Faber Relative Strength Portfolio: Top 2 of 5

for period ending April 30, 2024


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  Overview

t.frs2 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 2 of 5 gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses asset classes to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm which 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 exchange-traded funds (ETFs) 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 2 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 2 asset class based on the ranking. If a chosen 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=50%, EFA=50%

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

SPY,50,EFA,50



  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.frs2 ● 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.frs2 1.9% -3.6% 3.4% 8.5% 10.3% 7.1% 8.5% 9.7%
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.frs2 12.4% 5.8% 33.7% -2.2% 9.5%
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.frs2 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.frs2 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.frs2 ● 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.frs2 risk vs. 60/40 Worse Better Better Worse Worse Worse
t.frs2 return vs. 60/40 Worse Better Better Worse Worse Better
Risk-Return Quadrant
SE NW NW SE SE NE
Risk-Return Direction 176° 340° 325° 172° 138° 29°
Risk-Return Magnitude 9.0 6.4 3.4 0.6 1.5 2.6
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
* compares t.frs2 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.frs2 -19.4% 2.9% 2.2% -2.8% -3.5% 2.0%
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.frs2 -12.4% 2.8% 3.9% 0.9% 0.8% 4.2%
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.frs2 -0.09 0.38 0.66 0.53 0.68 0.70
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.frs2 -0.13 0.59 1.05 0.78 1.05 1.06
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.frs2 9.3% 10.0% 10.0% 14.9% 16.3% 26.1%
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.frs2 12.3% 12.2% 12.2% 11.2% 11.9% 12.8%
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.frs2 7.3% 6.9% 7.0% 7.2% 7.5% 8.2%
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.frs2 0.62 0.38 0.35 0.42 0.49 0.46
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) 0.77 0.62 0.59 0.60 0.66
to S&P500 (SPY) 0.75 0.60 0.58 0.61 0.65 0.58
to U.S. Bonds (BND) 0.43 0.40 0.22 0.20 0.15 0.19
to Commodities (DBC) 0.23 0.57 0.56 0.37 0.41 0.52
to Gold (GLD) 0.18 0.33 0.22 0.12 0.15 0.28


