Minimum CDaR (Conditional Drawdown at Risk) Portfolio

for period ending June 30, 2025


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  Overview

t.cdar 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   Minimum CDaR (Conditional Drawdown at Risk) Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that minimizes risk (as measured by conditional drawdown at risk) while also maximizing total return. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to minimize the conditional drawdown at risk (CDaR) while also maximizing total return.

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 8 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 Minimum CDaR (Conditional Drawdown at Risk) Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 8 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: 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, and Gold.

  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.

  3. VizMetrics runs the VizMetrics Min CDaR investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and conditional drawdown at risk.

  4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.

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 step-by-step instructions on buying the underlying funds, see the article "How to Invest"

Recipe ingredients, updated June 30, 2025 and used for July 2025 allocation:

🔒 Exact Portfolio Weights Locked

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  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 June 30, 2025

5-year graph

● t.cdar ● 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.cdar 5.4% 2.1% 8.4% 8.7% 6.6% 7.2% 9.1% 9.5%
Peer Group* average
60% Equity / 40% Bonds 5.1% 3.7% 11.6% 12.3% 9.1% 8.6% 9.7% 7.8%
Global Equities (ACWI) 10.3% 4.8% 16.3% 17.3% 13.7% 10.2% 10.7%  
U.S. Equities (SPY) 6.1% 5.1% 14.9% 19.6% 16.6% 13.5% 14.7% 10.6%
U.S. Bonds (BND) 4.0% 1.5% 6.1% 2.5% -0.8% 1.8% 2.2% 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 3.11990973206973% 2.78426777006551% 8.69620504015165% 6.62961808884988% 4.51573330782498% 3.99363426807169% 4.86573555835617% 6.90133011858847%
t.dbnd 2.9472187977724% 0.672367913221894% 6.63951030482977% 8.84859230084412% 5.33936077000292% 5.07202839060878% 0% 0%
t.qaro 2.90450434394198% 1.53458406060728% 9.22887770013794% 12.982963589397% 6.08662869883918% 6.05387673992128% 5.26530892159411% 4.87911135231824%
t.acap 11.245114260656% 2.07773400726306% 22.3609467761567% 8.91315379966451% 7.30555384523746% 6.12307438276078% 7.5327934308318% 8.34470555654276%
t.trdd 6.22434957718487% 2.63129627592582% 7.82874489803833% 2.72816040636872% 3.45239747033685% 4.74347555320531% 7.45328004808061% 8.77792616293478%
t.shar 8.26076683467731% 1.09665908917498% 10.736806691497% 5.05766303747568% 9.85508350588757% 7.7418155447746% 9.37274471416554% 10.1082452713881%
t.tris 9.40598872249592% 2.75536421985354% 11.0172659608334% 9.76665002072361% 8.6767382538151% 6.18648571636955% 7.37939750312624% 8.32439824774374%
t.tret 5.99412957318564% 2.80074691403232% 9.06105262707062% 3.89284856590302% 3.65116370389607% 5.34414898726243% 7.9742483881166% 9.07463623504239%
t.rsop 9.57762429412199% 3.48746193045622% 14.4569628195154% 12.7049306864859% 9.24032850259437% 8.625677395992% 9.68379701568474% 9.03856237641298%
t.rpcl 8.60713114079248% 2.85944746341916% 13.1582111552787% 9.83555457076433% 5.29427035150571% 6.31007580768441% 6.74620304223539% 8.06553369392669%
t.risd 6.15456337961811% 2.36199326302088% 6.58689037282822% 9.79760084951955% 5.98535786371015% 7.65842481094205% 8.78784435351236% 8.73739030697953%
t.mva3 10.488344124187% 2.56369279716789% 13.3080619036858% 11.4934508019737% 7.37321678014722% 7.97633192958735% 9.4960994541103% 9.72461418013082%
t.mva2 8.88564169250439% 2.49236723099588% 11.6216688551786% 8.87678996447039% 4.78647673352899% 6.46741933253916% 7.58380135008971% 8.31792224210481%
t.mca2 8.33835660009252% 2.84628313199163% 12.3905902061282% 10.0035358347057% 6.30450116851908% 7.09429204466905% 7.77456112832025% 8.26432515006363%
t.mca1 8.47363934736889% 2.631847099757% 11.6249703420023% 8.1815471730966% 4.61591645687773% 6.32020389105514% 7.21517491865575% 7.87839340516296%
t.madd 8.55589947275928% 2.9946014004875% 13.5130948999381% 12.70560554959% 6.90463534705561% 7.74167724124788% 9.13836497692884% 9.06833357546182%
t.loss 9.13699760343332% 3.15412705568641% 10.5457597312951% 10.9808047503346% 5.52535568090382% 6.78157348519006% 8.60866767683912% 8.73032123764061%
t.eqrc 8.59473134055873% 3.04197041056101% 12.5699653437522% 10.3011467142626% 6.23883639999783% 7.18641994223048% 8.20089097251748% 8.63449395720013%
t.cvar 12.7887946393121% 4.04688410982077% 14.238743719337% 13.1731708394883% 5.45784725445673% 7.44348768814254% 8.75210770839789% 8.92238913522985%
t.cdar 5.43633643549479% 2.13190436354427% 8.41619675844647% 8.69643956791493% 6.56064326328945% 7.15130187881543% 9.14564420686625% 9.52387350351027%
t.srt3 -1.06046862913572% 2.96690989100818% -0.535040749035331% 7.36143651147825% 13.2550651742414% 9.03249778983877% 11.6122494858203% 0%
t.srt5 2.99016996255819% 3.1859927338783% 16.0921568999544% 18.3521441976784% 17.8875246783787% 12.4199256716751% 14.6982487123496% 0%
t.srrs 0.908480861553951% 2.87312690915023% 6.69099718993971% 8.13101615710006% 12.811309310579% 9.46685830752705% 10.7216381742919% 0%
t.srqr -16.5041588234153% 8.38% -11.8764603414817% 49.9300067031978% 36.2423658449203% 18.3516645161419% 23.5856364385747% 0%
t.pure 7.1985315203998% 6.38585101352367% -0.540849044131797% 8.86241896944937% 12.3170466063894% 7.96631445475204% 11.7808747851945% 15.2531863207934%
t.frs4 3.66809864425603% 2.43086794167693% 7.07899714365736% 3.93212206114508% 8.92958228758947% 5.92685301166089% 6.29347832321994% 7.09664662685279%
t.frs3 3.42780203282378% 3.04613777211409% 8.71952074153133% 5.63401709876314% 11.597988731827% 8.42392102327993% 8.93311150747125% 9.3397584247648%
t.frs2 2.1981252483771% 3.76827422943055% 8.01452388772879% 6.1704594693119% 13.2806003367859% 7.74125864437978% 8.42395592064409% 9.06183397436939%
t.frs1 -6.08816527075379% 2.39627208381397% 0.387361986315038% 2.83278342323088% 11.4556813466644% 7.87766700282537% 7.44465943406367% 9.35360195888766%
t.eqwt 10.0744811979701% 3.78499626742333% 15.814353293487% 12.887310131718% 9.34909380211259% 8.84572023829899% 9.66709525033669% 8.77903999754224%
t.sort 7.76346405343007% 1.01163767831075% 7.98622731853147% 4.56267417765297% 9.86690082181356% 7.44574530380331% 8.98308495481093% 9.75947361329357%
t.rpba 9.67734456158622% 3.44713524382509% 15.0018701870885% 12.8112431773906% 9.31823206217779% 8.67088828028919% 9.81826460208386% 9.24236921179826%
t.mvar 6.8097857268046% 2.80074691403232% 9.900309660018% 12.2482189565298% 7.102412108141% 8.02074068233951% 9.29295206877181% 9.21457784398041%
t.madm 8.55589947275928% 2.9946014004875% 13.5130948999381% 12.70560554959% 6.90463534705561% 7.74167724124788% 9.16342404430202% 9.08711527713375%
t.dist 8.30802851107213% 3.0553546331162% 14.3464742075466% 9.77501069604127% 5.17702159956828% 6.48503830970033% 6.88561009794861% 8.08417332264961%
t.mdiv 7.63372223824237% 2.62125185564258% 10.4821596005846% 8.52647494527805% 4.11098134043089% 5.44976796133205% 7.45223095271283% 8.12987716463536%
t.coco 8.60331196137953% 3.04261611759671% 13.0641464016638% 9.95000347630428% 6.12784472261079% 6.56977795288163% 7.99652568659028% 8.49030477206714%
t.aaaf 7.39523228336361% 3.65062830197262% 13.5418987433127% 11.1715482736974% 11.9406204182644% 11.8462192076104% 13.6567847139119% 14.0682106980587%
t.aaae 14.8646401800489% 4.64668034071755% 19.9825348176495% 12.5580408157151% 11.2434083200942% 9.49145050107998% 9.45266267820595% 11.3785255963257%
t.aaad 10.4031519384674% 3.17708260900271% 15.9604102006282% 9.61373894188871% 12.9558250929235% 8.11242764055835% 10.3362819853164% 11.9215412208618%
t.aaac 10.6496097933157% 2.89541704195404% 15.3500360842972% 10.3952332309236% 6.75593547045816% 6.83800086192092% 7.54531187452363% 9.71760971217732%
t.aaab 9.92786965187786% 2.7948149621307% 13.6600344849789% 9.78451264186173% 6.50423748922455% 6.81059301071569% 7.52797581506977% 9.74218057746992%
t.aaaa 10.6582550292601% 4.1984204790299% 15.5470792490586% 11.6368629084993% 9.45399126239215% 8.45425210699802% 8.34437225242668% 10.3257184764981%
Historical Return
 
