Active Combined Asset Portfolio

for period ending April 30, 2024


Quick Links



  Overview

t.acap 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   Active Combined Asset Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses between pairs of asset classes to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm resulting in a new target allocation each month.

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

Ingredients Used   This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 5 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe

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 algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Active Combined Asset Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 5 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. This recipe uses a set of 5 asset class ETFs (SPY, IEF, GLD, TLT, VNQ). This recipe allocates each third of the portfolio using a different pair of asset class ETFs.

  2. For the first 1/3, t.acap chooses SPY if SPY's latest adjusted price is greater than its maximum adjusted price over the last 6 months. t.acap chooses IEF if SPY's adjusted price is less than the minimum adjusted price over the past 12 months.

  3. For the next 1/3, t.acap chooses GLD if GLD's latest adjusted price is greater than its maximum adjusted price over the last 12 months. t.acap chooses TLT if GLD's adjusted price is less than the minimum adjusted price over the past 6 months.

  4. For the last 1/3, t.acap chooses VNQ if VNQ's latest adjusted price is greater than its maximum adjusted price over the last 6 months. t.acap chooses IEF if VNQ's adjusted price is less than the minimum adjusted price over the past 12 months.

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

For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"

Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:

SPY=33.33%, GLD=33.34%, VNQ=33.33%

Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:

SPY,33.33,GLD,33.34,VNQ,33.33



  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 April 30, 2024

5-year graph ● t.acap ● 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.acap 2.4% -3.0% 6.4% -0.8% 2.3% 4.4% 7.6% 7.9%
Peer Group* average
60% Equity / 40% Bonds 1.9% -3.6% 12.4% 2.4% 7.5% 7.7% 9.7% 7.4%
Global Equities (ACWI) 4.4% -3.6% 17.0% 4.2% 9.4% 8.1% 10.5%  
U.S. Equities (SPY) 5.9% -4.0% 22.4% 7.9% 13.1% 12.3% 14.5% 9.9%
U.S. Bonds (BND) -3.1% -2.4% -1.4% -3.6% -0.2% 1.2% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.23246192873452% -0.67723908079634% 10.9015463308612% 0.26464649807072% 5.76927770581417% 3.19882895796024% 5.29598473607413% 0%
t.dbnd -0.110629712651755% -0.901887640530463% 4.25514862904055% 3.4742571701609% 5.83411680874719% 4.27510382341649% 0% 0%
t.qaro 5.3832443667454% -2.39219268521117% 10.3442180536332% 5.14025738374817% 8.44504749134964% 4.75015877033809% 5.20710879994968% 4.71212707013335%
t.acap 2.39415228650053% -2.99490087996263% 6.36503804935606% -0.824220966693956% 2.29257112629142% 4.43142376380958% 7.6078041225091% 7.88250605483272%
t.trdd 4.82755524961296% -2.18856218136949% 3.23716862267009% -3.1625999980749% 3.76841771750973% 4.1604495734793% 8.36897627241804% 8.58431657600858%
t.shar 3.80213704217083% -2.36353578230796% 7.43845858800376% -0.0971148530958699% 10.2586279588894% 7.29470867308686% 10.4690327763849% 9.58210543092519%
t.tris 5.47577949413038% -1.55778457233087% 6.79622998524556% 3.92589134042847% 7.2552408927085% 5.6405899864391% 7.2720576909135% 8.45617693934706%
t.tret 6.30488770899231% -1.98784769405059% 5.00550842369067% -2.3822740628012% 4.53602836548102% 4.69180419668336% 8.69837061419094% 8.84584509563437%
t.rsop 1.59833202482724% -3.25493637476395% 11.1630869094269% 1.57467914490714% 7.32985819215191% 7.3254571710935% 9.97808789420711% 8.91101574786672%
t.rpcl 0.677505844007276% -2.45472409158599% 6.18082212617355% 0.585231933847363% 4.00706833330899% 4.90084984307761% 7.06457028439775% 7.93860730640086%
t.risd 5.04516290696992% -2.1787950513828% 11.6214441404612% 3.36762325012381% 7.23443035082847% 6.87141132703868% 9.17416759721297% 8.78140435517214%
t.mva3 4.76985325181989% -1.72607846524083% 11.133683696292% 2.66454081205731% 7.43415348139542% 6.99018639108278% 9.71828553800145% 9.49028751228238%
t.mva2 1.72380163458135% -2.51631820001372% 6.30132930068252% 0.976822243444508% 5.60264008872458% 5.51366848754911% 7.87955652053784% 8.29077711894353%
t.mca2 1.41326478699038% -3.23242355541843% 7.72812630596054% 0.619596119881982% 5.69916317828438% 5.89893451630761% 7.95071957045066% 8.19891765237288%
t.mca1 0.767207152668781% -3.16653245366506% 4.50095195424505% -0.392315382695518% 5.0630487468337% 5.20711832807181% 7.52686635430928% 7.90692294775648%
t.madd 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.55608055971559% 9.00893549718784% 8.77879082412998%
t.loss 7.89406376505666% 2.98950029165856% 12.1315095300006% 3.29404262964677% 5.98934116513461% 6.58911517944176% 9.21868576273097% 8.6794169112485%
t.eqrc 1.39192933231371% -3.21841448455612% 7.93321037605024% 0.337815634579641% 5.46715618768254% 6.05571937482081% 8.45166748932502% 8.53422291185095%
t.cvar 7.59649517919552% -0.192387348375243% 14.8360871237472% 1.67070386567683% 5.0479803424659% 6.12829824713541% 8.32655790763654% 8.32210057028922%
t.cdar -0.14138041787134% -3.38551807307684% 12.7849974081819% 1.54335278597113% 7.22687393707864% 6.77573319683387% 10.0158071169224% 9.35800228566086%
t.srt3 12.7057243150248% -5.10891918461111% 21.8597406959332% 5.77174931524989% 10.9419281264835% 10.9561322064448% 12.7084596197417% 0%
t.srt5 8.44935119331591% -4.73691402652741% 22.3196056349305% 7.96933384358196% 15.8255901550637% 12.6002218031281% 13.4442027483723% 0%
t.srrs 5.64171002591476% -3.10751456367663% 11.7120982161519% 6.65419102027218% 11.5326619029523% 9.54951606832408% 10.8127992643226% 0%
t.srqr 49.2175837167167% -8.44274380397389% 168.133760771224% 32.817239806681% 21.4193447830409% 18.0246545818173% 25.4083852544079% 0%
t.pure -3.73015827321642% -6.04601006470166% 20.7806334920126% 1.08581997952761% 12.6120907738173% 8.73547329997011% 14.6925958008243% 16.6597842987857%
t.frs4 -0.112874586573841% -3.40209432433414% 2.9025542700114% 3.10679570443464% 6.79913254052709% 5.3006146339279% 6.37454212307227% 7.678659936157%
t.frs3 -0.350793512180669% -5.07287500798046% 4.48945631154647% 5.1813669217619% 10.1479897857123% 7.89750316228772% 9.01662214995291% 10.165595685164%
t.frs2 1.85530012996471% -3.6375703430877% 3.41411747026765% 8.47010121183269% 10.3432224719784% 7.13173158218743% 8.54422868088629% 9.67299465372074%
t.frs1 5.94146542122156% -4.03196512895024% 6.28456223406617% 5.04504103227894% 11.1972855125168% 7.23620102802123% 8.29615556617396% 10.0665136334656%
t.eqwt 0.419241691501337% -3.75294360106826% 10.2392503502668% 0.660369985226006% 7.18069232647851% 7.35002820480115% 10.0151337426874% 8.6602272693457%
t.sort 3.30733683284614% -2.56661796133965% 8.78975177607544% -0.00935646037639737% 10.3072649797753% 7.21895626260407% 10.2256723383971% 9.41688830187162%
t.rpba 1.79968466249238% -3.16822786023281% 11.4614089164658% 1.47316466761589% 7.28759338735396% 7.37168890638247% 10.0916298233158% 9.08063716558083%
t.mvar 6.30488770899231% -1.98784769405059% 14.3541052020987% 4.47488018831084% 7.60373093533679% 7.08858533381367% 9.48032087838757% 9.09005627319459%
t.madm 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.59278189665446% 9.0339648464866% 8.79752266618274%
t.dist -0.649494361907432% -2.82513305284189% 5.24453724321481% -0.431773854409245% 3.64507390181545% 5.09656468440172% 7.25828821762065% 8.06649373990003%
t.mdiv 2.68636141741085% -2.69995501705987% 8.31260366650119% -0.680617176068365% 4.23539591269255% 4.40252911533152% 7.8491845718857% 8.03390504299297%
t.coco 2.23156840568524% -2.49692557894063% 8.05843962181923% -1.13562174489948% 5.878169357671% 5.04716001974226% 8.46055899099634% 8.32709500470747%
t.aaaf 7.79297227065336% -1.20688054814109% 15.8404049522795% 6.29402004088766% 11.6872222067887% 10.9840468606075% 13.776735554647% 13.3101284881264%
t.aaae 2.97981558839571% -0.817899792479078% 14.768846841399% -0.808285492221783% 8.18528835642915% 7.19173967413409% 9.64171483431204% 10.9907864989807%
t.aaad 2.03680179336241% -1.60549088029757% 6.39575929925629% 1.83676933727044% 11.0241745991645% 7.42196640477395% 10.9973360351419% 11.9552103807212%
t.aaac 4.98324743223739% 0.502170219100294% 9.52724258701661% -2.36731214374344% 4.09255858281059% 5.32350178597438% 7.44702312618397% 9.87510647298555%
t.aaab 5.42045351120499% 0.50731438794352% 10.6715230899145% -2.19867995703465% 4.4077372202844% 5.42284197285581% 7.62145400396401% 9.9803601034276%
t.aaaa 4.67618143490987% -0.220027891944141% 17.2515117084643% 1.40004790661539% 7.19418901251994% 6.60599157293742% 8.18256776808086% 10.0328011872198%
Historical Return
 
t.acap 22.6% -3.2% 20.4% -22.5% 7.4%
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 April 30, 2024

