Equal Weight Portfolio

for period ending December 31, 2024


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  Overview

t.eqwt 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   Equal Weight Portfolio gives investors access to a static portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions . This portfolio recipe uses exchange-traded funds and uses a static asset allocation algorithm which applies an equal weight to clusters of similar asset classes (to reduce volatility).

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 Equal Weight 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 identifies clusters of asset classes that have similar volatilty characteristics. Then VizMetrics assigns an equal weighting to each cluster of asset classes.

  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

Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.



  How to Rebalance

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

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio



  Compare: Total Return

for period ending December 31, 2024

5-year graph

● t.eqwt ● 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.eqwt 11.8% -3.9% 11.8% 1.9% 7.3% 7.9% 8.9% 8.3%
Peer Group* average
60% Equity / 40% Bonds 14.4% -2.5% 14.4% 3.8% 8.2% 8.2% 9.2% 7.6%
Global Equities (ACWI) 17.5% -2.7% 17.5% 5.4% 10.1% 9.4% 9.2%  
U.S. Equities (SPY) 24.9% -2.4% 24.9% 8.8% 14.5% 13.0% 13.8% 10.3%
U.S. Bonds (BND) 1.4% -1.7% 1.4% -2.4% -0.4% 1.3% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5825590950859% -2.22550486286094% 11.5825590950859% 3.81849262182037% 5.56997398345718% 3.20617825130776% 5.26326984648027% 0%
t.dbnd 6.77884085824092% -1.75934915434823% 6.77884085824092% 5.08751217465295% 6.17569122650405% 5.01080779853216% 0% 0%
t.qaro 15.7258541483237% -4.70965274092911% 15.7258541483237% 5.85165814287354% 7.12991404841852% 5.74245975005132% 5.32101579876121% 4.83559598371437%
t.acap 18.8919118413825% -4.06471581050954% 18.8919118413825% -0.327712859548124% 2.92378387670678% 4.63728194107804% 7.06351080019245% 7.82012840998543%
t.trdd 12.330800445662% -3.62511620937015% 12.330800445662% -4.04113432194806% 2.90970104976724% 3.93710120520048% 7.74722447205007% 8.66915778782471%
t.shar 9.37014151732831% -3.26351191021718% 9.37014151732831% -1.36039232299373% 9.33017391923276% 6.41724218779904% 9.78675224183874% 9.62054913769956%
t.tris 11.3116777031029% -3.93571323414795% 11.3116777031029% 2.16540612661846% 7.85701147965971% 4.95129855206622% 7.05603918894964% 8.0939648964609%
t.tret 15.3676372978931% -3.8437361994869% 15.3676372978931% -2.87511346841633% 3.3830465320613% 4.70133695961175% 8.20159059447001% 8.99384049441905%
t.rsop 12.2112091066751% -3.91476230890047% 12.2112091066751% 2.28678487025153% 7.1217292332876% 7.76946153353002% 9.05164162400436% 8.61966520840065%
t.rpcl 10.0481112617687% -4.96012119550613% 10.0481112617687% 1.29908384244219% 3.21050713212334% 5.36292572108032% 6.74545693410724% 7.71349680023585%
t.risd 11.5426178845947% -4.07547678198402% 11.5426178845947% 2.27631258305327% 5.76871937936068% 6.95920916767132% 8.73412436999548% 8.58820674633645%
t.mva3 13.2038730305259% -4.4486863015701% 13.2038730305259% 2.50350494442064% 6.31441016291447% 7.16260010136387% 9.24432626795153% 9.3101388628009%
t.mva2 9.43018592425233% -4.67281032493788% 9.43018592425233% 0.789615353752859% 4.20549868520816% 5.63128300878555% 7.60452838550418% 8.04098033969061%
t.mca2 10.8635090904715% -4.30390650189801% 10.8635090904715% 1.02767076664305% 5.14917158651655% 6.22594443830218% 7.64522913624905% 7.9467353142874%
t.mca1 8.89676094816407% -4.73647863191722% 8.89676094816407% -0.337840555599678% 4.01762447543506% 5.41945590987305% 7.12219114121837% 7.60154187135784%
t.madd 15.8473972033613% -3.81161708168385% 15.8473972033613% 2.97974043660987% 5.29959288844062% 6.79032233509931% 8.90074656713724% 8.81833145137292%
t.loss 14.5631900085841% -4.25383948549495% 14.5631900085841% 1.82107395319731% 4.64083295642905% 6.40759079696216% 8.50808990688816% 8.45989274959373%
t.eqrc 10.9020053462146% -4.19784334355314% 10.9020053462146% 0.836846103020727% 4.88823420389186% 6.35200553389581% 8.04222257140439% 8.30508322129619%
t.cvar 16.8746265767511% -4.25383948549495% 16.8746265767511% 3.65287760998687% 4.4560987605214% 6.27617794206601% 8.41287043977341% 8.12998305631156%
t.cdar 5.59945701004214% -3.40698348809437% 5.59945701004214% 2.33140010604951% 6.46097335749449% 6.47108644029164% 9.44520121844667% 9.3776968904395%
t.srt3 26.2639170725895% -6.699908% 26.2639170725895% 7.69645632272551% 13.4180129184216% 10.339724354939% 11.8296132720836% 0%
t.srt5 32.8389664356036% -3.744% 32.8389664356036% 13.716417144813% 18.880810995902% 12.9492340808197% 14.0826506244124% 0%
t.srrs 15.4469423586743% -5.79350710199497% 15.4469423586743% 5.21259433796868% 11.4473397193831% 9.33600700256743% 10.075389528796% 0%
t.srqr 125.323401507358% 2.96% 125.323401507358% 54.5796983823598% 37.0828282975347% 21.0215489607356% 24.6175581337011% 0%
t.pure -5.72415932121767% -8.37076145857776% -5.72415932121767% -2.83804341260413% 10.5697784018919% 6.85448246816174% 11.9278338708262% 15.3994412652495%
t.frs4 6.79526875321188% -3.19762172663665% 6.79526875321188% 1.34415385731517% 7.06215076056214% 5.53558921005404% 5.58794404880372% 7.18556709633325%
t.frs3 9.46819022445564% -4.34727565645532% 9.46819022445564% 3.31171559057517% 10.4874932727875% 8.07511757908095% 8.42353996994301% 9.55043293611062%
t.frs2 14.0715255505641% -5.39304605917473% 14.0715255505641% 6.90493795343259% 11.5661807217516% 7.09528383674458% 8.07445614915696% 9.21676076966522%
t.frs1 23.1724247337602% -2.4099758574649% 23.1724247337602% 8.00782888567406% 11.96797515621% 8.32032141518073% 8.29504353419259% 9.9788319240556%
t.eqwt 11.7937656754764% -3.87992202395066% 11.7937656754764% 1.87032049491971% 7.32901310774845% 7.90717401488978% 8.914215149742% 8.34392601492839%
t.sort 6.89679953365077% -3.64980937719423% 6.89679953365077% -1.77520728938632% 9.300241579529% 6.14893794028646% 9.47426108844835% 9.32019282703611%
t.rpba 12.8699463678829% -3.83657292474579% 12.8699463678829% 2.39921641378487% 7.21526188114716% 7.85360359174569% 9.21193795049391% 8.8168233067297%
t.mvar 15.3676372978931% -3.8437361994869% 15.3676372978931% 4.12221704392475% 6.41691382628355% 7.24509559000535% 9.20749696530343% 9.04183910753644%
t.madm 15.8473972033613% -3.81161708168385% 15.8473972033613% 2.97974043660987% 5.29959288844062% 6.79032233509931% 8.9257510753667% 8.83707010237049%
t.dist 10.0343657687947% -4.3669851542147% 10.0343657687947% 0.658993595226165% 2.95133303489401% 5.53046932446422% 6.84173706504376% 7.74808657119439%
t.mdiv 11.7338690409823% -4.95787391727679% 11.7338690409823% -0.198018065213545% 3.43989120398822% 4.70976517305348% 7.5326977157022% 7.86022188816911%
t.coco 13.3439354565112% -4.41878698986376% 13.3439354565112% 0.354859004013042% 5.7116936286431% 5.67398238209047% 7.96983754778542% 8.15824558424965%
t.aaaf 21.8818661945352% -3.73176008012738% 21.8818661945352% 6.97214778793802% 12.6975286699861% 11.1956811480816% 13.5039052787277% 13.3689516899733%
t.aaae 12.2647858438666% -4.59107658684082% 12.2647858438666% 1.48618477885709% 9.29198307094545% 7.42392874761735% 8.88833415245189% 10.7238749264155%
t.aaad 9.9986742408138% -3.07485659635866% 9.9986742408138% 1.94278942989738% 11.3639770994694% 7.13687846720601% 9.6097077234381% 11.4939483831574%
t.aaac 13.9750764888248% -4.15645736596064% 13.9750764888248% 0.301351671920846% 5.30679851846692% 5.2293231237849% 7.17331697707178% 9.44950660078143%
t.aaab 12.9710561861616% -4.27397079246303% 12.9710561861616% -0.00511860115032237% 5.30193603161224% 5.26998380258381% 7.24582168354577% 9.49576583920058%
t.aaaa 13.3370641149433% -4.73595440489503% 13.3370641149433% 2.7510574330512% 8.10864983911863% 6.96432656559667% 7.97460158877241% 10.0264536722668%
Historical Return
 
