Faber Relative Strength Portfolio: Top 2 of 5
for period ending September 30, 2024
Quick Links
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
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The 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:
- 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.
- 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.
- 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.
- 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
Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.
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How to Rebalance
Update frequency: The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.
Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio
Compare: Total Return
for period ending September 30, 2024
5-year graph
●
t.frs2
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
|
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
17.2% |
2.7% |
19.7% |
10.6% |
13.2% |
8.4% |
8.7% |
9.7% |
Peer Group* average |
|
|
|
|
|
|
|
|
60% Equity / 40% Bonds |
14.0% |
1.7% |
25.3% |
5.6% |
9.3% |
8.5% |
9.4% |
7.9% |
Global Equities (ACWI) |
18.5% |
2.2% |
31.8% |
8.1% |
12.2% |
9.5% |
9.6% |
|
U.S. Equities (SPY) |
21.9% |
2.1% |
36.0% |
11.8% |
15.9% |
13.3% |
14.0% |
10.6% |
U.S. Bonds (BND) |
4.6% |
1.3% |
11.5% |
-1.4% |
0.3% |
1.8% |
2.5% |
3.2% |
Ranking: Peer Group* |
Rank: Group |
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Ranking: All Recipes |
Rank: All |
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t.dyhb |
13.6701723250846% |
3.55996584590445% |
19.9062247469794% |
3.69899526893431% |
6.24988624235625% |
3.85388090322702% |
5.31921948597374% |
0% |
t.dbnd |
7.52429961599714% |
1.53278060178921% |
17.4613042504704% |
5.84055772821723% |
6.75579141707916% |
5.28866013071647% |
0% |
0% |
t.qaro |
17.232889149772% |
1.38352241929192% |
31.4999781290503% |
7.05136125604857% |
7.99755714787933% |
6.06618989733874% |
5.61739626965061% |
5.20929504151266% |
t.acap |
21.0445412697411% |
3.48620284052531% |
30.545446633955% |
3.44886231591994% |
4.13565970179768% |
5.77971159172777% |
7.76188488516891% |
8.38734849770615% |
t.trdd |
18.7057652502548% |
2.52493093806643% |
22.1529039933332% |
-0.0790231886486858% |
4.7030018907263% |
5.13578737715015% |
8.26754943261985% |
9.19696158140344% |
t.shar |
16.1048306324344% |
2.69373315030565% |
19.5769289919155% |
2.76659445719112% |
11.1141296028484% |
7.80506782917407% |
10.0965857835402% |
10.3419252193645% |
t.tris |
18.5150373035847% |
2.5327222143759% |
24.2794531384458% |
6.78398235882298% |
9.69834736348443% |
6.17722920211377% |
7.3774982828958% |
8.94518619591149% |
t.tret |
20.5494175874432% |
2.39564526391252% |
24.5058522643569% |
0.890457337480033% |
5.03599774047838% |
5.79909964586816% |
8.65466805973245% |
9.46797313246346% |
t.rsop |
16.5371019461414% |
2.80105535635384% |
31.1993234630846% |
5.75744911491674% |
9.1831245567819% |
8.60171187480703% |
9.64613956845617% |
9.37984781641525% |
t.rpcl |
16.2389879504168% |
3.09179110196385% |
30.3226363077431% |
4.9537704894441% |
4.95572843650502% |
6.30346021270176% |
7.29960504385336% |
8.41893666074318% |
t.risd |
18.9601293734719% |
2.080060960717% |
32.663073754275% |
6.5911969851415% |
7.91360481433827% |
8.11808925388637% |
9.39182305279489% |
9.16741230341647% |
t.mva3 |
19.2924060399486% |
2.92977079321475% |
33.8897656091355% |
6.58019067747815% |
8.12976662185914% |
8.20637277909464% |
9.79254776768486% |
9.9487965445298% |
t.mva2 |
15.9297391055062% |
2.81721540205068% |
29.3760134678177% |
4.71733440895152% |
6.03452851390494% |
6.71859414082574% |
8.0846043234736% |
8.67092450162243% |
t.mca2 |
16.1239570400373% |
2.78119170883899% |
29.7616837391544% |
4.62231886649742% |
6.84884074660324% |
7.16913721764749% |
8.0413882782937% |
8.63105101856474% |
t.mca1 |
15.0628799001987% |
2.81974135813775% |
27.7593600011866% |
3.38250038968082% |
5.77864464541527% |
6.47019497713672% |
7.61560155749534% |
8.28426139714109% |
t.madd |
19.7848323661425% |
2.886798285837% |
34.4837855222393% |
5.91211413090402% |
6.63822315047256% |
7.71650041849135% |
9.24357462136589% |
9.25129905096336% |
t.loss |
21.7257235947404% |
1.72099544012078% |
35.6219361933588% |
6.50053026100392% |
6.89417536009829% |
7.64849688508229% |
9.17685442162817% |
9.06294565100696% |
t.eqrc |
16.0488086387037% |
2.76857700642822% |
29.5218651783126% |
4.32044642858811% |
6.76167643022314% |
7.29770220314245% |
8.44575049570602% |
8.97365816104278% |
t.cvar |
24.1532395617324% |
3.54116141688732% |
39.6524306558188% |
7.61298880586405% |
6.70493738784681% |
7.35341639444229% |
8.89952511567609% |
8.67033080117836% |
t.cdar |
10.8733039896826% |
1.6044388060266% |
30.1558901640147% |
4.69651521726264% |
8.20315877354862% |
7.72546591756778% |
9.93325651870618% |
9.85689534852874% |
t.srt3 |
21.873840535483% |
-0.21054703477048% |
19.4916782917923% |
9.855476739247% |
14.6839433698114% |
10.8469393156059% |
11.557551213681% |
0% |
t.srt5 |
22.9263330633235% |
0.677505423418066% |
39.4184801344338% |
12.9651749666045% |
19.0558676074776% |
13.0974266780339% |
14.2730846988587% |
0% |
t.srrs |
18.0318689533602% |
2.05202976117818% |
24.2784676165934% |
9.94506111250431% |
13.5103473871102% |
