Faber Relative Strength Portfolio: Top 1 of 5

for period ending April 30, 2024


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  Overview

t.frs1 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   Faber Relative Strength Portfolio: Top 1 of 5 gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses an asset class to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm which ranks asset classes based a relative strength score using the returns over the past 1, 3, 6, 9, and 12 months.

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

Ingredients Used   This portfolio recipe invests in an exchange-traded fund (ETF) chosen from a set of 6 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 Faber Relative Strength Portfolio: Top 1 of 5 uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 6 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. Short-Term Treasury Bonds, U.S. Real Estate, U.S. Intermediate Term Treasury Bonds, International Developed Markets Equity, and Commodities.

  2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, SHY, VNQ, IEF, EFA, DBC.

  3. VizMetrics runs the investment algorithm to choose the optimal asset allocation portfolio by ranking five of the asset classes (all except SHY) based on a composite momentum score which is the sum of returns over the past 1, 3, 6, 9, and 12 months.

  4. VizMetrics determines the Top 1 asset class based on the ranking. If the Top 1 asset class is above its 10-month simple moving average (SMA) based on total return, then the algorithm chooses that asset class to invest in during the upcoming month. If the asset class is below it 10-month SMA, then the algorithm invests in SHY instead.

Cost   Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.



  How to Invest

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

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

SPY=100%

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

SPY,100



  How to Rebalance

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

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



  Compare: Total Return

for period ending April 30, 2024

5-year graph ● t.frs1 ● 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.frs1 5.9% -4.0% 6.3% 5.0% 11.2% 7.2% 8.3% 10.1%
Peer Group* average
60% Equity / 40% Bonds 1.9% -3.6% 12.4% 2.4% 7.5% 7.7% 9.7% 7.4%
Global Equities (ACWI) 4.4% -3.6% 17.0% 4.2% 9.4% 8.1% 10.5%  
U.S. Equities (SPY) 5.9% -4.0% 22.4% 7.9% 13.1% 12.3% 14.5% 9.9%
U.S. Bonds (BND) -3.1% -2.4% -1.4% -3.6% -0.2% 1.2% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.23246192873452% -0.67723908079634% 10.9015463308612% 0.26464649807072% 5.76927770581417% 3.19882895796024% 5.29598473607413% 0%
t.dbnd -0.110629712651755% -0.901887640530463% 4.25514862904055% 3.4742571701609% 5.83411680874719% 4.27510382341649% 0% 0%
t.qaro 5.3832443667454% -2.39219268521117% 10.3442180536332% 5.14025738374817% 8.44504749134964% 4.75015877033809% 5.20710879994968% 4.71212707013335%
t.acap 2.39415228650053% -2.99490087996263% 6.36503804935606% -0.824220966693956% 2.29257112629142% 4.43142376380958% 7.6078041225091% 7.88250605483272%
t.trdd 4.82755524961296% -2.18856218136949% 3.23716862267009% -3.1625999980749% 3.76841771750973% 4.1604495734793% 8.36897627241804% 8.58431657600858%
t.shar 3.80213704217083% -2.36353578230796% 7.43845858800376% -0.0971148530958699% 10.2586279588894% 7.29470867308686% 10.4690327763849% 9.58210543092519%
t.tris 5.47577949413038% -1.55778457233087% 6.79622998524556% 3.92589134042847% 7.2552408927085% 5.6405899864391% 7.2720576909135% 8.45617693934706%
t.tret 6.30488770899231% -1.98784769405059% 5.00550842369067% -2.3822740628012% 4.53602836548102% 4.69180419668336% 8.69837061419094% 8.84584509563437%
t.rsop 1.59833202482724% -3.25493637476395% 11.1630869094269% 1.57467914490714% 7.32985819215191% 7.3254571710935% 9.97808789420711% 8.91101574786672%
t.rpcl 0.677505844007276% -2.45472409158599% 6.18082212617355% 0.585231933847363% 4.00706833330899% 4.90084984307761% 7.06457028439775% 7.93860730640086%
t.risd 5.04516290696992% -2.1787950513828% 11.6214441404612% 3.36762325012381% 7.23443035082847% 6.87141132703868% 9.17416759721297% 8.78140435517214%
t.mva3 4.76985325181989% -1.72607846524083% 11.133683696292% 2.66454081205731% 7.43415348139542% 6.99018639108278% 9.71828553800145% 9.49028751228238%
t.mva2 1.72380163458135% -2.51631820001372% 6.30132930068252% 0.976822243444508% 5.60264008872458% 5.51366848754911% 7.87955652053784% 8.29077711894353%
t.mca2 1.41326478699038% -3.23242355541843% 7.72812630596054% 0.619596119881982% 5.69916317828438% 5.89893451630761% 7.95071957045066% 8.19891765237288%
t.mca1 0.767207152668781% -3.16653245366506% 4.50095195424505% -0.392315382695518% 5.0630487468337% 5.20711832807181% 7.52686635430928% 7.90692294775648%
t.madd 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.55608055971559% 9.00893549718784% 8.77879082412998%
t.loss 7.89406376505666% 2.98950029165856% 12.1315095300006% 3.29404262964677% 5.98934116513461% 6.58911517944176% 9.21868576273097% 8.6794169112485%
t.eqrc 1.39192933231371% -3.21841448455612% 7.93321037605024% 0.337815634579641% 5.46715618768254% 6.05571937482081% 8.45166748932502% 8.53422291185095%
t.cvar 7.59649517919552% -0.192387348375243% 14.8360871237472% 1.67070386567683% 5.0479803424659% 6.12829824713541% 8.32655790763654% 8.32210057028922%
t.cdar -0.14138041787134% -3.38551807307684% 12.7849974081819% 1.54335278597113% 7.22687393707864% 6.77573319683387% 10.0158071169224% 9.35800228566086%
t.srt3 12.7057243150248% -5.10891918461111% 21.8597406959332% 5.77174931524989% 10.9419281264835% 10.9561322064448% 12.7084596197417% 0%
t.srt5 8.44935119331591% -4.73691402652741% 22.3196056349305% 7.96933384358196% 15.8255901550637% 12.6002218031281% 13.4442027483723% 0%
t.srrs 5.64171002591476% -3.10751456367663% 11.7120982161519% 6.65419102027218% 11.5326619029523% 9.54951606832408% 10.8127992643226% 0%
t.srqr 49.2175837167167% -8.44274380397389% 168.133760771224% 32.817239806681% 21.4193447830409% 18.0246545818173% 25.4083852544079% 0%
t.pure -3.73015827321642% -6.04601006470166% 20.7806334920126% 1.08581997952761% 12.6120907738173% 8.73547329997011% 14.6925958008243% 16.6597842987857%
t.frs4 -0.112874586573841% -3.40209432433414% 2.9025542700114% 3.10679570443464% 6.79913254052709% 5.3006146339279% 6.37454212307227% 7.678659936157%
t.frs3 -0.350793512180669% -5.07287500798046% 4.48945631154647% 5.1813669217619% 10.1479897857123% 7.89750316228772% 9.01662214995291% 10.165595685164%
t.frs2 1.85530012996471% -3.6375703430877% 3.41411747026765% 8.47010121183269% 10.3432224719784% 7.13173158218743% 8.54422868088629% 9.67299465372074%
t.frs1 5.94146542122156% -4.03196512895024% 6.28456223406617% 5.04504103227894% 11.1972855125168% 7.23620102802123% 8.29615556617396% 10.0665136334656%
t.eqwt 0.419241691501337% -3.75294360106826% 10.2392503502668% 0.660369985226006% 7.18069232647851% 7.35002820480115% 10.0151337426874% 8.6602272693457%
t.sort 3.30733683284614% -2.56661796133965% 8.78975177607544% -0.00935646037639737% 10.3072649797753% 7.21895626260407% 10.2256723383971% 9.41688830187162%
t.rpba 1.79968466249238% -3.16822786023281% 11.4614089164658% 1.47316466761589% 7.28759338735396% 7.37168890638247% 10.0916298233158% 9.08063716558083%
t.mvar 6.30488770899231% -1.98784769405059% 14.3541052020987% 4.47488018831084% 7.60373093533679% 7.08858533381367% 9.48032087838757% 9.09005627319459%
t.madm 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.59278189665446% 9.0339648464866% 8.79752266618274%
t.dist -0.649494361907432% -2.82513305284189% 5.24453724321481% -0.431773854409245% 3.64507390181545% 5.09656468440172% 7.25828821762065% 8.06649373990003%
t.mdiv 2.68636141741085% -2.69995501705987% 8.31260366650119% -0.680617176068365% 4.23539591269255% 4.40252911533152% 7.8491845718857% 8.03390504299297%
t.coco 2.23156840568524% -2.49692557894063% 8.05843962181923% -1.13562174489948% 5.878169357671% 5.04716001974226% 8.46055899099634% 8.32709500470747%
t.aaaf 7.79297227065336% -1.20688054814109% 15.8404049522795% 6.29402004088766% 11.6872222067887% 10.9840468606075% 13.776735554647% 13.3101284881264%
t.aaae 2.97981558839571% -0.817899792479078% 14.768846841399% -0.808285492221783% 8.18528835642915% 7.19173967413409% 9.64171483431204% 10.9907864989807%
t.aaad 2.03680179336241% -1.60549088029757% 6.39575929925629% 1.83676933727044% 11.0241745991645% 7.42196640477395% 10.9973360351419% 11.9552103807212%
t.aaac 4.98324743223739% 0.502170219100294% 9.52724258701661% -2.36731214374344% 4.09255858281059% 5.32350178597438% 7.44702312618397% 9.87510647298555%
t.aaab 5.42045351120499% 0.50731438794352% 10.6715230899145% -2.19867995703465% 4.4077372202844% 5.42284197285581% 7.62145400396401% 9.9803601034276%
t.aaaa 4.67618143490987% -0.220027891944141% 17.2515117084643% 1.40004790661539% 7.19418901251994% 6.60599157293742% 8.18256776808086% 10.0328011872198%
Historical Return
 