t.eqwt 25.0% 19.2% 13.0% -20.4% 18.8%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending December 31, 2024

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

Maximum Drawdown vs. Annual Return
● t.eqwt ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.eqwt ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.eqwt ● 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.eqwt risk vs. 60/40 Worse Worse Worse Worse Worse Worse
t.eqwt return vs. 60/40 Worse Worse Worse Worse Worse Better
Risk-Return Quadrant
SE SE SE SE SE NE
Risk-Return Direction 150° 138° 117° 100° 100° 73°
Risk-Return Magnitude 3.0 2.7 2.0 1.5 1.7 2.5
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares t.eqwt 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.eqwt -12.8% -7.3% -6.4% -3.8% -3.3% -1.0%
Peer Group* average
60% Equity / 40% Bonds -8.0% -5.5% -4.2% -2.0% -0.7% 0.3%
Global Equities (ACWI) -6.2% -3.4% -4.1% -3.3% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.5% -20.9% -21.3% -13.3% -9.6% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -8.3476421423409% -7.38584860122383% -5.03060670870381% -8.4477681668204% -4.62439478126937% 0%
t.dbnd -15.6701079117467% -3.97529803016134% -4.3261472600757% -3.51750335403544% 0% 0%
t.qaro -8.19538412078248% -2.84242434794132% -5.61446385598148% -5.76169434489991% -6.6466699682115% -3.94460173009638%
t.acap -5.545554133934% -11.2267500556433% -11.6781722069655% -7.28244834896694% -4.53624856809288% -0.214716740620128%
t.trdd -11.3612071626143% -15.999172266192% -11.704204910545% -8.34560430425644% -2.99344866429814% 1.40739919352741%
t.shar -14.3972828956118% -13.5958184122435% -2.7159106935687% -4.9825996370416% -0.947391859671447% 1.28034746727192%
t.tris -12.1735326422611% -7.94303880588491% -4.47413731939052% -6.94664581055997% -4.58653002625269% 0.0273565500379949%
t.tret -8.37598769370504% -14.2125546268633% -11.0282124776396% -7.26903654384797% -2.23092836513009% 2.03754120683535%
t.rsop -12.106902171835% -6.99806283528777% -6.46124612073585% -3.61664369739427% -2.58976952543311% 0.0548123150860782%
t.rpcl -14.6692313687683% -8.53402534259221% -11.2713022274567% -6.28705719355417% -4.60459508807854% 0.199145179355249%
t.risd -12.8587920265411% -7.63017976983362% -7.4310871499313% -3.37339573185208% -0.354502311199488% 2.44486399066665%
t.mva3 -10.5742181537123% -7.25716879875805% -6.68298075681958% -3.24675905696458% -0.173255927259783% 3.08605209399065%
t.mva2 -15.0556406675954% -9.57427799699606% -9.76121916700834% -5.56679441985876% -2.64001501093841% 1.11404068876551%
t.mca2 -13.6821856175216% -8.8478655485009% -8.53599302769229% -4.86750736650145% -2.78660474215651% 0.857057480676907%
t.mca1 -15.800571938449% -10.7520340379503% -10.0974766604635% -5.99775080790641% -3.57952651426142% 0.402012160462579%
t.madd -7.31774013847645% -6.65392493092853% -8.12803300326224% -3.59032478309951% 0.16346610381207% 2.9363874517578%
t.loss -9.0800198529166% -8.47389331724754% -9.09286463988961% -4.26442734511436% -1.08946515245523% 1.79532028969402%
t.eqrc -13.5835191950627% -8.96167612674568% -8.94245492187051% -4.72892532847209% -2.19936204756228% 1.33727706350291%
t.cvar -7.94332591922853% -5.72345712033512% -9.43311624296867% -4.49613847305383% -1.41295509090265% 1.3859897475074%
t.cdar -19.331808307438% -7.31476417087952% -6.64916858475246% -4.53597210715763% -0.153328587178354% 2.36329593022454%
t.srt3 -7.57879452637125% -0.816513337471113% -0.0255789813659373% -2.42017408512145% -1.47481909630224% 0%
t.srt5 1.05394732332809% 4.06443775120056% 3.63414433814365% -0.680574612198535% -1.19600390810549% 0%
t.srrs -10.6718701741506% -3.66410038577019% -0.386085322055846% -1.56535097696253% -1.28679774922592% 0%
t.srqr 12.0327666829638% 13.3447745490189% 2.81872234330435% -2.93948062481514% -2.10696744047157% 0%
t.pure -27.2761704694466% -10.4735762366415% -4.82286242613073% -6.79434660606292% -3.25302023715468% 2.69771935233238%
t.frs4 -17.7103677200895% -12.4370160188029% -3.8358632033259% -4.00547267194216% -5.05006450284002% 1.15771691010752%
t.frs3 -15.7864602961701% -7.1568275548144% 1.13537204950056% -0.674148700234475% -1.5938682764998% 3.44279885137164%
t.frs2 -12.0309502897715% -1.00793454754863% 1.60233764758099% -3.71288144727649% -3.55578463853646% 0.966328343905854%
t.frs1 -3.34391841102947% -0.350972307135331% -1.46604115608019% -4.06689247570991% -5.24466963112418% -0.308953000433888%
t.eqwt -12.8176740030066% -7.29656160017351% -6.41548427653137% -3.81728064200903% -3.33824787334227% -1.04973739212745%
t.sort -17.5752898981792% -14.1980804379546% -3.01291349820398% -5.49732481486987% -1.7127630664413% 0.694080536770151%
t.rpba -11.3434673054203% -6.8958202268392% -6.30291976036688% -3.43595106247698% -2.30048677880649% 0.404747640349701%
t.mvar -8.37598769370504% -5.11070607748714% -6.54766247706916% -3.00422250176299% 0.446483719057891% 3.23182863642838%
t.madm -7.31774013847645% -6.65392493092853% -8.12803300326224% -3.59032478309951% 0.196370390792618% 2.96132568014054%
t.dist -14.6442267553563% -9.08657233927805% -11.6105342469239% -6.26709361622577% -4.82150183240575% -0.141955648036511%
t.mdiv -12.8729075917935% -10.1168261419538% -10.9536911451762% -7.12968166971975% -2.95092515731793% 0.825329781358485%
t.coco -10.7998312396978% -9.19620194499687% -7.9912768078219% -5.95341570957058% -2.67739405759844% 0.866094733388437%