t.cdar 18.7% 7.6% -15.8% 20.6% 5.6%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521% 11.5825590950859%
t.dbnd 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128% 6.77884085824092%
t.qaro 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938% 15.7258541483237%
t.acap -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014% 18.8919118413825%
t.trdd 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483% 12.330800445662%
t.shar 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971% 9.37014151732831%
t.tris 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608% 11.3116777031029%
t.tret 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361% 15.3676372978931%
t.rsop 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708% 12.2112091066751%
t.rpcl 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237% 10.0481112617687%
t.risd 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895% 11.5426178845947%
t.mva3 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745% 13.2038730305259%
t.mva2 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343% 9.43018592425233%
t.mca2 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823% 10.8635090904715%
t.mca1 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719% 8.89676094816407%
t.madd 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.loss 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609% 14.5631900085841%
t.eqrc 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003% 10.9020053462146%
t.cvar 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877% 16.8746265767511%
t.cdar 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302% 5.59945701004214%
t.srt3 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461% 26.2639170725895%
t.srt5 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008% 32.8389664356036%
t.srrs 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461% 15.4469423586743%
t.srqr 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702% 125.323401507358%
t.pure 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725% -5.72415932121767%
t.frs4 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433% 6.79526875321188%
t.frs3 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423% 9.46819022445564%
t.frs2 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841% 14.0715255505641%
t.frs1 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695% 23.1724247337602%
t.eqwt 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999% 11.7937656754764%
t.sort 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745% 6.89679953365077%
t.rpba 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314% 12.8699463678829%
t.mvar 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272% 15.3676372978931%
t.madm 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.dist 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213% 10.0343657687947%
t.mdiv 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072% 11.7338690409823%
t.coco 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217% 13.3439354565112%
t.aaaf 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544% 21.8818661945352%
t.aaae 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437% 12.2647858438666%
t.aaad 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487% 9.9986742408138%
t.aaac 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292% 13.9750764888248%
t.aaab 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619% 12.9710561861616%
t.aaaa 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768% 13.3370641149433%