10.3032123525278% |
10.6892857871334% |
0% |
t.srqr |
96.1952908559351% |
1.64507810415864% |
156.596116399317% |
47.5779333363652% |
34.4913660502828% |
20.6130531707762% |
24.3349681738206% |
0% |
t.pure |
0.178133727274732% |
1.99388738268205% |
13.0511202779993% |
2.74691839113781% |
13.4263332838861% |
8.01959502606699% |
12.9278448938536% |
16.7337393950007% |
t.frs4 |
10.9705333654573% |
1.88332983551163% |
15.8882869484419% |
4.91657612304977% |
8.71406009634199% |
6.50935378102382% |
6.23306374439347% |
7.79050979819047% |
t.frs3 |
14.4171971225524% |
2.05073973395548% |
20.1861543188465% |
8.1222457673606% |
12.3421300122114% |
9.32544353476059% |
9.1545588316841% |
10.2917355431167% |
t.frs2 |
17.200882158831% |
2.68463909159582% |
19.7339878603429% |
10.638536423121% |
13.2126729298909% |
8.36936724729003% |
8.66811500695719% |
9.72042272598737% |
t.frs1 |
23.2480854649636% |
3.26835985535074% |
27.4042455141723% |
10.1084454523003% |
12.5810363095374% |
8.99765827374643% |
8.76173898320904% |
9.89676734146834% |
t.eqwt |
15.4830178382819% |
2.7638920336922% |
30.2775517744002% |
4.97414925857096% |
9.33737928655187% |
8.65654282515604% |
9.4940663776425% |
9.11973133393325% |
t.sort |
14.8633481766614% |
2.91409469136449% |
17.8605376363864% |
2.54884722353899% |
11.3540411409107% |
7.66884553034284% |
9.83022722649542% |
10.1061545982202% |
t.rpba |
16.9031279958983% |
2.83887314934739% |
31.5702297782888% |
5.75758774898758% |
9.22404454705248% |
8.65488144726141% |
9.76877931171192% |
9.55833109056656% |
t.mvar |
20.5494175874432% |
2.39564526391252% |
35.7716341525152% |
7.79993329212252% |
8.11837235556592% |
8.22123085568278% |
9.6647865082838% |
9.51618054370151% |
t.madm |
19.7848323661425% |
2.886798285837% |
34.4837855222393% |
5.91211413090402% |
6.63822315047256% |
7.71650041849135% |
9.26865784573985% |
9.27011225951602% |
t.dist |
15.0460784263456% |
3.13546963343922% |
29.7892115577979% |
3.90471535541914% |
4.53622921895676% |
6.37537510775517% |
7.32883341864576% |
8.45849397326259% |
t.mdiv |
17.6384191367821% |
2.76530882509478% |
31.2018088312966% |
3.02608805141018% |
5.12790957272504% |
5.70109010270912% |
7.95120493486354% |
8.46216421944246% |
t.coco |
17.8233386000205% |
2.91492810113923% |
31.7676217841145% |
2.88085282732129% |
7.19775903934086% |
6.53548552201206% |
8.378019076692% |
8.79006605903054% |
t.aaaf |
26.4955889591131% |
4.20941249005298% |
40.8244071595721% |
10.2864007309929% |
14.3710034536387% |
12.2991714439186% |
14.4037912959098% |
13.8278038938187% |
t.aaae |
14.1883332788654% |
1.56482875301526% |
25.0576607957049% |
3.16383359370633% |
11.4967397055906% |
8.14066637371407% |
9.26249617956791% |
11.2855092243669% |
t.aaad |
11.2481052621882% |
2.39753450753832% |
16.5731817542856% |
4.01774068603602% |
12.1204875318689% |
7.940911642106% |
9.77095019912595% |
12.2327267708974% |
t.aaac |
14.9998016903441% |
1.52349905542191% |
22.5608685142741% |
1.23294418778999% |
6.83299093248377% |
6.03051473846823% |
7.53546652487744% |
10.01246088095% |
t.aaab |
14.8865343484589% |
1.50268102210137% |
22.2070140059553% |
1.21325696993067% |
7.00642214020184% |
6.1392434252485% |
7.67041888279592% |
10.10506371486% |
t.aaaa |
15.813053794804% |
1.95248342852526% |
30.9403630824623% |
4.40111079055339% |
9.96253068242368% |
7.71527339400973% |
8.41457021566116% |
10.4359882172667% |
|
|
|
|
|
|
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 |
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Rank: Group |
Ranking: All Recipes |
Rank: All |
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Rank: All |
Rank: All |
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 September 30, 2024
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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)
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
-13.9% |
1.7% |
3.5% |
-2.0% |
-3.0% |
1.3% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-6.6% |
-6.0% |
-4.1% |
-1.7% |
-0.5% |
0.5% |
Global Equities (ACWI) |
-3.5% |
-3.5% |
-3.3% |
-3.5% |
-4.7% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-20.3% |
-21.7% |
-20.8% |
-11.9% |
-8.9% |
-4.0% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
6.64637725254728% |
-10.1995192906436% |
-4.26791211434303% |
-7.08834721768099% |
-4.67868997486959% |
0% |
t.dbnd |
-13.6834724559496% |
-5.17628415914991% |
-4.17915475630457% |
-2.88787324387498% |
0% |
0% |
t.qaro |
-5.07503236855087% |
-4.05582470644709% |
-5.69591584630558% |
-5.48817305823171% |
-6.50595636748921% |
-3.72168126748487% |
t.acap |
-4.61320066884015% |
-8.87315648677611% |
-11.3233831816038% |
-5.90077996172687% |
-3.911810951688% |
0.225215532508681% |
t.trdd |
-2.66892245951109% |
-13.5506940929919% |
-10.4779160841148% |
-6.87307904516615% |
-2.53937499252133% |
1.8918953115538% |
t.shar |
-6.99322845901975% |
-10.0900428577002% |
-1.50221502887393% |
-3.31758424475624% |
-0.976105467702352% |
1.85786673648697% |
t.tris |
6.66031667786742% |
-4.28823845471743% |
-3.02552670252389% |
-5.45239030760828% |
-4.51875021221362% |
0.850933055172108% |
t.tret |
0.30796123831173% |
-12.1763149636233% |
-10.0072553642451% |
-5.92278806318202% |
-1.79312537791792% |
2.47361518907664% |
t.rsop |
-3.39128377333072% |