t.frs1 18.4% 11.9% 24.8% -1.7% 4.0%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending April 30, 2024

Maximum Drawdown vs. Annual Return
● t.frs1 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.frs1 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.frs1 ● 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.frs1 risk vs. 60/40 Worse Worse Worse Worse Worse Worse
t.frs1 return vs. 60/40 Worse Better Better Worse Worse Better
Risk-Return Quadrant
SE NE NE SE SE NE
Risk-Return Direction 164° 45° 24° 100° 111° 53°
Risk-Return Magnitude 6.4 3.7 4.0 2.5 3.7 4.4
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
* compares t.frs1 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.frs1 -16.0% -2.8% -0.5% -4.5% -6.0% 0.0%
Peer Group* average
60% Equity / 40% Bonds -8.2% -6.2% -3.6% -1.9% -0.5% 0.5%
Global Equities (ACWI) -5.4% -3.8% -3.5% -4.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.4% -22.7% -19.0% -12.5% -9.7% -3.9%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -3.65692038130746% -14.3224551994345% -2.87716831193435% -7.35142294261245% -5.07968004850551% 0%
t.dbnd -18.7435624077485% -5.20053002048074% -3.00115248417838% -4.21249935962463% 0% 0%
t.qaro -12.051065268614% -2.49713311869159% -2.33466702997039% -6.34515876412419% -7.43534948489613% -3.71876715408025%
t.acap -15.9767536819327% -10.6557743138978% -11.089850140461% -6.74193023181707% -4.51821153310798% 0.292845642408157%
t.trdd -20.2853961377868% -13.6713250250701% -8.92446316129463% -7.21029612059205% -2.7883945285185% 1.54670361717419%
t.shar -13.8904677514203% -10.0668476984743% 0.235817007213051% -2.99366239963343% -1.15876544875261% 1.49957978423584%
t.tris -14.701342486566% -4.13241211470891% -3.74476111744327% -5.14144490894548% -5.01700424754866% 0.911584826430726%
t.tret -17.548418019048% -12.5000937746209% -7.81121976798964% -6.44232694133207% -2.10139408386449% 2.08505308648584%
t.rsop -11.0844617573508% -6.81693353211649% -4.629941712937% -3.40835802358573% -2.14396675561996% 0.78912365152347%
t.rpcl -16.1602724877137% -8.45343338624127% -8.60988458017085% -6.07099221365638% -4.77941809630003% 1.01481606809797%
t.risd -8.48720656075244% -4.92247404737026% -3.46567663843292% -2.5850465886523% -0.0763608652201615% 3.30983155177068%
t.mva3 -9.73149876943685% -5.83349690891052% -3.3210716238997% -2.60308970278365% -0.0465425012146383% 3.87280444272139%
t.mva2 -15.8600623778225% -8.21608114002105% -5.98550549834133% -4.84234571450566% -2.76910437071283% 2.00073222611582%
t.mca2 -14.4387432369838% -8.33886312763928% -6.10732960896505% -4.47247476399559% -2.89499840508445% 1.70809767329254%
t.mca1 -18.0639649839243% -9.86318902011665% -6.94351524958904% -5.42934129056193% -3.53670042417519% 1.35785962948853%
t.madd -7.28843296613328% -6.06642879171207% -5.39132924087346% -3.01683639350554% -0.151737542062845% 3.41039057145628%
t.loss -7.61286390019549% -5.01374596968902% -5.32863792276571% -3.11790617149972% -0.500963473336229% 2.63438056407872%
t.eqrc -14.2488297498159% -8.58971855380388% -6.50636975458712% -4.29271539844737% -2.1554162594798% 2.14937455460716%
t.cvar -4.79953148351439% -7.10982333812937% -6.87721864469979% -3.82018165029538% -2.02368173069015% 2.16521633767958%
t.cdar -8.85432468796807% -7.25216881053319% -3.78856551124386% -3.19632817523052% 0.0350966202421095% 2.8333344053012%
t.srt3 -4.48366379659123% -1.92189285696725% -0.960694044262492% -0.778998322123185% -1.21878181600738% 0%
t.srt5 -4.07600912738492% -0.190022153016106% 2.30074302593119% -0.279989729658974% -2.4166574152675% 0%
t.srrs -10.0853063870546% -0.580152839961209% 1.36094994337031% -0.395800761234382% -0.983814636616108% 0%
t.srqr 31.043089444815% 6.43024971846229% -2.4686592203559% -3.56932838795411% -2.51951069292691% 0%
t.pure -4.5773257495415% -6.45790761095924% -1.74528054888661% -4.47117782784417% -1.87368975958871% 4.00355176881923%
t.frs4 -21.2977720566002% -6.03425533518686% -2.14954574007753% -3.41643486514573% -4.32836196364388% 2.51582969049705%
t.frs3 -18.1931569568831% -2.09545184678237% 3.19276881882082% 0.0621885855156634% -1.28101836563767% 4.8697435812493%
t.frs2 -19.4195424002561% 2.87362279684719% 2.17387115508571% -2.75752445996818% -3.5284245186482% 1.96638837618775%
t.frs1 -15.9836675581249% -2.84106919074473% -0.540615311891465% -4.53300980794052% -5.95865333421134% 0.00239115125382838%
t.eqwt -12.2962011664282% -7.71400457134281% -5.05880712835796% -3.74561837844022% -2.8122325904128% -0.346319246013499%
t.sort -12.1053144841423% -9.92004063994935% -0.0462959838718966% -3.28374818580969% -1.86299442619995% 1.09012013174964%
t.rpba -10.7174658991415% -6.96044151730999% -4.64030321150569% -3.27650737269875% -1.90389113423743% 1.11153738319728%
t.mvar -5.20875168486778% -3.38356711258417% -3.07388845766785% -2.3167920466924% 0.384989466959016% 3.85602601169401%
t.madm -7.28843296613328% -6.06642879171207% -5.39132924087346% -2.9660093374084% -0.118917193066038% 3.43536029210875%
t.dist -17.1953909956096% -9.52345594943354% -9.18076716158603% -6.04047267464422% -4.90827151310442% 0.739263195220774%
t.mdiv -13.6661245046804% -9.84977845046483% -8.27195212222687% -6.71077237752967% -3.00360021921153% 1.60231740836137%
t.coco -14.2055030439872% -10.1247524305766% -6.15022938739635% -5.98496934728923% -2.55745988612182% 1.57801601251058%
t.aaaf -1.80384723309279% -0.797903494758455% 4.01620568127472% 3.54864145292095% 5.46437584219796% 7.95928738275477%
t.aaae -6.57619029164545% -10.2706031253002% -3.43404476807883% -3.52518923015443% -2.5074013020375% 3.37463698295205%
t.aaad -15.5521707656434% -6.73222902519973% 0.0199623632091228% -3.55769286721255% -1.71939551911725% 3.92203553824661%
t.aaac -11.7171104998714% -12.1786149368184% -8.65090239246625% -5.873951033187% -5.08362126027069% 2.69452823221095%
t.aaab -10.1030286402622% -11.994495968745% -8.21834697687775% -5.69441388784845% -4.81134957896288% 2.86187886768879%
t.aaaa -1.33970166238788% -7.61440330908435% -4.15463672387348% -3.74798866108195% -3.77100164828742% 3.06459608718586%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 -10.9% -0.9% 4.2% 0.9% 0.3% 5.0%
Peer Group* average
60% Equity / 40% Bonds -6.3% -4.5% -2.4% -1.1% -0.2% 0.4%
Global Equities (ACWI) -5.1% -3.5% -3.2% -3.6% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -13.2% -8.9% -4.9% -2.0% -0.0% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -0.412695778432139% -4.80317541429599% 1.45572623242185% 0.0729507255255104% 2.83427177283149% 0%
t.dbnd -9.31727647657003% -2.16494484798287% 0.566240487309801% 0.619076654752413% 0% 0%
t.qaro -10.0013582654389% -1.512918491178% 1.25323155804664% -0.752084771902583% 0.190106732952963% 1.05172220417248%
t.acap -13.764866335996% -7.23641530601677% -6.15224199582046% -2.65309962281025% -0.372330101664373% 2.56855042552876%
t.trdd -11.6148436843065% -9.43817626164701% -4.03544421033319% -2.70584749751166% 1.78355233248593% 3.971238815177%
t.shar -7.6199692769936% -6.24291140628956% 2.57336169869733% 0.810577216293468% 3.84909350344034% 4.84445555062696%
t.tris -7.91445528151993% -2.25299972656684% 0.0857653248358368% -0.312859887275154% 1.59109278543778% 4.11506032249993%
