Dynamic Harry Browne Portfolio
for period ending September 30, 2026
Quick Links
Overview
t.dyhb 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 Dynamic Harry Browne Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses asset classes to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm which can result in a new target allocation each quarter.
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 4 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
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
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 Dynamic Harry Browne Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 4 ETFs that represent major asset classes. The steps to create this portfolio are as follows:
- This recipe ranks 3 asset class ETFs (VTI, TLT, GLD) by their 3-month total return.
- Then t.dyhb chooses the #1 ranked asset class ETF and asks the following questions: 1) is the 3-month total return greater than zero? and 2) is the latest adjusted daily close greater than the 21-day moving average of the adjusted close?
- If both answers are "yes," then t.dyhb allocates 50% of the portfolio to the #1 ranked asset class ETF. If an answer is "no," then t.dyhb allocates 50% of the portfolio to SHY.
- Then t.dyhb chooses the #2 ranked asset class ETF and repeats these steps. If both the #1 and #2 ranked asset class ETFs have a "no" answer, then the allocation to SHY will be 100% for the upcoming month.
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 "How to Choose and Invest".
Since this Portfolio Recipe is "Tactical: DIY," the percentage allocations below can change every month. RecipeInvesting calculates returns by rebalancing this Portfolio Recipe to the updated target allocation every month.
Recipe ingredients, updated September 30, 2026 and used for October 2026 allocation:
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How to Rebalance
Update frequency: The recipe for this portfolio can change quarterly. In other words, the ingredients and percentage allocation to each ingredient can change every three months. Therefore, this portfolio requires a few minutes each quarter to buy or sell the ingredients to match the updated portfolio recipe. For tracking purposes, this portfolio is rebalanced each month to match the most recent quarter’s recipe allocation.
Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to Choose and Invest
Compare: Total Return
for period ending September 30, 2026
5-year graph
●
t.dyhb
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-2.0% |
-0.5% |
2.3% |
9.1% |
3.9% |
5.3% |
3.8% |
6.2% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.5% |
-1.4% |
8.5% |
14.9% |
7.3% |
9.3% |
9.9% |
8.0% |
| Global Equities (ACWI) |
12.9% |
-1.2% |
16.6% |
21.8% |
11.6% |
12.5% |
11.9% |
|
| U.S. Equities (SPY) |
12.7% |
-0.3% |
15.7% |
22.8% |
13.7% |
15.2% |
15.6% |
11.1% |
| U.S. Bonds (BND) |
-2.4% |
-2.2% |
-1.5% |
4.2% |
-0.6% |
1.1% |
1.8% |
2.9% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-1.9580238502415304% |
-0.5462606863777753% |
2.3109875905502175% |
9.123949696289158% |
3.8600265504201703% |
5.250002605565207% |
3.7580098530240136% |
6.170317269550818% |
| t.dbnd |
-2.602772303081613% |
-3.3862620572600037% |
-1.5948655790702593% |
5.590559569564535% |
3.5112046561342147% |
4.378969903548491% |
4.1032046014013% |
0% |
| t.qaro |
-6.496192891160202% |
-2.964745117418771% |
-3.881057379244346% |
12.035714370756722% |
5.580587177267771% |
6.2689143328226615% |
4.386286632217584% |
5.152060607776887% |
| t.acap |
0.4629415044545615% |
-3.989081399853775% |
4.343857417867847% |
17.666814130019826% |
6.678151716980052% |
6.108651910328078% |
7.193242588591953% |
7.931455931996201% |
| t.trdd |
4.51976195134165% |
-1.8680083451714848% |
5.953055929371143% |
11.88855302554217% |
2.7270076915901553% |
5.796607300740986% |
6.677147142692652% |
8.919504680125145% |
| t.shar |
8.069214942802482% |
-0.9743344892541044% |
11.787613337380233% |
14.042999532551281% |
6.126264689026173% |
10.32133961472792% |
9.0627987471928% |
10.428312558785514% |
| t.tris |
3.5218697653008224% |
-2.3510451597891286% |
7.6499655525314125% |
14.008615207386232% |
7.742340012278004% |
8.465185007193089% |
6.779861443841306% |
8.084694292221828% |
| t.tret |
4.786867536418171% |
-1.859818460849384% |
6.446927802456326% |
12.918429790567497% |
3.4977716940739034% |
6.275457326070111% |
7.272254894345909% |
9.196116997104454% |
| t.rsop |
7.976912470110542% |
-3.4527275615971127% |
10.810831832781131% |
18.231596367870594% |
8.30297666136708% |
9.673940292412397% |
9.830078913201756% |
9.024410067279053% |
| t.rpcl |
1.927266095467428% |
-4.604862602437687% |
3.3342373007554604% |
14.06214736856326% |
5.652500959273965% |
6.183296457930654% |
5.887044905487082% |
7.724081566604313% |
| t.risd |
-1.9910822601745148% |
-4.409693543286118% |
-0.29129317081297845% |
12.614446564444549% |
5.448220835808137% |
7.607684569254802% |
7.701159580035699% |
8.599879064467263% |
| t.mva3 |
1.6525665414314439% |
-4.552274439305127% |
3.716862551852973% |
15.896056321375873% |
7.077349961960433% |
8.070268182809869% |
8.441907959697925% |
9.595704659788007% |
| t.mva2 |
-0.9648305883845354% |
-4.964600050508109% |
0.5556130334241072% |
12.843825416207654% |
4.9849569404846195% |
6.1461941807742% |
6.531174673656603% |
8.096036054183875% |
| t.mca2 |
4.864735453412372% |
-4.221567154839335% |
7.398629504428822% |
15.692790767261489% |
6.445936922597384% |
7.508798741167655% |
7.440529947297447% |
8.18349904686897% |
| t.mca1 |
1.6272362177274236% |
-4.741750396809854% |
3.9223199244698304% |
13.723688550849644% |
4.930136034519972% |
6.365828471171242% |
6.587832594739584% |
7.698460819456288% |
| t.madd |
-1.6802387549587738% |
-4.46227470084027% |
-0.19423524538535464% |
14.672998347826871% |
5.903447516793525% |
7.44013516563633% |
7.879295231650008% |
8.798215876077764% |
| t.loss |
6.742961608263309% |
-5.054151204437405% |
9.05648675826769% |
18.193023893914617% |
8.019006953324537% |
8.141867172322325% |
7.849828274510751% |
9.03996471277142% |
| t.eqrc |
5.2683268323043375% |
-4.015945736744068% |
7.875920323828778% |
16.247262637676375% |
6.606254514073684% |
7.8251494245123565% |
7.905508464754618% |
8.639396223425443% |
| t.cvar |
0.08694706933467522% |
-5.177111960039966% |
2.4440032396844336% |
17.60099398536401% |
7.7347260830138875% |
7.212129769846909% |
7.608561653559165% |
8.63495567002377% |
| t.cdar |
-1.4721294100393245% |
-3.5476917015477216% |
-0.3839331299569815% |
11.776980566423955% |
4.2504635899242915% |
7.6594732392959% |
7.962022177603112% |
9.305050112203418% |
| t.srt3 |
15.932223297470438% |
2.0012927% |
15.21891778686415% |
16.076572068180674% |
11.653473972216432% |
11.152455769180957% |
12.3509524041169% |
10.926645473297825% |
| t.srt5 |
37.46043747616847% |
1.4796000000000005% |
42.22955179457073% |
33.222553097491755% |
19.57746166116867% |
18.02482904309346% |
17.952545476234082% |
13.755553477877402% |
| t.srrs |
8.91349404077475% |
-3.1808028000854263% |
11.0510152834032% |
12.946839292486235% |
9.03117850446744% |
11.074036282015065% |
11.457050888331487% |
9.6542887645511% |
| t.srqr |
65.40151321039409% |
10.393% |
75.03007479352577% |
70.06542004191638% |
43.85748001284322% |
27.630460568719208% |
28.871601054126984% |
22.42093503727549% |
| t.pure |
21.372120918730666% |
-0.3293602131137385% |
20.512410838329753% |
13.609030778442111% |
7.066602593082272% |
12.013476783980725% |
10.2355495056498% |
15.817042287289528% |
| t.frs4 |
11.920347873893068% |
-1.6598739126357425% |
14.971321366725121% |
11.267711460823238% |
6.541805022899072% |
7.585805365728704% |
6.6491008236226% |
6.9908325830150275% |
| t.frs3 |
16.68366046468348% |
-0.1275757254317082% |
20.563707450554002% |
14.284617497630926% |
9.43867196761008% |
10.666423044767793% |
9.966059557728313% |
9.411193581912913% |
| t.frs2 |
19.05423683531666% |
1.4647128646891328% |
23.452921263759862% |
16.053084608392588% |
12.071291489775703% |
10.882700491770493% |
9.453076923327108% |
9.55286164758553% |
| t.frs1 |
2.2575233841819475% |
3.258785942492004% |
7.742519314368201% |