Maximum Drawdown vs. Annual Return
● t.acap ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.acap ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.acap ● 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.acap risk vs. 60/40 Worse Better Worse Worse Worse Worse
t.acap return vs. 60/40 Worse Worse Worse Worse Worse Better
Risk-Return Quadrant
SE SW SE SE SE NE
Risk-Return Direction 165° 184° 178° 171° 156° 51°
Risk-Return Magnitude 6.3 3.2 5.2 3.3 2.3 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
* compares t.acap 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.acap -16.0% -10.7% -11.1% -6.7% -4.5% 0.3%
Peer Group* average
60% Equity / 40% Bonds -8.2% -6.2% -3.6% -1.9% -0.5% 0.5%
Global Equities (ACWI) -5.4% -3.8% -3.5% -4.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.4% -22.7% -19.0% -12.5% -9.7% -3.9%
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 -3.65692038130746% -14.3224551994345% -2.87716831193435% -7.35142294261245% -5.07968004850551% 0%
t.dbnd -18.7435624077485% -5.20053002048074% -3.00115248417838% -4.21249935962463% 0% 0%
t.qaro -12.051065268614% -2.49713311869159% -2.33466702997039% -6.34515876412419% -7.43534948489613% -3.71876715408025%
t.acap -15.9767536819327% -10.6557743138978% -11.089850140461% -6.74193023181707% -4.51821153310798% 0.292845642408157%
t.trdd -20.2853961377868% -13.6713250250701% -8.92446316129463% -7.21029612059205% -2.7883945285185% 1.54670361717419%
t.shar -13.8904677514203% -10.0668476984743% 0.235817007213051% -2.99366239963343% -1.15876544875261% 1.49957978423584%
t.tris -14.701342486566% -4.13241211470891% -3.74476111744327% -5.14144490894548% -5.01700424754866% 0.911584826430726%
t.tret -17.548418019048% -12.5000937746209% -7.81121976798964% -6.44232694133207% -2.10139408386449% 2.08505308648584%
t.rsop -11.0844617573508% -6.81693353211649% -4.629941712937% -3.40835802358573% -2.14396675561996% 0.78912365152347%
t.rpcl -16.1602724877137% -8.45343338624127% -8.60988458017085% -6.07099221365638% -4.77941809630003% 1.01481606809797%
t.risd -8.48720656075244% -4.92247404737026% -3.46567663843292% -2.5850465886523% -0.0763608652201615% 3.30983155177068%
t.mva3 -9.73149876943685% -5.83349690891052% -3.3210716238997% -2.60308970278365% -0.0465425012146383% 3.87280444272139%
t.mva2 -15.8600623778225% -8.21608114002105% -5.98550549834133% -4.84234571450566% -2.76910437071283% 2.00073222611582%
t.mca2 -14.4387432369838% -8.33886312763928% -6.10732960896505% -4.47247476399559% -2.89499840508445% 1.70809767329254%
t.mca1 -18.0639649839243% -9.86318902011665% -6.94351524958904% -5.42934129056193% -3.53670042417519% 1.35785962948853%
t.madd -7.28843296613328% -6.06642879171207% -5.39132924087346% -3.01683639350554% -0.151737542062845% 3.41039057145628%
t.loss -7.61286390019549% -5.01374596968902% -5.32863792276571% -3.11790617149972% -0.500963473336229% 2.63438056407872%
t.eqrc -14.2488297498159% -8.58971855380388% -6.50636975458712% -4.29271539844737% -2.1554162594798% 2.14937455460716%
t.cvar -4.79953148351439% -7.10982333812937% -6.87721864469979% -3.82018165029538% -2.02368173069015% 2.16521633767958%
t.cdar -8.85432468796807% -7.25216881053319% -3.78856551124386% -3.19632817523052% 0.0350966202421095% 2.8333344053012%
t.srt3 -4.48366379659123% -1.92189285696725% -0.960694044262492% -0.778998322123185% -1.21878181600738% 0%
t.srt5 -4.07600912738492% -0.190022153016106% 2.30074302593119% -0.279989729658974% -2.4166574152675% 0%
t.srrs -10.0853063870546% -0.580152839961209% 1.36094994337031% -0.395800761234382% -0.983814636616108% 0%
t.srqr 31.043089444815% 6.43024971846229% -2.4686592203559% -3.56932838795411% -2.51951069292691% 0%
t.pure -4.5773257495415% -6.45790761095924% -1.74528054888661% -4.47117782784417% -1.87368975958871% 4.00355176881923%
t.frs4 -21.2977720566002% -6.03425533518686% -2.14954574007753% -3.41643486514573% -4.32836196364388% 2.51582969049705%
t.frs3 -18.1931569568831% -2.09545184678237% 3.19276881882082% 0.0621885855156634% -1.28101836563767% 4.8697435812493%
t.frs2 -19.4195424002561% 2.87362279684719% 2.17387115508571% -2.75752445996818% -3.5284245186482% 1.96638837618775%
t.frs1 -15.9836675581249% -2.84106919074473% -0.540615311891465% -4.53300980794052% -5.95865333421134% 0.00239115125382838%
t.eqwt -12.2962011664282% -7.71400457134281% -5.05880712835796% -3.74561837844022% -2.8122325904128% -0.346319246013499%
t.sort -12.1053144841423% -9.92004063994935% -0.0462959838718966% -3.28374818580969% -1.86299442619995% 1.09012013174964%
t.rpba -10.7174658991415% -6.96044151730999% -4.64030321150569% -3.27650737269875% -1.90389113423743% 1.11153738319728%
t.mvar -5.20875168486778% -3.38356711258417% -3.07388845766785% -2.3167920466924% 0.384989466959016% 3.85602601169401%
t.madm -7.28843296613328% -6.06642879171207% -5.39132924087346% -2.9660093374084% -0.118917193066038% 3.43536029210875%
t.dist -17.1953909956096% -9.52345594943354% -9.18076716158603% -6.04047267464422% -4.90827151310442% 0.739263195220774%
t.mdiv -13.6661245046804% -9.84977845046483% -8.27195212222687% -6.71077237752967% -3.00360021921153% 1.60231740836137%
t.coco -14.2055030439872% -10.1247524305766% -6.15022938739635% -5.98496934728923% -2.55745988612182% 1.57801601251058%
t.aaaf -1.80384723309279% -0.797903494758455% 4.01620568127472% 3.54864145292095% 5.46437584219796% 7.95928738275477%
t.aaae -6.57619029164545% -10.2706031253002% -3.43404476807883% -3.52518923015443% -2.5074013020375% 3.37463698295205%
t.aaad -15.5521707656434% -6.73222902519973% 0.0199623632091228% -3.55769286721255% -1.71939551911725% 3.92203553824661%
t.aaac -11.7171104998714% -12.1786149368184% -8.65090239246625% -5.873951033187% -5.08362126027069% 2.69452823221095%
t.aaab -10.1030286402622% -11.994495968745% -8.21834697687775% -5.69441388784845% -4.81134957896288% 2.86187886768879%
t.aaaa -1.33970166238788% -7.61440330908435% -4.15463672387348% -3.74798866108195% -3.77100164828742% 3.06459608718586%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap -13.8% -7.2% -6.2% -2.7% -0.4% 2.6%
Peer Group* average
60% Equity / 40% Bonds -6.3% -4.5% -2.4% -1.1% -0.2% 0.4%
Global Equities (ACWI) -5.1% -3.5% -3.2% -3.6% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -13.2% -8.9% -4.9% -2.0% -0.0% 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 -0.412695778432139% -4.80317541429599% 1.45572623242185% 0.0729507255255104% 2.83427177283149% 0%
t.dbnd -9.31727647657003% -2.16494484798287% 0.566240487309801% 0.619076654752413% 0% 0%
t.qaro -10.0013582654389% -1.512918491178% 1.25323155804664% -0.752084771902583% 0.190106732952963% 1.05172220417248%
t.acap -13.764866335996% -7.23641530601677% -6.15224199582046% -2.65309962281025% -0.372330101664373% 2.56855042552876%
t.trdd -11.6148436843065% -9.43817626164701% -4.03544421033319% -2.70584749751166% 1.78355233248593% 3.971238815177%
t.shar -7.6199692769936% -6.24291140628956% 2.57336169869733% 0.810577216293468% 3.84909350344034% 4.84445555062696%
t.tris -7.91445528151993% -2.25299972656684% 0.0857653248358368% -0.312859887275154% 1.59109278543778% 4.11506032249993%
t.tret -9.97634736676933% -8.6791794621576% -3.25241439310108% -2.15226699562892% 2.1312805426475% 4.23962560304767%