t.tret -9.97634736676933% -8.6791794621576% -3.25241439310108% -2.15226699562892% 2.1312805426475% 4.23962560304767%
t.rsop -9.92434064857752% -5.6016624299198% -3.09818719752143% -1.8420423893829% -0.635343674031251% 1.32096145380841%
t.rpcl -12.9445130395964% -5.97915567067187% -4.41614028602988% -1.79102837853302% 0.675975948578367% 3.38277685565916%
t.risd -3.00477320830461% -2.76153898456553% -0.110655770556996% 0.975266892131308% 3.59205675613354% 4.56153013215395%
t.mva3 -5.96076217280885% -3.74861490129391% -0.467918568875675% 0.693473303265184% 3.21983635748816% 4.82399019479985%
t.mva2 -10.7397770473401% -5.34962097670067% -1.81438517001843% -0.195529444177925% 2.441052428484% 4.31261909178814%
t.mca2 -11.9922513573492% -6.15205135865329% -2.94923495704562% -1.22481989649116% 0.844925660228712% 3.0293905670115%
t.mca1 -14.097537101951% -6.93143766290937% -2.94801975069479% -1.1623164448934% 1.12845105567066% 3.15042028570877%
t.madd -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.672716763766199% 3.44982678603468% 4.57909751791186%
t.loss 0.686094866640015% -2.61288323913064% -0.887712109883765% 0.926253729659591% 3.78708019974439% 4.33999768589958%
t.eqrc -12.0956859041873% -6.54099660075334% -3.45941028275759% -1.39036449818178% 0.935252015426701% 3.07484750529797%
t.cvar 2.37456956975487% -4.17961627817098% -1.5348339698552% 0.851730724473323% 3.23165605271092% 4.27992170473706%
t.cdar -3.58858911507373% -4.51381401168401% -0.281740853291357% 0.456533497106093% 3.94679688205079% 4.87083873341253%
t.srt3 0.552484469646462% 0.0190226823575408% 3.35108536131033% 3.06711466500388% 3.73830719708994% 0%
t.srt5 -4.26086990741178% 0.392798154732592% 3.54946711745333% 1.01695314593968% -0.64528221293517% 0%
t.srrs -7.40562689778588% -0.122387655724079% 2.25308422030118% 0.977004632843506% 0.921704228306508% 0%
t.srqr 0% 21.9569531202551% 2.03120110731179% -0.0403349811428875% 4.32618300051539% 0%
t.pure -2.12322933189905% -6.78141223692815% 1.8791475117084% 0.123350575392684% 6.14430412777552% 10.4497135558571%
t.frs4 -9.35472868672854% -2.38304537658728% 0.807663899499238% 0.213395355699699% 0.0890774404543748% 3.20674085321747%
t.frs3 -10.0136781237429% -0.542668872581663% 3.82124209512417% 2.2248363282133% 1.97218894245338% 5.2499658743944%
t.frs2 -12.4088230926435% 2.80101078817347% 3.91532481483768% 0.935945641951329% 0.840768437571677% 4.24941655920628%
t.frs1 -10.8922429009047% -0.929532589952459% 4.16093384579531% 0.863435911908431% 0.319456173028574% 4.99174526364316%
t.eqwt -11.6729148656813% -6.68230868616398% -3.71098348649295% -2.37633694457141% -1.43353072145716% 0.31218365400125%
t.sort -6.14545420073343% -6.15561316637376% 2.61686944276917% 0.749472786045389% 3.57201275506529% 4.66864584192241%
t.rpba -9.4975449454052% -5.67033640895522% -3.07038152153979% -1.69149531982519% -0.404213191613419% 1.6020741044886%
t.mvar -0.903406830117273% -1.73004601755252% 0.0662213660995414% 1.05876875989261% 3.81061255987689% 4.82938029965722%
t.madm -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.704754481277711% 3.47086515005186% 4.59581013739115%
t.dist -14.7735828354109% -7.1602043650726% -5.23241141288225% -2.09507837404184% 0.147507758924367% 2.84782675989702%
t.mdiv -10.4752457631912% -7.24818445451552% -3.82362399310781% -2.08653300800028% 1.81303032852792% 3.52840633989252%
t.coco -12.0915992319229% -7.91544915594893% -3.03834273001535% -2.33924700068815% 1.23873600229216% 2.8902071136824%
t.aaaf 0.823028143008212% 0.10074459774841% 4.63462745649285% 5.0355842360889% 7.38258309606513% 8.4695017606719%
t.aaae -3.63957777605033% -7.47193322668185% -1.56938567680121% -1.12535554820225% 0.306109460305876% 4.37717724153425%
t.aaad -9.51440509168696% -4.72095051462174% 2.20341097229742% -0.221065047713196% 2.09438492259864% 5.80509711226216%
t.aaac -6.69608388659695% -8.77605187976085% -4.38651816953233% -1.67595950515885% 0.0633831314769431% 4.66234463784249%
t.aaab -5.46789415556142% -8.60274769195439% -4.08264835312295% -1.56813772885264% 0.245449177979652% 4.76439167354619%
t.aaaa 1.71666284023392% -4.86310364919205% -1.10935457284824% -0.230201616850776% 0.982517791135585% 4.87338743847937%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 0.14 0.12 0.56 0.44 0.54 0.60
Peer Group* average
60% Equity / 40% Bonds 0.61 -0.07 0.39 0.58 0.85 0.60
Global Equities (ACWI) 0.78 0.07 0.42 0.48 0.64  
U.S. Equities (SPY) 1.09 0.27 0.59 0.71 0.91 0.59
U.S. Bonds (BND) -0.84 -0.95 -0.41 -0.10 0.24 0.29
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.869792782088818 -0.541150958903706 0.403429324963406 0.228861562227161 0.568098974240819 0
t.dbnd -0.0564275598785789 -0.0384523320506125 0.385455199020515 0.406511818249682 0 0
t.qaro 0.386948296589229 0.121517187634626 0.45768845660329 0.310606135946957 0.428208484445703 0.340769404827065
t.acap 0.139647600568616 -0.313412784931142 0.0155096460839738 0.284014880414865 0.613798013469111 0.595239825785982
t.trdd -0.153941967529467 -0.470074958370757 0.124415234300751 0.253657388086383 0.710791168066243 0.665057661142327
t.shar 0.25422104126652 -0.276341712493036 0.569327307187227 0.509293753688796 0.81759831168799 0.67038909475398
t.tris 0.200533606799071 0.035075309404688 0.382649207770758 0.383373663420911 0.582896978169385 0.634593236753177
t.tret 0.0238919951456307 -0.406224427136631 0.180303939556411 0.300445507763735 0.752259964552104 0.697113801426218
t.rsop 0.445087244254419 -0.0966107099966294 0.350909617864537 0.492056714157674 0.762831106237518 0.629884984394703
t.rpcl 0.126892194012713 -0.19127769275026 0.143260253818316 0.324465304730459 0.593501111338958 0.635487350003796
t.risd 0.590269430274414 -0.00757673923167725 0.393218755721431 0.531288661585603 0.878462177730269 0.770688273165042
t.mva3 0.517621389793184 -0.0536774062944427 0.401646130628142 0.530999818513847 0.882401192924313 0.806070109793321
t.mva2 0.138760643016047 -0.181515460807587 0.268717015026833 0.395735760711714 0.714521808500163 0.692835851948271
t.mca2 0.234835423693616 -0.183958141507027 0.266477525277984 0.419362890621343 0.706634519419585 0.675628520110345
t.mca1 0.00277426374067478 -0.267964162274985 0.222827535726578 0.360494312612624 0.666720376838419 0.65364756341722
t.madd 0.662628289953886 -0.0672117350762078 0.299302331015983 0.504981589913025 0.873086569793249 0.776386000650182
t.loss 0.642494997816542 -0.0122786542641571 0.306088086467856 0.506254019955838 0.862443107969736 0.73620796198251
t.eqrc 0.247386367909306 -0.195944417369783 0.247488065214381 0.430159033978679 0.751425855554208 0.702058687294112
t.cvar 0.811280644923323 -0.121884996279544 0.226733633798296 0.459633528728263 0.763930595551926 0.704539028904885
t.cdar 0.576368404977689 -0.126954973773618 0.379279186717328 0.496436353322644 0.886784907970299 0.745871191868631
t.srt3 0.846122156146149 0.165112782710503 0.542070823137337 0.665723995769604 0.833231146597011 0
t.srt5 0.867033245905615 0.270300984644948 0.704265768087899 0.698322421295285 0.767719938629723 0
t.srrs 0.502201613658702 0.223329178180958 0.637911620132909 0.673703884357977 0.837009141454775 0
t.srqr 2.14868296984008 0.720056685374742 0.58880531223793 0.588386783069645 0.812935012753298 0
t.pure 0.837443560783367 -0.0551051330700783 0.522198194480333 0.456124087562739 0.800014024353451 0.841996902703404