9.525485971205129% |
6.6018427133063495% |
8.81958810920791% |
7.419866919250051% |
9.75642349287218% |
| t.eqwt |
9.04272233011345% |
-3.090373213959883% |
12.285447996185784% |
19.086316869853782% |
8.440776468462484% |
10.067434968007017% |
10.064692544255038% |
8.792174233992899% |
| t.sort |
9.438279845657615% |
-0.9788513973194336% |
12.784917523267115% |
12.815257805927738% |
5.610108833986782% |
10.134063917861202% |
8.70182882624726% |
10.118340546112915% |
| t.rpba |
7.462213202640622% |
-3.549230386437557% |
10.275629041586143% |
18.299845104215695% |
8.279415001893176% |
9.669697761994689% |
9.87883277088124% |
9.227525431683281% |
| t.mvar |
-1.53868751073033% |
-4.204109874779851% |
0.021161699845606563% |
14.117777875677495% |
6.517574855661312% |
7.8599490916320125% |
8.126214525347809% |
9.013548129887106% |
| t.madm |
-1.6802387549587738% |
-4.46227470084027% |
-0.19423524538535464% |
14.672998347826871% |
5.903447516793525% |
7.44013516563633% |
7.904065206241007% |
8.816951063148458% |
| t.dist |
1.2219194767138175% |
-4.076529113950485% |
4.28166840564097% |
14.984200098064049% |
5.61274639643301% |
6.473971085533736% |
6.252793781458732% |
7.737704268478396% |
| t.mdiv |
0.7812816386304489% |
-3.863440976955492% |
3.0425555541705673% |
14.644804384259235% |
4.662953964259109% |
5.6874842664709435% |
6.5888092074186% |
8.062961054673789% |
| t.coco |
0.774026872287048% |
-2.93022624464448% |
4.402665021572072% |
16.567281081286023% |
5.532200014080879% |
7.100302641331702% |
7.40547625716137% |
8.395338762044325% |
| t.aaaf |
9.934390176580088% |
-1.6753847826699222% |
15.754643783041411% |
23.54462877011072% |
12.427334177400095% |
13.21881683981385% |
13.578731083870576% |
14.392814362772487% |
| t.aaae |
17.306969659222826% |
0.0452715265613127% |
21.09622992351032% |
22.284077372079647% |
9.930035917595514% |
11.633962280581267% |
10.201065118254181% |
11.952949447495032% |
| t.aaad |
1.2311781635540031% |
-2.7877765512054773% |
6.284789541914937% |
13.627790851296506% |
7.210039926625256% |
10.736862749415831% |
9.588937657948637% |
11.892405829240381% |
| t.aaac |
16.644084616447486% |
3.1367556124368274% |
20.71889170369836% |
19.606187203928837% |
7.689892241943674% |
8.543213774073056% |
8.066501473221809% |
10.387909078266745% |
| t.aaab |
15.894233420051652% |
3.2194125388556816% |
19.90021242887705% |
18.793423318992208% |
7.299735728060575% |
8.49312933354347% |
7.978970884579373% |
10.387152583059155% |
| t.aaaa |
6.4002543821284785% |
-0.5373533727047783% |
9.730398241259564% |
18.011704190380406% |
7.389893748295484% |
9.12738457032054% |
8.250579505141076% |
10.612391307636404% |
| |
|
|
|
|
|
| t.dyhb |
-0.4% |
-7.2% |
8.0% |
11.6% |
12.6% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-0.4241796988690094% |
-7.1833607612505235% |
8.04433480523521% |
11.582559095085877% |
12.604733007091973% |
| t.dbnd |
3.443976610638777% |
-1.7673793678377847% |
10.640059317412787% |
6.77884085824092% |
3.6227897755532146% |
| t.qaro |
4.592402046289923% |
-11.143832655382447% |
15.338692782993778% |
15.725854148323704% |
15.860010002631286% |
| t.acap |
20.443216061912416% |
-22.45403221640998% |
7.401844691050141% |
18.891911841382548% |
26.469926035845216% |
| t.trdd |
9.871523009646399% |
-26.047612153249943% |
6.366351250714808% |
12.33080044566195% |
15.938512188554665% |
| t.shar |
23.441160625980253% |
-21.87479682622% |
12.321805260497086% |
9.370141517328289% |
21.84508564822285% |
| t.tris |
15.142112269322006% |
-13.215148927965881% |
10.389291550660818% |
11.311677703102907% |
22.63496170360415% |
| t.tret |
8.478017773805746% |
-26.029635038537357% |
7.361807220983607% |
15.3676372978931% |
15.31318978422882% |
| t.rsop |
12.963235367566671% |
-19.341404319672517% |
18.241977726470783% |
12.211209106675124% |
21.161915795347987% |
| t.rpcl |
6.105226514364093% |
-17.31389731245091% |
14.235592105236927% |
10.048111261768655% |
18.000439496786935% |
| t.risd |
6.274882858211672% |
-17.079598795973773% |
15.670591817589475% |
11.54261788459463% |
17.14594665967106% |
| t.mva3 |
8.29647793772843% |
-16.64300534141376% |
14.13341529157448% |
13.20387303052588% |
20.52905665013327% |
| t.mva2 |
5.322388555168889% |
-17.040995943886816% |
12.78379314453435% |
9.430185924252378% |
18.808608330149834% |
| t.mca2 |
8.90685136563052% |
-18.94574696657294% |
14.751029901382307% |
10.863509090471513% |
19.199973770790123% |
| t.mca1 |
6.104109869423202% |
-18.751642966596993% |
11.882285491571931% |
8.89676094816405% |
19.69341190869209% |
| t.madd |
7.263722724473709% |
-19.448034771023092% |
17.02885538959191% |
15.847397203361279% |
17.920228604251044% |
| t.loss |
3.0941441769055% |
-18.479249626044016% |
13.031568361609036% |
14.563190008584082% |
21.18353309630814% |
| t.eqrc |
8.826760769302444% |
-19.596457186267525% |
14.98552605110035% |
10.902005346214573% |
20.56151094881855% |
| t.cvar |
0.7591348787106433% |
-18.01426699458655% |
16.221257529687637% |
16.874626576751094% |
23.60750949037742% |
| t.cdar |
7.555273828819242% |
-15.83962748724157% |
20.57503994873018% |
5.599457010042119% |
14.340346093694079% |
| t.srt3 |
12.69200371712531% |
-4.661105377526098% |
3.7659507248645863% |
26.26391707258946% |
8.97406104641032% |
| t.srt5 |
13.368381640002314% |
-0.03775344764354038% |
10.74088962980082% |
32.83896643560362% |
14.170691092966115% |
| t.srrs |
28.890913509326978% |
-4.059179825518722% |
5.151949039104631% |
15.44694235867432% |
8.833229062296333% |
| t.srqr |
9.253127441226328% |
20.726179650990083% |
35.78431640357016% |
125.32340150735823% |
0.9115253869751427% |
| t.pure |
29.87076831962707% |
-30.13970644402252% |
39.270115350572496% |
-5.724159321217681% |
13.557879940778683% |
| t.frs4 |
28.959633513409756% |
-8.711034625883995% |
6.764238076004325% |
6.795268753211814% |
10.360721921320536% |
| t.frs3 |
31.687135250016183% |
-9.402916293112352% |
11.185093125442291% |
9.468190224455642% |
11.250563614761266% |
| t.frs2 |
33.6879639179315% |
-2.1721698717025895% |
9.484748969098412% |
14.071525550564123% |
12.657832852124207% |
| t.frs1 |
24.823962997550208% |
-1.6659236544826483% |
4.027503197766924% |
23.172424733760156% |
0.909739918377106% |
| t.eqwt |
13.021617406844022% |
-20.392117109815022% |
18.787121353099813% |
11.793765675476365% |
22.806076317841196% |
| t.sort |
22.673599865263007% |
-21.8579334248415% |
13.452420933074505% |
6.896799533650766% |
19.614165102859072% |
| t.rpba |
13.000360748408223% |
-19.538034754783418% |
18.22816403023142% |
12.869946367882946% |
21.27936858380801% |
| t.mvar |
6.251777700783223% |
-16.58872156097091% |
17.306329072927173% |
15.3676372978931% |
16.162612667679554% |
| t.madm |
7.263722724473709% |
-19.448034771023092% |
17.02885538959191% |
15.847397203361279% |
17.920228604251044% |
| t.dist |
6.5747733891042826% |
-19.264864435595396% |
14.80659284182131% |
10.03436576879464% |
20.988701895116968% |
| t.mdiv |
4.929266791100195% |
-22.903221678146966% |
15.397507854207193% |
11.733869040982325% |
19.97970106300455% |
| t.coco |
6.212471453972346% |
-23.258293926510486% |
16.194474861521655% |
13.343935456511202% |
23.995440615306652% |
| t.aaaf |
24.959265671249952% |
-12.861150095978257% |
15.255385600454474% |
21.88186619453514% |
26.41435383373394% |
| t.aaae |
17.984476834520315% |
-20.66770769099888% |
17.361924603643764% |
12.264785843866544% |
26.780890607891905% |
| t.aaad |
25.63680614233825% |
-15.123605786251604% |
13.473687083148667% |
9.998674240813799% |
25.732027869344655% |
| t.aaac |
14.577926835742371% |
-17.718160902823154% |
7.598563802129177% |
13.97507648882479% |
20.76291527701739% |
| t.aaab |
15.06987850735062% |
-18.079962922646608% |
8.037861609456186% |
12.971056186161656% |
20.37080724307776% |
| t.aaaa |
20.136023953660942% |
-16.246783502516372% |
14.284003709476757% |
13.337064114943287% |
20.54372111852072% |
Compare: Risk vs. Return
for period ending September 30, 2026
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Paid subscribers get the investable percentage allocations for all 200+ recipes. Tactical allocations update at the start of each month.