t.rsop -9.92434064857752% -5.6016624299198% -3.09818719752143% -1.8420423893829% -0.635343674031251% 1.32096145380841%
t.rpcl -12.9445130395964% -5.97915567067187% -4.41614028602988% -1.79102837853302% 0.675975948578367% 3.38277685565916%
t.risd -3.00477320830461% -2.76153898456553% -0.110655770556996% 0.975266892131308% 3.59205675613354% 4.56153013215395%
t.mva3 -5.96076217280885% -3.74861490129391% -0.467918568875675% 0.693473303265184% 3.21983635748816% 4.82399019479985%
t.mva2 -10.7397770473401% -5.34962097670067% -1.81438517001843% -0.195529444177925% 2.441052428484% 4.31261909178814%
t.mca2 -11.9922513573492% -6.15205135865329% -2.94923495704562% -1.22481989649116% 0.844925660228712% 3.0293905670115%
t.mca1 -14.097537101951% -6.93143766290937% -2.94801975069479% -1.1623164448934% 1.12845105567066% 3.15042028570877%
t.madd -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.672716763766199% 3.44982678603468% 4.57909751791186%
t.loss 0.686094866640015% -2.61288323913064% -0.887712109883765% 0.926253729659591% 3.78708019974439% 4.33999768589958%
t.eqrc -12.0956859041873% -6.54099660075334% -3.45941028275759% -1.39036449818178% 0.935252015426701% 3.07484750529797%
t.cvar 2.37456956975487% -4.17961627817098% -1.5348339698552% 0.851730724473323% 3.23165605271092% 4.27992170473706%
t.cdar -3.58858911507373% -4.51381401168401% -0.281740853291357% 0.456533497106093% 3.94679688205079% 4.87083873341253%
t.srt3 0.552484469646462% 0.0190226823575408% 3.35108536131033% 3.06711466500388% 3.73830719708994% 0%
t.srt5 -4.26086990741178% 0.392798154732592% 3.54946711745333% 1.01695314593968% -0.64528221293517% 0%
t.srrs -7.40562689778588% -0.122387655724079% 2.25308422030118% 0.977004632843506% 0.921704228306508% 0%
t.srqr 0% 21.9569531202551% 2.03120110731179% -0.0403349811428875% 4.32618300051539% 0%
t.pure -2.12322933189905% -6.78141223692815% 1.8791475117084% 0.123350575392684% 6.14430412777552% 10.4497135558571%
t.frs4 -9.35472868672854% -2.38304537658728% 0.807663899499238% 0.213395355699699% 0.0890774404543748% 3.20674085321747%
t.frs3 -10.0136781237429% -0.542668872581663% 3.82124209512417% 2.2248363282133% 1.97218894245338% 5.2499658743944%
t.frs2 -12.4088230926435% 2.80101078817347% 3.91532481483768% 0.935945641951329% 0.840768437571677% 4.24941655920628%
t.frs1 -10.8922429009047% -0.929532589952459% 4.16093384579531% 0.863435911908431% 0.319456173028574% 4.99174526364316%
t.eqwt -11.6729148656813% -6.68230868616398% -3.71098348649295% -2.37633694457141% -1.43353072145716% 0.31218365400125%
t.sort -6.14545420073343% -6.15561316637376% 2.61686944276917% 0.749472786045389% 3.57201275506529% 4.66864584192241%
t.rpba -9.4975449454052% -5.67033640895522% -3.07038152153979% -1.69149531982519% -0.404213191613419% 1.6020741044886%
t.mvar -0.903406830117273% -1.73004601755252% 0.0662213660995414% 1.05876875989261% 3.81061255987689% 4.82938029965722%
t.madm -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.704754481277711% 3.47086515005186% 4.59581013739115%
t.dist -14.7735828354109% -7.1602043650726% -5.23241141288225% -2.09507837404184% 0.147507758924367% 2.84782675989702%
t.mdiv -10.4752457631912% -7.24818445451552% -3.82362399310781% -2.08653300800028% 1.81303032852792% 3.52840633989252%
t.coco -12.0915992319229% -7.91544915594893% -3.03834273001535% -2.33924700068815% 1.23873600229216% 2.8902071136824%
t.aaaf 0.823028143008212% 0.10074459774841% 4.63462745649285% 5.0355842360889% 7.38258309606513% 8.4695017606719%
t.aaae -3.63957777605033% -7.47193322668185% -1.56938567680121% -1.12535554820225% 0.306109460305876% 4.37717724153425%
t.aaad -9.51440509168696% -4.72095051462174% 2.20341097229742% -0.221065047713196% 2.09438492259864% 5.80509711226216%
t.aaac -6.69608388659695% -8.77605187976085% -4.38651816953233% -1.67595950515885% 0.0633831314769431% 4.66234463784249%
t.aaab -5.46789415556142% -8.60274769195439% -4.08264835312295% -1.56813772885264% 0.245449177979652% 4.76439167354619%
t.aaaa 1.71666284023392% -4.86310364919205% -1.10935457284824% -0.230201616850776% 0.982517791135585% 4.87338743847937%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 0.14 -0.31 0.02 0.28 0.61 0.60
Peer Group* average
60% Equity / 40% Bonds 0.61 -0.07 0.39 0.58 0.85 0.60
Global Equities (ACWI) 0.78 0.07 0.42 0.48 0.64  
U.S. Equities (SPY) 1.09 0.27 0.59 0.71 0.91 0.59
U.S. Bonds (BND) -0.84 -0.95 -0.41 -0.10 0.24 0.29
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 0.869792782088818 -0.541150958903706 0.403429324963406 0.228861562227161 0.568098974240819 0
t.dbnd -0.0564275598785789 -0.0384523320506125 0.385455199020515 0.406511818249682 0 0
t.qaro 0.386948296589229 0.121517187634626 0.45768845660329 0.310606135946957 0.428208484445703 0.340769404827065
t.acap 0.139647600568616 -0.313412784931142 0.0155096460839738 0.284014880414865 0.613798013469111 0.595239825785982
t.trdd -0.153941967529467 -0.470074958370757 0.124415234300751 0.253657388086383 0.710791168066243 0.665057661142327
t.shar 0.25422104126652 -0.276341712493036 0.569327307187227 0.509293753688796 0.81759831168799 0.67038909475398
t.tris 0.200533606799071 0.035075309404688 0.382649207770758 0.383373663420911 0.582896978169385 0.634593236753177
t.tret 0.0238919951456307 -0.406224427136631 0.180303939556411 0.300445507763735 0.752259964552104 0.697113801426218
t.rsop 0.445087244254419 -0.0966107099966294 0.350909617864537 0.492056714157674 0.762831106237518 0.629884984394703
t.rpcl 0.126892194012713 -0.19127769275026 0.143260253818316 0.324465304730459 0.593501111338958 0.635487350003796
t.risd 0.590269430274414 -0.00757673923167725 0.393218755721431 0.531288661585603 0.878462177730269 0.770688273165042
t.mva3 0.517621389793184 -0.0536774062944427 0.401646130628142 0.530999818513847 0.882401192924313 0.806070109793321
t.mva2 0.138760643016047 -0.181515460807587 0.268717015026833 0.395735760711714 0.714521808500163 0.692835851948271
t.mca2 0.234835423693616 -0.183958141507027 0.266477525277984 0.419362890621343 0.706634519419585 0.675628520110345
t.mca1 0.00277426374067478 -0.267964162274985 0.222827535726578 0.360494312612624 0.666720376838419 0.65364756341722
t.madd 0.662628289953886 -0.0672117350762078 0.299302331015983 0.504981589913025 0.873086569793249 0.776386000650182
t.loss 0.642494997816542 -0.0122786542641571 0.306088086467856 0.506254019955838 0.862443107969736 0.73620796198251
t.eqrc 0.247386367909306 -0.195944417369783 0.247488065214381 0.430159033978679 0.751425855554208 0.702058687294112
t.cvar 0.811280644923323 -0.121884996279544 0.226733633798296 0.459633528728263 0.763930595551926 0.704539028904885
t.cdar 0.576368404977689 -0.126954973773618 0.379279186717328 0.496436353322644 0.886784907970299 0.745871191868631
t.srt3 0.846122156146149 0.165112782710503 0.542070823137337 0.665723995769604 0.833231146597011 0
t.srt5 0.867033245905615 0.270300984644948 0.704265768087899 0.698322421295285 0.767719938629723 0
t.srrs 0.502201613658702 0.223329178180958 0.637911620132909 0.673703884357977 0.837009141454775 0
t.srqr 2.14868296984008 0.720056685374742 0.58880531223793 0.588386783069645 0.812935012753298 0
t.pure 0.837443560783367 -0.0551051330700783 0.522198194480333 0.456124087562739 0.800014024353451 0.841996902703404