t.frs4 -0.225234549886 -0.0836422572323649 0.441227600159024 0.469820698376483 0.617263795355545 0.724729492512508
t.frs3 -0.0123111324062225 0.127434370631964 0.703506154060255 0.686689530188348 0.812534609479736 0.873175669487733
t.frs2 -0.0868927169958459 0.384117890786183 0.662692387327961 0.527984458663484 0.679811213687596 0.704794996670856
t.frs1 0.135632668137928 0.122269990414069 0.558039044583234 0.437164826351103 0.541831897774815 0.59731273919712
t.eqwt 0.374367053649908 -0.142072761179957 0.333268604344291 0.47500964933677 0.725111417479251 0.566348139843996
t.sort 0.367091332624219 -0.268708997196128 0.558847244451084 0.49366221913524 0.776796274270635 0.646876329445269
t.rpba 0.466792754080738 -0.104778161328295 0.3497129456525 0.499239323482381 0.776980370976899 0.64870684414966
t.mvar 0.787059046704036 0.0743183791428244 0.414612656734454 0.548126944203375 0.907031952495059 0.803696426121794
t.madm 0.662628289953886 -0.0672117350762078 0.299302331015983 0.508080487684129 0.875116994194471 0.777908400359514
t.dist 0.0651292642126926 -0.246712309133876 0.117811226503763 0.329394655201509 0.58755226257059 0.621311917625939
t.mdiv 0.281108544072422 -0.264430556260541 0.159106674352865 0.283143776035289 0.698391754052081 0.667184224435204
t.coco 0.252081780043817 -0.277630273736342 0.268803685490597 0.330173049180515 0.728002749124746 0.668494800200173
t.aaaf 0.9853341617923 0.204888937490143 0.747257593746742 0.893449582211694 1.21556349875702 1.05535920486824
t.aaae 0.710398956668334 -0.290538321967277 0.408481265409789 0.485393066104692 0.741300173665125 0.78691140385118
t.aaad 0.152271069019615 -0.0956511315499498 0.572918955488888 0.484774575596908 0.79144687091676 0.820152751474859
t.aaac 0.395919421521957 -0.399485562664897 0.148778749304152 0.342746608284106 0.581187888502405 0.743124065587158
t.aaab 0.493534056444886 -0.3893850018447 0.170084261288617 0.353316693627039 0.598146013439646 0.753260922048704
t.aaaa 1.0125051583658 -0.150224715363747 0.368026136153928 0.468436981432 0.661637003191856 0.764720436004014
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 0.20 0.17 0.88 0.65 0.82 0.93
Peer Group* average
60% Equity / 40% Bonds 1.09 -0.10 0.57 0.85 1.33 0.87
Global Equities (ACWI) 1.51 0.10 0.62 0.70 0.99  
U.S. Equities (SPY) 2.15 0.39 0.90 1.09 1.44 0.87
U.S. Bonds (BND) 1.09 -0.10 0.57 0.85 1.33 0.87
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.57011709062452 -0.660604522505954 0.649596345316502 0.333074628428115 0.966268173879677 0
t.dbnd -0.108831226356904 -0.0575618619838994 0.614304760881147 0.648655484321031 0 0
t.qaro 0.737818746161739 0.188791092449443 0.790683279635922 0.497291283200715 0.677363302583946 0.537972213316477
t.acap 0.220884228270139 -0.411230044653257 0.020408749420209 0.39287321277404 0.918872732691352 0.889577561833046
t.trdd -0.209502069254087 -0.568046602422024 0.176029526787432 0.35834871271711 1.09316690723772 1.05649685355183
t.shar 0.350430531143964 -0.341500888523899 0.911402778133325 0.800325101439571 1.4116241809515 1.12583135010451
t.tris 0.290253386028751 0.0493926274207623 0.589094378544733 0.580190597028879 0.941151448127322 1.04828395092521
t.tret 0.0344080484241524 -0.498688356258415 0.254845503541076 0.423319757350777 1.14736829612487 1.10438696917027
t.rsop 0.7744978813798 -0.132331052855826 0.512434655472669 0.729627077245784 1.22053001732303 0.942572285174431
t.rpcl 0.205851886069919 -0.266481898673516 0.207273888670568 0.482153942739464 0.938052605967495 1.01529253379173
t.risd 0.929817481049475 -0.0105654193162637 0.611640148160948 0.833595157834216 1.46255531435373 1.26217046435841
t.mva3 0.838604368625577 -0.0753519927854724 0.625502268374826 0.833270629089881 1.49602322403006 1.37101746495338
t.mva2 0.207868075032229 -0.249128157052044 0.408011927343851 0.608769446739797 1.17078963353309 1.15773431133653
t.mca2 0.382115353170928 -0.250805734628456 0.395880829364876 0.631273110370714 1.12676404461536 1.06273586032025
t.mca1 0.00420274660605533 -0.360650316696744 0.331733009538767 0.544520628471354 1.07144639189233 1.03605740260831
t.madd 1.05969281818039 -0.0924579783994397 0.448790621628401 0.779776862899647 1.43210027130309 1.26238028456597
t.loss 0.992532379320704 -0.0180828533437617 0.47835566612974 0.789480194317356 1.45228131431046 1.18844264603855
t.eqrc 0.405055651775638 -0.265025664188406 0.362383993111913 0.641973754572367 1.19293361782693 1.09307874566808
t.cvar 1.474802427384 -0.173298371375221 0.348471055456285 0.706291299060792 1.25475574960277 1.16830739219505
t.cdar 0.966773062555465 -0.171740761212789 0.569182506565702 0.751271399312019 1.45116515231421 1.19754874396439
t.srt3 1.38109087696765 0.257914329970327 0.955402157588664 1.09181896634269 1.47883162127902 0
t.srt5 1.62209781361814 0.389616759774149 1.12768022322512 1.08738055831183 1.1893321927413 0
t.srrs 0.880859215453608 0.327194210673278 0.994300488387387 1.01339576971158 1.30240807566318 0
t.srqr 5.80940240538887 1.33619200687493 1.00996192276926 0.998270193700056 1.43777111382192 0
t.pure 1.52265564618245 -0.0771594477927082 0.861252826176391 0.733358827110154 1.41420681720929 1.48902586657196
t.frs4 -0.332110976969993 -0.119772042921217 0.704219883623289 0.724059073155334 0.977257576340293 1.15227426587662
t.frs3 -0.019031271675987 0.196477462393481 1.23529067838556 1.12187404516913 1.36192339289103 1.43084798873366
t.frs2 -0.1330574197581 0.594382051455002 1.05418522854251 0.780952890171147 1.05052409662425 1.06199657196737
t.frs1 0.198347044442962 0.171967768420539 0.878718267959374 0.654665119832724 0.819727545620389 0.930553599439366
t.eqwt 0.643776325525556 -0.192338636936102 0.483026289250104 0.700819545928317 1.15488530886655 0.834726641599958
t.sort 0.527679692422034 -0.333946949763832 0.9209925708877 0.791213883112456 1.34580082019408 1.08626745524728
t.rpba 0.816392838028734 -0.143232720950185 0.510946912868167 0.740337107335479 1.24626107682862 0.975831089844939
t.mvar 1.31017765971722 0.105238164520342 0.640711245764421 0.861001337181092 1.51327202198069 1.32096747034303
t.madm 1.05969281818039 -0.0924579783994397 0.448790621628401 0.785307924774845 1.43645055193708 1.26549140651564
t.dist 0.107198976005776 -0.33843221368869 0.166257790354953 0.481734687215252 0.910567505534053 0.943273142623172
t.mdiv 0.448733363799027 -0.360503027754709 0.235151601024896 0.415719362319601 1.09765857427498 1.04000315942384
t.coco 0.409020332193331 -0.378984968363175 0.406424065080707 0.491259183250905 1.1618305301982 1.01685439869169
t.aaaf 1.63509068150369 0.295694714882821 1.21811545995362 1.44910434206723 2.15818925924303 1.86772409799321
t.aaae 1.33307846610307 -0.371385102094915 0.610650419256947 0.718285758918006 1.17254575301751 1.25586668507917
t.aaad 0.215901733788394 -0.125316885411181 0.880099745840158 0.730839712570317 1.28560786070883 1.33923422162777
t.aaac 0.633715697336595 -0.50308900960762 0.216715482446253 0.50565675163447 0.896715502489486 1.2152816888565
t.aaab 0.813918094657251 -0.489218271937054 0.246268769169369 0.517928620729745 0.922366653384543 1.23015010162313
t.aaaa 1.83161483368924 -0.196679753798369 0.551234272970436 0.700427495593062 1.05158193895914 1.29650747196006