t.aaaf 0.345124308547881% -1.14711214290864% 3.52830022269824% 2.92874625609779% 5.87363466260092% 7.58571648597003%
t.aaae -10.9635802704538% -8.42688690800939% -3.44727429447989% -3.98234794765967% -2.61237314775656% 2.73376964318789%
t.aaad -12.2174967996073% -7.90351719049353% -0.828675350426796% -4.60932739075795% -2.30836120490844% 3.14168645039626%
t.aaac -6.26367420832182% -10.0229555899032% -8.55763877510118% -6.7508376404882% -4.57468394503832% 1.83400819542663%
t.aaab -7.74948526740307% -10.4453933595049% -8.53033113057438% -6.65703573290969% -4.42484037688904% 1.92401288621358%
t.aaaa -8.40381692293315% -7.09545629184974% -4.45884049752318% -4.06329267956022% -3.15957350274064% 2.68225596469417%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt -9.4% -6.5% -4.9% -2.4% -1.9% -0.3%
Peer Group* average
60% Equity / 40% Bonds -5.8% -4.1% -2.9% -1.2% -0.3% 0.3%
Global Equities (ACWI) -5.1% -3.2% -3.7% -2.9% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.9% -6.1% -2.3% -0.2% 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 2.89686846174716% -2.32556318680483% 0.687909117855408% -0.214675724356825% 2.81231714633113% 0%
t.dbnd -3.48683946179832% -1.68508138189508% 0.0104588023457661% 0.928730317208476% 0% 0%
t.qaro -0.684380133467014% -1.83276283653792% -1.56454853279222% -0.18063459930409% 0.307327879990823% 0.973720331329937%
t.acap -0.0812052582990308% -7.6580643880189% -6.86749305368119% -2.95923623728764% -0.553369427174304% 2.26212552572524%
t.trdd -6.34741584710307% -11.3020096842238% -6.18582158671768% -3.43221920898615% 1.40054373189879% 3.87128118680671%
t.shar -6.39843888237342% -8.38670995416407% 0.525542890874118% -0.478507279136345% 3.65779194218827% 4.74371418360585%
t.tris -5.4944721886473% -4.91190531519757% -0.389641605618894% -1.48724574791621% 1.55416440301931% 3.56781262511773%
t.tret -4.30700824799024% -10.1813944287545% -5.76764390970686% -2.68442096471912% 1.81140612368786% 4.19157113566146%
t.rsop -8.30602510138662% -5.8554279543393% -4.62778222395689% -1.95565639584789% -1.00978932670428% 0.761012303576405%
t.rpcl -8.28308720175886% -6.27152311457062% -6.5825982940376% -1.84871155494534% 0.550999219533794% 2.92530061660548%
t.risd -8.05562915545123% -4.8840258773999% -2.84174068344316% 0.552869531373572% 3.21486087945915% 4.12123041047267%
t.mva3 -5.83318589389284% -4.89679229652659% -2.8673264326445% 0.346474115383317% 2.93830080178261% 4.40571520940134%
t.mva2 -9.59181222379472% -6.55537751555801% -4.51379614571332% -0.584201934845689% 2.25698966558654% 3.82939384425403%
t.mca2 -9.49429081965725% -6.74449900677649% -4.84504446854405% -1.42885363428613% 0.766582083176387% 2.5389332287268%
t.mca1 -10.9509677343804% -7.90518171396438% -5.34409502388206% -1.4679215298548% 0.913204930384029% 2.60263695434588%
t.madd -3.4514847255441% -4.2548112207769% -3.4564133008715% 0.372641306664794% 3.39234787526723% 4.36707014191172%
t.loss 3.37845993015753% -4.96751974260265% -3.22783877753482% 0.325431207551708% 3.24830170491833% 3.90349148596409%
t.eqrc -9.52729207236713% -7.04632023432846% -5.37474718211215% -1.63075546542312% 0.791330356500992% 2.60156619160471%
t.cvar 1.668861635042% -3.18493754787812% -3.10394962020434% 0.559715315438597% 3.38916947538885% 3.86470351153319%
t.cdar -15.6154468733348% -4.77016774494771% -2.21532436037086% -0.34912060128195% 3.56512110681037% 4.66545662404478%
t.srt3 -8.48785644748601% 0.755342451479101% 4.7904232667029% 1.67916234974436% 3.05291907708183% 0%
t.srt5 4.56001389883496% 5.02301386251406% 5.2103504860746% 0.660302389285627% 0.369091452907298% 0%
t.srrs -9.30189904470101% -2.5032443900583% 1.22537538145278% 0.166867525602643% 0.582673346693582% 0%
t.srqr 78.2805478767766% 42.5401660596016% 16.1364603446973% 2.13449550729769% 4.96436078141899% 0%
t.pure -37.0271576079828% -11.677504681917% -1.71836087559572% -2.41423719012218% 4.03356618796036% 8.99865535035383%
t.frs4 -12.307581622023% -5.08118925386817% 0.147246743619189% -0.0220016453898753% -0.504366515180435% 2.48191268978729%
t.frs3 -14.2290628619453% -3.34704082117242% 3.06764838755729% 1.88980191695431% 1.59445160402144% 4.37243419025382%
t.frs2 -11.5629137574079% 0.208645525741079% 4.06412945617943% 0.311100193906769% 0.551795238359075% 3.4653399508632%
t.frs1 -3.0734730696847% 1.13825960097672% 3.5363504711712% 1.34885509028425% 0.37780232842502% 4.50296175259211%
t.eqwt -9.38386183221481% -6.45053803139698% -4.88428190942824% -2.38981410792537% -1.88178080733947% -0.285067158180189%
t.sort -9.23292475919205% -8.79770945949022% 0.524830068503269% -0.732618377034774% 3.32000470572601% 4.43595288302448%
t.rpba -7.6069663648479% -5.71222541751623% -4.4407477581802% -1.76882587551723% -0.742766374274331% 1.07047460699499%
t.mvar -4.30700824799024% -3.1110586857627% -2.44172442926101% 0.686317388472305% 3.60369976278923% 4.53145902744421%
t.madm -3.4514847255441% -4.2548112207769% -3.4564133008715% 0.372641306664794% 3.41350970605298% 4.38376310632665%
t.dist -8.04846707753515% -7.08898745013939% -7.31982347923289% -2.16529375903526% 0.0208012283073895% 2.29217780840234%
t.mdiv -8.84999886798232% -7.83685868955358% -6.0462171032607% -2.320346322623% 1.62788016876282% 3.10494214016277%
t.coco -6.78501859200718% -7.50784824508727% -4.62432881069574% -2.27922755253964% 1.00591475269553% 2.46233348282063%