  Compare: Risk vs. Return

for period ending June 30, 2025

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

Maximum Drawdown vs. Annual Return
● t.cdar ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.cdar ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.cdar ● 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.cdar risk vs. 60/40 Worse Worse Worse Better Better Better
t.cdar return vs. 60/40 Worse Worse Worse Worse Worse Better
Risk-Return Quadrant
SE SE SE SW SW NW
Risk-Return Direction 160° 166° 173° 198° 212° 351°
Risk-Return Magnitude 3.4 3.8 2.6 1.5 0.6 1.7
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.cdar 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.cdar -5.1% -10.2% -9.1% -4.1% -1.8% 2.3%
Peer Group* average
60% Equity / 40% Bonds -0.4% -5.0% -5.3% -2.1% -1.1% 0.3%
Global Equities (ACWI) 3.7% -1.7% -2.3% -3.0% -4.2%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -6.5% -20.7% -24.3% -13.0% -11.1% -4.7%
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 -2.35122086054567% -11.4875932946087% -10.7914357289498% -7.24396880167488% -6.55535771709692% 1.02903236717938%
t.dbnd -3.58169802975167% -8.06890303761682% -9.22577711057283% -4.13153112860866% 0% 0%
t.qaro -3.62502284252741% -4.65470869249817% -9.59432667008473% -5.89032693168417% -7.81831821541921% -4.23842464322485%
t.acap 17.231579484532% -9.51358484059593% -7.79377779941225% -5.65494640419328% -4.79561125662978% 0.255955838209371%
t.trdd -5.12583678441902% -17.5560003097065% -13.1700492948423% -7.78434708413865% -4.53756080941884% 1.24935758949526%
t.shar -1.56293677968234% -14.7091643218127% -5.09398441775738% -3.62487904506453% -2.34994527191096% 1.71621489297359%
t.tris -1.28698682676884% -8.30668513996397% -5.94666810666582% -5.58620954212872% -5.21980727628115% 0.0861180458197026%
t.tret -3.53369651258199% -16.0541040004428% -12.9071380321886% -6.93741767438421% -3.69961037911627% 1.84100458472248%
t.rsop 4.42363939745692% -5.82054806310545% -6.09969026340523% -3.05585982889436% -2.7567581205321% 0.295114466528872%
t.rpcl 1.65833375377593% -8.85078017657698% -10.7154487232387% -5.44049395687794% -5.71855203963947% 0.427051805123885%
t.risd -7.25852006840673% -8.44119150614457% -9.62898748699037% -2.78372575643451% -1.46415607483248% 2.37635808016938%
t.mva3 2.9899500656628% -6.34512009095564% -7.75748968684843% -2.49382777998042% -0.939397717349232% 3.43412221652113%
t.mva2 0.0110652343446453% -9.72472224025955% -11.2983571655574% -4.78786008374586% -3.83077126613436% 1.23647284259087%
t.mca2 1.4458895196848% -8.59305074972857% -9.38995320121146% -4.12147336783388% -3.73091737790427% 1.05600159399174%
t.mca1 0.0287761757850209% -10.7512750912192% -11.5883556282851% -5.15936960888188% -4.56303924588375% 0.528926010259523%
t.madd 3.76735942749415% -4.43157236459356% -8.33476928862207% -2.57949427318623% -0.669898888496576% 3.02719441503042%
t.loss -1.20293911551282% -6.41259286028634% -10.2836479579443% -4.27054936098233% -2.09998994207253% 1.91701465851598%
t.eqrc 1.74989759950254% -8.34206218116493% -9.52052544952958% -4.05036544253996% -3.09905584046425% 1.55229451795124%
t.cvar 4.10783718741726% -4.31382507382851% -10.486412569043% -3.32281687035162% -1.99849788547613% 2.38519486576291%
t.cdar -5.12964456769408% -10.1588165282422% -9.09643040943912% -4.05516992877517% -1.77482832109361% 2.28654467199651%
t.srt3 -14.1294712243783% -12.2240852517915% -3.65053028711614% -4.30415813394518% -3.00750533701475% 0%
t.srt5 -0.167633478530416% -2.28065508278665% 0.127382609319847% -1.64460261807428% -1.43085498998887% 0%
t.srrs -8.17249976666455% -10.666926807956% -1.72484681386281% -1.96304727626309% -1.20522439522679% 0%
t.srqr -19.7567982800709% 1.20873348654168% -0.663466792531274% -4.4083337829459% -3.58866410514525% 0%
t.pure -14.7280394598743% -11.2310681518392% -5.96983409052797% -6.21851210150599% -4.24615315857952% 2.39811699058477%
t.frs4 -6.24245636054308% -17.4271655827509% -3.34578412256026% -3.90845523862415% -4.31293904285364% 0.753368368805786%
t.frs3 -5.15820012173618% -13.8941285458475% -0.68110765426913% -0.720890108616826% -1.30038191638944% 2.87200232154731%
t.frs2 -6.69416983611654% -13.1353010322017% 0.753670782743606% -3.40212045506965% -3.80545448129656% 0.577567212956254%
t.frs1 -13.8134134280565% -17.3384174041829% -5.29371836079199% -5.12900042990859% -7.04904621118306% -1.17950697296197%
t.eqwt 5.56090817232433% -5.98020426654185% -6.2573867413561% -3.2110817176346% -3.38051564783498% -0.847480519371548%
t.sort -5.56527115037204% -15.3967213503041% -5.29970981843679% -4.22189930059846% -3.18934540072301% 1.03716662155544%
t.rpba 5.44235466228281% -5.62599451475637% -5.95500166636578% -2.90925425163582% -2.48846155440254% 0.66486762306406%
t.mvar -2.23073737686665% -5.35421595701019% -8.12804861818397% -2.3217140516485% -0.654183433281437% 3.18956199631458%
t.madm 3.76735942749415% -4.43157236459356% -8.33476928862207% -2.57949427318623% -0.637377649588553% 3.05224668361418%
t.dist 3.65266823723534% -9.10154007159161% -10.9201937285927% -5.44953922332787% -5.85966489295706% 0.0506999047856418%
t.mdiv -1.58609090846898% -10.5628640632847% -12.3094691036743% -6.61687231893175% -4.19746936878683% 0.941243043504917%
t.coco 2.67413512646268% -9.10285423639259% -9.82244299526369% -5.24829379041497% -3.73916344225875% 1.06212914906851%
t.aaaf 0.460344455977479% -6.60629332483588% -1.41167580107114% 3.16464506381887% 5.17555463625924% 8.3477032836783%
t.aaae 11.2834186393843% -4.81597335409662% -3.54213969393817% -1.79985316599817% -2.90767305128844% 3.26805167320565%
t.aaad 11.6359691509252% -8.78656867113377% -1.6341667396966% -3.88230599420065% -1.98634658711019% 3.48653738246548%
t.aaac 8.75889253214651% -7.47934056619756% -9.05074889751204% -5.10714140160177% -5.06539676086984% 1.86971732583369%
t.aaab 5.75070424549142% -8.25056804246766% -9.31189283577896% -5.08676756343338% -5.02386096424228% 1.93465019282815%
t.aaaa 5.2758483262706% -5.69380026839937% -5.22516234057672% -2.46574064551697% -3.74399167239961% 2.73564316506605%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 1.0% -3.3% -3.5% -0.0% 2.7% 4.7%
Peer Group* average
60% Equity / 40% Bonds -0.0% -3.5% -3.6% -1.3% -0.6% 0.3%
Global Equities (ACWI) 3.4% -1.2% -1.9% -2.6% -3.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 0.4% -7.3% -7.6% -2.1% -0.6% 0.6%
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 3.90297382322382% -1.93206011901997% -1.89496408875283% 0.158153885620283% 2.11818571106209% 4.26351736964314%
t.dbnd 1.25974677128593% -2.44557983534487% -2.16145901453176% 0.73568527604362% 0% 0%