t.frs4 -0.225234549886 -0.0836422572323649 0.441227600159024 0.469820698376483 0.617263795355545 0.724729492512508
t.frs3 -0.0123111324062225 0.127434370631964 0.703506154060255 0.686689530188348 0.812534609479736 0.873175669487733
t.frs2 -0.0868927169958459 0.384117890786183 0.662692387327961 0.527984458663484 0.679811213687596 0.704794996670856
t.frs1 0.135632668137928 0.122269990414069 0.558039044583234 0.437164826351103 0.541831897774815 0.59731273919712
t.eqwt 0.374367053649908 -0.142072761179957 0.333268604344291 0.47500964933677 0.725111417479251 0.566348139843996
t.sort 0.367091332624219 -0.268708997196128 0.558847244451084 0.49366221913524 0.776796274270635 0.646876329445269
t.rpba 0.466792754080738 -0.104778161328295 0.3497129456525 0.499239323482381 0.776980370976899 0.64870684414966
t.mvar 0.787059046704036 0.0743183791428244 0.414612656734454 0.548126944203375 0.907031952495059 0.803696426121794
t.madm 0.662628289953886 -0.0672117350762078 0.299302331015983 0.508080487684129 0.875116994194471 0.777908400359514
t.dist 0.0651292642126926 -0.246712309133876 0.117811226503763 0.329394655201509 0.58755226257059 0.621311917625939
t.mdiv 0.281108544072422 -0.264430556260541 0.159106674352865 0.283143776035289 0.698391754052081 0.667184224435204
t.coco 0.252081780043817 -0.277630273736342 0.268803685490597 0.330173049180515 0.728002749124746 0.668494800200173
t.aaaf 0.9853341617923 0.204888937490143 0.747257593746742 0.893449582211694 1.21556349875702 1.05535920486824
t.aaae 0.710398956668334 -0.290538321967277 0.408481265409789 0.485393066104692 0.741300173665125 0.78691140385118
t.aaad 0.152271069019615 -0.0956511315499498 0.572918955488888 0.484774575596908 0.79144687091676 0.820152751474859
t.aaac 0.395919421521957 -0.399485562664897 0.148778749304152 0.342746608284106 0.581187888502405 0.743124065587158
t.aaab 0.493534056444886 -0.3893850018447 0.170084261288617 0.353316693627039 0.598146013439646 0.753260922048704
t.aaaa 1.0125051583658 -0.150224715363747 0.368026136153928 0.468436981432 0.661637003191856 0.764720436004014
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 0.22 -0.41 0.02 0.39 0.92 0.89
Peer Group* average
60% Equity / 40% Bonds 1.09 -0.10 0.57 0.85 1.33 0.87
Global Equities (ACWI) 1.51 0.10 0.62 0.70 0.99  
U.S. Equities (SPY) 2.15 0.39 0.90 1.09 1.44 0.87
U.S. Bonds (BND) 1.09 -0.10 0.57 0.85 1.33 0.87
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 1.57011709062452 -0.660604522505954 0.649596345316502 0.333074628428115 0.966268173879677 0
t.dbnd -0.108831226356904 -0.0575618619838994 0.614304760881147 0.648655484321031 0 0
t.qaro 0.737818746161739 0.188791092449443 0.790683279635922 0.497291283200715 0.677363302583946 0.537972213316477
t.acap 0.220884228270139 -0.411230044653257 0.020408749420209 0.39287321277404 0.918872732691352 0.889577561833046
t.trdd -0.209502069254087 -0.568046602422024 0.176029526787432 0.35834871271711 1.09316690723772 1.05649685355183
t.shar 0.350430531143964 -0.341500888523899 0.911402778133325 0.800325101439571 1.4116241809515 1.12583135010451
t.tris 0.290253386028751 0.0493926274207623 0.589094378544733 0.580190597028879 0.941151448127322 1.04828395092521
t.tret 0.0344080484241524 -0.498688356258415 0.254845503541076 0.423319757350777 1.14736829612487 1.10438696917027
t.rsop 0.7744978813798 -0.132331052855826 0.512434655472669 0.729627077245784 1.22053001732303 0.942572285174431
t.rpcl 0.205851886069919 -0.266481898673516 0.207273888670568 0.482153942739464 0.938052605967495 1.01529253379173
t.risd 0.929817481049475 -0.0105654193162637 0.611640148160948 0.833595157834216 1.46255531435373 1.26217046435841
t.mva3 0.838604368625577 -0.0753519927854724 0.625502268374826 0.833270629089881 1.49602322403006 1.37101746495338
t.mva2 0.207868075032229 -0.249128157052044 0.408011927343851 0.608769446739797 1.17078963353309 1.15773431133653
t.mca2 0.382115353170928 -0.250805734628456 0.395880829364876 0.631273110370714 1.12676404461536 1.06273586032025
t.mca1 0.00420274660605533 -0.360650316696744 0.331733009538767 0.544520628471354 1.07144639189233 1.03605740260831
t.madd 1.05969281818039 -0.0924579783994397 0.448790621628401 0.779776862899647 1.43210027130309 1.26238028456597
t.loss 0.992532379320704 -0.0180828533437617 0.47835566612974 0.789480194317356 1.45228131431046 1.18844264603855
t.eqrc 0.405055651775638 -0.265025664188406 0.362383993111913 0.641973754572367 1.19293361782693 1.09307874566808
t.cvar 1.474802427384 -0.173298371375221 0.348471055456285 0.706291299060792 1.25475574960277 1.16830739219505
t.cdar 0.966773062555465 -0.171740761212789 0.569182506565702 0.751271399312019 1.45116515231421 1.19754874396439
t.srt3 1.38109087696765 0.257914329970327 0.955402157588664 1.09181896634269 1.47883162127902 0
t.srt5 1.62209781361814 0.389616759774149 1.12768022322512 1.08738055831183 1.1893321927413 0
t.srrs 0.880859215453608 0.327194210673278 0.994300488387387 1.01339576971158 1.30240807566318 0
t.srqr 5.80940240538887 1.33619200687493 1.00996192276926 0.998270193700056 1.43777111382192 0
t.pure 1.52265564618245 -0.0771594477927082 0.861252826176391 0.733358827110154 1.41420681720929 1.48902586657196
t.frs4 -0.332110976969993 -0.119772042921217 0.704219883623289 0.724059073155334 0.977257576340293 1.15227426587662
t.frs3 -0.019031271675987 0.196477462393481 1.23529067838556 1.12187404516913 1.36192339289103 1.43084798873366
t.frs2 -0.1330574197581 0.594382051455002 1.05418522854251 0.780952890171147 1.05052409662425 1.06199657196737
t.frs1 0.198347044442962 0.171967768420539 0.878718267959374 0.654665119832724 0.819727545620389 0.930553599439366
t.eqwt 0.643776325525556 -0.192338636936102 0.483026289250104 0.700819545928317 1.15488530886655 0.834726641599958
t.sort 0.527679692422034 -0.333946949763832 0.9209925708877 0.791213883112456 1.34580082019408 1.08626745524728
t.rpba 0.816392838028734 -0.143232720950185 0.510946912868167 0.740337107335479 1.24626107682862 0.975831089844939
t.mvar 1.31017765971722 0.105238164520342 0.640711245764421 0.861001337181092 1.51327202198069 1.32096747034303
t.madm 1.05969281818039 -0.0924579783994397 0.448790621628401 0.785307924774845 1.43645055193708 1.26549140651564
t.dist 0.107198976005776 -0.33843221368869 0.166257790354953 0.481734687215252 0.910567505534053 0.943273142623172
t.mdiv 0.448733363799027 -0.360503027754709 0.235151601024896 0.415719362319601 1.09765857427498 1.04000315942384
t.coco 0.409020332193331 -0.378984968363175 0.406424065080707 0.491259183250905 1.1618305301982 1.01685439869169
t.aaaf 1.63509068150369 0.295694714882821 1.21811545995362 1.44910434206723 2.15818925924303 1.86772409799321
t.aaae 1.33307846610307 -0.371385102094915 0.610650419256947 0.718285758918006 1.17254575301751 1.25586668507917
t.aaad 0.215901733788394 -0.125316885411181 0.880099745840158 0.730839712570317 1.28560786070883 1.33923422162777
t.aaac 0.633715697336595 -0.50308900960762 0.216715482446253 0.50565675163447 0.896715502489486 1.2152816888565
t.aaab 0.813918094657251 -0.489218271937054 0.246268769169369 0.517928620729745 0.922366653384543 1.23015010162313
t.aaaa 1.83161483368924 -0.196679753798369 0.551234272970436 0.700427495593062 1.05158193895914 1.29650747196006