t.aaaf 3.76224731292066% -0.119042948407187% 4.60241623666173% 4.75767307100707% 7.29984489629047% 8.28087275625346%
t.aaae -5.57545610736728% -6.19196535823351% -1.41848111868597% -1.41972339906014% 0.0929258124557242% 3.86345569837944%
t.aaad -5.09164128508104% -5.49365341934045% 1.43313354985007% -0.947350922517249% 1.38833708464616% 5.16332378622433%
t.aaac 0.17099165811111% -7.08296359918569% -4.04720646766987% -2.22749898822057% 0.169638955102037% 4.02148054272523%
t.aaab -0.848521541778625% -7.37758644335034% -4.05863074505483% -2.17708894847207% 0.256831988579139% 4.06830954795043%
t.aaaa -2.23490913415213% -4.49697215112613% -1.10359260286925% -0.378759264119459% 1.11367281662356% 4.62448624053277%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 0.67 -0.13 0.32 0.49 0.64 0.54
Peer Group* average
60% Equity / 40% Bonds 1.07 -0.04 0.41 0.59 0.79 0.60
Global Equities (ACWI) 1.21 0.08 0.45 0.53 0.56  
U.S. Equities (SPY) 1.70 0.26 0.65 0.73 0.85 0.61
U.S. Bonds (BND) -0.57 -0.89 -0.48 -0.13 0.19 0.27
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 1.04276128481082 -0.176213610292161 0.34578139615463 0.18350037328306 0.541523917370303 0
t.dbnd 0.401349003274203 0.015975726224978 0.374167755994989 0.467198426086231 0 0
t.qaro 1.05377626312043 0.0963875341665758 0.345040811626583 0.367522241971567 0.421864408346175 0.341125185803127
t.acap 1.26782320064064 -0.361230076843135 0.0369050637407171 0.273329814100601 0.558046646223084 0.577652567952666
t.trdd 0.790598913392302 -0.61838565306861 0.0335602607547817 0.20641279850322 0.644017711720121 0.668109299002483
t.shar 0.528103386091463 -0.480774924311225 0.479816713848899 0.409906737902574 0.775286838433501 0.668559522338966
t.tris 0.721252410581029 -0.180418596314057 0.397905093671692 0.294547607001646 0.553770548822132 0.592958929214994
t.tret 1.04038557611245 -0.517914023102742 0.0686602052436238 0.272065887586436 0.691430866538217 0.705694601421044
t.rsop 0.72751990590705 -0.117169774337297 0.312089504995365 0.498789460826489 0.681987923211414 0.597830508666331
t.rpcl 0.510223841449378 -0.206599166512439 0.0588391813135774 0.333165635147584 0.549494748451951 0.598803919744174
t.risd 0.665098756103945 -0.161474123816121 0.248919950179188 0.503286319193454 0.809485848930767 0.730732192094184
t.mva3 0.857264319675732 -0.140407496154356 0.287493572903774 0.511834076284069 0.822622516955483 0.770796474572135
t.mva2 0.47521141566632 -0.267153005574934 0.129705302296716 0.372848523618085 0.668988663605518 0.65165414410793
t.mca2 0.594144415202037 -0.223207201353405 0.196907457032904 0.416103522588424 0.66001796937837 0.636620202052143
t.mca1 0.411751969205651 -0.329682128634903 0.115016856102821 0.347308296205301 0.610060840282784 0.608283011176131
t.madd 1.1272244896689 -0.108434265955825 0.21418174112187 0.490743038567132 0.841232887894096 0.760413641083832
t.loss 0.983645992683377 -0.214917986597237 0.166542322129307 0.45602611564345 0.772905656635768 0.697385972244831
t.eqrc 0.602301609662346 -0.22782420409994 0.177224418856272 0.424310855117357 0.695861798546403 0.665449349663382
t.cvar 1.07552962952649 -0.0583776911969359 0.149471413824105 0.439046461383561 0.749158166602846 0.66975027481382
t.cdar 0.105719724116408 -0.140202694240491 0.290983277864873 0.435969165214604 0.822642985283088 0.7298058948709
t.srt3 1.09955366253298 0.21513923471886 0.641780161146341 0.58864144963877 0.765890080371811 0
t.srt5 1.7484245406896 0.479553289833775 0.818117847083236 0.692805780038354 0.789997634560291 0
t.srrs 0.851078308521353 0.0543666174569926 0.606817100935901 0.62288344916911 0.766061769774726 0
t.srqr 2.14158189535339 0.999343874461614 0.859778395180583 0.643525964500258 0.78830488520199 0
t.pure -0.621293554825366 -0.292197120798949 0.422166023007798 0.336918428774268 0.662695170918276 0.77690252091516
t.frs4 0.238058051676869 -0.439748849136145 0.414256773926895 0.454409024608221 0.515645588598438 0.653493594523785
t.frs3 0.418286134659199 -0.150933813000704 0.66454514338376 0.661646445114835 0.740493897915102 0.798708399800462
t.frs2 0.738746856770992 0.179509376934163 0.694102258716669 0.490871529441981 0.624386253652022 0.656614603017636
t.frs1 1.43596625405876 0.233853989478685 0.568056203410439 0.485182496751498 0.531346012445215 0.59061611649602
t.eqwt 0.6677853733238 -0.130226507954794 0.317651629395081 0.489993799164683 0.638602339172768 0.536240455271351
t.sort 0.250316219609139 -0.513878006957305 0.467751275512248 0.380692432365074 0.729968252719413 0.634440947256221
t.rpba 0.791785759597645 -0.112106331092173 0.319253211830009 0.508853830093703 0.699450544174697 0.618339427131288
t.mvar 1.04038557611245 -0.0251239378922869 0.295101421595608 0.526383147864069 0.859409016405668 0.778394989135547
t.madm 1.1272244896689 -0.108434265955825 0.21418174112187 0.490743038567132 0.843283586664522 0.761928550888823
t.dist 0.511616839664383 -0.234337222239263 0.0442179701005843 0.336979581918205 0.537945750067479 0.580479537031424
t.mdiv 0.664102781050869 -0.291176643358659 0.0742673295706908 0.279706413220268 0.648479016219986 0.633042745392599
t.coco 0.837847147723319 -0.237868721274721 0.22928760120672 0.353492823528162 0.667644379740791 0.638204799698629
t.aaaf 1.74676238063991 0.177070235916768 0.780330915430412 0.873717564954444 1.19197363144771 1.04421586467554