Maximum Drawdown vs. Annual Return
●
t.dyhb
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
t.dyhb
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
t.dyhb
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
●
t.dyhb
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-14.1% |
-9.7% |
-10.7% |
-6.9% |
-9.7% |
-0.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-4.7% |
-3.9% |
-5.3% |
-2.9% |
-1.8% |
0.1% |
| Global Equities (ACWI) |
1.2% |
0.4% |
-1.7% |
-2.3% |
-3.5% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-30.2% |
-18.9% |
-21.8% |
-17.4% |
-14.1% |
-5.5% |
| 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 |
| t.dyhb |
-14.067340606702183% |
-9.653795741621211% |
-10.74819697326567% |
-6.85508967522166% |
-9.654494314799717% |
-0.652912342710767% |
| t.dbnd |
-25.798197731924095% |
-15.958438711383296% |
-11.30353293188844% |
-8.414650792393633% |
-8.328275684861872% |
0% |
| t.qaro |
-19.506861618533% |
-10.555192429706338% |
-7.863022135458017% |
-7.71553432312179% |
-10.309267548368187% |
-4.444808226156009% |
| t.acap |
-11.400743347485623% |
-3.8875083080157964% |
-6.446694454082744% |
-7.853796195546131% |
-6.328832216051559% |
-0.8842854122353607% |
| t.trdd |
-9.133682166311278% |
-7.870135946705835% |
-11.573752074816554% |
-8.286018589495875% |
-6.895950130776655% |
0.9328331919054822% |
| t.shar |
-5.201842140452212% |
-7.5935882056086434% |
-7.125310556122573% |
-2.5656177307504446% |
-4.227201733403277% |
1.6517825751262745% |
| t.tris |
-7.846113799445854% |
-6.281668824135727% |
-4.967701267400132% |
-4.4822169727701295% |
-7.101427320683596% |
-0.7111871527879199% |
| t.tret |
-8.290492641944123% |
-6.479034777594039% |
-10.538469530138999% |
-7.613873069949794% |
-6.009313001567335% |
1.5119328097670035% |
| t.rsop |
-4.604308288764111% |
-2.6351889035924163% |
-4.79121057243747% |
-3.740693862116471% |
-3.7215870658533046% |
-0.22854553316104997% |
| t.rpcl |
-12.434839365634504% |
-6.950509523433981% |
-7.755380489562953% |
-7.664985958139962% |
-8.09310379561493% |
-0.6371710919329736% |
| t.risd |
-17.0446197609008% |
-7.663052905797191% |
-7.935950762448849% |
-5.17775761932345% |
-4.69296258392842% |
1.5120645996024038% |
| t.mva3 |
-11.990416772813102% |
-3.482944894316601% |
-5.797410743426543% |
-4.624110808261563% |
-3.940491211413894% |
2.6043812282218255% |
| t.mva2 |
-15.967202469891317% |
-7.469606718260664% |
-8.56782728063566% |
-7.411305742007% |
-6.7040540780361555% |
0.3193810976449498% |
| t.mca2 |
-7.912639702959542% |
-4.94808681421139% |
-6.776990949065108% |
-5.704186388066232% |
-5.654394361286494% |
0.3403853884940258% |
| t.mca1 |
-11.750133435021029% |
-6.968115188212344% |
-8.662158928528834% |
-7.235014024755751% |
-6.814544364404429% |
-0.3364007862369309% |
| t.madd |
-16.801330822844946% |
-4.6526856546163184% |
-7.318463907191927% |
-5.382699907206154% |
-4.246990912407222% |
1.9577716999214339% |
| t.loss |
-6.602024874422396% |
-1.519919739887392% |
-4.606834256877521% |
-4.607861061975906% |
-4.836834852094638% |
1.6593347611624445% |
| t.eqrc |
-7.412409059747251% |
-4.459095619812157% |
-6.629491807274384% |
-5.348413864183238% |
-5.029227160422046% |
0.9501212434143849% |
| t.cvar |
-13.5317139147951% |
-1.531390100037953% |
-4.933844600395402% |
-5.95276007919634% |
-5.051002229356085% |
1.3598243888752126% |
| t.cdar |
-17.369677910008097% |
-9.866400479100117% |
-9.543135767291602% |
-5.408510087643149% |
-4.962457765526688% |
1.4568669576240758% |
| t.srt3 |
-4.1036602411296155% |
-10.23725601822567% |
-2.2064729821108315% |
-4.177840379077539% |
-3.5105125626530036% |
-0.7472833079592025% |
| t.srt5 |
14.570646172540643% |
3.080703526213295% |
3.867738060701784% |
1.458923686979933% |
0.9648950113755195% |
1.3555141321532318% |
| t.srrs |
-0.8001330699682008% |
-7.672930720275437% |
-3.4234926331615005% |
-1.7100302631883348% |
-1.296378275885461% |
1.535971856487505% |
| t.srqr |
4.2831875984149494% |
-0.31303642867685966% |
3.6068208367260723% |
-2.8695891467449908% |
-3.018902570130418% |
-0.020188356001499486% |
| t.pure |
-2.2327276014736466% |
-11.80312620163342% |
-7.112944321229629% |
-4.740029586629363% |
-6.625195051170846% |
2.573237518274368% |
| t.frs4 |
9.043994057957585% |
-6.608386107617946% |
-5.2873315556860785% |
-2.8743037116129493% |
-4.500005730687162% |
0.34203155595048074% |
| t.frs3 |
16.361234747334628% |
-5.017178962220779% |
-1.3073520777074323% |
1.0312437618747907% |
-0.4051436979770724% |
2.834041187595087% |
| t.frs2 |
14.0390838226565% |
-4.522924214572345% |
1.3435978558073511% |
-0.7924543285788008% |
-3.365759868635891% |
0.9227584262273929% |
| t.frs1 |
-9.233641868538351% |
-14.139785466073693% |
-7.194836878536408% |
-6.182693739578402% |
-7.921539457228754% |
-1.2671793483496732% |
| t.eqwt |
-3.4969322011840838% |
-2.5701203333669955% |
-4.837122919295608% |
-3.715651667148247% |
-3.944831323635384% |
-1.3054165776072004% |
| t.sort |
-4.692183645868301% |
-9.21715717981948% |
-7.804715875791909% |
-3.070394138629135% |
-4.954949714362881% |
0.9932691317788382% |
| t.rpba |
-5.092378079432548% |
-2.4006420221894995% |
-4.7837622852250385% |
-3.6619583027811355% |
-3.5674229193630485% |
0.1345374977626257% |
| t.mvar |
-16.807551534908804% |
-5.627414256697957% |
-6.509530234177121% |
-4.871809083978017% |
-4.022186043615653% |
2.23487823561625% |
| t.madm |
-16.801330822844946% |
-4.6526856546163184% |
-7.318463907191927% |
-5.382699907206154% |
-4.21466284523277% |
1.9828109762866806% |
| t.dist |
-11.410012155598327% |
-6.817831756386486% |
-7.875686891879846% |
-7.555986524131234% |
-7.927609209469312% |
-1.0070500087746836% |
| t.mdiv |
-12.82426571539279% |
-5.815707377602575% |
-9.013105211206499% |
-8.37615565756518% |
-6.82608221704568% |
0.24109429867217713% |
| t.coco |
-11.24618000390748% |
-4.503845573447785% |
-8.007512629096597% |
-6.732117625058544% |
-6.0425767342974535% |
0.2859856374977081% |
| t.aaaf |
-1.4954280189018991% |
2.243920465205001% |
0.6242548607187164% |
2.0390183094541907% |
2.73707337926675% |
8.132758464994968% |
| t.aaae |
5.504037642236513% |
2.9753118931895592% |
-2.459800882177838% |
-1.155901985114447% |
-3.1336289305526606% |
3.4849855421747122% |
| t.aaad |
-10.043521517412326% |
-8.178446035650884% |
-6.027176033574592% |
-2.777718221429563% |
-4.369867955071452% |
2.9239130438927887% |
| t.aaac |
5.513286335514282% |
2.2275388085436383% |
-5.177108215418221% |
-4.941331062919536% |
-5.61757672953444% |
2.2104005255846673% |
| t.aaab |
4.312134046324042% |
0.7619096385680777% |
-5.677264466738398% |
-4.9587369242165344% |
-5.691390945521591% |
2.2223006958863447% |
| t.aaaa |
-5.171258935053808% |
0.1907127297034208% |
-5.293414342404765% |
-3.599535526480544% |
-5.0264213116160725% |
2.6142273049519833% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-4.8% |
1.1% |
-2.6% |
0.6% |
-0.0% |
3.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.8% |
-2.4% |
-3.7% |
-1.8% |
-1.0% |
0.2% |
| Global Equities (ACWI) |
1.6% |
0.9% |
-1.4% |
-1.9% |
-3.0% |
|
| U.S. Equities (SPY) |
-0.0% |
0.0% |
-0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-6.3% |
-4.2% |
-7.5% |
-3.5% |
-1.7% |
0.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-4.795984194576469% |