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 10.5% 25.2% 25.2% 25.2% 25.2% 25.2%
Peer Group* average
60% Equity / 40% Bonds 7.3% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 9.4% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 8.3% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.9% 16.5% 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 3.1818502782275% 13.0568277027014% 13.0568277027014% 13.7505105637516% 13.7505105637516% 0%
t.dbnd 6.05304737549535% 10.7656709303033% 10.7656709303033% 10.7656709303033% 0% 0%
t.qaro 9.57660407319685% 17.9401537635114% 18.6185056702595% 18.6185056702595% 18.6185056702595% 18.6185056702595%
t.acap 10.5117626805204% 25.2368599832353% 25.2368599832353% 25.2368599832354% 25.2368599832353% 25.2368599832353%
t.trdd 8.40289827350832% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864%
t.shar 9.10602281574676% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348%
t.tris 6.96741048362104% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792%
t.tret 8.41862842217561% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946%
t.rsop 9.87307779781741% 24.7390854999211% 24.7390854999211% 24.7390854999211% 24.7390854999211% 33.0577793967064%
t.rpcl 9.60052369212903% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911%
t.risd 6.60048607563598% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117%
t.mva3 7.59705536868808% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798%
t.mva2 8.0368341658545% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586956%
t.mca2 9.42059101843975% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136%
t.mca1 9.16082108694984% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216%
t.madd 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.loss 6.67596893690509% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129%
t.eqrc 9.69848159095712% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794%
t.cvar 6.25774060645863% 25.9058588778841% 27.0434954429347% 27.0434954429347% 27.0434954429347% 27.0434954429347%
t.cdar 6.49862062046101% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953%
t.srt3 15.2451456058123% 15.2451456058123% 15.2451456058123% 20.2197383518712% 20.2197383518712% 0%
t.srt5 13.2469177136451% 16.2636675636462% 16.2636675636462% 16.2636675636462% 27.450580236696% 0%
t.srrs 8.50496892366382% 11.8995447034588% 11.8995447034588% 11.8995447034588% 16.7522961327295% 0%
t.srqr 22.1764372605866% 30.3767332555564% 30.3767332555564% 50.7359272673712% 50.7359272673712% 0%
t.pure 8.59176770077439% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561%
t.frs4 4.82041983213289% 9.00174435339898% 9.00174435339898% 9.00174435339897% 10.2310330371151% 12.5827990951762%
t.frs3 5.49578933588996% 9.54826464148639% 9.54826464148637% 9.54826464148638% 14.2437320943028% 17.3252273065182%
t.frs2 9.34743914901497% 10.030548451412% 10.030548451412% 14.8660040035447% 16.2656162388656% 26.1215592298563%
t.frs1 8.32580963134446% 18.351329348156% 18.351329348156% 18.351329348156% 22.6002645796696% 24.9737330214859%
t.eqwt 10.6039084794715% 25.4957547252758% 25.4957547252758% 25.4957547252758% 25.4957547252758% 42.0533763996757%
t.sort 8.92432337978504% 22.2884481668295% 22.2884481668295% 22.2884481668296% 22.2884481668295% 22.2884481668295%
t.rpba 9.72343334363634% 24.9744841542585% 24.9744841542585% 24.9744841542585% 24.9744841542585% 31.2121188566069%
t.mvar 6.78079678109097% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513%
t.madm 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.dist 10.3760417636857% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299%
t.mdiv 8.91277440144189% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664%
t.coco 10.4750859044509% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753%
t.aaaf 6.26303244620529% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307%
t.aaae 9.63872865017724% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098%
t.aaad 9.37209902945941% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021%
t.aaac 8.57088934977643% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532%
t.aaab 8.44796181111893% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495%
t.aaaa 6.17113336623883% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 14.1% 12.7% 12.7% 11.1% 11.5% 11.7%
Peer Group* average
60% Equity / 40% Bonds 12.9% 13.2% 13.9% 11.1% 10.6% 10.6%
Global Equities (ACWI) 16.7% 17.6% 19.5% 16.0% 17.0%  
U.S. Equities (SPY) 17.5% 19.1% 20.9% 17.1% 16.8% 16.5%
U.S. Bonds (BND) 7.1% 7.0% 6.3% 5.0% 4.5% 4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.60169897658743% 6.57213904791441% 7.61563837471657% 6.8421873698006% 7.62746175327418% 0%
t.dbnd 9.57650000079124% 9.30539701083454% 7.92578100412292% 6.15429512580132% 0% 0%
t.qaro 15.7655501150798% 13.7831979001241% 14.0573554592258% 11.2545545928112% 10.5093409371611% 10.506741522641%
t.acap 14.1136666910818% 12.7370160359277% 12.7474667687951% 11.0585800499877% 11.4850422808816% 11.7102862481312%
t.trdd 9.64855538291009% 12.711577911183% 13.1086057949199% 11.3040219210216% 10.7911051439822% 11.4271756876161%
t.shar 10.2255761505432% 11.9852707011994% 14.2724584689467% 11.894876288551% 12.3238942297497% 13.2801578383998%
t.tris 9.52276929838916% 13.3526009139516% 13.3132183681735% 11.4645020916886% 11.505281583134% 11.9883707538413%
t.tret 10.2322551139054% 12.9841304706533% 13.2341051090174% 11.2911371912922% 10.6212186139521% 11.2639076493908%
t.rsop 15.4994297211309% 15.3457431845839% 15.7508748123711% 12.6819285637597% 12.6588085074061% 13.0340050703053%
t.rpcl 13.8561901951827% 13.6415931782161% 13.4127672191878% 11.1116501264469% 10.7684286543859% 10.8888066903231%
t.risd 11.6983066306535% 12.993078906746% 12.6899189264893% 10.347135078665% 9.58819897431873% 9.95981523695836%
t.mva3 12.5690453377744% 13.3493295264372% 13.0210565303444% 10.6296573223599% 10.2771825021045% 10.5118251564931%
t.mva2 12.1029360532912% 12.8519902523856% 12.4798284508622% 10.4687188893062% 9.98008656861642% 10.4192070845721%
t.mca2 13.9850715242554% 13.8561406479254% 13.32975146482% 10.8934739357286% 10.2188783766795% 10.5706695447645%
t.mca1 12.9130145851678% 13.2097776210927% 12.87878490147% 10.6885039868624% 10.1685075965524% 10.438833718793%
t.madd 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2325131886749% 9.42785006861509% 9.86915014664506%
t.loss 11.5262228341194% 13.0991046025397% 12.3775017845615% 10.4513918083161% 9.97120836256449% 10.4228173026119%
t.eqrc 14.1929474557593% 14.1387166146775% 13.5236385455216% 11.0007538925173% 10.2941380906944% 10.6731478306571%
t.cvar 12.6971637007989% 13.498201125571% 12.5295267228016% 10.393443230611% 9.98247215084825% 10.304598788185%
t.cdar 14.6363146108871% 13.5860822847528% 13.3140586235261% 11.0035176828375% 10.6027961710035% 11.3015408200552%
t.srt3 22.9999639123554% 16.0521698168111% 17.8043204050947% 15.8942733597633% 15.7513569956566% 0%
t.srt5 22.9689535662972% 20.3596202542118% 22.1499132698192% 18.1481763379368% 18.8294976771314% 0%
t.srrs 14.6005105892405% 14.4745488909959% 15.2916873555332% 12.7245568774739% 12.642690425874% 0%
t.srqr 137.212625877413% 74.6074115962474% 59.1389548076505% 44.9446412392624% 43.522993564963% 0%
t.pure 21.4289464816487% 20.6404792202515% 24.0966557956828% 19.1940830097617% 19.995811654163% 21.46029094717%
t.frs4 8.4421568818549% 8.79855156430513% 9.49166866608972% 7.83311876925215% 8.93963424768521% 8.94384463062062%
t.frs3 11.3898407402019% 10.7234345236718% 10.9032300993735% 9.3958716904828% 10.3390342648126% 10.6122637037508%
t.frs2 12.2843459132152% 12.1726976522648% 12.1538869831564% 11.1612931022033% 11.9336288780349% 12.8223067918065%
t.frs1 13.1455382713736% 17.446477750667% 17.6046508039351% 14.877595267179% 15.423472174495% 16.8114586186495%
t.eqwt 16.2138844420366% 15.8905219472689% 16.4868514140985% 13.3942246063921% 13.5480726046025% 14.3896968764028%
t.sort 10.8597199088283% 12.0303001119354% 14.7808907670978% 12.2002085511084% 12.7224325271456% 13.5597542833372%
t.rpba 15.3924016975169% 15.2124390862813% 15.6214256298895% 12.5569727915446% 12.5619642061862% 12.8954052716605%
t.mvar 12.4197495040619% 13.4923081190035% 13.0579152167738% 10.4587598197257% 9.64652342383621% 9.94861592454648%
t.madm 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2455609652819% 9.43665710537564% 9.87561918199862%
t.dist 14.7100289173409% 14.1139122919085% 14.0627077932324% 11.7696294590307% 11.3256811918898% 11.4724934790063%
t.mdiv 13.5509836414243% 14.0438758854343% 13.3585887777382% 10.8385977350513% 10.1614912192888% 10.3977031253045%
t.coco 14.6655460852129% 14.6401534643723% 14.3668455339289% 11.4377432749416% 10.7004352440777% 10.9375418085486%
t.aaaf 11.3679049466036% 13.1612525242057% 12.6304906597936% 10.9476163806257% 11.0923609736608% 12.0926854510474%
t.aaae 14.7513548472884% 13.4586781361594% 15.5760907170874% 12.565058229733% 12.5465361748383% 13.2737835166204%
t.aaad 10.7019039917677% 14.235062422513% 16.2354132860417% 13.2042230419697% 13.7506447519044% 14.1144373186093%
t.aaac 12.2862925333865% 13.4578002524282% 14.8387461063315% 12.162532329073% 11.9612495822061% 12.2817400881426%
t.aaab 12.1365129183587% 13.4256272834681% 14.6982389088247% 12.047106274885% 11.9175435624509% 12.2622676543035%
t.aaaa 12.6613986527084% 12.957139874367% 14.021234356532% 11.4881009321143% 11.5919386926731% 12.1212421378733%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 8.3% 8.9% 9.2% 7.6% 7.4% 7.5%
Peer Group* average
60% Equity / 40% Bonds 6.6% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 8.0% 11.7% 12.7% 10.4% 10.6%  
U.S. Equities (SPY) 8.3% 12.5% 13.2% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.2% 5.2% 4.3% 3.3% 2.9% 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 2.97769344864264% 4.71160547171887% 4.20950634500127% 4.40111371205407% 4.26359065437313% 0%