t.aaae 0.821912609445631 -0.20148521859634 0.45775711789535 0.477026415663974 0.680271611859498 0.759881780077772
t.aaad 0.710450717306195 -0.171514541330696 0.581062612860596 0.440491388193994 0.70041247997815 0.784428054412123
t.aaac 1.21899073326995 -0.292430932602678 0.20354135328643 0.309738298948896 0.556426494746664 0.70262243675506
t.aaab 1.09500912669522 -0.316298920753311 0.204121367688698 0.314952564020879 0.56559573243046 0.707952250044705
t.aaaa 1.03852168702273 -0.134560146055321 0.404475231269242 0.468861072834212 0.64408680824538 0.753494228555839
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 1.01 -0.18 0.46 0.72 0.99 0.79
Peer Group* average
60% Equity / 40% Bonds 1.73 -0.06 0.60 0.86 1.22 0.88
Global Equities (ACWI) 2.12 0.12 0.65 0.78 0.85  
U.S. Equities (SPY) 3.35 0.38 0.99 1.12 1.35 0.90
U.S. Bonds (BND) 1.73 -0.06 0.60 0.86 1.22 0.88
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 1.82711742060325 -0.225881773636637 0.523086649922921 0.265141348576744 0.912088057982166 0
t.dbnd 0.6462266799682 0.0239587802871085 0.593430181950504 0.751905289417118 0 0
t.qaro 1.74977103548563 0.14656669682325 0.557956051817308 0.590787364798125 0.658038085128404 0.534465641039922
t.acap 2.19135081724947 -0.465030852564608 0.0488962534221602 0.376260102988367 0.810251885856986 0.860942833995126
t.trdd 1.22423924523395 -0.725002650146121 0.0462993898041385 0.288827197963447 0.965345793688137 1.06926068030021
t.shar 0.838149214855262 -0.569641112657129 0.750611306412773 0.63423247822553 1.31108216067026 1.13554622848823
t.tris 1.1110055362135 -0.242506260613304 0.604915602757028 0.438838621681321 0.884041244091398 0.97161949098978
t.tret 1.69575611789541 -0.620340361885698 0.0946564806271402 0.381165315268999 1.03076138815725 1.12682976779376
t.rsop 1.11249516532078 -0.159492071269766 0.45162307398985 0.739490195955834 1.06156661341218 0.890825288050185
t.rpcl 0.757916019339513 -0.285767383509651 0.083683870107934 0.494892886586284 0.849089132449329 0.949337782119494
t.risd 0.991116316004938 -0.217890184466704 0.371869341855178 0.782256323875338 1.30697523667278 1.18184023922681
t.mva3 1.32336001051718 -0.192862395033306 0.431242322893655 0.798040596674266 1.3526533009765 1.29718199778812
t.mva2 0.681048556613368 -0.359229150900245 0.188179182407609 0.569065987518854 1.06994102040778 1.07562638135806
t.mca2 0.879165607875993 -0.301613868835103 0.286671930632575 0.625170458176618 1.02891972419341 0.994134548392451
t.mca1 0.583987809867391 -0.437658435394021 0.165750229043463 0.521893827620064 0.953772604921377 0.954411551686867
t.madd 1.86242663779801 -0.147785599768711 0.312984461981251 0.753519553541595 1.35212970733189 1.22956199308342
t.loss 1.67391968850004 -0.301322559565743 0.25344169208758 0.708205533739843 1.26797267594014 1.12056061076149
t.eqrc 0.89016468087613 -0.306020678388315 0.255067226761967 0.631767701815127 1.07806633460501 1.02968362910722
t.cvar 2.16749186546543 -0.0838922167669901 0.226716861016705 0.676437345337235 1.22188871584948 1.10228727344109
t.cdar 0.147118825820738 -0.189080448767616 0.427431124701253 0.653062259223078 1.31102691270911 1.16645760006019
t.srt3 2.07915642330477 0.338991450942399 1.19329107104315 0.963015272298693 1.30989619420532 0
t.srt5 3.76130477535894 0.71210530444003 1.3450879053747 1.08615210361945 1.22455531658754 0
t.srrs 1.37870295230771 0.0750813380849265 0.943687122789542 0.926753595270699 1.16067338293301 0
t.srqr 6.81820306122501 1.93668933759771 1.60930559966092 1.11000749583483 1.38718940354647 0
t.pure -0.767083233854528 -0.393628436975319 0.679529756529263 0.530140210679646 1.10751989415661 1.36083823524153
t.frs4 0.323038515571143 -0.551231672968119 0.650941751381638 0.692245040615368 0.782389428084924 1.0236119867339
t.frs3 0.588652540566822 -0.204439570507677 1.13359012512973 1.06524691607964 1.20078948042232 1.28906300639855
t.frs2 1.16848325458939 0.257718358270583 1.10793866143336 0.718072069250466 0.946265917163482 0.980613762885041
t.frs1 2.61113077364322 0.328978795908254 0.899585260137362 0.737687600351274 0.797172121530323 0.912478333288686
t.eqwt 1.00754265154458 -0.176266198457026 0.458010468034543 0.72386687499779 0.988312508998533 0.787393851023354
t.sort 0.367818418096913 -0.606611550137756 0.750976222436458 0.598759910330065 1.24335972656012 1.07485779123861
t.rpba 1.22901810466787 -0.152579079292644 0.4628097986237 0.755010170824799 1.09181546793106 0.926498932304288
t.mvar 1.69575611789541 -0.0348502218856317 0.441842328941287 0.820009185146254 1.39881455157577 1.26897532066913
t.madm 1.86242663779801 -0.147785599768711 0.312984461981251 0.753519553541595 1.35640463065105 1.23261615869445
t.dist 0.773828570222251 -0.32232071699244 0.0615805143964904 0.492713438986702 0.815547868166912 0.876620554763216
t.mdiv 0.976665071052238 -0.392515305665853 0.107113049663771 0.40897996230365 0.994261050033876 0.978322853172958
t.coco 1.29068536311385 -0.325415479997416 0.341817371838455 0.527696492605249 1.03741246023852 0.965678063183215
t.aaaf 3.28613987791358 0.253423657018234 1.26726897962225 1.40897639493231 2.06918599956629 1.84049161162499
t.aaae 1.23495668507752 -0.259119428415008 0.690405051046424 0.702216530735922 1.04849460651271 1.20924201336067