-5.91797214510099% |
-5.29481966037919% |
-2.75471102816917% |
-2.0923624942148% |
0.663772341016283% |
t.rpcl |
-2.8982143914539% |
-6.84878722779916% |
-10.2114376966569% |
-5.11566385750929% |
-4.1024412086355% |
0.948051363938633% |
t.risd |
17.2472183756879% |
-4.57400160510897% |
-5.4106627149802% |
-1.63657499607529% |
0.56131376303474% |
3.17224838713438% |
t.mva3 |
14.1577923551856% |
-4.656206251931% |
-5.25443957617868% |
-1.77144975674406% |
0.423518709150683% |
3.8251645418095% |
t.mva2 |
4.0077790329312% |
-7.17466849209203% |
-8.24723697677412% |
-4.04194897473285% |
-2.12631204251235% |
1.83193508198332% |
t.mca2 |
-2.95889309983742% |
-7.26649581578775% |
-7.44103970119419% |
-3.63398417288328% |
-2.40562197555929% |
1.61016769516273% |
t.mca1 |
-3.37408801683295% |
-8.90621976108687% |
-8.82576760972073% |
-4.57965191588754% |
-3.04506324889556% |
1.17949512967131% |
t.madd |
20.4280885999113% |
-5.53490108611203% |
-7.38567529371207% |
-2.26475835868168% |
0.49381883154115% |
3.40540328172849% |
t.loss |
23.6794698708788% |
-4.69543581245747% |
-6.95881242523518% |
-2.5217247517538% |
-0.21066140089428% |
2.4492244751433% |
t.eqrc |
-3.64098444966683% |
-7.62913352889515% |
-7.65983764905545% |
-3.50707608798235% |
-1.79505008007041% |
2.06402105188891% |
t.cvar |
20.6015121016035% |
-3.30505737533658% |
-7.43904617118488% |
-3.00064881144425% |
-0.833003014909817% |
1.95476011034487% |
t.cdar |
-4.84466646279678% |
-7.18691722649091% |
-5.38762991398632% |
-2.83591789327487% |
0.264247094412335% |
2.81803831980123% |
t.srt3 |
-21.1634510055235% |
-0.934075655761778% |
0.45049878207413% |
-1.97149885916098% |
-1.78397911627337% |
0% |
t.srt5 |
-6.48115828383894% |
0.622013348396326% |
2.5752535217128% |
-0.728101155776091% |
-1.34282543000902% |
0% |
t.srrs |
-6.85700914773384% |
-0.426689650061183% |
1.37842832985119% |
-0.379358825015899% |
-0.648440676812791% |
0% |
t.srqr |
7.90065576509994% |
7.68356230789534% |
0.0773176888725704% |
-3.51737928139923% |
-2.57580701992146% |
0% |
t.pure |
-24.6643520533279% |
-8.78055356320479% |
-3.61295174010494% |
-6.02248929773442% |
-2.59648804469558% |
3.4637204624233% |
t.frs4 |
-14.4094344674809% |
-6.93859470031608% |
-1.59574053883057% |
-2.06888624224975% |
-4.13828567602655% |
1.96737077706337% |
t.frs3 |
-14.0961612906067% |
-1.60525890079798% |
3.56042849843826% |
1.44936284087255% |
-0.683866280708697% |
4.31980888660589% |
t.frs2 |
-13.8531430170899% |
1.72055880408625% |
3.46143364275582% |
-2.02370484789029% |
-2.97555258185202% |
1.3228370786468% |
t.frs1 |
-3.67412071806248% |
-1.29674784185102% |
-2.09038437128244% |
-3.53132200271003% |
-5.06322504886237% |
-0.768737726939209% |
t.eqwt |
-6.57249985803134% |
-6.82301089239477% |
-5.43019421642704% |
-3.12565165766893% |
-2.91088966562095% |
-0.523140885629941% |
t.sort |
-9.63083197778209% |
-10.4285829150939% |
-1.48011578297804% |
-3.69265790884633% |
-1.73702909829587% |
1.33771832733792% |
t.rpba |
-2.59515106007383% |
-5.91092480338796% |
-5.17765440044585% |
-2.59912334217078% |
-1.84363849430618% |
1.0031847286101% |
t.mvar |
21.03464379445% |
-2.98476738553871% |
-5.28272982197722% |
-1.604503144075% |
0.971886851235354% |
3.77881278786518% |
t.madm |
20.4280885999113% |
-5.53490108611203% |
-7.38567529371207% |
-2.26475835868168% |
0.526418054754815% |
3.43025173101239% |
t.dist |
-6.57212662414146% |
-8.12179293330156% |
-10.883397467465% |
-5.31781834942281% |
-4.43478891486251% |
0.534071840564227% |
t.mdiv |
2.58038660440262% |
-9.21950744676397% |
-9.93122194290823% |
-5.84003633872616% |
-2.50672546846657% |
1.50460595172983% |
t.coco |
-0.0345225416906381% |
-9.27538003488849% |
-7.36019642262328% |
-4.92855214290789% |
-2.27925841630742% |
1.50965841386538% |
t.aaaf |
39.7372799097096% |
0.721254557717632% |
4.95509498230756% |
4.45905474304788% |
6.76948876201969% |
7.93279499596969% |
t.aaae |
-5.68674264641387% |
-9.20286859359829% |
-1.91946386774503% |
-3.23131876615881% |
-2.45617885515689% |
3.12790670571563% |
t.aaad |
-11.5678533142612% |
-8.051616064274% |
-1.30738116178873% |
-3.87704368304493% |
-2.44164318240957% |
3.63882807334258% |
t.aaac |
-0.726928082643251% |
-11.7070582125579% |
-7.9635566218948% |
-5.91536179281445% |
-4.54190809018737% |
2.22126566425693% |
t.aaab |
-1.32389305058156% |
-11.7522165183966% |
-7.67439819659221% |
-5.71649250383732% |
-4.31796396128665% |
2.37462659445704% |
t.aaaa |
20.5300117267931% |
-7.63151455679388% |
-3.16770902462383% |
-3.17400483711397% |
-3.05591802686941% |
2.92379140160132% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
0.2% |
2.9% |
5.5% |
1.7% |
1.1% |
3.9% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-4.6% |
-4.4% |
-2.7% |
-1.0% |
-0.2% |
0.4% |
Global Equities (ACWI) |
-2.8% |
-3.2% |
-3.0% |
-3.1% |
-4.4% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-7.2% |
-8.5% |
-5.5% |
-1.7% |
0.1% |
0.8% |
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 |
t.dyhb |
8.23847412165851% |
-2.77661226078704% |
1.23088139162493% |
0.460984146712499% |
2.90841252237608% |
0% |
t.dbnd |
-4.47483524041773% |
-1.78254100657743% |
0.38959665703112% |
1.30888211213698% |
0% |
0% |
t.qaro |
0.38598862970543% |
-2.32979880629126% |
-1.24569349020453% |