1.0801124743604942% |
-2.586986893773351% |
0.6355404158564653% |
-0.004960375393225247% |
3.501343075460848% |
| t.dbnd |
-7.478648773555495% |
-3.8862665670058885% |
-3.984887746704865% |
-0.7523254423094277% |
0.048438144636142155% |
0% |
| t.qaro |
-11.064834863518104% |
-1.9525281141523765% |
-4.164243124727183% |
-1.2990815116452792% |
-2.2977040157423048% |
1.0340821093152717% |
| t.acap |
-7.661747002288365% |
1.6581831458766985% |
-3.1437391913785815% |
-3.4465613923170446% |
-1.2587101689677862% |
2.0143317938548906% |
| t.trdd |
-3.417486581092522% |
-0.3482797697078448% |
-6.545679982170209% |
-3.2112889817891395% |
-1.4721426083417644% |
3.8220025338641603% |
| t.shar |
0.22673281748829588% |
1.7785907287345628% |
-2.849041706481894% |
1.6607202263781558% |
1.294601146069084% |
5.330716716596003% |
| t.tris |
-1.3455518212181135% |
2.69828542210145% |
-1.0644429725536924% |
0.4976080139562642% |
-0.49800752564060335% |
3.406870705534604% |
| t.tret |
-2.4940614184991494% |
0.7034183631145279% |
-5.809244307327283% |
-2.7028932736732827% |
-0.8065044586942909% |
4.107978748947554% |
| t.rsop |
-2.6133431222166355% |
0.35176250283821986% |
-3.2706239514012507% |
-1.9036018307123097% |
-1.7049240049757381% |
0.6280779922915087% |
| t.rpcl |
-7.669840431462298% |
-1.1840137118253402% |
-4.395979692366461% |
-2.9300076864208906% |
-2.2446692423321357% |
2.6116918953874806% |
| t.risd |
-8.873131318054568% |
0.7657508486245268% |
-3.458858006773628% |
-0.2379549762025972% |
0.6512169894035296% |
3.8756919155103926% |
| t.mva3 |
-7.258982358078397% |
2.2944019039902717% |
-2.507865588553128% |
-0.37261352684795845% |
0.6027950087300038% |
4.384565099488887% |
| t.mva2 |
-9.000669481839168% |
-0.11772169352938988% |
-4.33425262411086% |
-1.63678187907923% |
-0.4182334209837544% |
3.626847471608855% |
| t.mca2 |
-4.584055200723633% |
-0.5250308378177575% |
-4.1319596164718115% |
-1.9835308676864063% |
-1.3046123019082572% |
2.400053403934143% |
| t.mca1 |
-6.625639166330409% |
-0.9257296694057455% |
-5.007230942306946% |
-2.2404970878997412% |
-1.221622549480342% |
2.3722992659976616% |
| t.madd |
-10.306568102938552% |
1.9614122697447929% |
-3.238197294536053% |
-0.550966300317052% |
0.7555222285440459% |
4.049903146291669% |
| t.loss |
-3.64497618557332% |
5.918898570286333% |
-0.7779320093689508% |
0.4041172432379909% |
0.8095840455597418% |
4.0924907195604625% |
| t.eqrc |
-4.429083113866307% |
-0.41722042178577645% |
-4.247376224004585% |
-2.0191637589961076% |
-1.2277983754087414% |
2.5289686750508347% |
| t.cvar |
-5.289647503505824% |
7.926750318025468% |
-0.47381883553367965% |
0.24301104647029437% |
1.1641393491143797% |
4.215451834054395% |
| t.cdar |
-8.892007692961698% |
-0.8383860729178183% |
-4.457553932909171% |
-0.5586168241756333% |
0.47436001857044285% |
4.3500409441382395% |
| t.srt3 |
7.044059173943515% |
-2.370000786086054% |
2.490513888817836% |
1.4183341157852771% |
2.111384217181609% |
3.0473607269671046% |
| t.srt5 |
26.720208048747608% |
9.103494946466512% |
6.3381693447171354% |
3.5155461461538344% |
3.3343425359697196% |
4.08280626484867% |
| t.srrs |
3.77092547841617% |
-1.8996071564139143% |
-1.3824290065986995% |
0.4183111168985141% |
0.9634412588468297% |
2.7047552955749996% |
| t.srqr |
27.050420313866837% |
18.93216913332892% |
21.013029553712443% |
4.06220829068825% |
5.008015325494611% |
7.3826995319764155% |
| t.pure |
0.21160124355043308% |
-11.463257049886526% |
-6.828215278378411% |
-0.3612802505031212% |
-0.9533324489788857% |
8.829899679931497% |
| t.frs4 |
8.468243634692278% |
0.8258253280118693% |
-1.050919765677985% |
0.808712941651422% |
0.3685903075323784% |
2.1113480422045803% |
| t.frs3 |
13.902855280553183% |
2.1603714123862146% |
1.2044474474958724% |
3.2171508976209706% |
2.9270283097504928% |
4.003249586269098% |
| t.frs2 |
16.562700504460693% |
2.725129098155149% |
3.5738735648412665% |
2.7350303499564754% |
1.5380493284217982% |
3.5466558935439405% |
| t.frs1 |
-4.403085106323776% |
-9.271918919763955% |
-3.077212164488534% |
-0.4264243538173922% |
-0.9315960365189948% |
3.935310850265835% |
| t.eqwt |
-1.5907100726965506% |
0.259599169745929% |
-3.5799723788546842% |
-2.168739530736431% |
-2.1601652587826567% |
-0.4275537980213544% |
| t.sort |
0.5350439353062431% |
0.09566971395458879% |
-3.437695153708999% |
1.4370103241053442% |
0.8853266742016492% |
4.991868773497519% |
| t.rpba |
-3.01075627769624% |
0.6194798494644775% |
-3.2051690775149426% |
-1.779418021252253% |
-1.5266855717398853% |
0.955528146152127% |
| t.mvar |
-8.914144559477077% |
1.939904285746632% |
-2.520406454312104% |
-0.1879901442571752% |
0.9561848292417228% |
4.240179295756896% |
| t.madm |
-10.306568102938552% |
1.9614122697447929% |
-3.238197294536053% |
-0.550966300317052% |
0.7759197287331938% |
4.066525717838756% |
| t.dist |
-7.224025263852159% |
-1.0584122605579243% |
-4.841041519577332% |
-3.2595132366303243% |
-2.445856552547368% |
1.9113857364502902% |
| t.mdiv |
-7.190168103149897% |
0.016054398767881395% |
-5.348878697123285% |
-3.020282384046359% |
-1.170911321071208% |
3.0088049409446582% |
| t.coco |
-6.594452811953902% |
0.5238104352129298% |
-5.092582349598639% |
-2.7131407038287145% |
-1.3820074150696655% |
2.3150404430982103% |
| t.aaaf |
1.5608646324518283% |
7.756815073300157% |
2.7479860381887384% |
4.927126455177787% |
5.8207637948748046% |
8.913294422507352% |
| t.aaae |
9.304368330978846% |
7.228109884603615% |
-0.4771487145016975% |
0.8742044883147235% |
-0.14995328755042792% |
4.656470748409047% |
| t.aaad |
-7.651911525827225% |
-0.7448391001293277% |
-2.902040809868616% |
0.8850093092843121% |
-0.056906920870215316% |
5.208090908232959% |
| t.aaac |
10.935057274548388% |
7.480502653756988% |
-1.859866289647921% |
-0.5511558264090546% |
-0.3336853340535537% |
4.602959755371868% |
| t.aaab |
10.063979348968275% |
6.574402170650776% |
-2.2379372514496696% |
-0.5956558525205944% |
-0.411676938626063% |
4.601687433121777% |
| t.aaaa |
0.6089281828113249% |
5.921348508357996% |
-1.8568217111137741% |
0.14586726005508677% |
-0.07171474502434183% |
4.860239985457591% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-0.11 |
0.70 |
-0.07 |
0.38 |
0.31 |
0.58 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.57 |
1.12 |
0.27 |
0.62 |
0.83 |
0.63 |
| Global Equities (ACWI) |
0.98 |
1.41 |
0.50 |
0.68 |
0.74 |
|
| U.S. Equities (SPY) |
0.90 |
1.38 |
0.60 |
0.81 |
0.96 |
0.65 |
| U.S. Bonds (BND) |
-1.34 |
-0.01 |
-0.71 |
-0.27 |
-0.01 |
0.26 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-0.10930085053954898 |
0.6992270267321126 |
-0.06540374986650416 |
0.37640991766831655 |
0.3076813365238086 |
0.5819779048487218 |
| t.dbnd |
-1.0068904765989164 |
0.2188360522088304 |
-0.09229767413637588 |
0.26737768273403395 |
0.3830690579658342 |
0 |
| t.qaro |
-0.5054951372320262 |
0.6478815190878243 |
0.13480171037773175 |
0.3448620210260546 |
0.2809672728014692 |
0.35895953515563145 |
| t.acap |
0.10969628790994981 |
1.1192264343334 |
0.21715970499862408 |
0.33594066826739605 |
0.5439431878622182 |
0.5786614910546802 |
| t.trdd |
0.257535052571723 |
0.8330119213559029 |
-0.08893036051197724 |
0.3050678743312762 |
0.49949424263137915 |
0.6792635522439865 |
| t.shar |