t.qaro 1.39494360173126% -1.50531609278092% -4.54191192097976% -0.343365184133519% -0.21842209461666% 0.900105910237226%
t.acap 14.1762263957532% -4.22913767519235% -3.58979446663109% -1.88883649930555% -0.412325491717966% 2.6692841169021%
t.trdd 0.600810931551393% -10.3601648538984% -7.13651030273929% -3.00686505516679% 0.555511782862623% 3.86617277044481%
t.shar 5.01542328030239% -6.97290748680189% -0.912782861475555% 0.482252311823314% 2.99511778814751% 5.18912538024651%
t.tris 4.63894242123406% -1.8303971866513% -1.2516998081041% -0.744434319015387% 1.58129085503126% 3.75760559073146%
t.tret 1.50604623775477% -9.31155425473708% -6.90255027880698% -2.40118585977308% 1.0696528956068% 4.16229198950064%
t.rsop 4.76177128386353% -3.62453478952893% -3.99974496531237% -1.51779034296754% -1.01419064694779% 0.985703037145991%
t.rpcl 4.83532458495247% -4.41009003209313% -5.57819875810668% -1.35717793656231% -0.0974673501835763% 3.17166745724577%
t.risd -0.715822869123357% -2.20495852233959% -3.82782762916849% 0.923872433677612% 2.79919559287884% 4.17960820695131%
t.mva3 6.41609989377835% -1.53775173618342% -3.09364435842572% 0.840802591097608% 2.7532517259458% 4.73815297197127%
t.mva2 4.60985294808247% -4.11780466727694% -5.25165646116611% -0.0956294541804672% 1.72218133159168% 4.03158018860022%
t.mca2 3.70911996869768% -4.93762688094208% -5.3990457585005% -0.973371979080759% 0.268595208630607% 2.73259446067747%
t.mca1 3.6969559567366% -5.87472360346765% -6.25273645816583% -0.971333303089711% 0.484682124055586% 2.77215203691132%
t.madd 6.03403187294285% 0.682666115134228% -3.04353086714198% 0.987381995026643% 3.15317862322091% 4.52355880082718%
t.loss 3.75476894639201% 0.806442939012898% -3.46228798062653% 0.35996332899165% 2.87642975776733% 4.06985807791787%
t.eqrc 3.64233818715779% -5.0947047705864% -5.75815041285147% -1.22665016194139% 0.301025799438983% 2.79403175845987%
t.cvar 8.21500954897403% 2.64009959887023% -3.28441760255767% 1.45664181788968% 3.28737215908338% 4.62134476565367%
t.cdar 0.978082412991206% -3.2637069460504% -3.4950911326104% -0.0318483539748424% 2.69625757324193% 4.71639635231005%
t.srt3 -14.7613110389709% -6.59729419663648% 1.76059132374549% -0.0776983644339921% 1.74290048094698% 0%
t.srt5 1.30699706491305% -0.840308032950945% 2.06615508204143% -0.422815131698963% 0.262388509008566% 0%
t.srrs -6.05782844570944% -6.74224992552355% -0.201162491551472% -0.058970368348632% 0.846606565270195% 0%
t.srqr -20.7050274284213% 19.3638237534747% 11.2372124705025% -0.84166957428927% 2.67481739150395% 0%
t.pure -14.6968804834914% -10.2762109437393% -4.97922754208861% -2.19543171488189% 3.40840218965725% 8.65318851289071%
t.frs4 -1.7662426294863% -6.09506694496721% 0.144802223306697% 0.00326749389474346% 0.197025803691282% 2.27929353518667%
t.frs3 -1.65253924167962% -5.52233779008018% 1.83506628864152% 1.78746986713611% 2.01761761751532% 4.00902759241251%
t.frs2 -4.67759740897997% -6.12076575757766% 3.4817768819614% 0.356935775516046% 0.703739640251135% 3.14010351569365%
t.frs1 -14.8551295684805% -10.5622989553136% -0.226265235090485% 0.0110771963557657% -0.853362261044381% 3.66761479198093%
t.eqwt 5.4288270087164% -4.20991325761099% -4.49234243860115% -1.89969428264068% -1.79857946237915% -0.0711248374467592%
t.sort 2.14916680044001% -7.49538533645205% -1.06605036711636% 0.179046443654313% 2.57623246280907% 4.82486225114971%
t.rpba 5.44085392550935% -3.36402545594463% -3.81491585823603% -1.3517422395124% -0.757251285114569% 1.30848167346471%
t.mvar 2.63764680589699% 0.0816120311820399% -2.82123855733239% 1.13944785070057% 3.21748092107932% 4.61503710192307%
t.madm 6.03403187294285% 0.682666115134228% -3.04353086714198% 0.987381995026643% 3.17414047944919% 4.54026871446348%
t.dist 5.91232525918024% -5.12960927799264% -6.13945228117475% -1.69707359768821% -0.576756531963904% 2.50807737198518%
t.mdiv 2.545311899315% -5.75243373167941% -6.78695477502719% -1.94060287267353% 0.968741497583345% 3.28164913510276%
t.coco 4.11783702641948% -5.40840437374674% -5.83163435075475% -1.80756211897405% 0.422562608386921% 2.65750901045577%
t.aaaf 4.79959041186293% -1.54769175388609% 1.90486909942084% 4.96935544238355% 7.17602989581004% 8.87971328850226%
t.aaae 10.2413814684074% -1.3728032979716% -1.1616297047034% 0.181028285696065% -0.00831963023525795% 4.33898804034841%
t.aaad 8.53689501880533% -3.90524413664611% 1.21150128185779% -0.40963615470011% 2.02971195989856% 5.49373623719161%
t.aaac 7.48655077021042% -2.04818616311737% -3.96654697070034% -0.997394238139617% -0.0111420608401618% 4.12821653903586%
t.aaab 5.79956240625581% -2.58146131916931% -4.22522097585536% -1.01018352389074% -0.00567593910503295% 4.15540036628995%
t.aaaa 6.75968455068887% -0.610337711016067% -1.03912984230272% 0.705195639257211% 0.910993416665419% 4.75987028963199%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 0.45 0.27 0.28 0.48 0.78 0.74
Peer Group* average
60% Equity / 40% Bonds 0.80 0.55 0.48 0.60 0.83 0.62
Global Equities (ACWI) 1.09 0.74 0.66 0.56 0.66  
U.S. Equities (SPY) 0.83 0.83 0.79 0.74 0.91 0.62
U.S. Bonds (BND) 0.33 -0.34 -0.62 -0.09 0.15 0.28
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 0.650224656797376 0.168774541849559 0.154501259750862 0.274150317971641 0.474728040719298 0.662598920996634
t.dbnd 0.551684973841707 0.358834632376806 0.238898099243357 0.445479224587153 0 0
t.qaro 0.561824034118749 0.574805023391688 0.247741404448141 0.37601234137523 0.403363010345874 0.340781786482941
t.acap 2.03715316345934 0.304897104263026 0.345482806208101 0.388322534092166 0.599065940124108 0.621956974944821
t.trdd 0.445455845584252 -0.148353238800467 0.0445562269189708 0.258012933748077 0.605478191053997 0.673390811578018
t.shar 0.712507035761476 0.00892274265670837 0.491553015884214 0.504126158614687 0.746055408901259 0.708667362790397
t.tris 0.733131259419642 0.369077256221541 0.446620003660687 0.391359625214998 0.571771774734586 0.61190254024177
t.tret 0.566149615942367 -0.0607054303454857 0.05973220068083 0.309137028882747 0.658305465118076 0.708354184053953
t.rsop 1.14573570885459 0.513891239426734 0.445518278255219 0.546604645678603 0.729463993084796 0.627869186864489
t.rpcl 0.948877545668243 0.347282665718206 0.184067954759072 0.399896220424643 0.537016394955871 0.628243816448446
t.risd 0.285872683748996 0.363967972205208 0.242232965529358 0.551751850957902 0.800185704991395 0.740958726385753
t.mva3 1.04264222012562 0.479398509845401 0.347413254924944 0.570332885970591 0.835383949666701 0.80589780060969
t.mva2 0.828205915320077 0.294649572233045 0.14771720016672 0.434774420873607 0.653356865848634 0.674247520053712