t.dbnd 4.20098688759034% 5.06396187980037% 4.04141156627449% 3.23543212657595% 0% 0%
t.qaro 7.54970508128897% 7.79940250998185% 7.31323857219623% 6.5504230198915% 6.30618727436207% 6.32577594694231%
t.acap 8.27323359721875% 8.89926000102372% 9.18143051937206% 7.61542784426715% 7.38468951983851% 7.54109817947899%
t.trdd 6.46914570477687% 9.77664775356628% 8.55516961304178% 7.5321627255283% 6.61653587056656% 6.82877262217008%
t.shar 6.87782742865746% 8.90010087415505% 8.08170956178767% 7.03783842733043% 6.7166690161682% 7.53573477872071%
t.tris 5.99067656178813% 8.62219075350258% 7.96893099151659% 7.14627181024517% 6.80005831522394% 6.91180008901891%
t.tret 6.48388207164533% 9.8051014562875% 8.65233664152107% 7.54187364348553% 6.56162930764456% 6.74060551378868%
t.rsop 8.22827872019349% 10.2809558322599% 10.1212397181939% 8.07440194551042% 7.53405118106104% 8.3938623694032%
t.rpcl 7.8868089833179% 8.82027425645942% 8.59250444501592% 6.99814360831749% 6.43957679322283% 6.47091289282396%
t.risd 6.85411099252993% 8.36575147170338% 7.38084238329207% 6.06129480966026% 5.33032085667775% 5.7258738132615%
t.mva3 7.18882413164207% 8.57023816081079% 7.59627065562245% 6.251550457846% 5.64429201219259% 5.81877496729587%
t.mva2 7.51816988581038% 8.44772256871973% 7.46633911278177% 6.29485123658912% 5.68791561760213% 5.86984667742102%
t.mca2 7.95150179466899% 9.24038621622858% 8.23368977914233% 6.72706823119462% 6.00085390607339% 6.37173122972155%
t.mca1 7.92864638441084% 8.90438436545779% 7.90209471217273% 6.5641385837967% 5.92084169207748% 6.23557960781204%
t.madd 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10105660307971% 5.32216466856547% 5.71380741559194%
t.loss 6.88304235739238% 8.12150627903365% 7.34396117793711% 6.31723488038826% 5.6178437745884% 6.18616218594791%
t.eqrc 8.01668500464486% 9.52906917273013% 8.49766292267205% 6.85202794933111% 6.06319706306074% 6.50105006898656%
t.cvar 6.3820197455283% 8.58874809621315% 7.43894737371528% 6.28514276991759% 5.70338919225426% 5.86314084934837%
t.cdar 8.10090839651661% 9.08394535325487% 8.08872822411101% 6.74555122576103% 6.0535088574494% 6.69801443255215%
t.srt3 13.6526692012785% 9.63358390233123% 9.61129545094004% 9.38733601242829% 8.63124771530118% 0%
t.srt5 11.6985598363126% 13.235829762353% 13.1318108689942% 11.1921210579005% 11.8424492316863% 0%
t.srrs 7.5855963299268% 8.97646574600931% 9.17653134833265% 8.0445920138197% 7.82266269469224% 0%
t.srqr 48.8663446535334% 37.8987717060322% 32.9558112187621% 25.5579692832614% 23.8460176681966% 0%
t.pure 11.1946078229957% 13.8858373072463% 13.8542361014148% 11.4332252711811% 10.8983572661823% 11.7071607001602%
t.frs4 4.98582061681554% 5.32250957485311% 5.37319087737376% 4.7102290502259% 5.42136614548261% 5.35989307879637%
t.frs3 6.69613449137049% 6.03884484190171% 5.50053925489315% 5.34322649610948% 5.90992749305265% 6.18831253354256%
t.frs2 7.28366963468876% 6.93310289186195% 7.02074383535434% 7.19446076131841% 7.48086081290547% 8.2422942218683%
t.frs1 8.40723487296462% 11.7325070451044% 10.6216827604837% 9.57240215469103% 9.94681039196473% 10.4636253930985%
t.eqwt 8.76015360144978% 10.8347082934058% 10.7182875425029% 8.60168838918822% 8.13183730911628% 9.45245556666155%
t.sort 6.99294312058495% 8.86426513447648% 8.09936491266019% 7.06892333890811% 6.93050853535551% 7.7072432301239%
t.rpba 8.12126233709992% 10.207272395033% 10.0236946134602% 7.98766599046927% 7.45176055040795% 8.25461160853575%
t.mvar 6.89729952476126% 8.55301375644386% 7.68129044485836% 6.11523289223841% 5.34312774924604% 5.68887457989694%
t.madm 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10302969797444% 5.32331002716968% 5.71472974456813%
t.dist 8.27118450372929% 9.33213325264463% 9.31713143392114% 7.5801161111442% 6.94106579416349% 7.22482164050434%
t.mdiv 7.90662340477618% 9.3383980790381% 8.26415289667327% 6.86466066351636% 6.04222537103022% 6.30139674098193%
t.coco 8.42989906681342% 9.75767148883778% 8.7124831872359% 7.16056534629338% 6.26974207580595% 6.83197820921279%
t.aaaf 6.28311824295232% 8.1724364758165% 6.94060101408492% 6.23224150791394% 5.84256598337106% 6.4501853536825%
t.aaae 7.14222135945245% 9.75036513458362% 9.80419562921279% 8.06830716874557% 7.60403153863228% 8.00050094129158%
t.aaad 6.94813108264802% 10.0206416055934% 9.85763118480595% 8.28826186201551% 8.10561835702236% 8.27886973725163%
t.aaac 7.00268253096224% 9.99950520833758% 9.64529377252201% 7.85703053831892% 7.46270701730034% 7.19368284867638%
t.aaab 6.66754480835866% 10.0060568330195% 9.61699775871723% 7.83572073166279% 7.44065384541215% 7.19514149115795%
t.aaaa 6.39240788086459% 9.13220356761432% 8.76542790293958% 7.27638009924055% 6.98794653139115% 6.82472308411065%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.acap 0.87 0.59 0.54 0.50 0.51 0.44
Peer Group* average
60% Equity / 40% Bonds 0.79 0.72 0.69 0.67 0.65 0.65
Global Equities (ACWI) 0.98 0.93 0.94 0.94 1.00  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.79 0.72 0.69 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 0.352940911096158 0.220326119347265 0.141205602995493 0.12351105493884 0.0917158979910783 0
t.dbnd 0.484275121252264 0.375607124969824 0.234417214412757 0.174123317037381 0 0
t.qaro 0.878196458158332 0.651169537038805 0.422333846635905 0.350377913820445 0.28461633740781 0.241602251102761
t.acap 0.865653142087777 0.585679235912433 0.544717631685018 0.501435016314207 0.508305114669648 0.441861593189879
t.trdd 0.558694942272676 0.548551250576056 0.482114112788896 0.480601384991726 0.403017526547452 0.356979203162776
t.shar 0.570699914553843 0.513281692302658 0.47053053795954 0.444116795645217 0.405623111526051 0.372065967500362
t.tris 0.550475468815434 0.522275616542835 0.420151799856259 0.393453682813751 0.334739324709254 0.324042349347975
t.tret 0.56624654078131 0.554347759100167 0.480608078846196 0.478479524661201 0.401633490876816 0.356148607382458
t.rsop 0.921341963494879 0.793347563831219 0.738425545560257 0.700292599253193 0.707094446976024 0.717516886776111
t.rpcl 0.807228158277291 0.627040009642106 0.542607458695741 0.463949965142525 0.388158731482821 0.350046057287243
t.risd 0.545562878776401 0.508761069902462 0.43730418010533 0.387982846808317 0.327276766976682 0.309358843670675
t.mva3 0.68911317728261 0.585940503542164 0.491706573666101 0.426224337574566 0.396451745287944 0.363424553155867
t.mva2 0.686010991196562 0.562375099341115 0.444330679447562 0.370135436824501 0.316435799921508 0.280084915450037
t.mca2 0.841835378573941 0.683365949829762 0.564602356662408 0.505180324177097 0.442300594667106 0.424370043592657
t.mca1 0.776587188175422 0.620173783594237 0.502352565445976 0.433166931886113 0.388900122365185 0.37434920291917
t.madd 0.57694318769984 0.522374306470582 0.442782374839524 0.386762704684995 0.325540321200829 0.306914759575594
t.loss 0.360569807341803 0.44836504624711 0.391590086109504 0.365711785264248 0.315915025467279 0.323836780512574
t.eqrc 0.859778587312452 0.712489559550502 0.591771845976227 0.535952475184224 0.473298684061684 0.459473189739518
t.cvar 0.41966558071185 0.432981602192635 0.362850933072736 0.32883307411275 0.290497043156479 0.287838394364276
t.cdar 0.647188544524933 0.489195243668974 0.45327648846573 0.428371089586936 0.364033119467784 0.341729900190474
t.srt3 0.93412703209455 0.406459120275294 0.461307927708546 0.578238469528968 0.583042233548468 0
t.srt5 1.24081346759758 0.902106241008331 0.918932524857001 0.930921259119914 0.96950398254441 0
t.srrs 0.806785563435218 0.684706075768562 0.626251451119022 0.643490269058985 0.652564791498795 0
t.srqr 2.53418867606724 1.79451420544791 1.61358372823903 1.54971823278881 1.49738876727382 0
t.pure 1.02698446073123 0.981107327467789 0.768205784506812 0.647271879864601 0.551195690685065 0.550388907299045
t.frs4 0.407787451454636 0.335016078339899 0.305092526133233 0.310756374679291 0.380373406765459 0.339883662710545
t.frs3 0.538404469891247 0.398661960001485 0.337840180716447 0.366647885755756 0.437668435237207 0.393620881066388
t.frs2 0.615163393155254 0.383729741802245 0.347719784497574 0.416589023991587 0.487418815579482 0.455137824707948
t.frs1 0.693903129713261 0.466749325080476 0.407149211303866 0.433484873107428 0.508045817037272 0.412893941103684
t.eqwt 0.969308080088917 0.838552133198434 0.783709642423305 0.753646382935654 0.770146722508724 0.809315969184038
t.sort 0.563533423004853 0.513406745641706 0.471031528956713 0.44271838217272 0.408168679728653 0.373348820787321
t.rpba 0.913870030779493 0.784422672077459 0.731581563199716 0.690333822241477 0.698217610468409 0.704014331271175
t.mvar 0.582278498707065 0.529351051098709 0.45609872337377 0.40074425944672 0.3338895576247 0.314300289616038
t.madm 0.57694318769984 0.522374306470582 0.442782374839524 0.387207931134875 0.32584160328018 0.307159304946112
t.dist 0.859151851600825 0.67162109878707 0.586977950452764 0.511661517841896 0.442677032460567 0.430321311125119
t.mdiv 0.787600243861593 0.627904133121532 0.507036115333526 0.444587516550436 0.361552799260109 0.343950446017136
t.coco 0.866824147496654 0.685588967631542 0.590789805929586 0.530255245033992 0.451059705403914 0.45674975652862
t.aaaf 0.568312416291456 0.526184783785975 0.408735719291641 0.392977560075045 0.388578317791719 0.384537357020957
t.aaae 0.765533184588344 0.654015419950586 0.67265545758146 0.619106192358168 0.610630514967913 0.599260922126564
t.aaad 0.620236264831317 0.62522794911934 0.581437782515371 0.55475466798582 0.577969162861372 0.543127537006304
t.aaac 0.638449534015179 0.584740396303099 0.548064257515188 0.493314307628005 0.463275376623735 0.429606146855114
t.aaab 0.633569436954737 0.583470710814608 0.549168822105332 0.49250458719353 0.46269899276194 0.429994493295319
t.aaaa 0.598408198720109 0.545174652236775 0.530919435828517 0.477727427464896 0.449416046559384 0.423145230794097