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -3.6% 3.3% 4.1% -1.7%
2023 5.0% -0.7% -2.0% -4.2% -2.8% 3.0% 5.5% -1.8% 2.3% 3.4% -2.8% 4.9%
2022 -0.8% 0.7% -0.1% -4.1% -1.2% -0.8% -4.0% 2.6% 0.8% 3.9% 1.5% -0.3%
2021 7.2% -5.4% 6.5% -0.2% 0.3% 2.9% 3.1% 2.3% 6.6% 1.9% 6.2% -0.9%
2020 4.4% 5.6% -1.9% -2.9% 3.0% 3.4% 0.9% 0.1% 0.3% 2.5% -7.5% -1.4%
2019 1.8% 1.2% 1.7% 0.4% 1.0% 1.6% 1.4% -3.1% 2.0% 3.4% 0.1% 0.5%
2018 -8.4% 2.5% -6.3% -1.0% 2.9% 0.6% -0.7% 0.4% 2.0% -1.8% -4.2% 5.3%
2017 1.3% 1.9% 2.0% 2.2% 0.1% 2.4% 0.5% 2.5% 1.7% -1.6% 1.9% 0.6%
2016 3.1% 2.7% -3.7% -0.9% -1.8% 2.3% 3.6% 1.1% -1.0% 5.2% 0.6% -4.2%
2015 0.0% -0.1% -0.4% 0.3% -6.8% 1.2% -1.0% 0.7% -2.4% 0.1% -3.1% 1.9%
2014 0.8% 2.4% 6.1% -3.7% 3.5% -0.6% 1.6% 2.0% 1.2% 0.2% 5.3% -4.4%
2013 2.4% 1.8% 3.9% 5.5% -2.5% 5.2% -2.0% -4.5% 3.5% 2.6% -0.0% 3.7%
2012 2.6% 1.7% -1.4% 0.3% -0.1% 1.6% 2.6% -5.3% 1.1% 0.8% -1.1% 3.6%
2011 1.0% -1.6% -0.6% -6.2% -3.0% -0.2% -3.8% -1.9% 5.2% 0.5% 4.4% 3.4%
2010 5.6% -0.9% 2.4% 2.2% 1.0% 5.3% -5.2% -6.6% 4.3% 8.1% 2.9% -5.3%
2009 4.0% 5.2% -3.5% 5.2% 4.1% 5.1% -0.7% -1.0% -1.5% 1.9% -0.4% -2.2%
2008 2.9% 4.5% -16.3% -5.2% -2.5% -4.5% 5.8% 2.6% 1.8% 0.2% 6.3% 3.1%
2007 3.4% -2.2% 6.4% 4.6% -1.3% -2.6% -1.0% 2.9% 2.0% 0.2% -1.4% 5.1%
2006 0.6% 4.0% 4.8% 1.0% 0.1% 2.4% -0.5% -2.1% 0.6% 4.4% -2.5% 7.4%
2005 2.5% 3.2% -4.7% 0.4% 0.5% 6.2% 6.0% 1.7% -3.8% 1.3% 5.6% -5.3%
2004 0.2% 0.6% 5.9% 4.6% 4.2% 0.9% 1.0% 2.8% -9.0% 2.8% 2.0% 2.7%
Monthly Allocation
Month Allocations
202405 SPY,50,EFA,50
202404 SPY,50,EFA,50
202403 SPY,50,EFA,50
202402 SPY,50,EFA,50
202401 SPY,50,VNQ,50
202312 SPY,50,EFA,50
202311 SHY,50,DBC,50
202310 SPY,50,DBC,50
202309 SPY,50,EFA,50
202308 SPY,50,EFA,50
202307 SPY,50,EFA,50
202306 EFA,50,SPY,50
202305 EFA,50,SPY,50
202304 EFA,50,SPY,50
202303 EFA,50,SPY,50
202302 EFA,50,SPY,50
202301 SHY,50,EFA,50
202212 SHY,50,EFA,50
202211 SHY,100
202210 SHY,100
202209 SHY,50,DBC,50
202208 SHY,50,DBC,50
202207 SHY,50,DBC,50
202206 SHY,50,DBC,50
202205 SHY,50,DBC,50
202204 DBC,50,VNQ,50
202203 SHY,50,DBC,50
202202 DBC,50,VNQ,50
202201 VNQ,50,DBC,50
202112 VNQ,50,SPY,50
202111 DBC,50,VNQ,50
202110 DBC,50,VNQ,50
202109 VNQ,50,DBC,50
202108 DBC,50,VNQ,50
202107 DBC,50,VNQ,50
202106 DBC,50,VNQ,50
202105 DBC,50,SPY,50
202104 DBC,50,SPY,50
202103 DBC,50,SPY,50
202102 DBC,50,EFA,50
202101 SPY,50,EFA,50
202012 SPY,50,EFA,50
202011 SPY,50,IEF,50
202010 SPY,50,IEF,50
202009 SPY,50,EFA,50
202008 SPY,50,IEF,50
202007 IEF,50,SPY,50
202006 IEF,50,SPY,50
202005 SHY,50,IEF,50
202004 SHY,50,IEF,50
202003 SHY,50,IEF,50
202002 SPY,50,VNQ,50
202001 SPY,50,EFA,50
201912 SPY,50,VNQ,50
201911 VNQ,50,SPY,50
201910 VNQ,50,SPY,50
201909 VNQ,50,IEF,50
201908 VNQ,50,SPY,50
201907 VNQ,50,SPY,50
201906 VNQ,50,IEF,50
201905 VNQ,50,SPY,50
201904 VNQ,50,SPY,50
201903 VNQ,50,IEF,50
201902 VNQ,50,IEF,50
201901 SHY,50,IEF,50
201812 SPY,50,VNQ,50
201811 SHY,50,VNQ,50
201810 DBC,50,SPY,50
201809 SPY,50,VNQ,50
201808 VNQ,50,SPY,50
201807 SPY,50,DBC,50
201806 DBC,50,SPY,50
201805 EFA,50,DBC,50
201804 DBC,50,SPY,50
201803 EFA,50,SPY,50
201802 EFA,50,SPY,50
201801 SPY,50,EFA,50
201712 SPY,50,EFA,50
201711 EFA,50,SPY,50
201710 EFA,50,SPY,50
201709 SPY,50,EFA,50
201708 SPY,50,EFA,50
201707 EFA,50,SPY,50
201706 SPY,50,EFA,50
201705 EFA,50,SPY,50
201704 SPY,50,EFA,50
201703 DBC,50,SPY,50
201702 SPY,50,DBC,50