0.5547162237032003 |
0.8551841566921021 |
0.17401420173506796 |
0.6442689348581581 |
0.6766764016075714 |
0.7287566490352775 |
| t.tris |
0.35903710508484615 |
0.9487358902619735 |
0.3001875802721371 |
0.5344196999790555 |
0.49392457890835856 |
0.5889143095107923 |
| t.tret |
0.3151898412287376 |
0.93414780363782 |
-0.027043048872130757 |
0.34551501078485247 |
0.5571301533720514 |
0.7129374228482407 |
| t.rsop |
0.5852089046266199 |
1.2053413189793671 |
0.31752693367603 |
0.5831941552227642 |
0.7151333960135959 |
0.6217190615261763 |
| t.rpcl |
0.022616551312425834 |
0.9032048720394237 |
0.13939544281764804 |
0.3443860098577641 |
0.42580115078595593 |
0.5894190860560431 |
| t.risd |
-0.32579100524837035 |
0.8521603601648351 |
0.12483103072113273 |
0.48869828567883455 |
0.6429296252069547 |
0.7135533068324653 |
| t.mva3 |
0.053792351320256955 |
1.1503223617138458 |
0.2508325210562503 |
0.5228838153071015 |
0.6937629528248908 |
0.7798031776608745 |
| t.mva2 |
-0.24417831197694465 |
0.8653819660974951 |
0.08790138213610331 |
0.3559104140626398 |
0.5132923338492074 |
0.6439777256207619 |
| t.mca2 |
0.35129021468491006 |
1.0446788423532223 |
0.19745006810806115 |
0.46026289259184605 |
0.5834785817779325 |
0.6460270850883582 |
| t.mca1 |
0.07229036748204513 |
0.9011838848684687 |
0.08481955539534879 |
0.3675727356772757 |
0.5068409472932272 |
0.6048999804785965 |
| t.madd |
-0.3064729009284258 |
1.0690296074458487 |
0.16139516406886598 |
0.4770508339622951 |
0.6716202579086228 |
0.7398544016468119 |
| t.loss |
0.447764067454199 |
1.2852782524010868 |
0.32572006801714376 |
0.5312442337409818 |
0.6429521869857736 |
0.7293778689249624 |
| t.eqrc |
0.3869286182599803 |
1.078825453252577 |
0.20723690537053022 |
0.48166351503255167 |
0.623699999346706 |
0.682190700996253 |
| t.cvar |
-0.06079702774785211 |
1.288309716869426 |
0.30267573552139443 |
0.4473507806287543 |
0.6243930662110332 |
0.7077540501722346 |
| t.cdar |
-0.35203587252017754 |
0.6939476015284219 |
0.032162042364421294 |
0.4754690752982739 |
0.626885085566804 |
0.7135182562666516 |
| t.srt3 |
0.6428877094123094 |
0.6875365960459663 |
0.4849964122051014 |
0.5779405483272562 |
0.7457749738262679 |
0.610168615853221 |
| t.srt5 |
1.7658874466005783 |
1.5608082190112753 |
0.8199817903379455 |
0.8995944713849423 |
1.0225296032301079 |
0.7362366180157791 |
| t.srrs |
0.8362576616045034 |
0.8495436332507605 |
0.39108522871353923 |
0.7015087034994812 |
0.8694129967757184 |
0.7228783641294432 |
| t.srqr |
1.1667637575672856 |
1.3076754818558396 |
0.8907251784046106 |
0.7367675451639126 |
0.8363181616159141 |
0.7119098606257479 |
| t.pure |
0.7713119764646161 |
0.5732038101953958 |
0.2133574053001466 |
0.5525444522171946 |
0.5516747625197708 |
0.8040798607973684 |
| t.frs4 |
1.5027559582835306 |
0.9193361346163371 |
0.26137267818170656 |
0.6132181179116022 |
0.6499042694430581 |
0.6418243331663324 |
| t.frs3 |
1.9740798481731787 |
1.036051300935099 |
0.49992488959805303 |
0.8486179586795759 |
0.9207426011906855 |
0.7972392836809394 |
| t.frs2 |
1.8071068414585127 |
1.0710744552975944 |
0.6565383110503255 |
0.7525343369272091 |
0.7394370459150386 |
0.6922790777510074 |
| t.frs1 |
0.2909426209899169 |
0.3967564688548203 |
0.19569550243444478 |
0.4541386371686776 |
0.4553566273712952 |
0.5740142491784659 |
| t.eqwt |
0.6632023183971045 |
1.2085623120403646 |
0.3183599380200048 |
0.5877742322339128 |
0.7033660071247397 |
0.5630062733620995 |
| t.sort |
0.5915734131664764 |
0.739252881955658 |
0.13531178667725116 |
0.6165939293133866 |
0.63138581503219 |
0.691314199454677 |
| t.rpba |
0.5510497920950926 |
1.221855913821543 |
0.3173501254469366 |
0.5871528576980541 |
0.7244615835128251 |
0.6425729168975404 |
| t.mvar |
-0.30926790221226563 |
0.999414712028733 |
0.20877442807901037 |
0.5078272915549109 |
0.6865756897228381 |
0.7563988899239268 |
| t.madm |
-0.3064729009284258 |
1.0690296074458487 |
0.16139516406886598 |
0.4770508339622951 |
0.6737307814640351 |
0.7413481308389277 |
| t.dist |
0.10411699249695151 |
0.9134059127369905 |
0.13582510086048225 |
0.3545220021180913 |
0.43976542631148036 |
0.5698009543560402 |
| t.mdiv |
-0.00944203156636258 |
0.9841283698161039 |
0.06681476991330276 |
0.30077631186915327 |
0.505496039408507 |
0.638593984319783 |
| t.coco |
0.11303829063414478 |
1.0765411430379879 |
0.13015997378326136 |
0.4030600441060552 |
0.5595797784572949 |
0.6441690839471226 |
| t.aaaf |
0.8021288165096756 |
1.534578575459298 |
0.6216208323872104 |
0.9140206323768825 |
1.1201342565313397 |
1.106547023778742 |
| t.aaae |
1.2550884692828355 |
1.5853197107043244 |
0.447848199344736 |
0.7338011175072011 |
0.7542964556704705 |
0.8416691590247359 |
| t.aaad |
0.22326575381002878 |
0.8146745972799976 |
0.24538883675520712 |
0.6393565031111121 |
0.6742939989768865 |
0.8078134561818932 |
| t.aaac |
1.256356256754659 |
1.5411946475967735 |
0.2927891809416995 |
0.5134460069528951 |
0.5937523095544787 |
0.764378625197457 |
| t.aaab |
1.179377794612078 |
1.4402256646377645 |
0.2638717841046768 |
0.5120561922945247 |
0.5887054181299887 |
0.7649929098990333 |
| t.aaaa |
0.5425588803566529 |
1.4073911305580142 |
0.2810264267868603 |
0.5880291576243181 |
0.629843717343344 |
0.7873226592215907 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-0.14 |
1.03 |
-0.09 |
0.56 |
0.45 |
1.00 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.08 |
2.08 |
0.39 |
0.92 |
1.28 |
0.93 |
| Global Equities (ACWI) |
1.89 |
2.80 |
0.75 |
1.01 |
1.14 |
|
| U.S. Equities (SPY) |
2.12 |
2.88 |
0.92 |
1.26 |
1.55 |
0.97 |
| U.S. Bonds (BND) |
1.08 |
2.08 |
0.39 |
0.92 |
1.28 |
0.93 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-0.14417174099827998 |
1.0347084653723289 |
-0.08511075994860982 |
0.5623402431921013 |
0.4470160260480912 |
1.0026143990492087 |
| t.dbnd |
-1.0851091383589615 |
0.3809216220845822 |
-0.1332555123501717 |
0.4148468838594569 |
0.5704851833189754 |
0 |
| t.qaro |
-0.6313525293862021 |
1.0472334810591106 |
0.1982769048835888 |
0.5337146417916133 |
0.4229700646492554 |
0.555440775639724 |
| t.acap |
0.15591835243197655 |
1.8383275078054848 |
0.30336089706662667 |
0.4610531492504614 |
0.7797042729670216 |
0.8570391627625529 |
| t.trdd |
0.3737427077049098 |
1.3076748983305202 |
-0.11331990199855686 |
0.43152089557114204 |
0.7291019639990906 |
1.0849193696019193 |
| t.shar |
0.8969224890049481 |
1.4443105197088335 |
0.24049963136768995 |
1.0361913367316795 |
1.100290439835155 |
1.2518622782845312 |
| t.tris |
0.5194573629575714 |
1.5312883889701239 |
0.43709248399228984 |
0.8108520213845511 |
0.7495317087075801 |
0.9571565196607603 |
| t.tret |
0.47306646339669167 |
1.5374275874241945 |
-0.035077877406838515 |
0.48968275446768134 |
0.8153719642157473 |
1.139152330829134 |
| t.rsop |
0.9435241187822059 |
2.1613974464014603 |
0.45604994804912974 |
0.8647374579141465 |
1.1107675297993491 |
0.9302380232019958 |
| t.rpcl |
0.030955820111503017 |
1.4918366289360796 |
0.1984094021369045 |
0.497836561364917 |
0.6355103144394768 |
0.9290983029248288 |
| t.risd |
-0.40633505757656974 |
1.2975531771103905 |
0.1730576044028321 |
0.7411800451149575 |
0.9964406296693302 |
1.142210201033392 |
| t.mva3 |
0.07433680871637928 |
1.881527314021251 |
0.3584829384102076 |
0.794045040520811 |
1.09842320966393 |