t.aaad 1.07547805734551 -0.219669952193301 0.883410144686352 0.657684321424382 1.08883781412142 1.2769799359559
t.aaac 1.76921720870404 -0.368894833276544 0.296938353859228 0.451388119529942 0.834255353303498 1.13569984978111
t.aaab 1.57626459502259 -0.39669018566549 0.295230274680355 0.456464246386559 0.846138517886785 1.14239918919997
t.aaaa 1.53164203598918 -0.174108315570236 0.605396799056971 0.696807808333382 0.992375641877074 1.26777242350293
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 14.06 1.79 8.73 10.07 11.30 9.91
Peer Group* average
60% Equity / 40% Bonds 18.38 4.71 11.23 11.68 13.57 11.17
Global Equities (ACWI) 19.39 5.42 10.39 9.63 8.94  
U.S. Equities (SPY) 24.54 8.49 14.11 12.66 13.43 9.92
U.S. Bonds (BND) 18.38 4.71 11.23 11.68 13.57 11.17
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 60.1607987952068 15.1809686985697 36.0230789752606 24.425865706764 60.7352570599352 0
t.dbnd 24.1678388817099 11.6017412101024 22.4585291994719 26.2061361481334 0 0
t.qaro 26.7642479152301 8.22030032076734 13.9770382667055 15.5207380947014 17.2131012099858 18.2466609283758
t.acap 26.3694631691911 -1.19144615283098 4.4161524739024 8.54796220416289 13.4271783525344 16.7730374923001
t.trdd 17.4054643941962 -8.00889053333051 4.91546023544458 7.46365055895309 18.6350472507589 23.3712742909529
t.shar 16.6344061053094 -3.55373414602418 18.1446528515238 13.8826758738379 24.8794399810569 25.3814803420054
t.tris 18.4430274299626 3.66463384332113 16.8649544153018 11.6517081009558 20.4196476878462 23.9018081313959
t.tret 20.3389673446215 -5.74556559445493 5.76959007648341 9.02495745576757 19.6052309438053 24.2481164386549
t.rsop 15.1939417116844 2.42088415572218 8.93765088105576 10.6344922745633 12.4605798497756 11.5498498919401
t.rpcl 14.4553044794642 1.49178879131069 4.90657151749375 10.7545866302289 16.629051769393 20.7531886213809
t.risd 15.2380591643596 3.71050725780651 11.3465843542746 16.8619263399401 25.4194757522548 25.985400073376
t.mva3 18.1975163930927 3.66352233569408 11.284631873341 15.8539637356147 22.5938059772283 24.3156530722391
t.mva2 12.869175068904 0.769818393049528 7.91291389858269 14.1072318934447 22.9651007619276 26.7989427123081
t.mca2 13.6072076570466 0.977073904365293 7.98513706869752 11.5907065820799 16.5759737841837 17.7619096285327
t.mca1 11.4411030709275 -1.08028729021776 6.73515251322916 11.6204517117961 17.5546741273111 19.1032364878007
t.madd 21.5389580305012 4.86584732720449 10.090046671591 16.3874302983058 25.9940630085312 26.8678545617401
t.loss 45.530928549928 3.56410036866103 10.4308052353939 16.7293204005412 26.420488729072 24.7592003232442
t.eqrc 13.5938800793547 0.671589682757807 7.26134157673912 11.173496516167 16.3556109714727 17.2007217071258
t.cvar 32.1472701283233 7.73558043315765 10.6978953849061 18.045194039154 27.8389862672805 26.5252771316281
t.cdar 6.43632690660478 3.94430031127531 12.6404125816158 14.232468935221 25.3273189166687 26.10020700977
t.srt3 17.330355642971 16.0895800809554 27.273934287534 16.6596693176328 19.3220714496572 0
t.srt5 27.7600571144026 13.9510737791434 19.9440498710664 13.4910719584272 13.8063046337268 0
t.srrs 15.2018801724548 7.16929739095658 17.8586206518921 13.899937183898 14.9116331895919 0
t.srqr 59.1621512350375 28.3067783780791 23.2717564894483 13.4077539025068 16.4347209935375 0
t.pure -4.59328886686139 -3.18726548527551 12.6834186490495 9.92102441443611 22.1573746807027 27.6372532585453
t.frs4 9.0828829530483 3.21984449927157 20.570945558357 16.5269051177116 13.9197140293648 19.8209979425888
t.frs3 9.69742405997577 7.88260773810147 27.2980505388231 20.7883319884548 18.5133319183179 22.9623451189066
t.frs2 13.2249474832677 16.9583174484553 29.6174507922719 15.8055554137156 15.6886602984697 18.9409761949673
t.frs1 21.363863653401 17.5587589342449 25.1662483081512 17.9500685938818 15.1515290130374 22.0988751317392
t.eqwt 14.0620772642104 1.78645374973325 8.73416343195822 10.0714107750198 11.299527050991 9.91051859190398
t.sort 11.6830819679796 -4.42611318921383 18.1799506896329 13.308663514016 23.9261980261556 24.5007960558074
t.rpba 16.0793966155114 2.58984738692643 9.16196695344417 10.9029037719101 12.84941677469 12.0474612165252
t.mvar 20.3389673446215 6.98377592777417 12.1407249366983 16.982800057582 26.3075116356612 26.9815919286065
t.madm 21.5389580305012 4.86584732720449 10.090046671591 16.3874302983058 26.045384338773 26.9067584447209
t.dist 14.7081477242173 0.450714848432875 4.15799601875918 10.1435442496395 14.9091397072358 17.0716343892977
t.mdiv 14.5203087382539 -0.8335738407664 5.56114655267989 9.70157942556181 19.8909563159159 21.4001977088573
t.coco 17.071064888428 0.00800537958851924 8.49011732707035 9.96194267856812 17.0455029717907 16.9159811548268
t.aaaf 32.6084201978721 13.2565721215345 28.6071460046096 27.464455382431 34.1303018005435 33.372631098567
t.aaae 18.4362661552994 1.70327325774315 13.4470888603737 11.4747431806689 14.3351738489821 17.3305756733447
t.aaad 18.9854806090311 2.66319191683896 18.4977512991932 12.41833875894 16.8648158289658 20.7804905158099
t.aaac 30.7107788626608 -0.0818172394144046 9.1134984625101 9.9842607731085 15.1545683531702 21.1574341431015
t.aaab 28.398095379389 -0.610595240482139 9.09477039133749 10.0859802760449 15.3562210561535 21.2682959989823
t.aaaa 24.3932035089061 4.41138316170724 14.6036023452989 13.8303111596151 17.3810377812577 22.6602761497835


