07,SPY,40.4,TLT,55.33
201509 EFA,39,IWM,0.16,QQQ,0.05,SPY,0.04,TLT,60.75
201508 EFA,31.79,IWM,1.54,QQQ,0.08,SPY,13.47,TLT,53.12
201507 EFA,0.14,IWM,1.22,IYR,37.79,QQQ,0.23,SPY,60.62
201506 IWM,70.73,IYR,0.05,QQQ,0.09,SPY,0.54,TLT,28.59
201505 IWM,0.01,IYR,0.44,QQQ,0.01,SPY,62.64,TLT,36.9
201504 IWM,14.72,IYR,0.03,QQQ,16.4,SPY,27.7,TLT,41.15
201503 IWM,28.95,IYR,0.21,QQQ,31.25,SPY,3.41,TLT,36.18
201502 IWM,22.65,IYR,3.27,QQQ,0.02,SPY,23.59,TLT,50.47
201501 IWM,0.23,IYR,0.17,QQQ,0.08,SPY,47.81,TLT,51.71
201412 EEM,0.45,IYR,5.9,QQQ,2.95,SPY,59.23,TLT,31.47
201411 EEM,4.5,IYR,16.02,QQQ,7.98,SPY,9.4,TLT,62.1
201410 EEM,0.21,IYR,0.03,QQQ,0.62,SPY,52.82,TLT,46.32
201409 EEM,3.57,IYR,11.63,QQQ,1.87,SPY,39.26,TLT,43.67
201408 EEM,0.24,IYR,27.12,QQQ,0.41,SPY,29.25,TLT,42.98
201407 EFA,47.15,IWM,0.11,IYR,1.37,QQQ,49.31,SPY,2.06
201406 EFA,31.7,IYR,19.53,QQQ,2.73,SPY,13.38,TLT,32.66
201405 EFA,19.07,IWM,0.01,IYR,80.9,QQQ,0.01,SPY,0.01
201404 EEM,0.07,EFA,0.04,QQQ,0.01,SPY,99.88
201403 EFA,0.19,IWM,0.02,IYR,99.57,QQQ,0.04,SPY,0.18
201402 DBC,78.68,EFA,0.09,IWM,0.05,QQQ,0.09,SPY,21.09
201401 EEM,0.16,EFA,6.35,IWM,0.11,QQQ,77.17,SPY,16.21
201312 EEM,0.65,EFA,20.99,IWM,0.11,QQQ,0.28,SPY,77.97
201311 EFA,59.6,IWM,0.01,IYR,12.09,QQQ,0.5,SPY,27.8
201310 EFA,0.13,IWM,6.38,IYR,0.12,QQQ,60.08,SPY,33.29
201309 EFA,16.51,IWM,0.05,IYR,9.21,QQQ,0.06,SPY,74.17
201308 EFA,0.02,IWM,0.01,IYR,0.02,QQQ,17.13,SPY,82.82
201307 IWM,0.02,QQQ,99.93,SPY,0.05
201306 EFA,0.01,IWM,0.01,IYR,0.58,QQQ,99.27,SPY,0.13
201305 EEM,0.25,EFA,2.51,IWM,0.03,IYR,44.53,SPY,52.68
201304 EEM,0.59,EFA,0.46,IWM,27.39,IYR,65.41,SPY,6.15
201303 EEM,37.84,EFA,0.04,IWM,0.1,IYR,61.68,SPY,0.34
201302 EEM,3.13,EFA,0.05,IWM,0.21,IYR,38.72,SPY,57.89
201301 EEM,16.49,EFA,18.41,IWM,6.58,IYR,22.53,TLT,35.99
201212 EFA,1.28,GLD,1.88,IYR,18.81,SPY,23.92,TLT,54.11
201211 EFA,8.43,IYR,25.95,QQQ,1.25,SPY,27.17,TLT,37.2
201210 EFA,0.12,IWM,0.16,IYR,62.64,QQQ,0.23,SPY,36.85
201209 EFA,1.01,IWM,0.78,IYR,48.44,QQQ,0.08,SPY,49.69