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.96 0.83 0.82 0.73 0.70
to S&P500 (SPY) 0.94 0.80 0.81 0.72 0.70 0.61
to U.S. Bonds (BND) 0.81 0.77 0.67 0.66 0.55 0.56
to Commodities (DBC) 0.10 0.09 0.35 0.19 0.31 0.29
to Gold (GLD) 0.33 0.45 0.44 0.36 0.39 0.47


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -3.0% 4.6% 2.6% -1.6%
2023 3.3% 7.9% -3.2% -5.6% -2.1% 2.5% 3.3% -1.6% 0.9% 2.1% -4.4% 4.9%
2022 -2.0% 4.8% -3.0% -5.9% -4.1% 1.1% -1.1% -2.4% -5.0% 1.5% -2.7% -5.9%
2021 4.1% -0.0% 5.5% -4.4% 1.6% 3.5% 3.1% 0.5% 5.2% 1.5% 0.2% -1.5%
2020 1.7% 5.0% -2.0% -3.5% 1.9% 4.2% 0.9% 1.1% 2.6% -10.7% -5.2% 1.9%
2019 2.4% -0.3% 2.0% 0.2% 3.3% 1.1% 3.2% 0.2% 0.6% 4.1% -0.4% 4.3%
2018 -3.6% 2.8% -4.3% -1.6% 2.4% 1.0% 0.5% 0.7% -0.6% -0.3% -4.5% 1.5%
2017 1.1% 2.0% 0.2% -0.5% 1.1% 0.9% 1.2% 0.9% 0.9% -1.0% 3.0% 0.8%
2016 2.1% -2.1% -3.5% -0.4% -2.3% 3.3% 5.4% -1.3% 0.9% 3.2% 1.4% 1.8%
2015 0.4% -0.6% 1.6% 0.8% -4.4% 4.2% -3.6% -0.5% -2.8% 0.4% -1.4% 4.6%
2014 1.6% 2.6% 5.0% -3.2% 3.9% -0.2% 1.0% 2.6% 2.0% 0.7% 3.4% 2.4%
2013 0.3% -1.7% 3.5% 2.4% -3.8% 1.3% -2.2% -3.5% 4.4% 2.1% 1.2% 2.8%
2012 0.7% -0.1% -1.9% -0.6% 0.4% 2.3% 2.6% -0.5% 2.3% 1.4% 0.2% 0.5%
2011 -2.2% 0.9% 1.1% -9.6% 0.4% 2.7% -2.5% -0.5% 5.9% -0.0% 4.7% -0.3%
2010 4.6% 0.1% 4.1% 6.1% -0.0% 3.8% -2.7% -3.4% 4.9% 5.3% 4.0% -3.5%
2009 0.7% 8.5% -0.9% 5.3% 6.0% 3.6% -1.9% 2.0% -2.9% 1.4% -1.0% -6.9%
2008 8.0% 10.0% -11.5% 0.5% -1.9% 0.8% -1.6% -0.4% -2.9% -1.1% 2.6% 2.7%
2007 1.9% -0.5% 3.1% 1.4% 1.8% -2.6% -4.2% 0.2% 2.2% -0.7% -0.4% 3.1%
2006 -1.2% 3.1% 3.3% 0.1% 1.4% 2.5% 0.4% -2.6% 3.3% 3.3% 0.4% 6.6%
2005 1.7% 4.8% -2.0% -0.5% -0.5% 2.5% 2.3% 0.9% 1.7% -1.7% 2.8% -4.9%
2004 1.8% 4.2% 2.8% 0.6% 4.1% -0.4% 1.9% 1.3% -5.8% 1.5% 0.3% 2.7%
2003 4.2% 2.8% 2.3% 2.6% 1.7%
Monthly Allocation
Month Allocations
202405 SPY,33.33,GLD,33.34,VNQ,33.33
202404 SPY,33.33,GLD,33.34,VNQ,33.33
202403 SPY,33.33,GLD,33.34,VNQ,33.33
202402 SPY,33.33,GLD,33.34,VNQ,33.33
202401 SPY,33.33,GLD,33.34,VNQ,33.33
202312 SPY,33.33,IEF,33.33,GLD,33.34
202311 SPY,33.33,IEF,33.34,TLT,33.33
202310 SPY,33.33,IEF,33.34,TLT,33.33
202309 SPY,33.33,GLD,33.34,VNQ,33.33
202308 SPY,33.33,GLD,33.34,VNQ,33.33
202307 SPY,33.33,GLD,33.34,VNQ,33.33
202306 SPY,33.33,GLD,33.34,VNQ,33.33
202305 SPY,33.33,GLD,33.34,VNQ,33.33
202304 SPY,33.33,GLD,33.34,VNQ,33.33
202303 SPY,33.34,TLT,33.33,VNQ,33.33
202302 SPY,33.34,TLT,33.33,VNQ,33.33
202301 IEF,66.67,TLT,33.33
202212 IEF,66.67,TLT,33.33
202211 IEF,66.67,TLT,33.33
202210 IEF,66.67,TLT,33.33
202209 IEF,66.67,TLT,33.33
202208 IEF,66.67,TLT,33.33
202207 IEF,66.67,GLD,33.33
202206 IEF,66.67,GLD,33.33
202205 IEF,33.33,GLD,33.34,VNQ,33.33
202204 SPY,33.33,GLD,33.34,VNQ,33.33
202203 SPY,33.34,TLT,33.33,VNQ,33.33
202202 SPY,33.34,TLT,33.33,VNQ,33.33
202201 SPY,33.34,TLT,33.33,VNQ,33.33
202112 SPY,33.34,TLT,33.33,VNQ,33.33
202111 SPY,33.34,TLT,33.33,VNQ,33.33
202110 SPY,33.34,TLT,33.33,VNQ,33.33
202109 SPY,33.34,TLT,33.33,VNQ,33.33
202108 SPY,33.34,TLT,33.33,VNQ,33.33
202107 SPY,33.34,TLT,33.33,VNQ,33.33
202106 SPY,33.34,TLT,33.33,VNQ,33.33
202105 SPY,33.34,TLT,33.33,VNQ,33.33
202104 SPY,33.34,TLT,33.33,VNQ,33.33
202103 SPY,33.34,TLT,33.33,VNQ,33.33
202102 SPY,33.34,TLT,33.33,VNQ,33.33
202101 SPY,33.34,TLT,33.33,VNQ,33.33
202012 SPY,33.34,TLT,33.33,VNQ,33.33
202011 SPY,33.33,GLD,33.34,VNQ,33.33
202010 SPY,33.33,GLD,33.34,VNQ,33.33
202009 SPY,33.33,GLD,33.34,VNQ,33.33
202008 SPY,33.33,IEF,33.33,GLD,33.34
202007 IEF,66.67,GLD,33.33
202006 IEF,66.67,GLD,33.33
202005 IEF,66.67,GLD,33.33
202004 IEF,66.67,GLD,33.33
202003 SPY,33.33,GLD,33.34,VNQ,33.33
202002 SPY,33.33,GLD,33.34,VNQ,33.33
202001 SPY,33.33,GLD,33.34,VNQ,33.33
201912 SPY,33.33,GLD,33.34,VNQ,33.33
201911 SPY,33.33,GLD,33.34,VNQ,33.33
201910 SPY,33.33,GLD,33.34,VNQ,33.33
201909 SPY,33.33,GLD,33.34,VNQ,33.33
201908 SPY,33.33,GLD,33.34,VNQ,33.33
201907 SPY,33.33,GLD,33.34,VNQ,33.33
201906 SPY,33.34,TLT,33.33,VNQ,33.33
201905 SPY,33.34,TLT,33.33,VNQ,33.33
201904 SPY,33.34,TLT,33.33,VNQ,33.33
201903 IEF,33.34,TLT,33.33,VNQ,33.33
201902 IEF,33.34,TLT,33.33,VNQ,33.33
201901 IEF,33.34,TLT,33.33,VNQ,33.33
201812 SPY,33.34,TLT,33.33,VNQ,33.33
201811 SPY,33.34,TLT,33.33,VNQ,33.33
201810 TLT,33.33,VNQ,33.33,SPY,33.34
201809 SPY,33.34,TLT,33.33,VNQ,33.33
201808 TLT,33.33,VNQ,33.33,SPY,33.34
201807 TLT,33.33,SPY,33.34,VNQ,33.33
201806 SPY,33.33,TLT,33.33,IEF,33.34
201805 SPY,33.33,GLD,33.34,IEF,33.33
201804 IEF,33.33,SPY,33.33,GLD,33.34
201803 GLD,33.34,IEF,33.33,SPY,33.33
201802 GLD,33.34,VNQ,33.33,SPY,33.33
201801 VNQ,33.33,GLD,33.34,SPY,33.33
201712 VNQ,33.33,SPY,33.33,GLD,33.34
201711 VNQ,33.33,GLD,33.34,SPY,33.33
201710 VNQ,33.33,GLD,33.34,SPY,33.33
201709 SPY,33.33,GLD,33.34,VNQ,33.33
201708 TLT,33.33,VNQ,33.33,SPY,33.34
201707 TLT,33.33,VNQ,33.33,SPY,33.34
201706 SPY,33.33,TLT,33.33,VNQ,33.34
201705 SPY,33.33,TLT,33.33,VNQ,33.34
201704 SPY,33.33,TLT,33.33,VNQ,33.34
201703 SPY,33.33,TLT,33.33,VNQ,33.34
201702 SPY,33.33,TLT,33.33,VNQ,33.34
201701 SPY,33.33,TLT,33.33,VNQ,33.34
201612 SPY,33.33,TLT,33.33,VNQ,33.34
201611 SPY,33.33,GLD,33.33,VNQ,33.34
201610 SPY,33.33,GLD,33.33,VNQ,33.34
201609 SPY,33.33,GLD,33.33,VNQ,33.34
201608 SPY,33.33,GLD,33.33,VNQ,33.34
201607 SPY,33.33,GLD,33.33,VNQ,33.34
201606 SPY,33.33,GLD,33.33,VNQ,33.34
201605 IEF,33.33,GLD,33.33,VNQ,33.34
201604 IEF,33.33,GLD,33.33,VNQ,33.34
201603 IEF,33.33,GLD,33.33,VNQ,33.34
201602 IEF,33.33,TLT,33.33,VNQ,33.34
201601 IEF,33.33,TLT,33.33,VNQ,33.34
201512 IEF,33.33,TLT,33.33,VNQ,33.34
201511 IEF,33.33,TLT,33.33,VNQ,33.34
201510 IEF,33.33,TLT,33.33,VNQ,33.34
201509 SPY,33.33,TLT,33.33,VNQ,33.34
201508 SPY,33.33,TLT,33.33,VNQ,33.34
201507 SPY,33.33,TLT,33.33,VNQ,33.34
201506 SPY,33.33,TLT,33.33,VNQ,33.34
201505 SPY,33.33,TLT,33.33,VNQ,33.34
201504 SPY,33.33,TLT,33.33,VNQ,33.34
201503 SPY,33.33,TLT,33.33,VNQ,33.34