1.3024153195587191 |
| t.mva2 |
-0.311717499369809 |
1.3393226084899648 |
0.1219294916223585 |
0.5231967075339172 |
0.785880885806805 |
1.0521742771859854 |
| t.mca2 |
0.5179305569501206 |
1.7532481055735396 |
0.2790639498381735 |
0.6818211772712958 |
0.891538334531946 |
1.0073065859823587 |
| t.mca1 |
0.09840292796075775 |
1.4342212822851714 |
0.11720268935974358 |
0.5374556271105965 |
0.7702414438097109 |
0.9432121860424395 |
| t.madd |
-0.3956216186492228 |
1.7066154625777108 |
0.2247228011239476 |
0.712849008338523 |
1.0369227861176524 |
1.1843675425092208 |
| t.loss |
0.7237697708831559 |
2.2970800535614724 |
0.5024550503142023 |
0.8431711241615549 |
1.0273342311287865 |
1.1820021790877728 |
| t.eqrc |
0.5810973563679903 |
1.8425369507893592 |
0.29264167330935414 |
0.7115200805982133 |
0.9523047467111851 |
1.0572250191545403 |
| t.cvar |
-0.08450861708044086 |
2.2951997324967106 |
0.4494454834669098 |
0.6864233101794653 |
0.9719211546374532 |
1.1664844476263554 |
| t.cdar |
-0.4309066757619325 |
1.087435048398343 |
0.043879470500322315 |
0.7070736193258454 |
0.9659568261826283 |
1.1280310421544575 |
| t.srt3 |
0.9540402706877888 |
1.0635427256871395 |
0.7627242091163908 |
0.9268306787994759 |
1.2317028320429153 |
0.9475600352200997 |
| t.srt5 |
3.5806079036775413 |
3.176350610763782 |
1.3048254298315527 |
1.46754438650412 |
1.6934905738132968 |
1.10638457486983 |
| t.srrs |
1.2504354768204446 |
1.2909229491833485 |
0.5686143083760637 |
1.042030045282773 |
1.329968628284913 |
1.0903222289018575 |
| t.srqr |
2.9014628649994725 |
3.277674469141702 |
1.79296424763692 |
1.3519921310892484 |
1.5457790154678044 |
1.2772831428707625 |
| t.pure |
1.4555266466891 |
0.9649649171804 |
0.31786048749710843 |
0.9049099111366532 |
0.8981727576571831 |
1.4281248879001094 |
| t.frs4 |
3.2013282440004907 |
1.506376231315046 |
0.38680818861223937 |
0.9521787085777171 |
1.015823425864918 |
1.0006930331144233 |
| t.frs3 |
4.2698341771941815 |
1.6879441368358772 |
0.7857186131459858 |
1.3953836793962395 |
1.5432423893558436 |
1.2741748110069484 |
| t.frs2 |
3.2277081727158663 |
1.731178985740612 |
1.0195720929597654 |
1.1335956607006912 |
1.1283340502283496 |
1.0268556325474443 |
| t.frs1 |
0.40037860812147624 |
0.5417695346853874 |
0.2682254346805333 |
0.6612798163361105 |
0.664822063366606 |
0.8739930870304564 |
| t.eqwt |
1.0843036175809866 |
2.172045302567799 |
0.4557127979703738 |
0.8697826895385021 |
1.090116419261516 |
0.829741240173148 |
| t.sort |
0.9901353757290681 |
1.241341360509535 |
0.1877085778967392 |
1.0115385009724052 |
1.0382792891714392 |
1.188366816828641 |
| t.rpba |
0.8831092014468503 |
2.2013944456335572 |
0.4555850688942236 |
0.8708711537108571 |
1.1262920259773856 |
0.9668831648455615 |
| t.mvar |
-0.38979366481473043 |
1.6038608992942167 |
0.29547241021409404 |
0.7715744950659894 |
1.0739372701637508 |
1.2205698126470854 |
| t.madm |
-0.3956216186492228 |
1.7066154625777108 |
0.2247228011239476 |
0.712849008338523 |
1.0409306113875991 |
1.1873105116161333 |
| t.dist |
0.14193355369797342 |
1.520111317012252 |
0.19219006272951292 |
0.5062047863379608 |
0.6494990827604434 |
0.8558453528667289 |
| t.mdiv |
-0.01283394083979929 |
1.6360746009090164 |
0.09343552693117434 |
0.4364977193404956 |
0.7538058425870143 |
0.9850419758643456 |
| t.coco |
0.1561815015814683 |
1.8394523136490846 |
0.18445978039637403 |
0.5987684034993799 |
0.8486158539266084 |
0.9732502029763129 |
| t.aaaf |
1.4106897213006389 |
2.813830661685058 |
0.9800463582922092 |
1.4812992903001456 |
1.909849280229137 |
1.9773942985619404 |
| t.aaae |
2.337244606233811 |
2.9913600775691855 |
0.6369657517519779 |
1.1129546706982696 |
1.1731523124938967 |
1.3526739936946606 |
| t.aaad |
0.333997031092172 |
1.2499548140825198 |
0.3373996715488158 |
0.9740416186465974 |
1.0308682456745315 |
1.3025792850410702 |
| t.aaac |
2.361217456392148 |
2.7859100409017334 |
0.40526599152341697 |
0.7640198594473167 |
0.8971629536614517 |
1.2476032779926434 |
| t.aaab |
2.1363614806041293 |
2.542217430324359 |
0.362933698696981 |
0.7565006644229999 |
0.8837136800645615 |
1.244841311129305 |
| t.aaaa |
0.8713522286478633 |
2.3983525899798264 |
0.3870416248521823 |
0.8776108194705894 |
0.9588220334487685 |
1.3247702564610453 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
-0.5 |
n/m |
-0.3 |
n/m |
n/m |
n/m |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.8 |
1.5 |
0.4 |
1.0 |
1.2 |
1.0 |
| Global Equities (ACWI) |
1.4 |
1.9 |
0.8 |
1.0 |
1.1 |
n/m |
| U.S. Equities (SPY) |
1.2 |
1.8 |
0.9 |
1.2 |
1.4 |
0.9 |
| U.S. Bonds (BND) |
n/m |
-0.1 |
-2.0 |
n/m |
n/m |
n/m |
| 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 |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| t.dyhb |
-0.5 |
0 |
-0.3 |
0 |
0 |
0 |
| t.dbnd |
0 |
0.4 |
-0.3 |
0 |
0 |
0 |
| t.qaro |
-2.6 |
1.5 |
0.2 |
0.9 |
0.7 |
1.3 |
| t.acap |
0.1 |
2.1 |
0.4 |
0.6 |
1.1 |
1.4 |
| t.trdd |
0.5 |
1.8 |
-0.4 |
0.6 |
1 |
2 |
| t.shar |
1.2 |
2.3 |
0.3 |
1.6 |
1.7 |
2.4 |
| t.tris |
0.9 |
2.6 |
0.7 |
1.4 |
1.2 |
2 |
| t.tret |
0.6 |
2 |
-0.2 |
0.7 |
1.2 |
2.1 |
| t.rsop |
0.9 |
1.9 |
0.5 |
1 |
1.1 |
1 |
| t.rpcl |
-0.1 |
1.6 |
0.2 |
0.7 |
0.9 |
1.7 |
| t.risd |
-1 |
2 |
0.2 |
1.2 |
1.5 |
2.2 |
| t.mva3 |
0 |
2.3 |
0.5 |
1.2 |
1.5 |
2.1 |
| t.mva2 |
-0.6 |
1.8 |
0.1 |
0.8 |
1.3 |
2.2 |
| t.mca2 |
0.5 |
1.8 |
0.3 |
0.9 |
1.1 |
1.5 |
| t.mca1 |
0 |
1.7 |
0.1 |
0.8 |
1.1 |
1.6 |
| t.madd |
-0.7 |
2.3 |
0.3 |
1.1 |
1.6 |
2.2 |
| t.loss |
0.7 |
3.2 |
0.7 |
1.3 |
1.6 |
2.1 |
| t.eqrc |
0.6 |
1.8 |
0.3 |
0.9 |
1.1 |
1.5 |
| t.cvar |
-0.4 |
4.6 |
0.8 |
1.3 |
1.7 |
2.4 |
| t.cdar |
-1 |
1.7 |
-0.1 |
1.1 |
1.5 |
2.2 |
| t.srt3 |
3.1 |
1.5 |
1.4 |
1.5 |
1.7 |
1.4 |
| t.srt5 |
3.9 |
2.7 |
1.6 |
1.6 |
1.7 |
1.4 |
| t.srrs |
2.5 |
1.5 |
0.7 |
1.3 |
1.5 |
1.4 |
| t.srqr |
1.9 |
2.6 |
2 |
1.5 |
1.7 |
1.5 |
| t.pure |
1.2 |
0.8 |
0.2 |
1.2 |
1.2 |
2.5 |
| t.frs4 |
4.8 |
2.1 |
0.6 |
1.5 |
1.5 |
1.6 |
| t.frs3 |
6.8 |
2.4 |
1.2 |
2.1 |
2.1 |
2 |
| t.frs2 |
7.4 |
2.4 |
1.7 |
1.9 |
1.7 |
1.7 |
| t.frs1 |
0.6 |
0.7 |
0.4 |
1.2 |
1.2 |
1.8 |
| t.eqwt |
1 |
1.9 |
0.5 |
1 |
1.1 |
0.9 |
| t.sort |
1.3 |
1.9 |
0.2 |
1.5 |
1.6 |
2.3 |
| t.rpba |
0.8 |
1.9 |
0.5 |
1 |
1.1 |
1.1 |
| t.mvar |
-0.8 |
2.3 |
0.4 |
1.2 |
1.6 |
2.3 |
| t.madm |
-0.7 |
2.3 |
0.3 |
1.1 |
1.6 |
2.2 |
| t.dist |
0.1 |
1.7 |
0.2 |
0.7 |
0.9 |
1.4 |
| t.mdiv |
-0.1 |
1.8 |
0 |
0.6 |
1.1 |
1.8 |
| t.coco |
0.1 |
1.9 |
0.1 |
0.8 |
1.1 |
1.4 |
| t.aaaf |
1.4 |
3.1 |
1.4 |
2.4 |
2.7 |
3.2 |
| t.aaae |
2.6 |
3.1 |
0.8 |
1.4 |
1.3 |
1.7 |
| t.aaad |
0.3 |
1.7 |
0.4 |
1.4 |
1.4 |
1.9 |
| t.aaac |
3.4 |
3.6 |
0.6 |
1.1 |
1.3 |
2 |
| t.aaab |
3.2 |
3.4 |
0.5 |
1.1 |
1.3 |
2 |
| t.aaaa |
1.3 |
3.2 |
0.6 |
1.3 |
1.4 |
2.1 |
Compare: Risk & Volatility
for period ending September 30, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
6.0% |
6.0% |
10.7% |
13.1% |
13.8% |
13.8% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
4.1% |
4.1% |
15.8% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
6% |
6% |
10.7% |
13.1% |
13.8% |
13.8% |
| t.dbnd |
5% |
5% |
10.8% |
10.8% |
10.8% |
0% |
| t.qaro |
15.5% |
15.5% |
17.8% |
18.6% |
18.6% |
18.6% |
| t.acap |
8.8% |
8.8% |
25.2% |
25.2% |
25.2% |
25.2% |
| t.trdd |
5.9% |
5.9% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.shar |