t.mca2 0.932480126321699 0.360010286926566 0.258633716707895 0.475605607618725 0.659651053055553 0.663860622237377
t.mca1 0.829743024185924 0.239430623375501 0.133010276128414 0.413018218679337 0.606633472752109 0.631464800221695
t.madd 1.09907193161113 0.579765679121235 0.315102716602882 0.564381197376099 0.850036270159178 0.780205886815343
t.loss 0.738214153957728 0.481291656766808 0.209592313256631 0.471638638114394 0.769755631855911 0.71963955957963
t.eqrc 0.954247001524198 0.37439231547699 0.251866002916741 0.479755852478846 0.698686243389405 0.693351576482692
t.cvar 1.12084015392162 0.594661690162509 0.19899173602475 0.525214794760907 0.772885378087893 0.745607465945645
t.cdar 0.450405648457769 0.272937730040543 0.275437239655477 0.479030800322954 0.781592304175092 0.739346525508703
t.srt3 -0.210354369620101 0.178900944041789 0.602035132877849 0.492283861006956 0.729882218951976 0
t.srt5 0.822527294565648 0.720581585414766 0.798173891599416 0.650191970338367 0.831379877080203 0
t.srrs 0.232934752360449 0.242243008045978 0.68244891853288 0.612600272317753 0.827524197046476 0
t.srqr -0.671734584059697 0.97179833766676 0.840895197183636 0.575901611210855 0.757162216571396 0
t.pure -0.267206108741036 0.245498446178166 0.486655508154607 0.38687704724747 0.657048864368344 0.772503996046045
t.frs4 0.361021080371559 -0.164174254330984 0.571863269524019 0.47503030448771 0.617139685015208 0.643280089589672
t.frs3 0.451646297041215 0.0469834632609966 0.725229629265355 0.671188183228824 0.815201988917004 0.777589675102398
t.frs2 0.343019229348657 0.0978660484913779 0.805691560665725 0.524001023626551 0.66457917895404 0.647273400309734
t.frs1 -0.191078917727714 -0.137007015712103 0.509604573382338 0.437628520027296 0.472128103262544 0.552696222099349
t.eqwt 1.22535530981369 0.508623691087467 0.439874237184708 0.540683926024667 0.693342102870482 0.56458105819018
t.sort 0.415728015989989 -0.0295860270487675 0.482504662201773 0.470699228288993 0.695279451782484 0.669400040109166
t.rpba 1.21839411070959 0.523568165858306 0.452851185654379 0.554474927392326 0.745725711276271 0.649345972297512
t.mvar 0.662649060990521 0.532539238824546 0.327196976316366 0.580212444044829 0.851470471767228 0.789907203514078
t.madm 1.09907193161113 0.579765679121235 0.315102716602882 0.564381197376099 0.852080785549995 0.781712131341754
t.dist 1.09206970182964 0.335277205545969 0.17369336869889 0.401712487366819 0.530035517171029 0.607824679394425
t.mdiv 0.711211729817541 0.254653560167293 0.0949435652264719 0.327645146171983 0.628762268822942 0.655259378944243
t.coco 1.02077731291478 0.338485396493684 0.238227190206827 0.411777707007356 0.659758703235056 0.665247255117533
t.aaaf 0.862691398395176 0.466836716262983 0.691799858004677 0.897679154563281 1.21094143952834 1.10009792712274
t.aaae 1.61802348593893 0.559480612680911 0.584489743869621 0.619791328723714 0.720728310556864 0.806077456035365
t.aaad 1.6606306456107 0.341067293425048 0.681031721553065 0.498567890227362 0.776010182408452 0.818145218553812
t.aaac 1.45417101468413 0.418034737919634 0.284535285743519 0.424975072798678 0.583044348170617 0.71965682335307
t.aaab 1.24063570950342 0.375065928800158 0.268938441715354 0.425633629742316 0.585278463920673 0.723385986713451
t.aaaa 1.20412092861095 0.513958825192235 0.49175740371046 0.577801615766851 0.666253530306328 0.771246445410081
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 0.65 0.39 0.40 0.72 1.24 1.18
Peer Group* average
60% Equity / 40% Bonds 1.35 0.81 0.71 0.88 1.28 0.90
Global Equities (ACWI) 2.02 1.16 1.04 0.83 1.01  
U.S. Equities (SPY) 1.49 1.32 1.25 1.13 1.46 0.92
U.S. Bonds (BND) 1.35 0.81 0.71 0.88 1.28 0.90
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.10577430662674 0.229615142206537 0.226238782678722 0.411720515276499 0.788683332729161 1.20053370124887
t.dbnd 0.891484571949002 0.566519062328197 0.369148788464811 0.713108941821437 0 0
t.qaro 0.80637394740432 0.94754308946931 0.388012855013203 0.604097998426698 0.627488056495114 0.53326860532656
t.acap 3.67676398151274 0.427361127914303 0.495573878297472 0.537351326128999 0.86516108672135 0.933217793574977
t.trdd 0.626653027328373 -0.182814017603255 0.0608684065381015 0.360801159685982 0.903323312939842 1.07863205018139
t.shar 1.31796296781419 0.0113711405819317 0.775716208877464 0.791083344913643 1.25237692066126 1.23214891678591
t.tris 1.1609300663679 0.543315387537227 0.683364620329808 0.582753635765523 0.916648810260998 1.00749407792002
t.tret 0.816982009796312 -0.0762527176475141 0.0813010636799925 0.432319148948964 0.977480033309192 1.13190051624274
t.rsop 1.82050008668039 0.764707240662436 0.663777131028329 0.813510590149651 1.14094483810205 0.937925902027325
t.rpcl 1.45234693753934 0.517109113946999 0.272204651778536 0.592764745056821 0.829021581808056 0.999870560580556
t.risd 0.374811778332055 0.522599842635723 0.356647546871629 0.856214540531882 1.29154669523262 1.1996729296272
t.mva3 1.51324380278428 0.709380697976849 0.519586272127823 0.884537723632714 1.37286456377984 1.36017140111716
t.mva2 1.17287690009061 0.425429900593398 0.212122428466584 0.658963071590003 1.0431438960087 1.11520227387791
t.mca2 1.38469410449053 0.525321486710167 0.378948643371841 0.714311634663892 1.02733657917778 1.03952821054884
t.mca1 1.18995345359966 0.342172057266035 0.190341555174953 0.6181575408183 0.947061166000823 0.993258002944166
t.madd 1.71312615133243 0.860455148338416 0.465819283359575 0.866381737477557 1.36845849321691 1.26474377176786
t.loss 1.18886920225047 0.766982278905139 0.318802058670098 0.7325386763921 1.26321661845503 1.16120059277244
t.eqrc 1.42399586860407 0.543140120461112 0.364867716559761 0.714096787703482 1.08160059999195 1.07573097052115
t.cvar 1.89504179358294 0.93624933518333 0.300234121358305 0.818212636989481 1.25671003831309 1.24136022807736
t.cdar 0.648611928564833 0.387725576945919 0.402622409595207 0.717889747677917 1.24092600278569 1.18229529501662
t.srt3 -0.311406229238314 0.271641573568837 1.09821966100907 0.786251609376416 1.23327739406234 0
t.srt5 1.54045946880206 1.1989763661647 1.32256679027118 1.008496781877 1.30311244987241 0
t.srrs 0.330376845307611 0.349324457069488 1.10118307583744 0.90463040344288 1.27766133371183 0
t.srqr -0.860524371213937 2.1432786184094 1.6060653004272 0.983135111260049 1.32926188356449 0
t.pure -0.371564354785785 0.368997816075309 0.795771398849665 0.610297977689455 1.10602598870827 1.35873201084939
t.frs4 0.505923922004081 -0.21372058101113 0.9402999195167 0.723046427592701 0.9884683827943 1.0026415075195
t.frs3 0.656619074321105 0.0651772452589718 1.25069879566053 1.07514909420075 1.36208810149199 1.24565755111673