0.172179327532039% |
0.551782978715626% |
1.29445782347383% |
t.acap |
0.710198198007845% |
-5.50682549878173% |
-6.38363867236047% |
-1.88592886570111% |
-0.0313568225794096% |
2.69404411719079% |
t.trdd |
2.66699898070445% |
-8.8375312365511% |
-5.00261548624464% |
-2.27570512409272% |
1.83906600684372% |
4.32479229872073% |
t.shar |
0.633868846914345% |
-5.62415238211422% |
1.69253979928603% |
0.817346166420958% |
3.81809566811248% |
5.35066883574691% |
t.tris |
6.54619402183878% |
-1.63201762852079% |
0.992168567886643% |
-0.294084834216646% |
1.77068369886383% |
4.32779417066727% |
t.tret |
5.23785119645883% |
-7.91121767719374% |
-4.6858411555533% |
-1.5989551536346% |
2.22267185123138% |
4.60429069434735% |
t.rsop |
-0.259029004504143% |
-4.66545624754174% |
-3.58335721326916% |
-1.26503252984% |
-0.612773709885156% |
1.27477065632738% |
t.rpcl |
3.18185644471148% |
-4.33053301700847% |
-5.52015143126325% |
-0.916934048377609% |
1.03219162009254% |
3.54793311224949% |
t.risd |
16.0784821235437% |
-1.88064122155137% |
-1.1844017837427% |
1.75016843781538% |
3.85253058347071% |
4.65088398012014% |
t.mva3 |
11.766739018726% |
-2.39475855985678% |
-1.62072602711768% |
1.40640004496505% |
3.42163542046429% |
4.96424310600718% |
t.mva2 |
7.07638585806243% |
-4.10941063274068% |
-3.17481300499938% |
0.553211194417155% |
2.71592253720188% |
4.41746995746906% |
t.mca2 |
0.657020721658057% |
-5.04964131642786% |
-3.84569868821431% |
-0.512755936787554% |
1.09141364771927% |
3.11133768992084% |
t.mca1 |
1.17793829941209% |
-5.8601993939874% |
-4.17283432210892% |
-0.399741826966665% |
1.35331610168451% |
3.1991193109157% |
t.madd |
17.2353283764102% |
-2.64471962737168% |
-2.60891941971071% |
1.34650610668259% |
3.71375694818656% |
4.75643040385245% |
t.loss |
26.6869974771379% |
-1.49195726771795% |
-1.46946220633525% |
1.52866922207166% |
3.85918901354987% |
4.4226928496166% |
t.eqrc |
-0.27511346325711% |
-5.55776888160822% |
-4.25983013023816% |
-0.72994244740718% |
1.11400533009712% |
3.14561866661428% |
t.cvar |
27.8515170887909% |
-0.410442360117182% |
-1.33324855777299% |
1.60777869859037% |
3.81411269228953% |
4.33065831689042% |
t.cdar |
8.78841445606577% |
-3.5735829533416% |
-0.924721292208227% |
0.931876939612563% |
4.01227398627383% |
5.0948105756761% |
t.srt3 |
-16.7643921150425% |
1.87657359861032% |
5.79780675094931% |
2.27022787502919% |
2.91619106396236% |
0% |
t.srt5 |
-6.63132592562198% |
1.64526398010984% |
4.21040322996785% |
0.642422482431874% |
0.27677622451028% |
0% |
t.srrs |
-0.468862850084435% |
0.325667155634589% |
2.67341459913156% |
1.11221074392832% |
1.09570561086915% |
0% |
t.srqr |
51.2663967134264% |
29.2877480607679% |
10.7273873652218% |
0.813323568054027% |
3.85442428918459% |
0% |
t.pure |
-27.1542471271438% |
-8.82138892424734% |
0.283820762055914% |
-1.23586002711005% |
4.98599758825792% |
10.1883799459996% |
t.frs4 |
-0.438990254498297% |
-2.35110391496429% |
1.59287600449487% |
1.01866815456387% |
0.0697792732329594% |
3.02025408566314% |
t.frs3 |
-0.167651788838189% |
0.381568304993995% |
4.69920954845236% |
3.20228144361466% |
2.24723375941668% |
5.03264189856737% |
t.frs2 |
0.192846456721009% |
2.90551446220248% |
5.54831743646057% |
1.65694999142639% |
1.08552348178655% |
3.89966484911795% |
t.frs1 |
3.88028057572083% |
1.93606336231274% |
3.83897866673777% |
2.10337371124337% |
0.762072979104867% |
4.40214143722045% |
t.eqwt |
-3.3228785847731% |
-5.77038460940921% |
-3.95957522761581% |
-1.80274822567993% |
-1.52118581123631% |
0.205055257996191% |
t.sort |
-1.45419186398878% |
-5.83954770886589% |
1.9644995845859% |
0.694127447742733% |
3.50805442932344% |
5.10489440444686% |
t.rpba |
0.498450557475319% |
-4.6030582325496% |
-3.42971987576294% |
-1.10004621571992% |
-0.376193118807263% |
1.57296644535408% |
t.mvar |
18.1946032003696% |
-0.785248920546526% |
-1.25268099857188% |
1.70298666785557% |
4.04285883998856% |
4.958573597165% |
t.madm |
17.2353283764102% |
-2.64471962737168% |
-2.60891941971071% |
1.34650610668259% |
3.73491414852461% |
4.77311609791758% |
t.dist |
0.0147939422973309% |
-5.70452037073476% |
-6.51240144926618% |
-1.35459964012053% |
0.411426398698302% |
2.87890849865658% |
t.mdiv |
4.99789166265879% |
-6.30104064468716% |
-4.95044703332628% |
-1.30016741112004% |
2.02058537314994% |
3.64804634549655% |
t.coco |
2.91830029603134% |
-6.86437602789861% |
-3.8713621952361% |
-1.44042384654212% |
1.35046447279531% |
2.97968812684147% |
t.aaaf |
22.6597815220922% |
1.77777234586516% |
5.84348171392461% |
5.84702353732455% |
8.06191348738265% |
8.65456743619619% |
t.aaae |
2.09291621227781% |
-6.23049033214594% |
-0.0457423919076057% |
-0.765056186707354% |
0.280450957698124% |
4.26713018424287% |
t.aaad |
-2.82727311353399% |
-5.11535635586789% |
1.45606373984457% |
-0.255790325172343% |
1.36446282986407% |
5.71484076992696% |
t.aaac |
4.04890597614289% |
-7.70603118446629% |
-3.20718050574217% |
-1.47629262307276% |
0.317079507826032% |
4.47467334452334% |
t.aaab |
3.70396587122583% |
-7.70194417385092% |
-3.04044621699279% |
-1.35651088727605% |
0.464773605871716% |
4.56770262192245% |
t.aaaa |
15.7592408022309% |
-4.23504259534745% |
0.146399414950244% |
0.366826367005737% |
1.36377542459444% |