201208 IWM,9.26,IYR,11.83,QQQ,17.94,SPY,8.47,TLT,52.5
201207 IWM,0.23,IYR,1.35,QQQ,0.81,SPY,41.07,TLT,56.54
201206 IWM,0.05,IYR,4.31,QQQ,0.03,SPY,44.97,TLT,50.64
201205 IWM,0.07,IYR,28.09,QQQ,0.45,SPY,22.95,TLT,48.44
201204 GLD,0.16,IYR,34.62,QQQ,30.15,SPY,0.2,TLT,34.87
201203 GLD,1.34,IYR,0.01,QQQ,0.44,SPY,65.18,TLT,33.03
201202 GLD,0.03,IYR,0.36,QQQ,0.07,SPY,65.12,TLT,34.42
201201 GLD,7.4,IYR,0.02,QQQ,0.06,SPY,44.42,TLT,48.1
201112 GLD,0.04,IYR,3.68,QQQ,0.02,SPY,32.14,TLT,64.12
201111 DBC,19.85,GLD,8.89,IYR,6.87,QQQ,20.89,TLT,43.5
201110 DBC,6.34,GLD,0.57,IYR,12.94,QQQ,32.97,TLT,47.18
201109 DBC,36.81,GLD,6.26,IYR,0.01,QQQ,16.36,TLT,40.56
201108 DBC,4.88,GLD,64.89,IWM,3,IYR,6.06,QQQ,21.17
201107 DBC,23.87,IWM,0.09,IYR,12.46,QQQ,0.34,SPY,63.24
201106 GLD,18.43,QQQ,0.02,SPY,81.55
201105 DBC,0.19,GLD,34.03,IWM,0.03,QQQ,13.48,SPY,52.27
201104 DBC,24.03,EEM,0.07,IWM,0.14,IYR,71.71,QQQ,4.05
201103 DBC,33.28,EFA,0.05,IWM,0.06,QQQ,0.12,SPY,66.49
201102 DBC,38.38,EEM,0.36,EFA,2.19,IYR,18.11,QQQ,40.96
201101 DBC,16.82,EEM,0.55,GLD,3.52,IYR,2.16,QQQ,76.95
201012 EEM,0.01,GLD,0.05,IYR,0.03,QQQ,59.09,TLT,40.82
201011 EEM,0.22,GLD,11.44,IWM,0.36,IYR,57.45,QQQ,30.53
201010 EEM,16.68,GLD,42.18,IYR,0.24,QQQ,25.47,TLT,15.43
201009 GLD,50.25,IWM,0.06,IYR,6.15,QQQ,19.65,TLT,23.89
201008 GLD,15.05,IWM,5.48,IYR,0.5,QQQ,22.46,TLT,56.51
201007 GLD,1.93,IWM,3.26,IYR,15.03,QQQ,13.2,TLT,66.58
201006 GLD,71.3,IWM,0.01,IYR,0.01,QQQ,0.01,SPY,28.67
201005 GLD,55.44,IWM,0.01,IYR,0.02,QQQ,33.42,SPY,11.11
201004 IYR,0.01,QQQ,8.79,SPY,91.2
201003 EEM,0.01,IWM,0.06,IYR,0.03,QQQ,51.27,SPY,48.63
201002 EEM,4.71,EFA,10.36,IWM,10.05,IYR,40.18,QQQ,34.7
201001 EEM,0.21,EFA,23.12,IWM,13.41,IYR,0.11,QQQ,63.15
200912 EFA,0.01,IYR,0.01,QQQ,99.98
200911 QQQ,98.54,SPY,1.46
200910 EEM,0.29,EFA,0.21,IWM,0.01,QQQ,99.49
200909 EFA,16.27,QQQ,83.73
200908 EFA,0.01,GLD,68.21,IWM,0.01,QQQ,31.77
200907 EEM,0.02,EFA,0.03,GLD,52.58,QQQ,17.3,SPY,30.07