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 8.3% 18.4% 18.4% 18.4% 22.6% 25.0%
Peer Group* average
60% Equity / 40% Bonds 7.3% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 9.4% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 8.3% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.9% 16.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.1818502782275% 13.0568277027014% 13.0568277027014% 13.7505105637516% 13.7505105637516% 0%
t.dbnd 6.05304737549535% 10.7656709303033% 10.7656709303033% 10.7656709303033% 0% 0%
t.qaro 9.57660407319685% 17.9401537635114% 18.6185056702595% 18.6185056702595% 18.6185056702595% 18.6185056702595%
t.acap 10.5117626805204% 25.2368599832353% 25.2368599832353% 25.2368599832354% 25.2368599832353% 25.2368599832353%
t.trdd 8.40289827350832% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864%
t.shar 9.10602281574676% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348%
t.tris 6.96741048362104% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792%
t.tret 8.41862842217561% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946%
t.rsop 9.87307779781741% 24.7390854999211% 24.7390854999211% 24.7390854999211% 24.7390854999211% 33.0577793967064%
t.rpcl 9.60052369212903% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911%
t.risd 6.60048607563598% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117%
t.mva3 7.59705536868808% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798%
t.mva2 8.0368341658545% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586956%
t.mca2 9.42059101843975% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136%
t.mca1 9.16082108694984% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216%
t.madd 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.loss 6.67596893690509% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129%
t.eqrc 9.69848159095712% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794%
t.cvar 6.25774060645863% 25.9058588778841% 27.0434954429347% 27.0434954429347% 27.0434954429347% 27.0434954429347%
t.cdar 6.49862062046101% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953%
t.srt3 15.2451456058123% 15.2451456058123% 15.2451456058123% 20.2197383518712% 20.2197383518712% 0%
t.srt5 13.2469177136451% 16.2636675636462% 16.2636675636462% 16.2636675636462% 27.450580236696% 0%
t.srrs 8.50496892366382% 11.8995447034588% 11.8995447034588% 11.8995447034588% 16.7522961327295% 0%
t.srqr 22.1764372605866% 30.3767332555564% 30.3767332555564% 50.7359272673712% 50.7359272673712% 0%
t.pure 8.59176770077439% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561%
t.frs4 4.82041983213289% 9.00174435339898% 9.00174435339898% 9.00174435339897% 10.2310330371151% 12.5827990951762%
t.frs3 5.49578933588996% 9.54826464148639% 9.54826464148637% 9.54826464148638% 14.2437320943028% 17.3252273065182%
t.frs2 9.34743914901497% 10.030548451412% 10.030548451412% 14.8660040035447% 16.2656162388656% 26.1215592298563%
t.frs1 8.32580963134446% 18.351329348156% 18.351329348156% 18.351329348156% 22.6002645796696% 24.9737330214859%
t.eqwt 10.6039084794715% 25.4957547252758% 25.4957547252758% 25.4957547252758% 25.4957547252758% 42.0533763996757%
t.sort 8.92432337978504% 22.2884481668295% 22.2884481668295% 22.2884481668296% 22.2884481668295% 22.2884481668295%
t.rpba 9.72343334363634% 24.9744841542585% 24.9744841542585% 24.9744841542585% 24.9744841542585% 31.2121188566069%
t.mvar 6.78079678109097% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513%
t.madm 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.dist 10.3760417636857% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299%
t.mdiv 8.91277440144189% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664%
t.coco 10.4750859044509% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753%
t.aaaf 6.26303244620529% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307%
t.aaae 9.63872865017724% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098%
t.aaad 9.37209902945941% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021%
t.aaac 8.57088934977643% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532%
t.aaab 8.44796181111893% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495%
t.aaaa 6.17113336623883% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 13.1% 17.4% 17.6% 14.9% 15.4% 16.8%
Peer Group* average
60% Equity / 40% Bonds 12.9% 13.2% 13.9% 11.1% 10.6% 10.6%
Global Equities (ACWI) 16.7% 17.6% 19.5% 16.0% 17.0%  
U.S. Equities (SPY) 17.5% 19.1% 20.9% 17.1% 16.8% 16.5%
U.S. Bonds (BND) 7.1% 7.0% 6.3% 5.0% 4.5% 4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.60169897658743% 6.57213904791441% 7.61563837471657% 6.8421873698006% 7.62746175327418% 0%
t.dbnd 9.57650000079124% 9.30539701083454% 7.92578100412292% 6.15429512580132% 0% 0%
t.qaro 15.7655501150798% 13.7831979001241% 14.0573554592258% 11.2545545928112% 10.5093409371611% 10.506741522641%
t.acap 14.1136666910818% 12.7370160359277% 12.7474667687951% 11.0585800499877% 11.4850422808816% 11.7102862481312%
t.trdd 9.64855538291009% 12.711577911183% 13.1086057949199% 11.3040219210216% 10.7911051439822% 11.4271756876161%
t.shar 10.2255761505432% 11.9852707011994% 14.2724584689467% 11.894876288551% 12.3238942297497% 13.2801578383998%
t.tris 9.52276929838916% 13.3526009139516% 13.3132183681735% 11.4645020916886% 11.505281583134% 11.9883707538413%
t.tret 10.2322551139054% 12.9841304706533% 13.2341051090174% 11.2911371912922% 10.6212186139521% 11.2639076493908%
t.rsop 15.4994297211309% 15.3457431845839% 15.7508748123711% 12.6819285637597% 12.6588085074061% 13.0340050703053%
t.rpcl 13.8561901951827% 13.6415931782161% 13.4127672191878% 11.1116501264469% 10.7684286543859% 10.8888066903231%
t.risd 11.6983066306535% 12.993078906746% 12.6899189264893% 10.347135078665% 9.58819897431873% 9.95981523695836%
t.mva3 12.5690453377744% 13.3493295264372% 13.0210565303444% 10.6296573223599% 10.2771825021045% 10.5118251564931%
t.mva2 12.1029360532912% 12.8519902523856% 12.4798284508622% 10.4687188893062% 9.98008656861642% 10.4192070845721%
t.mca2 13.9850715242554% 13.8561406479254% 13.32975146482% 10.8934739357286% 10.2188783766795% 10.5706695447645%
t.mca1 12.9130145851678% 13.2097776210927% 12.87878490147% 10.6885039868624% 10.1685075965524% 10.438833718793%
t.madd 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2325131886749% 9.42785006861509% 9.86915014664506%
t.loss 11.5262228341194% 13.0991046025397% 12.3775017845615% 10.4513918083161% 9.97120836256449% 10.4228173026119%
t.eqrc 14.1929474557593% 14.1387166146775% 13.5236385455216% 11.0007538925173% 10.2941380906944% 10.6731478306571%