4.95363892668557% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
1.32 |
0.49 |
0.86 |
0.62 |
0.68 |
0.70 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.83 |
0.10 |
0.50 |
0.63 |
0.83 |
0.64 |
Global Equities (ACWI) |
2.02 |
0.25 |
0.56 |
0.55 |
0.59 |
|
U.S. Equities (SPY) |
2.24 |
0.43 |
0.73 |
0.75 |
0.88 |
0.63 |
U.S. Bonds (BND) |
0.86 |
-0.74 |
-0.38 |
-0.02 |
0.26 |
0.32 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
2.82825762362294 |
-0.149590987932753 |
0.466324518082074 |
0.293346999952427 |
0.561080672678456 |
0 |
t.dbnd |
1.34196429866825 |
0.123630341525576 |
0.461136453664916 |
0.530307465580109 |
0 |
0 |
t.qaro |
1.91069177718022 |
0.204312320824672 |
0.422073427620748 |
0.409143177151828 |
0.453802342597351 |
0.379467295460639 |
t.acap |
1.94674783160119 |
-0.048139169106528 |
0.136241883571718 |
0.382868493329793 |
0.620224054172219 |
0.629089417228483 |
t.trdd |
2.13132774873433 |
-0.293947093784412 |
0.175049423818542 |
0.320049784761108 |
0.695307811919757 |
0.721596773943966 |
t.shar |
1.82609016966474 |
-0.114202042195776 |
0.617318395161664 |
0.534653214780411 |
0.797379843205758 |
0.727637129859103 |
t.tris |
2.79789219671781 |
0.187914329606476 |
0.549665502599252 |
0.410696042480058 |
0.5817703829731 |
0.668091526293602 |
t.tret |
2.33381206517179 |
-0.219717989099725 |
0.199456629910774 |
0.377697321224235 |
0.741043356772684 |
0.756120971819927 |
t.rsop |
2.0298958817684 |
0.117437688418106 |
0.450517357257338 |
0.575779483474354 |
0.735201456926719 |
0.659298365379974 |
t.rpcl |
2.06889487650274 |
0.0616543848825972 |
0.19373418374092 |
0.428956139119021 |
0.604350766522386 |
0.669233245394605 |
t.risd |
3.48253961097922 |
0.173674844502067 |
0.429808430758428 |
0.63263866415384 |
0.889322821474939 |
0.799539131676873 |
t.mva3 |
3.24667857513117 |
0.171329858117559 |
0.438900563786355 |
0.625514967916646 |
0.882597951877845 |
0.840083921265537 |
t.mva2 |
2.56616491780168 |
0.0399506030744691 |
0.286369270708356 |
0.489836526221334 |
0.724243318043433 |
0.719975372060409 |
t.mca2 |
2.06806338880052 |
0.0405730247612138 |
0.332064401606939 |
0.515291684154556 |
0.706615111808013 |
0.707156070880916 |
t.mca1 |
2.04939299571611 |
-0.0481716109546498 |
0.259283602220065 |
0.457631380210653 |
0.66640848876303 |
0.680346248183306 |
t.madd |
3.68451774603961 |
0.125465626506069 |
0.331752421518701 |
0.595659356521481 |
0.884758637514757 |
0.813408410715991 |
t.loss |
3.90372356443704 |
0.171123524256629 |
0.35850444501983 |
0.588241762306001 |
0.851272129542488 |
0.76233172688259 |
t.eqrc |
2.02107392294818 |
0.0230812090285785 |
0.321907598480606 |
0.522643868943253 |
0.743701481617516 |
0.734157878608043 |
t.cvar |
3.63582123168238 |
0.243185150299537 |
0.332999100664191 |
0.555401578391814 |
0.808526796545522 |
0.729330060259849 |
t.cdar |
1.9350038431946 |
0.0421706208125404 |
0.432857830974372 |
0.562665000547555 |
0.871581044426024 |
0.781501143631589 |
t.srt3 |
0.810830778027144 |
0.376136191844043 |
0.742815127653156 |
0.639541780153607 |
0.767384456820529 |
0 |
t.srt5 |
1.78199951347218 |
0.469608522640887 |
0.846741672622406 |
0.715066019084356 |
0.802164266365994 |
0 |
t.srrs |
1.81696162385795 |
0.390764552324001 |
0.770172987258166 |
0.718317853550858 |
0.827161805854941 |
0 |
t.srqr |
2.19304004213471 |
0.9076955054041 |
0.816884516355764 |
0.636001428029752 |
0.781864542847447 |
0 |
t.pure |
0.547034727083684 |
-0.0111881318678765 |
0.558729630290562 |
0.407208406360401 |
0.723810442307617 |
0.844515875454286 |
t.frs4 |
1.2904777459467 |
0.0323418562706857 |
0.604207046824733 |
0.59646001407186 |
0.596781051251411 |
0.728596435585995 |
t.frs3 |
1.30691765318311 |
0.316267656788067 |
0.86094505417684 |
0.81405704686391 |
0.820151108047499 |
0.876926252199298 |
t.frs2 |
1.32456617951579 |
0.48797680650227 |
0.862065281634054 |
0.617728210437382 |
0.683020556093655 |
0.702569243278863 |
t.frs1 |
2.02945619697073 |
0.363086601541109 |
0.617678711983552 |
0.542291523328604 |
0.565000504906203 |
0.586668692887093 |
t.eqwt |
1.811210317163 |
0.073702380035192 |
0.446926641761769 |
0.556711182867282 |
0.687414462018009 |
0.592684103637221 |
t.sort |
1.63830089055144 |
-0.132009318638838 |
0.620482526637694 |
0.513847371364957 |
0.752666273503512 |
0.697552810353058 |
t.rpba |
2.08376938445577 |
0.117212020474719 |
0.45555577193862 |
0.58432573470341 |
0.750088826713595 |
0.679097177743228 |
t.mvar |
3.71393705303197 |
0.256362913861294 |
0.438404806839261 |
0.635703243455652 |
0.915000227372125 |
0.836127857093953 |
t.madm |
3.68451774603961 |
0.125465626506069 |
0.331752421518701 |
0.595659356521481 |
0.886786333768539 |
0.814914241087776 |
t.dist |
1.81287892495298 |
-0.00208581160966284 |
0.162315333965669 |
0.419324073537524 |
0.58521354242937 |
0.646452151298394 |
t.mdiv |
2.45116642587349 |
-0.0610029163366388 |
0.206086128892001 |
0.382195614947995 |
0.698840238608096 |
0.698761035001592 |
t.coco |
2.26242887980034 |
-0.0608587480454364 |
0.340661904620712 |
0.439950344737976 |
0.714821809809813 |
0.701773784813522 |
t.aaaf |
4.93792678635665 |
0.439912062034128 |
0.929082273631844 |
0.990270032438369 |
1.26845005393612 |
1.08950195029132 |
t.aaae |
1.89796650725951 |
-0.0636904991742689 |
0.612072618505245 |
0.547051549146636 |
0.712537800309074 |