200906 GLD,66.2,QQQ,27.47,TLT,6.33
200905 EEM,0.06,GLD,7.35,QQQ,18.04,SPY,13.42,TLT,61.13
200904 GLD,12.88,IWM,0.01,QQQ,1.32,SPY,22.99,TLT,62.8
200903 GLD,30.4,IWM,0.28,QQQ,6.03,SPY,28.69,TLT,34.6
200902 GLD,21.72,IWM,0.01,QQQ,14.95,SPY,10.65,TLT,52.67
200901 GLD,27.95,IWM,0.02,QQQ,17.45,SPY,3.08,TLT,51.5
200812 GLD,3.23,IWM,18.49,QQQ,3.38,SPY,0.51,TLT,74.39
200811 DBC,3.22,GLD,12.29,IWM,8.43,QQQ,1.04,TLT,75.02
200810 DBC,18.57,GLD,1.84,IWM,17.07,IYR,0.41,TLT,62.11
200809 DBC,7.17,GLD,10.47,IWM,22.94,IYR,2.29,TLT,57.13
200808 DBC,7.04,GLD,12.43,IWM,20.99,QQQ,5.88,TLT,53.66
200807 DBC,11.39,EEM,0.01,GLD,0.1,QQQ,25.37,TLT,63.13
200806 DBC,13.36,EEM,4.82,GLD,0.09,QQQ,30.65,TLT,51.08
200805 DBC,8.38,EEM,6.85,EFA,21.44,GLD,0.01,TLT,63.32
200804 DBC,5.59,EEM,0.09,GLD,11.95,QQQ,22.85,TLT,59.52
200803 DBC,21.73,EEM,0.5,EFA,22.49,GLD,4.8,TLT,50.48
200802 DBC,1.4,EEM,0.02,GLD,29.42,QQQ,13.86,TLT,55.3
200801 DBC,15.96,EEM,0.01,GLD,0.12,QQQ,35.43,TLT,48.48
200712 DBC,62.49,EEM,0.01,EFA,12.98,GLD,0.07,QQQ,24.45
200711 DBC,19.54,EEM,0.01,EFA,1.71,GLD,38.86,QQQ,39.88
200710 DBC,36.91,EEM,0.15,EFA,0.35,GLD,32.06,QQQ,30.53
200709 EFA,0.02,GLD,81.95,QQQ,0.02,SPY,18.01
200708 DBC,38.71,EEM,0.06,EFA,0.24,GLD,33.8,QQQ,27.19
200707 EEM,0.06,EFA,0.18,GLD,53.7,IWM,0.04,QQQ,46.02
200706 EFA,0.01,IWM,0.04,QQQ,0.01,SPY,99.94
200705 EEM,0.05,EFA,62.92,IWM,0.29,IYR,15.81,QQQ,20.93
200704 EFA,0.02,IWM,0.03,IYR,0.01,QQQ,99.94
200703 EFA,0.03,IYR,8.16,SPY,91.81
200702 EEM,0.05,EFA,0.24,IYR,19.84,QQQ,0.07,SPY,79.8
200701 EEM,0.79,EFA,36.3,IYR,0.4,SPY,16.48,TLT,46.03
200612 DBC,0.5,EEM,0.12,EFA,57.86,GLD,32.07,IYR,9.45
200611 EFA,0.26,GLD,15.1,IWM,0.07,IYR,0.68,SPY,83.89
200610 EFA,0.05,GLD,2.97,IYR,25.39,SPY,71.59
200609 EEM,1.84,EFA,51.55,GLD,23.69,IWM,1.72,IYR,21.2
200608 DBC,43.32,EEM,0.01,EFA,17.15,GLD,1.68,IYR,37.84
200607 EFA,0.01,IWM,0.01,IYR,99.98
200606 DBC,31.86,EFA,9.37,GLD,1.06,IYR,57.71
200605 EFA,76.57,GLD,0.05,IWM,0.23,IYR,23.15
200604 EEM,0.03,EFA,30.13,GLD,29.6,IWM,7.28,IYR,32.96