t.cvar 12.6971637007989% 13.498201125571% 12.5295267228016% 10.393443230611% 9.98247215084825% 10.304598788185%
t.cdar 14.6363146108871% 13.5860822847528% 13.3140586235261% 11.0035176828375% 10.6027961710035% 11.3015408200552%
t.srt3 22.9999639123554% 16.0521698168111% 17.8043204050947% 15.8942733597633% 15.7513569956566% 0%
t.srt5 22.9689535662972% 20.3596202542118% 22.1499132698192% 18.1481763379368% 18.8294976771314% 0%
t.srrs 14.6005105892405% 14.4745488909959% 15.2916873555332% 12.7245568774739% 12.642690425874% 0%
t.srqr 137.212625877413% 74.6074115962474% 59.1389548076505% 44.9446412392624% 43.522993564963% 0%
t.pure 21.4289464816487% 20.6404792202515% 24.0966557956828% 19.1940830097617% 19.995811654163% 21.46029094717%
t.frs4 8.4421568818549% 8.79855156430513% 9.49166866608972% 7.83311876925215% 8.93963424768521% 8.94384463062062%
t.frs3 11.3898407402019% 10.7234345236718% 10.9032300993735% 9.3958716904828% 10.3390342648126% 10.6122637037508%
t.frs2 12.2843459132152% 12.1726976522648% 12.1538869831564% 11.1612931022033% 11.9336288780349% 12.8223067918065%
t.frs1 13.1455382713736% 17.446477750667% 17.6046508039351% 14.877595267179% 15.423472174495% 16.8114586186495%
t.eqwt 16.2138844420366% 15.8905219472689% 16.4868514140985% 13.3942246063921% 13.5480726046025% 14.3896968764028%
t.sort 10.8597199088283% 12.0303001119354% 14.7808907670978% 12.2002085511084% 12.7224325271456% 13.5597542833372%
t.rpba 15.3924016975169% 15.2124390862813% 15.6214256298895% 12.5569727915446% 12.5619642061862% 12.8954052716605%
t.mvar 12.4197495040619% 13.4923081190035% 13.0579152167738% 10.4587598197257% 9.64652342383621% 9.94861592454648%
t.madm 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2455609652819% 9.43665710537564% 9.87561918199862%
t.dist 14.7100289173409% 14.1139122919085% 14.0627077932324% 11.7696294590307% 11.3256811918898% 11.4724934790063%
t.mdiv 13.5509836414243% 14.0438758854343% 13.3585887777382% 10.8385977350513% 10.1614912192888% 10.3977031253045%
t.coco 14.6655460852129% 14.6401534643723% 14.3668455339289% 11.4377432749416% 10.7004352440777% 10.9375418085486%
t.aaaf 11.3679049466036% 13.1612525242057% 12.6304906597936% 10.9476163806257% 11.0923609736608% 12.0926854510474%
t.aaae 14.7513548472884% 13.4586781361594% 15.5760907170874% 12.565058229733% 12.5465361748383% 13.2737835166204%
t.aaad 10.7019039917677% 14.235062422513% 16.2354132860417% 13.2042230419697% 13.7506447519044% 14.1144373186093%
t.aaac 12.2862925333865% 13.4578002524282% 14.8387461063315% 12.162532329073% 11.9612495822061% 12.2817400881426%
t.aaab 12.1365129183587% 13.4256272834681% 14.6982389088247% 12.047106274885% 11.9175435624509% 12.2622676543035%
t.aaaa 12.6613986527084% 12.957139874367% 14.021234356532% 11.4881009321143% 11.5919386926731% 12.1212421378733%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 8.4% 11.7% 10.6% 9.6% 9.9% 10.5%
Peer Group* average
60% Equity / 40% Bonds 6.6% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 8.0% 11.7% 12.7% 10.4% 10.6%  
U.S. Equities (SPY) 8.3% 12.5% 13.2% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.2% 5.2% 4.3% 3.3% 2.9% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 2.97769344864264% 4.71160547171887% 4.20950634500127% 4.40111371205407% 4.26359065437313% 0%
t.dbnd 4.20098688759034% 5.06396187980037% 4.04141156627449% 3.23543212657595% 0% 0%
t.qaro 7.54970508128897% 7.79940250998185% 7.31323857219623% 6.5504230198915% 6.30618727436207% 6.32577594694231%
t.acap 8.27323359721875% 8.89926000102372% 9.18143051937206% 7.61542784426715% 7.38468951983851% 7.54109817947899%
t.trdd 6.46914570477687% 9.77664775356628% 8.55516961304178% 7.5321627255283% 6.61653587056656% 6.82877262217008%
t.shar 6.87782742865746% 8.90010087415505% 8.08170956178767% 7.03783842733043% 6.7166690161682% 7.53573477872071%
t.tris 5.99067656178813% 8.62219075350258% 7.96893099151659% 7.14627181024517% 6.80005831522394% 6.91180008901891%
t.tret 6.48388207164533% 9.8051014562875% 8.65233664152107% 7.54187364348553% 6.56162930764456% 6.74060551378868%
t.rsop 8.22827872019349% 10.2809558322599% 10.1212397181939% 8.07440194551042% 7.53405118106104% 8.3938623694032%
t.rpcl 7.8868089833179% 8.82027425645942% 8.59250444501592% 6.99814360831749% 6.43957679322283% 6.47091289282396%
t.risd 6.85411099252993% 8.36575147170338% 7.38084238329207% 6.06129480966026% 5.33032085667775% 5.7258738132615%
t.mva3 7.18882413164207% 8.57023816081079% 7.59627065562245% 6.251550457846% 5.64429201219259% 5.81877496729587%
t.mva2 7.51816988581038% 8.44772256871973% 7.46633911278177% 6.29485123658912% 5.68791561760213% 5.86984667742102%
t.mca2 7.95150179466899% 9.24038621622858% 8.23368977914233% 6.72706823119462% 6.00085390607339% 6.37173122972155%
t.mca1 7.92864638441084% 8.90438436545779% 7.90209471217273% 6.5641385837967% 5.92084169207748% 6.23557960781204%
t.madd 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10105660307971% 5.32216466856547% 5.71380741559194%
t.loss 6.88304235739238% 8.12150627903365% 7.34396117793711% 6.31723488038826% 5.6178437745884% 6.18616218594791%
t.eqrc 8.01668500464486% 9.52906917273013% 8.49766292267205% 6.85202794933111% 6.06319706306074% 6.50105006898656%
t.cvar 6.3820197455283% 8.58874809621315% 7.43894737371528% 6.28514276991759% 5.70338919225426% 5.86314084934837%
t.cdar 8.10090839651661% 9.08394535325487% 8.08872822411101% 6.74555122576103% 6.0535088574494% 6.69801443255215%
t.srt3 13.6526692012785% 9.63358390233123% 9.61129545094004% 9.38733601242829% 8.63124771530118% 0%
t.srt5 11.6985598363126% 13.235829762353% 13.1318108689942% 11.1921210579005% 11.8424492316863% 0%
t.srrs 7.5855963299268% 8.97646574600931% 9.17653134833265% 8.0445920138197% 7.82266269469224% 0%
t.srqr 48.8663446535334% 37.8987717060322% 32.9558112187621% 25.5579692832614% 23.8460176681966% 0%
t.pure 11.1946078229957% 13.8858373072463% 13.8542361014148% 11.4332252711811% 10.8983572661823% 11.7071607001602%
t.frs4 4.98582061681554% 5.32250957485311% 5.37319087737376% 4.7102290502259% 5.42136614548261% 5.35989307879637%
t.frs3 6.69613449137049% 6.03884484190171% 5.50053925489315% 5.34322649610948% 5.90992749305265% 6.18831253354256%
t.frs2 7.28366963468876% 6.93310289186195% 7.02074383535434% 7.19446076131841% 7.48086081290547% 8.2422942218683%
t.frs1 8.40723487296462% 11.7325070451044% 10.6216827604837% 9.57240215469103% 9.94681039196473% 10.4636253930985%
t.eqwt 8.76015360144978% 10.8347082934058% 10.7182875425029% 8.60168838918822% 8.13183730911628% 9.45245556666155%