0.807746358314114 |
t.aaad |
1.49952773196949 |
-0.00112016033616672 |
0.638585375260282 |
0.50974721756503 |
0.714612004349028 |
0.838385881807389 |
t.aaac |
2.27350778814846 |
-0.199817021892019 |
0.314891297649749 |
0.385440773896954 |
0.581930693761122 |
0.75060880750357 |
t.aaab |
2.23195420948306 |
-0.202519757763658 |
0.328798187495457 |
0.397097825476753 |
0.595893421988936 |
0.759825233987449 |
t.aaaa |
3.73647270057202 |
0.014994210180512 |
0.548801130132275 |
0.54760454246472 |
0.674189932465993 |
0.792433621027017 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
2.55 |
0.77 |
1.41 |
0.93 |
1.05 |
1.06 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
3.80 |
0.14 |
0.73 |
0.93 |
1.27 |
0.93 |
Global Equities (ACWI) |
4.72 |
0.36 |
0.83 |
0.81 |
0.89 |
|
U.S. Equities (SPY) |
5.18 |
0.63 |
1.10 |
1.15 |
1.38 |
0.93 |
U.S. Bonds (BND) |
3.80 |
0.14 |
0.73 |
0.93 |
1.27 |
0.93 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
8.96829914892948 |
-0.193650262131654 |
0.72066026864783 |
0.43006888327239 |
0.948928306119452 |
0 |
t.dbnd |
3.78915347630534 |
0.187701727468666 |
0.7392659720621 |
0.861714332417363 |
0 |
0 |
t.qaro |
5.50511571239463 |
0.319656512411369 |
0.699484587324684 |
0.667865920611517 |
0.719800410124041 |
0.602075708173578 |
t.acap |
4.17278105230188 |
-0.0658180671323731 |
0.182421381048423 |
0.536386457716639 |
0.921429007307166 |
0.944169991082798 |
t.trdd |
4.1881995494134 |
-0.361659144244215 |
0.245050861588167 |
0.453664299620417 |
1.05800630074138 |
1.16392481460027 |
t.shar |
3.46919395731796 |
-0.143823700103503 |
0.976314915807617 |
0.838999750217382 |
1.35118832816588 |
1.24297837370721 |
t.tris |
7.33706054885868 |
0.269518384113207 |
0.852295955587064 |
0.622297879908954 |
0.9358518727076 |
1.10706056992828 |
t.tret |
4.96968581202975 |
-0.275019169556082 |
0.278566751765619 |
0.535415132868064 |
1.1201966462158 |
1.21668537559011 |
t.rsop |
4.90233100663823 |
0.16501775588375 |
0.659013841135287 |
0.860933895594189 |
1.15895697740562 |
0.989468857723 |
t.rpcl |
5.2779331096748 |
0.089012629288652 |
0.280920406426683 |
0.647123441560116 |
0.953169824115652 |
1.07424621985155 |
t.risd |
8.97465989216364 |
0.246276808684107 |
0.660188823846786 |
1.00726331622256 |
1.47594033237712 |
1.31187403002609 |
t.mva3 |
10.4767295932741 |
0.247252121929261 |
0.673906191663696 |
0.993929550524167 |
1.48590213399202 |
1.43279254936124 |
t.mva2 |
6.27404253875914 |
0.0563588093244215 |
0.42640468097872 |
0.763512452791779 |
1.18257669794894 |
1.20556179204411 |
t.mca2 |
4.89834567503137 |
0.0569831229766627 |
0.491885879176034 |
0.785652400314198 |
1.12001270264221 |
1.11652377895663 |
t.mca1 |
4.69793151965493 |
-0.0666858713115357 |
0.382071996441929 |
0.700684979206044 |
1.06422143099909 |
1.08116797443243 |
t.madd |
10.1415503913595 |
0.176046340777179 |
0.491404685740403 |
0.927729919032544 |
1.44737569570462 |
1.32645381076462 |
t.loss |
10.790299389441 |
0.258097699110526 |
0.559457766287407 |
0.931668005810413 |
1.42391061764238 |
1.23590516274633 |
t.eqrc |
4.73985135990239 |
0.0321031978503544 |
0.470902156216504 |
0.788860615187683 |
1.17048717704007 |
1.14725339586156 |
t.cvar |
16.2827259595181 |
0.364637260733939 |
0.517318167904263 |
0.869619165567871 |
1.33756605947821 |
1.21166498844121 |
t.cdar |
3.8877364975171 |
0.0583240111672706 |
0.647524061588782 |
0.859463876982909 |
1.41780904164531 |
1.26043896413398 |
t.srt3 |
1.34058621928808 |
0.618415754005957 |
1.4092659056096 |
1.05036158762017 |
1.31576442832577 |
0 |
t.srt5 |
3.95230594477962 |
0.686984893726753 |
1.37915134488642 |
1.11388064332693 |
1.24614397784504 |
0 |
t.srrs |
3.59711893058146 |
0.582993725013053 |
1.21821344080195 |
1.08078910650993 |
1.26968717348301 |
0 |
t.srqr |
6.48916055668824 |
1.74639849266737 |
1.52979615542725 |
1.1002282085881 |
1.37534040632344 |
0 |
t.pure |
0.954401719144877 |
-0.0158154186696383 |
0.923681629922128 |
0.651762403497821 |
1.2313432504241 |
1.50364604433455 |
t.frs4 |
2.35191980531333 |
0.0470254024648444 |
0.98215628380346 |
0.937797571690039 |
0.926175917040826 |
1.15791329228783 |
t.frs3 |
2.322348650322 |
0.50220482378095 |
1.53902044070574 |
1.36057261770932 |
1.36051708484497 |
1.43779701129302 |
t.frs2 |
2.5472941402715 |
0.767964559551388 |
1.40920942688964 |
0.925607966206813 |
1.04797349276788 |
1.05793349219778 |
t.frs1 |
3.8406298557571 |
0.523276818846891 |
0.978380312168037 |
0.824713312172314 |
0.85190403008053 |
0.905437161741728 |
t.eqwt |
4.06593920958613 |
0.102354381476471 |
0.650107979664129 |
0.827989370693051 |
1.07426905250329 |
0.875777397609852 |
t.sort |
2.94861236930733 |
-0.166071408305665 |
1.01185803819056 |
0.821903122618037 |
1.28225382805786 |
1.1900199835954 |
t.rpba |
5.11564889261846 |
0.164575049881217 |
0.66745811060928 |
0.873982643114651 |
1.18532029509199 |
1.02468696831779 |
t.mvar |
10.7839336327242 |
0.369284494790927 |
0.668456857561253 |
1.00724694886938 |
1.51977998764578 |
1.37746022383567 |
t.madm |
10.1415503913595 |
0.176046340777179 |
0.491404685740403 |
0.927729919032544 |
1.45172597555826 |
1.32956531621684 |
t.dist |
4.34554480542503 |
-0.00296189742447767 |
0.229025293620761 |
0.619281151319246 |
0.901651972022764 |
0.98494335867832 |
t.mdiv |
6.44448374897979 |