201701 SPY,50,DBC,50
201612 SPY,50,DBC,50
201611 SPY,50,DBC,50
201610 SPY,50,VNQ,50
201609 SPY,50,VNQ,50
201608 SPY,50,VNQ,50
201607 IEF,50,VNQ,50
201606 SPY,50,VNQ,50
201605 IEF,50,VNQ,50
201604 SPY,50,VNQ,50
201603 IEF,50,VNQ,50
201602 IEF,50,VNQ,50
201601 SPY,50,VNQ,50
201512 SPY,50,VNQ,50
201511 SPY,50,VNQ,50
201510 IEF,50,SHY,50
201509 SHY,100
201508 SPY,50,EFA,50
201507 SPY,50,SHY,50
201506 SPY,50,SHY,50
201505 SPY,50,EFA,50
201504 SPY,50,VNQ,50
201503 SPY,50,VNQ,50
201502 IEF,50,VNQ,50
201501 SPY,50,VNQ,50
201412 SPY,50,VNQ,50
201411 SPY,50,VNQ,50
201410 SPY,50,VNQ,50
201409 SPY,50,VNQ,50
201408 SPY,50,VNQ,50
201407 SPY,50,VNQ,50
201406 SPY,50,VNQ,50
201405 SPY,50,EFA,50
201404 SPY,50,EFA,50
201403 SPY,50,EFA,50
201402 SPY,50,EFA,50
201401 SPY,50,EFA,50
201312 SPY,50,EFA,50
201311 SPY,50,EFA,50
201310 SPY,50,EFA,50
201309 SPY,50,EFA,50
201308 SPY,50,EFA,50
201307 SPY,50,EFA,50
201306 SPY,50,EFA,50
201305 EFA,50,VNQ,50
201304 SPY,50,EFA,50
201303 SPY,50,EFA,50
201302 SPY,50,EFA,50
201301 EFA,50,VNQ,50
201212 SPY,50,EFA,50
201211 SPY,50,EFA,50
201210 SPY,50,VNQ,50
201209 SPY,50,VNQ,50
201208 IEF,50,VNQ,50
201207 SPY,50,VNQ,50
201206 IEF,50,VNQ,50
201205 SPY,50,VNQ,50
201204 SPY,50,VNQ,50
201203 SPY,50,IEF,50
201202 IEF,50,VNQ,50
201201 IEF,50,VNQ,50
201112 IEF,50,SHY,50
201111 IEF,50,VNQ,50
201110 IEF,50,SHY,50
201109 DBC,50,IEF,50
201108 DBC,50,VNQ,50
201107 SPY,50,VNQ,50
201106 DBC,50,VNQ,50
201105 DBC,50,VNQ,50
201104 DBC,50,VNQ,50
201103 DBC,50,VNQ,50
201102 DBC,50,VNQ,50
201101 DBC,50,VNQ,50
201012 SPY,50,VNQ,50
201011 SPY,50,VNQ,50
201010 IEF,50,VNQ,50
201009 IEF,50,VNQ,50
201008 IEF,50,VNQ,50
201007 IEF,50,VNQ,50
201006 SPY,50,VNQ,50
201005 SPY,50,VNQ,50
201004 SPY,50,VNQ,50
201003 SPY,50,VNQ,50
201002 EFA,50,VNQ,50
201001 EFA,50,VNQ,50
200912 EFA,50,VNQ,50
200911 EFA,50,VNQ,50
200910 EFA,50,VNQ,50
200909 EFA,50,VNQ,50
200908 SPY,50,EFA,50
200907 EFA,50,SHY,50
200906 EFA,50,SHY,50
200905 IEF,50,SHY,50
200904 IEF,50,SHY,50
200903 IEF,50,SHY,50
200902 IEF,50,SHY,50
200901 IEF,50,SHY,50
200812 IEF,50,SHY,50
200811 IEF,50,SHY,50
200810 IEF,50,VNQ,50
200809 DBC,50,IEF,50
200808 DBC,50,IEF,50
200807 DBC,50,IEF,50
200806 DBC,50,IEF,50
200805 DBC,50,IEF,50
200804 DBC,50,IEF,50
200803 DBC,50,IEF,50
200802 DBC,50,IEF,50
200801 DBC,50,IEF,50
200712 DBC,50,IEF,50
200711 EFA,50,DBC,50
200710 EFA,50,DBC,50
200709 SPY,50,EFA,50
200708 EFA,50,DBC,50
200707 SPY,50,EFA,50
200706 SPY,50,EFA,50
200705 SPY,50,EFA,50
200704 EFA,50,VNQ,50
200703 EFA,50,VNQ,50
200702 EFA,50,VNQ,50
200701 EFA,50,VNQ,50
200612 EFA,50,VNQ,50
200611 EFA,50,VNQ,50
200610 EFA,50,VNQ,50
200609 EFA,50,VNQ,50
200608 DBC,50,VNQ,50
200607 EFA,50,VNQ,50
200606 EFA,50,DBC,50
200605 EFA,50,DBC,50
200604 EFA,50,VNQ,50
200603 EFA,50,VNQ,50
200602 EFA,50,DBC,50
200601 EFA,50,DBC,50
200512 EFA,50,VNQ,50
200511 EFA,50,VNQ,50
200510 DBC,50,VNQ,50
200509 DBC,50,VNQ,50
200508 DBC,50,VNQ,50
200507 DBC,50,VNQ,50
200506 DBC,50,VNQ,50
200505 DBC,50,VNQ,50
200504 EFA,50,DBC,50
200503 EFA,50,DBC,50
200502 EFA,50,DBC,50
200501 EFA,50,VNQ,50
200412 DBC,50,VNQ,50
200411 DBC,50,VNQ,50
200410 DBC,50,VNQ,50
200409 DBC,50,VNQ,50
200408 DBC,50,VNQ,50
200407 EFA,50,DBC,50
200406 EFA,50,DBC,50
200405 EFA,50,DBC,50
200404 EFA,50,VNQ,50
200403 EFA,50,VNQ,50
200402 EFA,50,VNQ,50
200401 EFA,50,VNQ,50

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