t.frs2 0.489961433876018 0.138604245823568 1.33635185997993 0.765716186163238 1.01151229380714 0.963178950096805
t.frs1 -0.246424733264408 -0.173957186861125 0.791713811251582 0.64949772962815 0.687544336830261 0.848098078040438
t.eqwt 2.05679084325373 0.756869203589721 0.65128221596362 0.80276495870601 1.08081156093027 0.831215086627282
t.sort 0.697854572261029 -0.0375601848539731 0.782540762643144 0.750732762210008 1.1739450083578 1.15880090760395
t.rpba 1.96274483259758 0.77850325810112 0.674876541127234 0.825652109773413 1.16900735983016 0.975496348731737
t.mvar 0.952273435926985 0.788401411940906 0.488078751151725 0.901981114795763 1.38499775498307 1.28910063707067
t.madm 1.71312615133243 0.860455148338416 0.465819283359575 0.866381737477557 1.37273518229555 1.26780147186648
t.dist 1.82189444883919 0.499910750354028 0.254078965169632 0.585620847394072 0.8030269256946 0.921729393977766
t.mdiv 0.983101977168168 0.367016763672493 0.135913122658979 0.478351109042377 0.96125432009053 1.01443198519397
t.coco 1.5151302606758 0.498346070869851 0.351779278904494 0.61471997086818 1.02172153715983 1.00897805412274
t.aaaf 1.37181612102627 0.68793436653644 1.0898982488652 1.4361285264852 2.09676825696883 1.95622376999588
t.aaae 2.80270456084809 0.8220978787335 0.877877278633722 0.922375655399766 1.11541941618024 1.28771545647672
t.aaad 2.94779172414619 0.462469716253359 1.0534267540786 0.74328804330436 1.22146175818748 1.33533300311335
t.aaac 2.22209083850764 0.592171067770839 0.415701293548861 0.623779740233344 0.881638394383734 1.16584431597369
t.aaab 1.8464564249082 0.528014043907473 0.38755401833734 0.621066670267411 0.880712203207817 1.1696037261837
t.aaaa 1.86720579459428 0.722839443162142 0.730726996306312 0.864495500888521 1.03258573748679 1.30046941792681
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 28.4 18.3 12.5 15.8 23.8 27.0
Peer Group* average
60% Equity / 40% Bonds 16.5 16.3 12.5 12.3 14.2 11.5
Global Equities (ACWI) 19.8 18.3 14.5 10.5 10.6  
U.S. Equities (SPY) 14.6 19.2 16.2 13.2 14.4 10.3
U.S. Bonds (BND) 16.5 16.3 12.5 12.3 14.2 11.5
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 259.892411089322 29.5511337350834 19.3522158576977 27.6833536519629 51.3241182713325 69.7858930268211
t.dbnd 71.4587927904516 20.8221406664938 16.663040606692 26.7715165603415 0 0
t.qaro 27.5742169058842 19.8347358830486 10.606162446777 15.8224309593041 16.6138809872665 18.4288281251522
t.acap 61.9094507491019 15.8442232131603 12.3866144033848 11.4380791520062 14.8722721632926 18.2498497325745
t.trdd 28.3066260810251 4.43719067931316 5.77182059090517 9.12915476552828 17.6095329958495 23.9736457120782
t.shar 86.120581411502 10.2185073238078 17.2262267974942 16.8922419414501 24.7948963257343 27.6903060720628
t.tris 58.2138768872545 21.9066477351987 17.1000965955136 14.2991860979027 21.97960075237 25.5218317745197
t.tret 29.4884778761869 6.50596194544508 6.17232481722997 10.3858274613561 18.876064779944 24.8125360794958
t.rsop 28.2408744782269 16.0717751405088 11.9713683471434 11.9029194538582 13.4835307352144 12.281047098421
t.rpcl 34.7423240568241 15.3122482306662 8.83466871039949 12.5753756601784 16.0208679494812 22.0754197767849
t.risd 22.9884791303944 20.5881321521264 11.7910250426412 18.7068737720718 25.2385014925587 26.9309526370894
t.mva3 55.7986820719255 20.9242159019103 13.2898888536674 17.8806747874187 23.3525599198613 26.0383114409897
t.mva2 46.2625488303266 16.0917904446448 8.95884233681058 16.299176376208 22.2821279268548 28.3882331278397
t.mca2 29.8888701249085 14.423897158843 9.54447256438672 13.2304899030345 16.5135913912423 18.7638215057194
t.mca1 34.063429087852 12.9262335722924 7.62752210081728 13.5567046953716 17.5733321424011 20.1527609728504
t.madd 45.6720518012497 26.837284449434 13.4205675714329 18.8348246153448 26.3071663367799 28.1261832527
t.loss 45.806494380905 32.4094563886307 12.4951141113645 17.7325975604584 26.2316964941882 25.9392322011277
t.eqrc 28.6640152239192 14.1787583244346 9.10858886835808 12.6456606232159 16.3714101805261 18.1368173109943
t.cvar 92.9334945527969 36.2523401049495 12.9231537855617 21.9016816586925 28.5291643928222 30.3605869806795
t.cdar 28.3769856459296 18.310642752999 12.5040770217725 15.7898011086082 23.8141951483606 27.0020819775017
t.srt3 -0.945611367424665 11.7082236570476 21.2273450309661 14.3997095607872 17.8962591550291 0
t.srt5 15.9838256261108 18.4861195660267 18.6148168555937 12.8874905854531 14.6943263295186 0
t.srrs 8.02231677053603 11.7122553982944 17.1844191131743 14.2426141454899 16.4702212813195 0
t.srqr -29.310312906887 27.7215512258824 21.7330744106672 11.9677635654878 15.8199740189453 0
t.pure -0.9587373077523 8.77812176825672 11.3333585811028 10.9293329307192 22.1724878492126 27.448375437646
t.frs4 16.0844953455647 11.291181358864 21.5214718109391 17.5273659312847 17.3557386784239 19.7956936770888
t.frs3 14.8407469144362 13.2706124019886 23.7189093622211 21.1394290641964 21.205318615012 22.5287247994366
t.frs2 9.76250438287049 12.1404052744867 27.1073892282987 16.471431085848 17.3296755546932 18.6950476329565
t.frs1 0.0401106457616195 4.44995941969297 17.8435824992086 15.3057068638579 13.9171453349157 20.4957650538823
t.eqwt 27.3531024422153 15.2205475982028 11.40474982003 11.341952613794 12.4132180132383 10.565221893395
t.sort 58.0178200027079 9.10608553504343 16.8582178831367 16.1924114851805 23.5806326209612 26.5686694034863
t.rpba 30.1024024252787 16.4462243702709 12.2119751302134 12.1566803707468 13.8641117481859 12.8131453553406
t.mvar 35.6960075699188 25.2793032293272 13.8790512111158 18.996354266643 26.230959233466 28.0364825937754
t.madm 45.6720518012497 26.837284449434 13.4205675714329 18.8348246153448 26.3575783327081 28.165416651844
t.dist 36.9026074469296 14.1378479584081 8.12766120292792 11.7993349184952 14.6453591789794 18.1209496294367
t.mdiv 30.534323428734 13.1493584021789 6.69845063377824 11.3538639031111 19.0973095833964 22.5937019354519
t.coco 29.698741399439 13.7310801458536 8.97722658304135 11.5740131767817 16.8137899681892 17.8552560770804
t.aaaf 32.2810653465188 21.2095104271123 23.4016243726162 28.4931390486061 35.7916784053996 35.8200499577754
t.aaae 38.9577276191667 20.4492431424458 16.0618138905869 14.7237006666433 15.2162137371429 18.606857620954
t.aaad 55.1749419798579 16.3253295862848 20.0975061364327 14.1035531477649 19.56141561739 22.1084586105965
t.aaac 46.1717505130905 20.4812442908526 11.6861027801321 13.2680724336492 15.8685572283917 21.8689175937818
t.aaab 41.007360242128 19.4564839861216 11.216200930778 13.247434503781 15.8910692474275 21.9414214511485
t.aaaa 36.7992525355922 23.6903810683825 17.1592865948573 16.8369076436395 18.001132940355 23.4339301025125