t.sort 6.99294312058495% 8.86426513447648% 8.09936491266019% 7.06892333890811% 6.93050853535551% 7.7072432301239%
t.rpba 8.12126233709992% 10.207272395033% 10.0236946134602% 7.98766599046927% 7.45176055040795% 8.25461160853575%
t.mvar 6.89729952476126% 8.55301375644386% 7.68129044485836% 6.11523289223841% 5.34312774924604% 5.68887457989694%
t.madm 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10302969797444% 5.32331002716968% 5.71472974456813%
t.dist 8.27118450372929% 9.33213325264463% 9.31713143392114% 7.5801161111442% 6.94106579416349% 7.22482164050434%
t.mdiv 7.90662340477618% 9.3383980790381% 8.26415289667327% 6.86466066351636% 6.04222537103022% 6.30139674098193%
t.coco 8.42989906681342% 9.75767148883778% 8.7124831872359% 7.16056534629338% 6.26974207580595% 6.83197820921279%
t.aaaf 6.28311824295232% 8.1724364758165% 6.94060101408492% 6.23224150791394% 5.84256598337106% 6.4501853536825%
t.aaae 7.14222135945245% 9.75036513458362% 9.80419562921279% 8.06830716874557% 7.60403153863228% 8.00050094129158%
t.aaad 6.94813108264802% 10.0206416055934% 9.85763118480595% 8.28826186201551% 8.10561835702236% 8.27886973725163%
t.aaac 7.00268253096224% 9.99950520833758% 9.64529377252201% 7.85703053831892% 7.46270701730034% 7.19368284867638%
t.aaab 6.66754480835866% 10.0060568330195% 9.61699775871723% 7.83572073166279% 7.44065384541215% 7.19514149115795%
t.aaaa 6.39240788086459% 9.13220356761432% 8.76542790293958% 7.27638009924055% 6.98794653139115% 6.82472308411065%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.frs1 0.69 0.47 0.41 0.43 0.51 0.41
Peer Group* average
60% Equity / 40% Bonds 0.79 0.72 0.69 0.67 0.65 0.65
Global Equities (ACWI) 0.98 0.93 0.94 0.94 1.00  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.79 0.72 0.69 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.352940911096158 0.220326119347265 0.141205602995493 0.12351105493884 0.0917158979910783 0
t.dbnd 0.484275121252264 0.375607124969824 0.234417214412757 0.174123317037381 0 0
t.qaro 0.878196458158332 0.651169537038805 0.422333846635905 0.350377913820445 0.28461633740781 0.241602251102761
t.acap 0.865653142087777 0.585679235912433 0.544717631685018 0.501435016314207 0.508305114669648 0.441861593189879
t.trdd 0.558694942272676 0.548551250576056 0.482114112788896 0.480601384991726 0.403017526547452 0.356979203162776
t.shar 0.570699914553843 0.513281692302658 0.47053053795954 0.444116795645217 0.405623111526051 0.372065967500362
t.tris 0.550475468815434 0.522275616542835 0.420151799856259 0.393453682813751 0.334739324709254 0.324042349347975
t.tret 0.56624654078131 0.554347759100167 0.480608078846196 0.478479524661201 0.401633490876816 0.356148607382458
t.rsop 0.921341963494879 0.793347563831219 0.738425545560257 0.700292599253193 0.707094446976024 0.717516886776111
t.rpcl 0.807228158277291 0.627040009642106 0.542607458695741 0.463949965142525 0.388158731482821 0.350046057287243
t.risd 0.545562878776401 0.508761069902462 0.43730418010533 0.387982846808317 0.327276766976682 0.309358843670675
t.mva3 0.68911317728261 0.585940503542164 0.491706573666101 0.426224337574566 0.396451745287944 0.363424553155867
t.mva2 0.686010991196562 0.562375099341115 0.444330679447562 0.370135436824501 0.316435799921508 0.280084915450037
t.mca2 0.841835378573941 0.683365949829762 0.564602356662408 0.505180324177097 0.442300594667106 0.424370043592657
t.mca1 0.776587188175422 0.620173783594237 0.502352565445976 0.433166931886113 0.388900122365185 0.37434920291917
t.madd 0.57694318769984 0.522374306470582 0.442782374839524 0.386762704684995 0.325540321200829 0.306914759575594
t.loss 0.360569807341803 0.44836504624711 0.391590086109504 0.365711785264248 0.315915025467279 0.323836780512574
t.eqrc 0.859778587312452 0.712489559550502 0.591771845976227 0.535952475184224 0.473298684061684 0.459473189739518
t.cvar 0.41966558071185 0.432981602192635 0.362850933072736 0.32883307411275 0.290497043156479 0.287838394364276
t.cdar 0.647188544524933 0.489195243668974 0.45327648846573 0.428371089586936 0.364033119467784 0.341729900190474
t.srt3 0.93412703209455 0.406459120275294 0.461307927708546 0.578238469528968 0.583042233548468 0
t.srt5 1.24081346759758 0.902106241008331 0.918932524857001 0.930921259119914 0.96950398254441 0
t.srrs 0.806785563435218 0.684706075768562 0.626251451119022 0.643490269058985 0.652564791498795 0
t.srqr 2.53418867606724 1.79451420544791 1.61358372823903 1.54971823278881 1.49738876727382 0
t.pure 1.02698446073123 0.981107327467789 0.768205784506812 0.647271879864601 0.551195690685065 0.550388907299045
t.frs4 0.407787451454636 0.335016078339899 0.305092526133233 0.310756374679291 0.380373406765459 0.339883662710545
t.frs3 0.538404469891247 0.398661960001485 0.337840180716447 0.366647885755756 0.437668435237207 0.393620881066388
t.frs2 0.615163393155254 0.383729741802245 0.347719784497574 0.416589023991587 0.487418815579482 0.455137824707948
t.frs1 0.693903129713261 0.466749325080476 0.407149211303866 0.433484873107428 0.508045817037272 0.412893941103684
t.eqwt 0.969308080088917 0.838552133198434 0.783709642423305 0.753646382935654 0.770146722508724 0.809315969184038
t.sort 0.563533423004853 0.513406745641706 0.471031528956713 0.44271838217272 0.408168679728653 0.373348820787321
t.rpba 0.913870030779493 0.784422672077459 0.731581563199716 0.690333822241477 0.698217610468409 0.704014331271175
t.mvar 0.582278498707065 0.529351051098709 0.45609872337377 0.40074425944672 0.3338895576247 0.314300289616038
t.madm 0.57694318769984 0.522374306470582 0.442782374839524 0.387207931134875 0.32584160328018 0.307159304946112
t.dist 0.859151851600825 0.67162109878707 0.586977950452764 0.511661517841896 0.442677032460567 0.430321311125119
t.mdiv 0.787600243861593 0.627904133121532 0.507036115333526 0.444587516550436 0.361552799260109 0.343950446017136
t.coco 0.866824147496654 0.685588967631542 0.590789805929586 0.530255245033992 0.451059705403914 0.45674975652862
t.aaaf 0.568312416291456 0.526184783785975 0.408735719291641 0.392977560075045 0.388578317791719 0.384537357020957
t.aaae 0.765533184588344 0.654015419950586 0.67265545758146 0.619106192358168 0.610630514967913 0.599260922126564
t.aaad 0.620236264831317 0.62522794911934 0.581437782515371 0.55475466798582 0.577969162861372 0.543127537006304
t.aaac 0.638449534015179 0.584740396303099 0.548064257515188 0.493314307628005 0.463275376623735 0.429606146855114
t.aaab 0.633569436954737 0.583470710814608 0.549168822105332 0.49250458719353 0.46269899276194 0.429994493295319
t.aaaa 0.598408198720109 0.545174652236775 0.530919435828517 0.477727427464896 0.449416046559384 0.423145230794097