201502 SPY,33.33,TLT,33.33,VNQ,33.34
201501 SPY,33.33,TLT,33.33,VNQ,33.34
201412 SPY,33.33,TLT,33.33,VNQ,33.34
201411 SPY,33.33,TLT,33.33,VNQ,33.34
201410 SPY,33.33,TLT,33.33,VNQ,33.34
201409 SPY,33.33,TLT,33.33,VNQ,33.34
201408 SPY,33.33,TLT,33.33,VNQ,33.34
201407 SPY,33.33,TLT,33.33,VNQ,33.34
201406 SPY,33.33,TLT,33.33,VNQ,33.34
201405 SPY,33.33,TLT,33.33,VNQ,33.34
201404 SPY,33.33,TLT,33.33,VNQ,33.34
201403 SPY,33.33,TLT,33.33,VNQ,33.34
201402 SPY,33.33,TLT,33.33,VNQ,33.34
201401 SPY,33.33,TLT,33.33,VNQ,33.34
201312 SPY,33.33,TLT,33.33,VNQ,33.34
201311 SPY,33.33,TLT,33.33,VNQ,33.34
201310 SPY,33.33,TLT,33.33,VNQ,33.34
201309 SPY,33.33,TLT,33.33,VNQ,33.34
201308 SPY,33.33,TLT,33.33,VNQ,33.34
201307 SPY,33.33,TLT,33.33,VNQ,33.34
201306 SPY,33.33,TLT,33.33,VNQ,33.34
201305 SPY,33.33,TLT,33.33,VNQ,33.34
201304 SPY,33.33,TLT,33.33,VNQ,33.34
201303 SPY,33.33,TLT,33.33,VNQ,33.34
201302 SPY,33.33,TLT,33.33,VNQ,33.34
201301 SPY,33.33,GLD,33.33,VNQ,33.34
201212 SPY,33.33,GLD,33.33,VNQ,33.34
201211 SPY,33.33,GLD,33.33,VNQ,33.34
201210 SPY,33.33,GLD,33.33,VNQ,33.34
201209 SPY,33.33,TLT,33.33,VNQ,33.34
201208 SPY,33.33,TLT,33.33,VNQ,33.34
201207 SPY,33.33,TLT,33.33,VNQ,33.34
201206 SPY,33.33,TLT,33.33,VNQ,33.34
201205 SPY,33.33,TLT,33.33,VNQ,33.34
201204 SPY,33.33,TLT,33.33,VNQ,33.34
201203 SPY,33.33,TLT,33.33,VNQ,33.34
201202 SPY,33.33,TLT,33.33,VNQ,33.34
201201 IEF,66.67,TLT,33.33
201112 IEF,66.67,GLD,33.33
201111 IEF,66.67,GLD,33.33
201110 IEF,66.67,GLD,33.33
201109 SPY,33.33,GLD,33.33,VNQ,33.34
201108 SPY,33.33,GLD,33.33,VNQ,33.34
201107 SPY,33.33,GLD,33.33,VNQ,33.34
201106 SPY,33.33,GLD,33.33,VNQ,33.34
201105 SPY,33.33,GLD,33.33,VNQ,33.34
201104 SPY,33.33,GLD,33.33,VNQ,33.34
201103 SPY,33.33,GLD,33.33,VNQ,33.34
201102 SPY,33.33,GLD,33.33,VNQ,33.34
201101 SPY,33.33,GLD,33.33,VNQ,33.34
201012 SPY,33.33,GLD,33.33,VNQ,33.34
201011 SPY,33.33,GLD,33.33,VNQ,33.34
201010 SPY,33.33,GLD,33.33,VNQ,33.34
201009 SPY,33.33,GLD,33.33,VNQ,33.34
201008 SPY,33.33,GLD,33.33,VNQ,33.34
201007 SPY,33.33,GLD,33.33,VNQ,33.34
201006 SPY,33.33,GLD,33.33,VNQ,33.34
201005 SPY,33.33,GLD,33.33,VNQ,33.34
201004 SPY,33.33,GLD,33.33,VNQ,33.34
201003 SPY,33.33,GLD,33.33,VNQ,33.34
201002 SPY,33.33,GLD,33.33,VNQ,33.34
201001 SPY,33.33,GLD,33.33,VNQ,33.34
200912 SPY,33.33,GLD,33.33,VNQ,33.34
200911 SPY,33.33,GLD,33.33,VNQ,33.34
200910 SPY,33.33,GLD,33.33,VNQ,33.34
200909 SPY,33.33,GLD,33.33,VNQ,33.34
200908 SPY,33.33,GLD,33.33,VNQ,33.34
200907 SPY,33.33,IEF,33.33,GLD,33.34
200906 SPY,33.33,IEF,33.33,GLD,33.34
200905 IEF,66.67,GLD,33.33
200904 IEF,66.67,GLD,33.33
200903 IEF,66.67,GLD,33.33
200902 IEF,66.67,TLT,33.33
200901 IEF,66.67,TLT,33.33
200812 IEF,66.67,TLT,33.33
200811 IEF,66.67,TLT,33.33
200810 IEF,33.33,TLT,33.33,VNQ,33.34
200809 IEF,33.33,TLT,33.33,VNQ,33.34
200808 IEF,33.33,GLD,33.33,VNQ,33.34
200807 IEF,33.33,GLD,33.33,VNQ,33.34
200806 IEF,33.33,GLD,33.33,VNQ,33.34
200805 IEF,33.33,GLD,33.33,VNQ,33.34
200804 IEF,66.67,GLD,33.33
200803 IEF,66.67,GLD,33.33
200802 IEF,66.67,GLD,33.33
200801 SPY,33.33,IEF,33.33,GLD,33.34
200712 SPY,33.33,IEF,33.33,GLD,33.34
200711 SPY,33.33,IEF,33.33,GLD,33.34
200710 SPY,33.33,IEF,33.33,GLD,33.34
200709 SPY,33.33,IEF,33.33,TLT,33.34
200708 SPY,33.33,IEF,33.33,TLT,33.34
200707 SPY,33.33,TLT,33.33,VNQ,33.34
200706 SPY,33.33,GLD,33.33,VNQ,33.34
200705 SPY,33.33,GLD,33.33,VNQ,33.34
200704 SPY,33.33,GLD,33.33,VNQ,33.34
200703 SPY,33.33,GLD,33.33,VNQ,33.34
200702 SPY,33.33,TLT,33.33,VNQ,33.34
200701 SPY,33.33,TLT,33.33,VNQ,33.34
200612 SPY,33.33,TLT,33.33,VNQ,33.34
200611 SPY,33.33,TLT,33.33,VNQ,33.34
200610 SPY,33.33,TLT,33.33,VNQ,33.34
200609 SPY,33.33,GLD,33.33,VNQ,33.34
200608 SPY,33.33,GLD,33.33,VNQ,33.34
200607 SPY,33.33,GLD,33.33,VNQ,33.34
200606 SPY,33.33,GLD,33.33,VNQ,33.34
200605 SPY,33.33,GLD,33.33,VNQ,33.34
200604 SPY,33.33,GLD,33.33,VNQ,33.34
200603 SPY,33.33,GLD,33.33,VNQ,33.34
200602 SPY,33.33,GLD,33.33,VNQ,33.34
200601 SPY,33.33,GLD,33.33,VNQ,33.34
200512 SPY,33.33,GLD,33.33,VNQ,33.34
200511 SPY,33.33,GLD,33.33,VNQ,33.34
200510 SPY,33.33,GLD,33.33,VNQ,33.34
200509 SPY,33.33,TLT,33.33,VNQ,33.34
200508 SPY,33.33,TLT,33.33,VNQ,33.34
200507 SPY,33.33,TLT,33.33,VNQ,33.34
200506 SPY,33.33,TLT,33.33,VNQ,33.34
200505 SPY,33.33,GLD,33.33,VNQ,33.34
200504 SPY,33.33,GLD,33.33,VNQ,33.34
200503 SPY,33.33,GLD,33.33,VNQ,33.34
200502 SPY,33.33,GLD,33.33,VNQ,33.34
200501 SPY,33.33,GLD,33.33,VNQ,33.34
200412 SPY,33.33,GLD,33.33,VNQ,33.34
200411 SPY,33.33,GLD,33.33,VNQ,33.34
200410 SPY,33.33,TLT,33.33,VNQ,33.34
200409 SPY,33.33,TLT,33.33,VNQ,33.34
200408 SPY,33.33,TLT,33.33,VNQ,33.34
200407 SPY,33.33,TLT,33.33,VNQ,33.34
200406 SPY,33.33,TLT,33.33,VNQ,33.34
200405 SPY,33.33,GLD,33.33,VNQ,33.34
200404 SPY,33.33,GLD,33.33,VNQ,33.34
200403 SPY,33.33,GLD,33.33,VNQ,33.34
200402 SPY,33.33,GLD,33.33,VNQ,33.34
200401 SPY,33.33,GLD,33.33,VNQ,33.34
200312 SPY,33.33,GLD,33.33,VNQ,33.34
200311 SPY,33.33,GLD,33.33,VNQ,33.34
200310 SPY,33.33,GLD,33.33,VNQ,33.34
200309 SPY,33.33,GLD,33.33,VNQ,33.34
200308 SPY,33.33,GLD,33.33,VNQ,33.34

Upgrade to RecipeInvesting Premium to view the complete monthly performance history for this Portfolio Recipe. Learn more.




Disclaimer: This report is provided "as is" for informational purposes only. VizMetrics Inc. is a publisher and none of our content constitutes a recommendation that any particular investment is suitable for any specific person. Neither VizMetrics nor any of its information providers is liable for errors, omissions, or for any actions taken based on this information. This report is subject to the VizMetrics Terms of Service. Contact us if you wish to learn more about this or other VizMetrics reports, please visit www.vizmetrics.com Copyright © 2024, VizMetrics Inc. All rights reserved. Unauthorized reproduction or distribution prohibited.