-0.0850552556518651 |
0.303139161877504 |
0.568204522481381 |
1.09170774370494 |
1.0925853887876 |
t.coco |
6.0061054380836 |
-0.0852109860694051 |
0.514704135712954 |
0.664581155749664 |
1.12804449485867 |
1.0711284040177 |
t.aaaf |
18.2564318584208 |
0.66069086244021 |
1.5351892375461 |
1.61855187095855 |
2.2477261719565 |
1.93441254636093 |
t.aaae |
4.49908271595386 |
-0.0831686249090514 |
0.935862150286768 |
0.811040207852176 |
1.11098140254109 |
1.29413383188899 |
t.aaad |
2.72997810364442 |
-0.00147844108415506 |
0.976426686989341 |
0.766261534475975 |
1.11752175410202 |
1.37342272205807 |
t.aaac |
4.9851636641021 |
-0.255939783893765 |
0.465445267974858 |
0.567568929168163 |
0.897002590103252 |
1.22706841169439 |
t.aaab |
4.90584051228393 |
-0.258510950142906 |
0.482320748853128 |
0.581803911169756 |
0.917853419137872 |
1.24075670605583 |
t.aaaa |
20.8671673517543 |
0.0198500587270024 |
0.835659746496405 |
0.822978922325081 |
1.07258918746006 |
1.34768447640269 |
Compare: Risk & Volatility
for period ending September 30, 2024
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
3.6% |
10.0% |
10.0% |
14.9% |
16.3% |
26.1% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
3.6% |
20.7% |
20.7% |
20.7% |
20.7% |
32.2% |
Global Equities (ACWI) |
3.6% |
25.7% |
25.7% |
25.7% |
25.7% |
|
U.S. Equities (SPY) |
4.0% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
U.S. Bonds (BND) |
3.1% |
15.8% |
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 |
t.dyhb |
0.677239080796355% |
10.7258963617216% |
13.0568277027014% |
13.7505105637516% |
13.7505105637516% |
0% |
t.dbnd |
0.901887640530474% |
10.7656709303033% |
10.7656709303033% |
10.7656709303033% |
0% |
0% |
t.qaro |
2.39219268521117% |
17.757739491879% |
18.6185056702595% |
18.6185056702595% |
18.6185056702595% |
18.6185056702595% |
t.acap |
2.99490087996263% |
25.2368599832353% |
25.2368599832353% |
25.2368599832354% |
25.2368599832353% |
25.2368599832354% |
t.trdd |
2.18856218136949% |
27.1830555312864% |
27.1830555312864% |
27.1830555312864% |
27.1830555312864% |
27.1830555312864% |
t.shar |
2.36353578230796% |
22.1484560968348% |
22.1484560968348% |
22.1484560968348% |
22.1484560968348% |
22.1484560968348% |
t.tris |
1.55778457233087% |
21.3571934038792% |
21.3571934038792% |
21.3571934038792% |
21.3571934038792% |
21.3571934038792% |
t.tret |
1.98784769405058% |
27.165354431946% |
27.165354431946% |
27.165354431946% |
27.165354431946% |
27.165354431946% |
t.rsop |
3.25493637476396% |
24.7390854999211% |
24.7390854999211% |
24.7390854999211% |
24.7390854999211% |
33.0577793967064% |
t.rpcl |
2.45472409158599% |
22.9495598582911% |
22.9495598582911% |
22.9495598582911% |
22.9495598582911% |
22.9495598582911% |
t.risd |
2.1787950513828% |
24.3652449745117% |
24.3652449745117% |
24.3652449745117% |
24.3652449745117% |
24.3652449745117% |
t.mva3 |
1.72607846524083% |
22.9452559925798% |
22.9452559925798% |
22.9452559925798% |
22.9452559925798% |
22.9452559925798% |
t.mva2 |
2.51631820001372% |
22.4690989586957% |
22.4690989586957% |
22.4690989586957% |
22.4690989586957% |
22.4690989586957% |
t.mca2 |
3.23242355541843% |
23.4265171113136% |
23.4265171113136% |
23.4265171113136% |
23.4265171113136% |
23.4265171113136% |
t.mca1 |
3.16653245366507% |
23.4419890095216% |
23.4419890095216% |
23.4419890095216% |
23.4419890095216% |
23.4419890095216% |
t.madd |
2.00576880986096% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
t.loss |
1.97161308380165% |
23.8117422089129% |
23.8117422089129% |
23.8117422089129% |
23.8117422089129% |
23.8117422089129% |
t.eqrc |
3.21841448455611% |
24.3641080160794% |
24.3641080160794% |
24.3641080160794% |
24.3641080160794% |
24.3641080160794% |
t.cvar |
1.2506040218768% |
25.9058588778841% |
27.0434954429347% |
27.0434954429347% |
27.0434954429347% |
27.0434954429347% |
t.cdar |
3.66690029331155% |
25.3700134105269% |
26.3401256997953% |
26.3401256997953% |
26.3401256997953% |
26.3401256997953% |
t.srt3 |
5.10891918461111% |
15.2451456058123% |
15.2451456058123% |
20.2197383518712% |
20.2197383518712% |
0% |
t.srt5 |
4.73691402652741% |
16.2636675636462% |
16.2636675636462% |
16.2636675636462% |
27.450580236696% |
0% |
t.srrs |
3.10751456367662% |
11.8995447034588% |
11.8995447034588% |
11.8995447034588% |
16.7522961327295% |
0% |
t.srqr |
9.58863727723436% |
30.3767332555564% |
30.3767332555564% |
50.7359272673712% |
50.7359272673712% |
0% |
t.pure |
6.04601006470167% |
34.9087295966561% |
34.9087295966561% |
34.9087295966561% |
34.9087295966561% |
34.9087295966561% |
t.frs4 |
3.40209432433414% |
9.00174435339897% |
9.00174435339895% |
9.00174435339898% |
10.2310330371151% |
12.5827990951762% |
t.frs3 |
5.07287500798046% |
9.54826464148638% |
9.54826464148638% |
9.54826464148638% |
14.2437320943028% |
17.3252273065182% |
t.frs2 |
3.6375703430877% |
10.030548451412% |
10.030548451412% |
14.8660040035447% |
16.2656162388656% |
26.1215592298563% |
t.frs1 |
4.03196512895024% |
18.351329348156% |
18.351329348156% |
18.351329348156% |
22.6002645796696% |
24.9737330214859% |
t.eqwt |
3.75294360106824% |
25.4957547252758% |
25.4957547252758% |
25.4957547252758% |
25.4957547252758% |
42.0533763996757% |
t.sort |
2.56661796133966% |
22.2884481668295% |
22.2884481668295% |
22.2884481668295% |