  Compare: Risk & Volatility

for period ending December 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 3.9% 21.5% 25.5% 25.5% 25.5% 42.1%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.9% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 22.2% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 13.7% 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% 5.4% 13.1% 13.8% 13.8% 0%
t.dbnd 1.8% 9.1% 10.8% 10.8% 0% 0%
t.qaro 4.7% 14.4% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 20.6% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 24.1% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 19.9% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 19% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 24.1% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 21% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 20% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 21.7% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 20.3% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 20.2% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 20% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 20.3% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 23.9% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 18.7% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 20.9% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 23.3% 27% 27% 27% 27%
t.cdar 4.8% 23.7% 26.3% 26.3% 26.3% 26.3%
t.srt3 6.7% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 5.8% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 8.4% 31.3% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 7.9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 5.4% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 21.5% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 19.7% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 21.3% 25% 25% 25% 31.2%
t.mvar 4.3% 22% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 23.9% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 20.9% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 24.3% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 24.1% 26.8% 26.8% 26.8% 26.8%
t.aaaf 3.7% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 20.3% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 24.4% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 24.6% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 22.1% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 11.0% 16.2% 16.6% 13.5% 13.2% 14.4%
Peer Group* average
60% Equity / 40% Bonds 9.2% 13.6% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.9% 17.6% 19.3% 16.2% 16.3%  
U.S. Equities (SPY) 12.6% 18.9% 20.9% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.5% 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 6.5% 7% 7.1% 6.9% 7.6% 0%
t.dbnd 4.6% 9.7% 8.1% 6.2% 0% 0%
t.qaro 10.8% 14.2% 13.4% 11.4% 10.4% 10.6%
t.acap 11.7% 12.7% 13.3% 11.2% 11.2% 11.8%
t.trdd 9.8% 12.6% 13.1% 11.3% 10.6% 11.3%
t.shar 8.9% 11.4% 14.2% 11.8% 11.7% 13.2%
t.tris 9.3% 12.7% 13.3% 11.5% 11.3% 12%
t.tret 10.6% 13% 13.2% 11.4% 10.5% 11.2%
t.rsop 10.6% 15.5% 15.9% 12.8% 12.4% 13%
t.rpcl 10.9% 14.1% 13.7% 11.3% 10.6% 11%
t.risd 10.6% 13.2% 12.7% 10.5% 9.6% 10.1%
t.mva3 10.1% 13.4% 13% 10.8% 10.2% 10.6%
t.mva2 10.2% 13.1% 12.4% 10.6% 9.9% 10.5%
t.mca2 10.7% 14.2% 13.5% 11.1% 10.1% 10.7%
t.mca1 10.6% 13.6% 12.9% 10.9% 10.1% 10.5%
t.madd 10.1% 13.4% 12.7% 10.4% 9.4% 10%
t.loss 10.3% 12.5% 12.4% 10.5% 9.9% 10.5%
t.eqrc 10.6% 14.5% 13.7% 11.2% 10.2% 10.8%
t.cvar 11.8% 13.6% 12.8% 10.5% 10% 10.4%
t.cdar 11.7% 14% 13.6% 11.1% 10.4% 11.5%
t.srt3 22.3% 16.4% 18.7% 16.5% 15.6% 0%
t.srt5 17.8% 21.9% 22.8% 18.4% 18.9% 0%
t.srrs 13.3% 14.2% 15.3% 12.9% 12.5% 0%
t.srqr 88.5% 87.8% 65.6% 47.3% 43.2% 0%
t.pure 14.3% 20.2% 23.3% 19.2% 18.9% 21.2%
t.frs4 9% 7.8% 10% 8% 8.7% 9%
t.frs3 12.2% 9.9% 11.7% 9.6% 10.2% 10.7%
t.frs2 13.4% 11.5% 13% 11.3% 11.9% 12.9%
t.frs1 13.7% 15.8% 18.2% 15.1% 15.3% 16.6%
t.eqwt 11% 16.2% 16.6% 13.5% 13.2% 14.4%
t.sort 9% 11.3% 14.6% 12.1% 12% 13.5%
t.rpba 10.6% 15.4% 15.7% 12.7% 12.3% 12.9%
t.mvar 10.6% 13.6% 13.1% 10.6% 9.6% 10.1%
t.madm 10.1% 13.4% 12.7% 10.4% 9.4% 10%
t.dist 10.8% 14.7% 14.2% 11.9% 11.2% 11.5%
t.mdiv 10.9% 14.6% 13.6% 11% 10.1% 10.5%
t.coco 10.6% 15.3% 14.7% 11.6% 10.6% 11%
t.aaaf 10.3% 12.8% 13% 11.1% 10.9% 12.2%
t.aaae 9.3% 13.8% 15.4% 12.6% 12.1% 13.2%
t.aaad 7.3% 13.7% 15.8% 13.1% 13% 13.9%
t.aaac 7.6% 13.5% 14.8% 12.1% 11.5% 12.2%
t.aaab 7.5% 13.4% 14.6% 12% 11.4% 12.1%
t.aaaa 8.4% 12.8% 14.1% 11.6% 11.2% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 6.7% 11.0% 10.8% 8.6% 8.1% 9.5%
Peer Group* average
60% Equity / 40% Bonds 5.2% 9.2% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.7% 11.7% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.9% 12.3% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.5% 4.5% 3.5% 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 3.1% 4.7% 4.1% 4.4% 4.2% 0%
t.dbnd 2.2% 5.2% 4.1% 3.2% 0% 0%
t.qaro 6.1% 8.2% 7.5% 6.6% 6.3% 6.4%
t.acap 6.2% 8.9% 9.4% 7.7% 7.4% 7.6%
t.trdd 5.8% 9.8% 8.8% 7.6% 6.6% 6.7%
t.shar 5% 8.7% 8.2% 7.1% 6.4% 7.4%
t.tris 5.6% 8.4% 8.1% 7.3% 6.7% 7%
t.tret 6% 9.9% 8.9% 7.6% 6.6% 6.6%
t.rsop 6.4% 10.4% 10.3% 8.1% 7.6% 8.4%
t.rpcl 6.8% 9.1% 8.9% 7.1% 6.5% 6.6%
t.risd 6.6% 8.7% 7.7% 6.2% 5.5% 5.9%
t.mva3 6.1% 8.7% 7.9% 6.4% 5.7% 5.9%
t.mva2 6.7% 8.7% 7.8% 6.4% 5.8% 6%
t.mca2 6.7% 9.4% 8.5% 6.8% 6.1% 6.5%
t.mca1 7% 9.2% 8.2% 6.7% 6% 6.4%
t.madd 5.6% 8.8% 7.9% 6.2% 5.4% 5.8%
t.loss 5.6% 8% 7.5% 6.3% 5.7% 6.3%
t.eqrc 6.6% 9.7% 8.8% 6.9% 6.1% 6.6%
t.cvar 5.3% 8.4% 7.7% 6.3% 5.7% 5.9%
t.cdar 7.9% 9.3% 8.4% 6.9% 6.1% 6.8%
t.srt3 11.4% 9.6% 9.5% 9.7% 8.8% 0%
t.srt5 7.9% 13.8% 13.1% 11.3% 11.9% 0%
t.srrs 7.8% 9.3% 9.1% 8.2% 7.9% 0%
t.srqr 26.8% 42.5% 33.3% 26.4% 23.8% 0%
t.pure 11.2% 14% 13.7% 11.7% 10.9% 11.7%
t.frs4 6.1% 5.2% 5.7% 4.8% 5.5% 5.4%
t.frs3 8.2% 6.3% 6.1% 5.5% 6% 6.3%
t.frs2 8% 6.9% 7.5% 7.3% 7.6% 8.3%