  Compare: Risk & Volatility

for period ending June 30, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 4.8% 13.5% 26.3% 26.3% 26.3% 26.3%
Peer Group* average
60% Equity / 40% Bonds 4.5% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 13.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 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 3.6% 5.1% 13.1% 13.1% 13.8% 13.8%
t.dbnd 1.8% 7.7% 10.8% 10.8% 0% 0%
t.qaro 6.2% 9.6% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 13.3% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 20% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 14.7% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 11.6% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 20% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 12.3% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 11% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 12.3% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 10.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 10.8% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 11.2% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 11.4% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 11.6% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 7.2% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 11.8% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 12.2% 27% 27% 27% 27%
t.cdar 4.8% 13.5% 26.3% 26.3% 26.3% 26.3%
t.srt3 10.8% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 8.7% 13.2% 16.3% 16.3% 27.5% 0%
t.srrs 9.7% 9.7% 11.9% 11.9% 11.9% 0%
t.srqr 23.2% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 11.2% 14.3% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 5.1% 9% 9% 9.6% 12.6%
t.frs3 5% 6% 9.5% 9.5% 14.2% 17.3%
t.frs2 8.5% 9.3% 10% 13.7% 16.3% 26.1%
t.frs1 14.8% 14.8% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 12.9% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 14.5% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 12.3% 25% 25% 25% 31.2%
t.mvar 4.3% 12.2% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 11.6% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 11.6% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 14.3% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 14.4% 26.8% 26.8% 26.8% 26.8%
t.aaaf 4.4% 10.3% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 11% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 12.4% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 10.4% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 10.4% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 12.3% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 9.5% 13.9% 13.2% 11.1% 10.4% 11.5%
Peer Group* average
60% Equity / 40% Bonds 9.3% 13.1% 12.7% 11.5% 10.5% 10.8%
Global Equities (ACWI) 11.6% 17.5% 17.5% 16.4% 16.2%  
U.S. Equities (SPY) 13.7% 18.7% 18.9% 17.6% 16.5% 16.8%
U.S. Bonds (BND) 5.2% 7.3% 6.3% 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 6.7% 6.9% 7% 6.6% 7.5% 8.3%
t.dbnd 4% 9.4% 7.9% 6.2% 0% 0%
t.qaro 9% 14% 12.7% 11.4% 10.4% 10.6%
t.acap 9.3% 12.7% 12.4% 11.1% 11% 11.8%
t.trdd 8.1% 12.9% 12.7% 11.3% 10.5% 11.3%
t.shar 9.3% 11.8% 14.1% 11.8% 11.3% 13.1%
t.tris 9.4% 12.6% 12.7% 11.2% 11.3% 12%
t.tret 8.6% 13.3% 12.8% 11.4% 10.5% 11.2%
t.rsop 9.1% 15.4% 14.6% 12.9% 12.3% 13.1%
t.rpcl 9.6% 14.3% 12.8% 11.3% 10.6% 11%
t.risd 8.4% 13.1% 12.3% 10.5% 9.6% 10.1%
t.mva3 8.8% 13.5% 12.6% 10.7% 10.1% 10.7%
t.mva2 9% 13.2% 12% 10.5% 9.9% 10.6%
t.mca2 8.9% 14.1% 13% 11.1% 10.1% 10.7%
t.mca1 9% 13.7% 12.5% 10.8% 10.1% 10.6%
t.madd 8.5% 13.1% 12.3% 10.4% 9.4% 10.1%
t.loss 8.6% 12.3% 12.3% 10.5% 9.9% 10.6%
t.eqrc 8.8% 14.5% 13.2% 11.2% 10.2% 10.8%
t.cvar 9.1% 13.9% 12.8% 10.7% 10% 10.4%
t.cdar 9.5% 13.9% 13.2% 11.1% 10.4% 11.5%
t.srt3 16.5% 17.2% 19.1% 16.4% 15.9% 0%
t.srt5 15.6% 20.3% 20.9% 18.4% 18.5% 0%
t.srrs 12.3% 13% 15% 13% 12.1% 0%
t.srqr 19.3% 75.1% 64.1% 46.3% 43% 0%
t.pure 14.2% 20.7% 23% 19% 18.5% 21%
t.frs4 7.9% 7.8% 9.7% 8% 8.1% 8.9%
t.frs3 10.4% 10% 11.7% 9.7% 9.7% 10.6%
t.frs2 12.1% 11.6% 12.9% 11.5% 11.4% 12.7%
t.frs1 14.8% 13.2% 18.6% 15.2% 14.9% 16.4%
t.eqwt 9.7% 16.1% 15.2% 13.7% 13% 14.4%
t.sort 9.2% 11.8% 14.6% 12.1% 11.6% 13.4%
t.rpba 9% 15.3% 14.5% 12.8% 12.2% 12.9%
t.mvar 8.6% 13.5% 12.6% 10.6% 9.6% 10.1%
t.madm 8.5% 13.1% 12.3% 10.4% 9.5% 10.1%
t.dist 9.5% 14.8% 13.1% 11.8% 11.2% 11.5%
t.mdiv 8.9% 14.7% 13% 11% 10.1% 10.5%
t.coco 8.8% 15.4% 13.9% 11.7% 10.5% 11.1%
t.aaaf 11.2% 13.2% 13% 11.4% 10.7% 12.2%
t.aaae 10.1% 13.4% 14.6% 12.8% 12.1% 13.3%
t.aaad 7.1% 13.3% 15.1% 13.2% 12.4% 13.9%
t.aaac 7.7% 12.8% 14% 12.2% 11.4% 12.2%
t.aaab 7.6% 12.6% 13.7% 12% 11.3% 12.2%
t.aaaa 9.6% 12.7% 13.4% 11.7% 11.2% 12.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 6.2% 8.6% 8.2% 6.8% 6.1% 6.8%
Peer Group* average
60% Equity / 40% Bonds 5.1% 7.6% 7.9% 7.3% 6.4% 7.1%
Global Equities (ACWI) 5.8% 9.8% 10.3% 10.6% 10.2%  
U.S. Equities (SPY) 7.2% 10.4% 11.1% 11.0% 9.9% 11.1%
U.S. Bonds (BND) 3.2% 4.7% 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 3.4% 4.2% 4.2% 4% 4.2% 4.3%
t.dbnd 2% 4.6% 4.1% 3.2% 0% 0%
t.qaro 5.9% 7.2% 7.3% 6.6% 6.3% 6.4%
t.acap 4.9% 8% 7.9% 7.6% 7.3% 7.5%
t.trdd 5.3% 9.5% 8.6% 7.6% 6.6% 6.7%
t.shar 4.5% 8.2% 8.1% 6.9% 6.3% 7.1%
t.tris 5.5% 7.4% 7.5% 7% 6.6% 6.9%
t.tret 5.5% 9.6% 8.6% 7.6% 6.6% 6.6%
t.rsop 5.3% 9.1% 8.9% 8.2% 7.4% 8.4%
t.rpcl 6% 8.4% 7.8% 7.1% 6.5% 6.6%
t.risd 6% 8% 7.5% 6.1% 5.5% 5.9%
t.mva3 5.7% 7.9% 7.6% 6.4% 5.7% 5.9%
t.mva2 6% 8% 7.6% 6.4% 5.8% 6%
t.mca2 5.6% 8.5% 8.1% 6.8% 6.1% 6.4%
t.mca1 6% 8.4% 7.9% 6.6% 6% 6.3%
t.madd 5.1% 7.6% 7.5% 6.2% 5.4% 5.8%
t.loss 5% 6.7% 7.4% 6.3% 5.7% 6.3%
t.eqrc 5.5% 8.8% 8.3% 6.9% 6.1% 6.6%
t.cvar 5% 7.6% 7.7% 6.3% 5.7% 5.9%
t.cdar 6.2% 8.6% 8.2% 6.8% 6.1% 6.8%
t.srt3 10.9% 10.5% 9.9% 9.9% 9.1% 0%
t.srt5 7.9% 10.8% 11.8% 11.3% 11.4% 0%
t.srrs 8.3% 7.9% 8.5% 8.4% 7.5% 0%
t.srqr 14.9% 31.2% 31.8% 26.1% 23.7% 0%
t.pure 9.8% 12.5% 13.2% 11.5% 10.5% 11.5%
t.frs4 5.1% 4.9% 5.2% 4.8% 4.7% 5.4%
t.frs3 6.7% 6.1% 6% 5.6% 5.4% 6.3%
t.frs2 8.1% 7.1% 7% 7.4% 7.2% 8.3%
t.frs1 11.3% 9.5% 11.3% 9.8% 9.9% 10.3%