7.5% |
7.5% |
22.1% |
22.1% |
22.1% |
22.1% |
| t.tris |
7.6% |
7.6% |
21.4% |
21.4% |
21.4% |
21.4% |
| t.tret |
5.1% |
5.1% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.rsop |
6.2% |
6.2% |
24.7% |
24.7% |
24.7% |
33.1% |
| t.rpcl |
6% |
6% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.risd |
8.2% |
8.2% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.mva3 |
5.7% |
5.7% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.mva2 |
6.7% |
6.7% |
22.5% |
22.5% |
22.5% |
22.5% |
| t.mca2 |
6.1% |
6.1% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.mca1 |
5.9% |
5.9% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.madd |
7.2% |
7.2% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.loss |
6.5% |
6.5% |
23.8% |
23.8% |
23.8% |
23.8% |
| t.eqrc |
6% |
6% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.cvar |
8.7% |
8.7% |
25.9% |
27% |
27% |
27% |
| t.cdar |
7.1% |
7.1% |
25.4% |
26.3% |
26.3% |
26.3% |
| t.srt3 |
11.7% |
11.7% |
15.2% |
20.2% |
20.2% |
46.5% |
| t.srt5 |
8.3% |
8.7% |
16.3% |
16.3% |
16.3% |
34.5% |
| t.srrs |
4.3% |
9.7% |
11.9% |
11.9% |
11.9% |
16.8% |
| t.srqr |
18.5% |
21.1% |
30.4% |
50.7% |
50.7% |
50.7% |
| t.pure |
9.3% |
11.2% |
34.9% |
34.9% |
34.9% |
34.9% |
| t.frs4 |
2.1% |
3.8% |
9% |
9% |
9% |
12.6% |
| t.frs3 |
3.3% |
5.1% |
9.5% |
9.5% |
9.5% |
17.3% |
| t.frs2 |
5.3% |
8.5% |
10% |
13.7% |
14.9% |
26.1% |
| t.frs1 |
15.1% |
15.1% |
18.4% |
18.4% |
18.4% |
25% |
| t.eqwt |
6.7% |
6.7% |
25.5% |
25.5% |
25.5% |
42.1% |
| t.sort |
7.6% |
7.6% |
22.3% |
22.3% |
22.3% |
22.3% |
| t.rpba |
6.1% |
6.1% |
25% |
25% |
25% |
31.2% |
| t.mvar |
6.9% |
6.9% |
24.5% |
24.5% |
24.5% |
24.5% |
| t.madm |
7.2% |
7.2% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.dist |
7% |
7% |
24.3% |
24.3% |
24.3% |
24.3% |
| t.mdiv |
5.7% |
5.7% |
26.9% |
26.9% |
26.9% |
26.9% |
| t.coco |
7.1% |
7.1% |
26.8% |
26.8% |
26.8% |
26.8% |
| t.aaaf |
6.6% |
6.6% |
18.9% |
18.9% |
18.9% |
18.9% |
| t.aaae |
6.5% |
6.5% |
24% |
25.3% |
25.3% |
25.3% |
| t.aaad |
10.5% |
10.5% |
23.9% |
23.9% |
23.9% |
23.9% |
| t.aaac |
5.5% |
5.5% |
26.1% |
27.5% |
27.5% |
27.5% |
| t.aaab |
6% |
6% |
26.2% |
27.6% |
27.6% |
27.6% |
| t.aaaa |
5.7% |
5.7% |
23.9% |
25.3% |
25.3% |
25.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
8.7% |
7.3% |
7.1% |
7.0% |
6.7% |
8.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.9% |
10.2% |
12.1% |
11.5% |
10.4% |
10.9% |
| Global Equities (ACWI) |
14.3% |
13.7% |
16.6% |
16.4% |
15.5% |
|
| U.S. Equities (SPY) |
14.6% |
14.9% |
17.8% |
17.7% |
16.2% |
17.1% |
| U.S. Bonds (BND) |
3.6% |
5.6% |
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 |
| t.dyhb |
8.7% |
7.3% |
7.1% |
7% |
6.7% |
8.2% |
| t.dbnd |
4.8% |
6.5% |
7.8% |
6.2% |
6% |
0% |
| t.qaro |
12.5% |
13.4% |
13.2% |
11.9% |
10.9% |
11.1% |
| t.acap |
14% |
13.2% |
13.1% |
11.7% |
10.8% |
12% |
| t.trdd |
10.5% |
9.8% |
12.1% |
11.7% |
10.6% |
11.6% |
| t.shar |
16.9% |
12.5% |
12.9% |
12.8% |
11.6% |
13.3% |
| t.tris |
12.9% |
11.1% |
12.8% |
11.8% |
11.1% |
12.1% |
| t.tret |
9.9% |
9.9% |
12.3% |
11.7% |
10.6% |
11.4% |
| t.rsop |
13.5% |
12.7% |
14.6% |
13.3% |
12.3% |
13.3% |
| t.rpcl |
11.3% |
11.8% |
13% |
11.5% |
10.6% |
11.2% |
| t.risd |
10.1% |
10.6% |
12.1% |
10.9% |
9.7% |
10.4% |
| t.mva3 |
11.1% |
10.9% |
12.6% |
11.1% |
10.2% |
10.9% |
| t.mva2 |
10.2% |
10.7% |
12.2% |
10.8% |
9.9% |
10.8% |
| t.mca2 |
12.3% |
11.9% |
13.3% |
11.5% |
10.4% |
10.9% |
| t.mca1 |
11.3% |
11.4% |
12.7% |
11.1% |
10.2% |
10.8% |
| t.madd |
10.3% |
10.5% |
12.2% |
10.8% |
9.6% |
10.3% |
| t.loss |
13.7% |
11.8% |
12.8% |
11.3% |
10.2% |
11% |
| t.eqrc |
12.4% |
12.1% |
13.6% |
11.7% |
10.5% |
11% |
| t.cvar |
10.7% |
11.2% |
12.7% |
11.1% |
10% |
10.6% |
| t.cdar |
9.6% |
11.9% |
12.5% |
11.4% |
10.5% |
11.6% |
| t.srt3 |
21.4% |
20.6% |
17.9% |
17.3% |
16.3% |
18.2% |
| t.srt5 |
25.8% |
21.8% |
21.6% |
19.8% |
18.2% |
19.6% |
| t.srrs |
9.2% |
11% |
13.3% |
13.1% |
12% |
12.1% |
| t.srqr |
110.7% |
81.8% |
77.3% |
54.9% |
48.6% |
43.8% |
| t.pure |
26.6% |
19.7% |
21% |
20.7% |
18.5% |
21% |
| t.frs4 |
7.7% |
7.9% |
8.5% |
8.2% |
7.7% |
8.8% |
| t.frs3 |
8.9% |
10.3% |
10.6% |
9.8% |
9.3% |
10.4% |
| t.frs2 |
11.7% |
11.9% |
12.5% |
11.7% |
11.2% |
12.7% |
| t.frs1 |
20.1% |
16.4% |
17.6% |
16.1% |
14.6% |
16.7% |
| t.eqwt |
14.3% |
13.5% |
15.3% |
14% |
13% |
14.6% |
| t.sort |
17.8% |
12.7% |
13% |
13.2% |
11.9% |
13.6% |
| t.rpba |
13.3% |
12.6% |
14.4% |
13.1% |
12.2% |
13.1% |
| t.mvar |
9.7% |
10.6% |
12.4% |
11% |
9.8% |
10.4% |
| t.madm |
10.3% |
10.5% |
12.2% |
10.8% |
9.6% |
10.3% |
| t.dist |
12.8% |
12.9% |
13.8% |
12.3% |
11.3% |
11.8% |
| t.mdiv |
10.6% |
11.4% |
13.3% |
11.5% |
10.2% |
10.8% |
| t.coco |
12.2% |
12.5% |
14.2% |
12.3% |
10.9% |
11.4% |
| t.aaaf |
16.8% |
13.9% |
14.1% |
12.4% |
11.3% |
12.6% |
| t.aaae |
15.1% |
12.4% |
13.8% |
13.3% |
12.2% |
13.6% |
| t.aaad |
17.8% |
12.6% |
14.3% |
13.9% |
12.7% |
14.1% |
| t.aaac |
14.7% |
10.7% |
13.3% |
12.7% |
11.6% |
12.6% |
| t.aaab |
15% |
10.9% |
13.2% |
12.6% |
11.5% |
12.5% |
| t.aaaa |
12.2% |
10.5% |
12.3% |
11.9% |
11.2% |
12.5% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
6.5% |
4.4% |
4.8% |
4.3% |
4.3% |
4.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.4% |
4.9% |
7.8% |
7.2% |
6.3% |
7.1% |
| Global Equities (ACWI) |
7.2% |
6.3% |
10.2% |
10.5% |
9.6% |
|
| U.S. Equities (SPY) |
5.9% |
6.6% |
10.6% |
10.9% |
9.6% |
11.1% |
| U.S. Bonds (BND) |
3.1% |
3.2% |
4.5% |
3.6% |
3.1% |
2.9% |
| 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 |
| t.dyhb |
6.5% |
4.4% |
4.8% |
4.3% |
4.3% |
4.5% |
| t.dbnd |
4.1% |
3.2% |
4.5% |
3.3% |
3.6% |
0% |
| t.qaro |
9.9% |
7.8% |
8.1% |
7.1% |
6.8% |
6.8% |
| t.acap |
9.7% |
7.5% |
8.5% |
8% |
7.2% |
7.8% |
| t.trdd |
7% |
5.7% |
8.7% |
7.7% |
6.8% |
6.8% |
| t.shar |
10.3% |
6.9% |
8.4% |
7.3% |
6.6% |
7.3% |
| t.tris |
8.8% |
6.4% |
7.9% |
7.2% |
6.9% |
7.1% |
| t.tret |
6.3% |
5.4% |
8.6% |
7.7% |
6.7% |
6.7% |
| t.rsop |
8.2% |
6.5% |
9.2% |
8.4% |
7.4% |
8.5% |
| t.rpcl |
8.1% |
6.6% |
8.2% |
7.4% |
6.7% |
6.8% |
| t.risd |
7.8% |
6.4% |
7.9% |
6.5% |
5.8% |
6.1% |
| t.mva3 |
7.8% |
6.2% |
7.9% |
6.7% |
6% |
6.2% |
| t.mva2 |
7.8% |
6.4% |
7.9% |
6.7% |
6% |
6.2% |
| t.mca2 |
8.1% |
6.5% |
8.5% |
7.1% |
6.3% |
6.6% |
| t.mca1 |
8.1% |
6.6% |
8.3% |
7% |
6.3% |
6.6% |
| t.madd |
7.8% |
6% |
7.9% |
6.6% |
5.7% |
6.1% |
| t.loss |
8.2% |
6.1% |
7.5% |
6.6% |
6% |
6.5% |
| t.eqrc |
8.1% |
6.5% |
8.7% |
7.3% |
6.4% |
6.7% |
| t.cvar |
7.5% |
5.8% |
7.6% |
6.7% |
6% |
6.1% |
| t.cdar |
7.7% |
7% |
8.3% |
7% |
6.4% |
7% |
| t.srt3 |
14.5% |
12.8% |
10.7% |
10.3% |
9.5% |
11.4% |
| t.srt5 |
12.6% |
10.1% |
12.6% |
11.5% |
10.5% |
12.7% |
| t.srrs |
5.9% |
6.7% |
8.3% |
8.3% |
7.5% |
7.7% |
| t.srqr |
43.1% |
30.8% |
36% |
28.5% |
25.3% |
23.6% |
| t.pure |
14% |
11.1% |
13.2% |
12% |
10.9% |
11.4% |
| t.frs4 |
3.2% |
4.3% |
4.9% |
4.8% |
4.6% |
5.4% |
| t.frs3 |
3.9% |
5.8% |
5.9% |
5.4% |
5.2% |
6.2% |
| t.frs2 |
6.5% |
6.8% |
7.2% |
7.3% |
7% |
8.3% |
| t.frs1 |
14.6% |
11.5% |
12.2% |
10.6% |
9.6% |
10.6% |
| t.eqwt |
8.6% |
6.9% |
9.8% |
8.9% |
7.9% |
9.6% |
| t.sort |
10.5% |
7.1% |
8.4% |
7.4% |
6.7% |
7.5% |
| t.rpba |
8.1% |
6.4% |
9.1% |