t.frs1 7% 10.3% 10.9% 9.5% 9.9% 10.4%
t.eqwt 6.7% 11% 10.8% 8.6% 8.1% 9.5%
t.sort 5.5% 8.7% 8.2% 7.1% 6.6% 7.6%
t.rpba 6.3% 10.3% 10.1% 8% 7.5% 8.3%
t.mvar 6% 8.8% 7.9% 6.2% 5.4% 5.8%
t.madm 5.6% 8.8% 7.9% 6.2% 5.4% 5.8%
t.dist 6.6% 9.6% 9.5% 7.6% 7% 7.3%
t.mdiv 7% 9.7% 8.6% 7% 6.2% 6.4%
t.coco 6.4% 10.1% 9% 7.2% 6.4% 6.9%
t.aaaf 5% 7.8% 7.2% 6.3% 5.8% 6.5%
t.aaae 5.7% 9.8% 9.6% 8.1% 7.5% 8%
t.aaad 4.3% 9.7% 9.6% 8.3% 8% 8.2%
t.aaac 4.9% 9.9% 9.6% 7.9% 7.4% 7.2%
t.aaab 4.9% 9.9% 9.6% 7.9% 7.3% 7.2%
t.aaaa 5.4% 9% 8.8% 7.4% 6.9% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.eqwt 0.81 0.85 0.80 0.75 0.76 0.81
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.88 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.186724037824107 0.228536193268487 0.144931591264631 0.116969709908599 0.0809114550434789 0
t.dbnd 0.266045676007288 0.408423206786037 0.259438155964367 0.177886428844758 0 0
t.qaro 0.574526225123345 0.669387504450531 0.485140134390977 0.347494293880995 0.288845334305922 0.245880831347949
t.acap 0.703192928012503 0.568053103584384 0.583017019136211 0.501662269127546 0.500061799924174 0.445419417210146
t.trdd 0.68838775852117 0.548169078975233 0.520929699722097 0.480731158504635 0.397001013583564 0.355995392417444
t.shar 0.542312700248899 0.481038839167935 0.494971282581321 0.437102358192586 0.379335725551031 0.365284340686562
t.tris 0.594402731298433 0.495633228025643 0.44517876950361 0.394981292602712 0.328455586803314 0.324028752492851
t.tret 0.738412389286982 0.561164125747554 0.525852732433517 0.482245501501968 0.400530796686686 0.356512172438966
t.rsop 0.780713622998285 0.800407173697374 0.757764819648716 0.6977643611588 0.698406486985429 0.716076265965237
t.rpcl 0.670966111452463 0.636814019956765 0.583180189384816 0.466204240864664 0.384650020788259 0.354856552854125
t.risd 0.73457688663226 0.519395496040984 0.477643966221232 0.392014364734415 0.329866462487154 0.317067079889097
t.mva3 0.706403056742627 0.588071511973266 0.528623211155505 0.429766863963279 0.393702347076699 0.368529975767356
t.mva2 0.705646947089399 0.57224344392006 0.487356100333369 0.374431442210776 0.315933147230572 0.287022088779522
t.mca2 0.772709400058679 0.694501140896467 0.601126783410159 0.50703143689851 0.440163420015155 0.42774924813047
t.mca1 0.747101837108961 0.635879350929327 0.544684421460115 0.436331066149937 0.385828826372787 0.379645095775685
t.madd 0.719547591675189 0.540635255155042 0.490632127307976 0.393059216272854 0.328984920095385 0.315218306939623
t.loss 0.312185554653824 0.413002434168012 0.411448688212977 0.362148540800555 0.308813291276824 0.327587354130256
t.eqrc 0.776298853549575 0.726268270972581 0.62511070862047 0.537245767239376 0.470366454637586 0.462538231327762
t.cvar 0.514057171432113 0.427089578243462 0.383907935853896 0.328457876589433 0.289657767600887 0.293338734686116
t.cdar 0.815739358939828 0.502575393425704 0.483519148818164 0.430142840489213 0.35914221410696 0.345920822073889
t.srt3 1.49534295666801 0.45665358949306 0.479172566572978 0.599689726076591 0.594166183303607 0
t.srt5 1.17038212408525 0.958157453046781 0.929185360565382 0.933961533547952 0.994730969903568 0
t.srrs 0.993156791270455 0.67837923961452 0.621450452999348 0.646543582057109 0.652262403441065 0
t.srqr 2.11240306637166 1.91581697615703 1.57846858224342 1.54182850354595 1.47665824798138 0
t.pure 1.32220100293599 0.999959135079652 0.805830577652391 0.655717632684639 0.522568319232745 0.544567482851244
t.frs4 0.709706043908371 0.309040400000401 0.32633691612264 0.31382145342957 0.376362058331855 0.344910750246471
t.frs3 0.94036296058989 0.3758431046789 0.371396537384512 0.371652028553832 0.436142352994417 0.400714346167251
t.frs2 1.03761725652254 0.386585883183156 0.378732422824088 0.426824102971367 0.492417081947355 0.468173807572821
t.frs1 1.06831485534245 0.436177584590902 0.46168515817773 0.44407794589579 0.524432333003102 0.435757025700544
t.eqwt 0.813867939645248 0.851535434279038 0.799151668823575 0.750449203036675 0.758007240990643 0.806701901163706
t.sort 0.560443530763131 0.47994685718483 0.492363808187454 0.435794782012271 0.381388186002294 0.366155490673885
t.rpba 0.77868932783729 0.791600539403488 0.749420958481501 0.688303953095404 0.689746957436247 0.702864390199784
t.mvar 0.738412389286982 0.540270085642067 0.499790748295506 0.4060581141686 0.336725314908697 0.322173254462388
t.madm 0.719547591675189 0.540635255155042 0.490632127307976 0.393059216272854 0.329296705262195 0.315458968960813
t.dist 0.658497189794095 0.68757834578225 0.625840235977275 0.510805431674156 0.435480877315244 0.433408692873113
t.mdiv 0.784058894399937 0.656342442358455 0.555784557984286 0.449480765600161 0.361149347285681 0.350984143466074
t.coco 0.761220446183111 0.720412895863379 0.631628703907718 0.534523308212275 0.447082478884672 0.461643559865292
t.aaaf 0.66034399209009 0.499605471301141 0.431655672420978 0.394931891848073 0.385429157066436 0.390135851926018
t.aaae 0.646318181684542 0.667592794266352 0.665042920328832 0.616557321667548 0.595684601881342 0.598640420067018
t.aaad 0.50826116094751 0.59841635689095 0.595471584409755 0.546593773422253 0.549108628996204 0.536313449836865
t.aaac 0.443687368674019 0.583497484662621 0.543995998193238 0.488792451375877 0.450308117837155 0.430128469922591
t.aaab 0.444465172477776 0.58010675974451 0.544581555462741 0.487894269330487 0.44911634398887 0.430061440480096
t.aaaa 0.532442255273284 0.544492627296611 0.531345474241522 0.478314237758596 0.438725803339198 0.427062838201027


  Compare: Correlation

for period ending December 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.93 0.97 0.97 0.95 0.94
to S&P500 (SPY) 0.85 0.93 0.94 0.92 0.91 0.91
to U.S. Bonds (BND) 0.81 0.87 0.76 0.64 0.51 0.46
to Commodities (DBC) -0.44 0.07 0.35 0.35 0.47 0.49
to Gold (GLD) 0.26 0.45 0.41 0.33 0.36 0.34


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