t.eqwt 5.3% 9.6% 9.4% 8.7% 7.9% 9.5%
t.sort 5% 8.2% 8.1% 7% 6.4% 7.3%
t.rpba 5.2% 9% 8.9% 8.1% 7.3% 8.3%
t.mvar 5.6% 7.9% 7.6% 6.2% 5.5% 5.8%
t.madm 5.1% 7.6% 7.5% 6.2% 5.4% 5.8%
t.dist 5.3% 8.7% 8.1% 7.6% 7% 7.3%
t.mdiv 6.1% 9% 8.3% 7% 6.1% 6.4%
t.coco 5.6% 9.3% 8.5% 7.2% 6.3% 6.9%
t.aaaf 6.7% 7.8% 7.4% 6.5% 5.7% 6.5%
t.aaae 5.5% 7.9% 9% 8.2% 7.4% 8%
t.aaad 3.6% 8.7% 9% 8.3% 7.5% 8.1%
t.aaac 4.8% 8% 8.9% 7.9% 7.2% 7.2%
t.aaab 4.9% 8% 8.9% 7.8% 7.2% 7.2%
t.aaaa 5.9% 8.1% 8.3% 7.4% 6.9% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.cdar 0.28 0.46 0.50 0.43 0.37 0.34
Peer Group* average
60% Equity / 40% Bonds 0.68 0.74 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.81 0.93 0.92 0.93 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.68 0.74 0.71 0.67 0.66 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 0.0321290897795662 0.212632101155399 0.215460333186162 0.131759174942959 0.0880606872431309 0.0939334785733009
t.dbnd 0.0880705036824496 0.408339085101424 0.299660935637563 0.176528287021839 0 0
t.qaro 0.322140762844565 0.637107810896642 0.541244799559778 0.360739656464106 0.296090389363538 0.245974019091131
t.acap 0.355597539285893 0.540705293858382 0.561852915361666 0.505065218971895 0.48322777586971 0.438283451234725
t.trdd 0.264342576377172 0.536840119636812 0.538183574866593 0.481685022864869 0.403598529189892 0.351712369197641
t.shar 0.120653020334514 0.461081492329456 0.552006262685217 0.437817380260942 0.364052592289405 0.352547451615294
t.tris 0.183309686627913 0.430031637125024 0.487169167498493 0.408441938243692 0.319992121382504 0.312606864859683
t.tret 0.295537607347085 0.54515383957191 0.535465221051737 0.481237587917229 0.40411759791091 0.351779349593387
t.rsop 0.499661028526568 0.768977424534811 0.742958516808301 0.69559228698917 0.692526220900209 0.707795017437533
t.rpcl 0.368775350292872 0.619729774268202 0.560085735240554 0.47425838699477 0.399485510471842 0.34968464204743
t.risd 0.27147476378035 0.459075274456526 0.478267106725781 0.390889812418793 0.334478888327282 0.311585408389457
t.mva3 0.232298738807893 0.532748869682669 0.528756743287072 0.426730735224898 0.391820042610975 0.360181410770447
t.mva2 0.243729986977116 0.530126934139539 0.49564197419227 0.375560136292506 0.324820992977596 0.280814370340369
t.mca2 0.40297581422644 0.669544249873557 0.624277842184467 0.510048657524496 0.449839318479499 0.421994353144705
t.mca1 0.331113813635099 0.606166421025928 0.559790973950155 0.440675340657076 0.390880706729892 0.373759952002383
t.madd 0.288294393385299 0.460534937565778 0.488692961822365 0.392654508924271 0.334215644252096 0.310110869500561
t.loss 0.222668454286081 0.328135905507824 0.414502597055782 0.362917786410803 0.314984173724137 0.323225558158241
t.eqrc 0.426453405673497 0.702110019455792 0.646943017620814 0.540922432983657 0.479787168891896 0.456992833077769
t.cvar 0.149490184943056 0.353827432135952 0.395549639665583 0.32405681753167 0.294646178956363 0.282481057084062
t.cdar 0.284388850454564 0.456037576032788 0.497001483694764 0.430987281015876 0.369508426415877 0.339891386150236
t.srt3 0.931819572632653 0.599180395398458 0.608129124211019 0.603234344549448 0.629525475519248 0
t.srt5 0.985124515059597 0.974030580194584 0.942336762334175 0.936864097815027 0.976713730134293 0
t.srrs 0.79090603627222 0.664681349674018 0.72537865826304 0.640385239895046 0.629957519442982 0
t.srqr 0.41700540050682 1.78864118634416 1.65168842361606 1.50450549815596 1.46899975812281 0
t.pure 0.925120435175395 0.970175712190623 1.05625778002956 0.697226086150138 0.515719139490503 0.543095452895664
t.frs4 0.4185955833721 0.317595078489731 0.398833496693832 0.31840235448413 0.342675123322676 0.341010944386903
t.frs3 0.564218388641292 0.398468322888842 0.474384809552576 0.382121133334029 0.404946194496569 0.399208569219809
t.frs2 0.785497773496428 0.479750132420787 0.477157788845563 0.448968894967402 0.466128604884443 0.466205580978032
t.frs1 1.0287432250623 0.558810712068819 0.622609440448532 0.492075840637921 0.510058696090476 0.439481205213492
t.eqwt 0.56550275768277 0.823965867165253 0.78940752870053 0.74939669530332 0.75089286349126 0.798179314300941
t.sort 0.131685900761869 0.463050311815236 0.564757346036104 0.438455191128641 0.366274589083691 0.354303598689947
t.rpba 0.486863857203182 0.757933521124053 0.734699631736484 0.684791373563346 0.683214788144534 0.694308113569894
t.mvar 0.267654896981658 0.47082470657209 0.486799390976734 0.404006060498727 0.34107992612494 0.316319259489222
t.madm 0.288294393385299 0.460534937565778 0.488692961822365 0.392654508924271 0.334527151992768 0.310345731928897
t.dist 0.379387169224992 0.666926981570686 0.594380480154989 0.520278466614483 0.446524498770909 0.427023696310295
t.mdiv 0.331956304615914 0.622112217481854 0.562052796240796 0.449509486255043 0.372101237111228 0.344510994950628
t.coco 0.428235250759452 0.699428227281124 0.644045935333529 0.537728739944059 0.455009088957908 0.456123748977558
t.aaaf 0.408778340195046 0.510405456064853 0.495457999086468 0.403610172847492 0.371893324808958 0.383084676961629
t.aaae 0.504044706569428 0.597183098631769 0.678460724491752 0.62113134984902 0.598477676791687 0.592922641202278
t.aaad 0.282996432965773 0.567684741779407 0.627427431845874 0.550664724552354 0.510708618920209 0.5235752972882
t.aaac 0.324959255092752 0.490650599982192 0.548500826992623 0.48928753314776 0.453677882599689 0.428531098567362
t.aaab 0.324671863176069 0.485103794568396 0.549039652195543 0.487980867362335 0.451944250699021 0.428234887477775
t.aaaa 0.413078521177064 0.476596997096566 0.53078505221114 0.481570241244754 0.444320579582035 0.425861987366483


  Compare: Correlation

for period ending June 30, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.53 0.68 0.72 0.69 0.58
to S&P500 (SPY) 0.38 0.56 0.65 0.64 0.56 0.49
to U.S. Bonds (BND) 0.78 0.77 0.71 0.64 0.64 0.69
to Commodities (DBC) -0.42 0.05 0.13 0.17 0.15 0.17
to Gold (GLD) 0.17 0.61 0.56 0.51 0.44 0.47


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