200603 EEM,0.03,EFA,50.51,GLD,0.58,IWM,0.26,IYR,48.62
200602 EEM,0.02,EFA,0.14,GLD,8.55,IWM,77.08,IYR,14.21
200601 EEM,11.81,EFA,16.28,GLD,16.6,IYR,28.5,QQQ,26.81
200512 EEM,7.68,GLD,26,IWM,0.73,IYR,6.25,QQQ,59.34
200511 DBC,7.13,EEM,0.01,EFA,50.02,GLD,42.81,IYR,0.03
200510 DBC,17.22,EEM,29.86,EFA,8.01,IWM,28.84,IYR,16.07
200509 DBC,5.8,EEM,8.55,EFA,12.12,IYR,0.03,TLT,73.5
200508 EEM,27.15,EFA,26.17,IWM,0.35,IYR,4.54,TLT,41.79
200507 EEM,1.01,EFA,3.85,IWM,11.96,IYR,41.5,TLT,41.68
200506 DBC,9.2,EEM,1.65,EFA,30.91,IYR,0.56,TLT,57.68
200505 DBC,33.96,EEM,0.01,EFA,25.66,IWM,0.01,IYR,40.36
200504 DBC,17.7,EEM,0.05,EFA,51.79,IWM,30.24,IYR,0.22
200503 DBC,18.54,EEM,1,EFA,41.06,IYR,4.07,TLT,35.33
200502 EEM,0.03,EFA,27.79,IWM,0.59,IYR,3.08,TLT,68.51
200501 EEM,1.1,EFA,48.42,IWM,2.65,IYR,33.9,QQQ,13.93
200412 EEM,0.01,EFA,11.16,GLD,53.94,IWM,33.52,IYR,1.37
200411 DBC,0.04,EFA,28.43,GLD,5.97,IYR,11.7,TLT,53.86
200410 DBC,15.34,EEM,21.83,EFA,1.84,IYR,23.46,TLT,37.53
200409 DBC,11.21,EEM,30.3,EFA,0.66,IYR,9.63,TLT,48.2
200408 DBC,7.98,EFA,0.06,IYR,1.73,SPY,44.08,TLT,46.15
200407 DBC,11.74,EFA,0.02,IWM,0.02,IYR,19.12,SPY,69.1
200406 DBC,55.79,EFA,2.02,IWM,0.02,IYR,42.17
200405 DBC,19.84,EEM,1.35,EFA,34.56,IWM,0.03,SPY,44.22
200404 DBC,35,EEM,0.04,EFA,0.18,IWM,0.5,IYR,64.28
200403 DBC,59.36,EEM,0.04,EFA,3.75,IWM,0.01,IYR,36.84
200402 EEM,1.55,EFA,4.04,IWM,14.11,IYR,73.24,QQQ,7.06
200401 EEM,7.47,EFA,5.86,IYR,86.64,QQQ,0.03
200312 EFA,33.51,IWM,0.04,IYR,65.91,QQQ,0.54
200311 EEM,0.88,EFA,36.62,IWM,0.01,IYR,62.39,QQQ,0.1
200310 EEM,0.02,EFA,29.33,IYR,70.65
200309 EEM,16.52,GLD,2.31,IWM,0.06,IYR,79.15,QQQ,1.96
200308 EEM,0.01,IWM,0.03,IYR,86.97,QQQ,0.01,SPY,12.98
200307 EEM,33.83,IWM,0.08,IYR,39.44,QQQ,0.05,SPY,26.6
200306 DBC,3.38,GLD,14.71,IWM,35.75,QQQ,0.06,TLT,46.1
200305 DBC,4.77,EEM,16.3,GLD,3.66,QQQ,9.94,TLT,65.33
200304 DBC,1.23,GLD,4.4,IYR,27.49,QQQ,10.19,TLT,56.69

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