8.3% |
7.4% |
8.4% |
| t.mvar |
7.5% |
6.1% |
7.8% |
6.6% |
5.8% |
6% |
| t.madm |
7.8% |
6% |
7.9% |
6.6% |
5.7% |
6.1% |
| t.dist |
9.2% |
7.2% |
8.8% |
8% |
7.2% |
7.5% |
| t.mdiv |
7.5% |
6.3% |
8.6% |
7.3% |
6.4% |
6.6% |
| t.coco |
8.6% |
6.7% |
9.1% |
7.7% |
6.7% |
7.1% |
| t.aaaf |
9.4% |
7.1% |
8% |
7% |
6.1% |
6.6% |
| t.aaae |
8% |
6.1% |
8.9% |
8.3% |
7.4% |
8.1% |
| t.aaad |
11.8% |
7.8% |
9.5% |
8.6% |
7.9% |
8.4% |
| t.aaac |
7.6% |
5.5% |
8.8% |
8.1% |
7.3% |
7.4% |
| t.aaab |
8.1% |
5.7% |
8.9% |
8.1% |
7.3% |
7.4% |
| t.aaaa |
7.4% |
5.7% |
8.1% |
7.5% |
6.9% |
7.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.dyhb |
0.28 |
0.20 |
0.21 |
0.15 |
0.14 |
0.10 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.63 |
0.70 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.94 |
0.90 |
0.93 |
0.93 |
0.95 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.63 |
0.70 |
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 |
| t.dyhb |
0.2844219859287189 |
0.1999189547192971 |
0.2059306548526411 |
0.1451727919914244 |
0.13666949277687454 |
0.09516229992096566 |
| t.dbnd |
0.1827161753567684 |
0.27783987618236144 |
0.3208088894362227 |
0.1867526668048078 |
0.15801423540775317 |
0 |
| t.qaro |
0.2908082340903386 |
0.5231549064482892 |
0.5670544534781745 |
0.3827882742043254 |
0.3503406201512102 |
0.25037153344482477 |
| t.acap |
0.6917339954191091 |
0.6330165613188367 |
0.5754928902059774 |
0.5426624079646749 |
0.47966613071113146 |
0.443085947673961 |
| t.trdd |
0.47263359709703984 |
0.4279193777689257 |
0.5153529955886097 |
0.4986300681102113 |
0.45752648889757064 |
0.355292625904493 |
| t.shar |
0.6547560468810363 |
0.42941886459386613 |
0.48278858662559 |
0.4706912069636324 |
0.4296497959583005 |
0.3553026620881034 |
| t.tris |
0.44145096850959864 |
0.3775393870117455 |
0.46433461636438084 |
0.4149350781504765 |
0.39378251108556267 |
0.3103390068149434 |
| t.tret |
0.4369170560603321 |
0.4267328081667769 |
0.5191120812542643 |
0.4962530809201835 |
0.4523672268969494 |
0.3542896175330577 |
| t.rsop |
0.8096854439556636 |
0.7347660244398974 |
0.767311929837962 |
0.7053612948038301 |
0.7051896495347232 |
0.7086448300480456 |
| t.rpcl |
0.6084589515006529 |
0.5915561167324529 |
0.6003053501914167 |
0.5071102626308894 |
0.45624084264595577 |
0.35688729427814314 |
| t.risd |
0.40705432569370753 |
0.4068138419380862 |
0.4753174036745462 |
0.40512505773400664 |
0.3771098147903416 |
0.31530521218893515 |
| t.mva3 |
0.6061114458933081 |
0.5021336004631087 |
0.5495760161188427 |
0.4531739379679214 |
0.43483721698691796 |
0.36746482986501944 |
| t.mva2 |
0.48807752609401966 |
0.46732680556219636 |
0.5204473239464371 |
0.4000837018229489 |
0.3697557685964624 |
0.2879911925422007 |
| t.mca2 |
0.6898282646018253 |
0.6443916150810968 |
0.6582784531758084 |
0.537603336029126 |
0.5011127898290128 |
0.4287670552338047 |
| t.mca1 |
0.5705335518547828 |
0.5591073287041738 |
0.5881379697521503 |
0.46632320038802616 |
0.4326677638188068 |
0.3797853421939425 |
| t.madd |
0.5343120570683071 |
0.4537347995687079 |
0.5010032914345356 |
0.416827651448005 |
0.3825104711370909 |
0.3178894094183876 |
| t.loss |
0.7495933114201269 |
0.42994721493167776 |
0.4632566575747973 |
0.39644520295092617 |
0.37640038466782905 |
0.3392224495967747 |
| t.eqrc |
0.7166284556815843 |
0.6686795015761918 |
0.6884724225957806 |
0.565920855515575 |
0.5295068281595309 |
0.46379152739469803 |
| t.cvar |
0.33652915230182634 |
0.28857475050918785 |
0.3988252165722574 |
0.33460785964054035 |
0.33281632018411544 |
0.2826692404850372 |
| t.cdar |
0.40092102361510557 |
0.4485027232750977 |
0.453519413353506 |
0.4350891684512717 |
0.40912877399658576 |
0.3400295753658724 |
| t.srt3 |
0.3732147495719247 |
0.7655833069875622 |
0.5033373967988438 |
0.5570558088886859 |
0.6104292714105163 |
0.6532616132182069 |
| t.srt5 |
0.9830632727490255 |
1.0740332027214774 |
0.9497116631494513 |
0.9412235124463278 |
0.9307241306469867 |
0.8453672777563938 |
| t.srrs |
0.2988164208255273 |
0.5698210341441583 |
0.640288164320134 |
0.6311999658356673 |
0.6290122710589147 |
0.5536718585910685 |
| t.srqr |
3.6829080047670524 |
2.5429704504156225 |
2.001513914289547 |
1.6700289467001042 |
1.6070190822951422 |
1.4200883623053098 |
| t.pure |
1.3814645673035746 |
1.1258664961004348 |
1.0214942662254858 |
0.7694982330387057 |
0.6798710807241208 |
0.5577003390615137 |
| t.frs4 |
0.23420934117433886 |
0.3303164608969299 |
0.33139051228328725 |
0.3191591033238327 |
0.32082625795334657 |
0.3319397998745117 |
| t.frs3 |
0.2473279863479762 |
0.42179730655227493 |
0.4016372330258084 |
0.3732368040378694 |
0.3763116557393043 |
0.38854541980653245 |
| t.frs2 |
0.26639954937007776 |
0.4872508118870714 |
0.430457936606429 |
0.4294237975437546 |
0.4403903337832952 |
0.4526278719341134 |
| t.frs1 |
0.7033747298434685 |
0.7846603251691335 |
0.5598517881794197 |
0.517786813102734 |
0.4723153538748631 |
0.4328017334818413 |
| t.eqwt |
0.8472669823334517 |
0.786254253130073 |
0.8162764042074179 |
0.7583490944456242 |
0.7556521762553856 |
0.7968423978476659 |
| t.sort |
0.7120445132733352 |
0.4541699210756376 |
0.4907273555175308 |
0.47362238442716414 |
0.4331832487831212 |
0.358395690186894 |
| t.rpba |
0.7982284971724224 |
0.7239196195882938 |
0.757564272507789 |
0.6950292348898621 |
0.6957179200488168 |
0.6953267830873464 |
| t.mvar |
0.436444528582775 |
0.42471338255133756 |
0.48965173402466855 |
0.42140032123608756 |
0.38589412421798674 |
0.32057327912023104 |
| t.madm |
0.5343120570683071 |
0.4537347995687079 |
0.5010032914345356 |
0.416827651448005 |
0.38283031536981466 |
0.31811570097263653 |
| t.dist |
0.6501673649756726 |
0.6348643495221633 |
0.6446880752580131 |
0.5570045347927614 |
0.4977119303663299 |
0.4333593592283789 |
| t.mdiv |
0.5443223236530487 |
0.5579834624401899 |
0.5962922524286759 |
0.4744842632631283 |
0.42902970249561767 |
0.35064964143214056 |
| t.coco |
0.6078802491293568 |
0.6349110201895971 |
0.6634126337003927 |
0.5634373383519612 |
0.5042100429436872 |
0.4605642529192859 |
| t.aaaf |
0.8736765726590408 |
0.6210092901333305 |
0.5598839014474614 |
0.4410104064829948 |
0.42890145393674367 |
0.3962122345081208 |
| t.aaae |
0.6739616848336136 |
0.5812140548611486 |
0.6395848340409269 |
0.6395695210043677 |
0.6185817970664829 |
0.5908346903905677 |
| t.aaad |
0.8523010178211979 |
0.5440565514532156 |
0.6072698073536906 |
0.5665274786060582 |
0.5669986976814696 |
0.5252631317002397 |
| t.aaac |
0.5069980360023969 |
0.4218755252401305 |
0.545693334359015 |
0.5055869548585987 |
0.47587947831977356 |
0.4289281210176401 |
| t.aaab |
0.511354884397709 |
0.4269508427539577 |
0.5443699193046648 |
0.5051376817234569 |
0.47518170658678915 |
0.4289833735242448 |
| t.aaaa |
0.4519236952738977 |
0.41995446504746353 |
0.5125089368947497 |
0.4965078467484027 |
0.4701816782015677 |
0.4254149826943811 |
Compare: Correlation
for period ending September 30, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.58 |
0.47 |
0.54 |
0.36 |
0.31 |
|
| to S&P500 (SPY) |
0.42 |
0.37 |
0.47 |
0.33 |
0.29 |
0.19 |
| to U.S. Bonds (BND) |
0.77 |
0.51 |
0.57 |
0.52 |
0.48 |
0.48 |
| to Commodities (DBC) |
-0.61 |
-0.49 |
-0.21 |
-0.13 |
-0.10 |
-0.01 |
| to Gold (GLD) |
0.52 |
0.45 |
0.48 |
0.53 |
0.46 |
0.48 |