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.82 0.51 0.48 0.47 0.52
to S&P500 (SPY) 0.81 0.50 0.47 0.48 0.53 0.41
to U.S. Bonds (BND) 0.52 0.25 0.16 0.20 0.13 0.14
to Commodities (DBC) 0.29 0.57 0.52 0.32 0.38 0.43
to Gold (GLD) 0.18 0.33 0.18 0.17 0.17 0.22


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -4.0% 3.3% 5.2% 1.6%
2023 4.6% 1.1% -2.2% -4.7% -1.6% 3.3% 4.5% -4.0% 2.9% 3.1% -3.1% 0.8%
2022 0.1% 0.7% -0.1% -7.0% -1.5% -2.0% -7.5% 4.6% 5.6% 9.2% 6.5% -8.4%
2021 9.7% -8.8% 5.8% -5.7% -1.6% 1.3% 3.5% 3.9% 7.8% -0.7% 10.1% -1.0%
2020 3.7% 10.9% -2.5% -3.7% 7.0% 0.9% 0.0% 0.3% 0.3% 3.7% -7.9% -0.0%
2019 2.9% -1.3% 1.1% 1.9% 3.7% 1.7% 1.5% 0.1% -0.2% 4.2% 0.7% 0.7%
2018 -8.0% 4.7% -6.9% 0.6% 3.2% -2.4% -1.9% 2.7% 3.4% -2.7% -3.6% 5.6%
2017 1.4% 0.7% 1.7% 2.4% -0.0% 2.7% 0.3% 1.4% 1.0% 0.1% 3.9% -0.6%
2016 4.1% 1.7% -5.7% -1.8% -3.8% 4.3% 6.9% 2.2% -2.4% -0.1% 1.5% -3.4%
2015 1.8% 0.4% -0.6% 0.3% -6.1% 2.3% -2.0% 1.3% -5.8% 1.7% -3.7% 6.9%
2014 1.9% 2.0% 2.4% -6.0% 3.0% -1.3% 1.1% 2.3% 0.7% 0.8% 4.6% -3.5%
2013 2.6% 3.0% 3.3% 3.2% -3.0% 5.2% -1.3% -6.0% 1.9% 1.3% -1.3% 3.7%
2012 4.4% 0.6% -1.8% -1.9% -0.0% 2.0% -0.4% -4.5% 2.9% 3.2% -1.1% 0.9%
2011 2.0% 0.6% -1.3% -14.6% -0.4% 1.6% -4.3% -5.2% 4.6% 2.7% 4.2% 3.6%
2010 4.5% -1.9% 4.7% 4.4% -1.3% 9.6% -5.2% -5.3% 7.2% 10.2% 5.6% -5.5%
2009 7.4% 3.9% -4.5% 6.6% 4.5% 0.1% -0.1% -2.1% -2.7% 3.3% -0.7% -3.9%
2008 5.2% 7.8% -0.9% -10.2% -6.5% -9.8% 10.4% 6.9% 6.0% -0.9% 11.1% 2.9%
2007 6.7% -0.6% 8.5% 5.3% -0.6% -2.1% -0.5% 2.3% 3.8% -2.3% -2.7% 8.9%
2006 -2.2% 5.0% 6.0% 2.0% 3.6% 0.9% -0.9% -3.8% -3.4% 4.7% -4.0% 6.0%
2005 -0.1% 4.2% -6.6% -0.5% -4.1% 5.2% 4.6% 3.5% -5.9% 5.3% 7.5% -8.7%
2004 -4.9% -2.5% 6.2% 9.5% 0.5% 6.0% -1.4% 4.4% -14.5% 0.1% 2.3% 1.1%
Monthly Allocation
Month Allocations
202405 SPY,100
202404 SPY,100
202403 SPY,100
202402 SPY,100
202401 SPY,100
202312 SPY,100
202311 SHY,100
202310 SPY,100
202309 SPY,100
202308 SPY,100
202307 SPY,100
202306 EFA,100
202305 EFA,100
202304 EFA,100
202303 EFA,100
202302 EFA,100
202301 SHY,100
202212 SHY,100
202211 SHY,100
202210 SHY,100
202209 DBC,100
202208 DBC,100
202207 DBC,100
202206 DBC,100
202205 DBC,100
202204 DBC,100
202203 DBC,100
202202 DBC,100
202201 VNQ,100
202112 VNQ,100
202111 DBC,100
202110 DBC,100
202109 VNQ,100
202108 DBC,100
202107 DBC,100
202106 DBC,100
202105 DBC,100
202104 DBC,100
202103 DBC,100
202102 DBC,100
202101 SPY,100
202012 SPY,100
202011 SPY,100
202010 SPY,100
202009 SPY,100
202008 SPY,100
202007 IEF,100
202006 IEF,100
202005 IEF,100
202004 IEF,100
202003 IEF,100
202002 SPY,100
202001 SPY,100
201912 SPY,100
201911 VNQ,100
201910 VNQ,100
201909 VNQ,100
201908 VNQ,100
201907 VNQ,100
201906 VNQ,100
201905 VNQ,100
201904 VNQ,100
201903 VNQ,100
201902 VNQ,100
201901 IEF,100
201812 VNQ,100
201811 VNQ,100
201810 SPY,100
201809 SPY,100
201808 SPY,100
201807 DBC,100
201806 DBC,100
201805 DBC,100
201804 DBC,100
201803 SPY,100
201802 SPY,100
201801 SPY,100
201712 EFA,100
201711 EFA,100
201710 EFA,100
201709 EFA,100
201708 EFA,100
201707 EFA,100
201706 EFA,100
201705 SPY,100
201704 SPY,100
201703 SPY,100
201702 SPY,100
201701 DBC,100
201612 DBC,100
201611 DBC,100
201610 VNQ,100
201609 VNQ,100
201608 VNQ,100
201607 VNQ,100
201606 VNQ,100
201605 VNQ,100
201604 VNQ,100
201603 IEF,100
201602 IEF,100
201601 VNQ,100
201512 VNQ,100
201511 SPY,100
201510 IEF,100
201509 SHY,100
201508 SPY,100
201507 SPY,100
201506 SPY,100
201505 SPY,100
201504 VNQ,100
201503 VNQ,100
201502 VNQ,100
201501 VNQ,100
201412 VNQ,100
201411 VNQ,100
201410 SPY,100
201409 VNQ,100
201408 VNQ,100
201407 SPY,100
201406 VNQ,100
201405 SPY,100
201404 SPY,100
201403 SPY,100
201402 SPY,100
201401 SPY,100
201312 SPY,100
201311 SPY,100
201310 EFA,100
201309 SPY,100
201308 SPY,100
201307 SPY,100
201306 SPY,100
201305 VNQ,100
201304 SPY,100
201303 EFA,100
201302 EFA,100
201301 EFA,100
201212 EFA,100
201211 SPY,100
201210 SPY,100
201209 VNQ,100
201208 VNQ,100
201207 VNQ,100
201206 IEF,100
201205 VNQ,100
201204 VNQ,100
201203 SPY,100
201202 IEF,100
201201 IEF,100
201112 IEF,100
201111 IEF,100
201110 IEF,100
201109 DBC,100
201108 DBC,100
201107 VNQ,100
201106 DBC,100
201105 DBC,100
201104 DBC,100
201103 DBC,100
201102 DBC,100
201101 DBC,100
201012 VNQ,100
201011 VNQ,100
201010 VNQ,100
201009 VNQ,100
201008 VNQ,100
201007 VNQ,100
201006 VNQ,100
201005 VNQ,100
201004 VNQ,100
201003 VNQ,100
201002 VNQ,100
201001 VNQ,100
200912 VNQ,100
200911 EFA,100
200910 VNQ,100
200909 VNQ,100
200908 EFA,100
200907 SHY,100
200906 SHY,100
200905 IEF,100
200904 IEF,100
200903 IEF,100
200902 IEF,100
200901 IEF,100
200812 IEF,100
200811 IEF,100
200810 IEF,100
200809 DBC,100
200808 DBC,100
200807 DBC,100
200806 DBC,100
200805 DBC,100
200804 DBC,100
200803 DBC,100
200802 DBC,100
200801 DBC,100
200712 DBC,100
200711 DBC,100
200710 DBC,100
200709 EFA,100
200708 EFA,100
200707 EFA,100
200706 EFA,100
200705 EFA,100
200704 EFA,100
200703 VNQ,100
200702 VNQ,100
200701 VNQ,100
200612 VNQ,100
200611 VNQ,100
200610 VNQ,100
200609 VNQ,100
200608 VNQ,100
200607 EFA,100
200606 DBC,100
200605 EFA,100
200604 VNQ,100
200603 VNQ,100
200602 DBC,100
200601 EFA,100
200512 VNQ,100
200511 VNQ,100
200510 DBC,100
200509 DBC,100
200508 VNQ,100
200507 DBC,100
200506 VNQ,100
200505 VNQ,100
200504 DBC,100
200503 DBC,100
200502 DBC,100
200501 VNQ,100
200412 DBC,100
200411 DBC,100
200410 DBC,100
200409 DBC,100
200408 DBC,100
200407 DBC,100
200406 DBC,100
200405 DBC,100
200404 VNQ,100
200403 EFA,100
200402 EFA,100
200401 EFA,100

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