22.2884481668295% |
22.2884481668295% |
t.rpba |
3.16822786023281% |
24.9744841542585% |
24.9744841542585% |
24.9744841542585% |
24.9744841542585% |
31.2121188566069% |
t.mvar |
1.98784769405059% |
24.4505635659513% |
24.4505635659513% |
24.4505635659513% |
24.4505635659513% |
24.4505635659513% |
t.madm |
2.00576880986096% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
26.4222727849959% |
t.dist |
2.82513305284189% |
24.3005216979299% |
24.3005216979299% |
24.3005216979299% |
24.3005216979299% |
24.3005216979299% |
t.mdiv |
2.69995501705985% |
26.9009311250664% |
26.9009311250664% |
26.9009311250664% |
26.9009311250664% |
26.9009311250664% |
t.coco |
2.49692557894063% |
26.8328716826753% |
26.8328716826753% |
26.8328716826753% |
26.8328716826753% |
26.8328716826753% |
t.aaaf |
1.20688054814109% |
18.9373663115307% |
18.9373663115307% |
18.9373663115307% |
18.9373663115307% |
18.9373663115307% |
t.aaae |
1.97249570914021% |
23.98418076788% |
25.3154421382098% |
25.3154421382098% |
25.3154421382098% |
25.3154421382098% |
t.aaad |
1.81046206905895% |
23.9269488032021% |
23.9269488032021% |
23.9269488032021% |
23.9269488032021% |
23.9269488032021% |
t.aaac |
1.28364486763737% |
26.1439807279297% |
27.532404847532% |
27.532404847532% |
27.532404847532% |
27.532404847532% |
t.aaab |
1.0092133888026% |
26.1876462221752% |
27.625653749495% |
27.625653749495% |
27.625653749495% |
27.625653749495% |
t.aaaa |
0.429110720826409% |
23.9169137144631% |
25.2751231444457% |
25.2751231444457% |
25.2751231444457% |
25.2751231444457% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
11.6% |
12.7% |
12.6% |
11.3% |
11.9% |
12.8% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
11.7% |
13.6% |
13.9% |
11.2% |
10.5% |
10.6% |
Global Equities (ACWI) |
14.4% |
18.2% |
19.4% |
16.1% |
16.4% |
|
U.S. Equities (SPY) |
15.3% |
19.6% |
20.9% |
17.3% |
16.6% |
16.6% |
U.S. Bonds (BND) |
7.6% |
7.4% |
6.3% |
5.1% |
4.6% |
4.6% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
5.30795734204484% |
6.77629110841137% |
6.98107296010836% |
6.88787403680009% |
7.52858271786504% |
0% |
t.dbnd |
9.51623734675315% |
9.65284974341867% |
8.06682911667157% |
6.19864809634581% |
0% |
0% |
t.qaro |
15.1369369372637% |
13.992199458284% |
13.3663653519549% |
11.2995980029175% |
10.5654601759474% |
10.5974994209286% |
t.acap |
14.2240813814393% |
13.4364519642322% |
13.2558683237053% |
11.2815900839068% |
11.4139443858093% |
11.8297169159829% |
t.trdd |
8.29543265251387% |
13.1460516743575% |
13.0609228500335% |
11.3617487982447% |
10.6830685644866% |
11.2823918644709% |
t.shar |
8.15048113051921% |
12.1064530714721% |
14.1164499029677% |
11.9248844167451% |
11.9080476535532% |
13.2136166729377% |
t.tris |
7.11884870266184% |
13.2654181928961% |
13.2648988069192% |
11.5548179062452% |
11.4891902978097% |
12.0557341827202% |
t.tret |
8.69580538416338% |
13.4747290440659% |
13.1431940527197% |
11.3905687998064% |
10.5410317151182% |
11.1154725872407% |
t.rsop |
14.0005406587405% |
16.0161208551337% |
15.9439085740727% |
12.7715657996384% |
12.4489634786333% |
13.101632856625% |
t.rpcl |
13.1985856111119% |
14.4075275072184% |
13.6012182130049% |
11.2590378935201% |
10.7714012629922% |
11.0012683099193% |
t.risd |
8.48744592069251% |
13.3384999707096% |
12.6045245878393% |
10.3755285637823% |
9.58988449039879% |
10.0252605201792% |
t.mva3 |
9.56166491550866% |
13.7577194758872% |
12.9277843107838% |
10.6883657885459% |
10.2165576796984% |
10.5851336590691% |
t.mva2 |
10.0890526990901% |
13.323728088212% |
12.2814112933917% |
10.5364849017273% |
9.96736228810751% |
10.488699813718% |
t.mca2 |
12.8776712943411% |
14.4953970493825% |
13.4448786419212% |
10.9788278234854% |
10.1716625310478% |
10.6479148469687% |
t.mca1 |
11.8270382774836% |
13.7988657752167% |
12.8332602870165% |
10.7643429838249% |
10.1176069208147% |
10.51305521388% |
t.madd |
8.59519884963527% |
13.4344754297852% |
12.5157873790659% |
10.3336993862175% |
9.44766681977797% |
9.95207307261371% |
t.loss |
8.46076590852359% |
13.2980691343424% |
12.4639005168597% |
10.5074558560571% |
9.89695444067268% |
10.512620977622% |
t.eqrc |
13.0521608373973% |
14.7889000481567% |
13.6891851600864% |
11.0826454733576% |
10.2180597380971% |
10.7453921551075% |
t.cvar |
10.4425505801167% |
14.0492748822224% |
12.8947576003777% |
10.5077711593194% |
10.0253603410218% |
10.3672954886894% |
t.cdar |
14.0904636216228% |
13.9329875080572% |
13.371096313886% |
11.065459933094% |
10.5316248047029% |
11.3711154524378% |
t.srt3 |
20.2623346914597% |
15.8599290486273% |
18.0088611626256% |
16.0636859969392% |
15.1868824385851% |
0% |
t.srt5 |
22.1503020653753% |
21.271746891575% |
22.2765981250684% |
18.1698722737558% |
19.0182927778435% |
0% |
t.srrs |
11.1652438069155% |
14.8572527615976% |
14.9098647827269% |
12.7386546722055% |
12.4407785668446% |
0% |
t.srqr |
119.233008968168% |
85.5825786532333% |
64.6886353760961% |
47.3125437518415% |
43.3028433313549% |
0% |
t.pure |
16.4952015618198% |
20.7367561501483% |
23.1960919212098% |
19.0620953895897% |
18.9498509317038% |
21.3579329142008% |
t.frs4 |
8.5505012056866% |
8.99433774639587% |
9.71270496945612% |
7.85961502158205% |
8.76717069869814% |
8.9600751176253% |
t.frs3 |
12.2004894530842% |
11.3040342001694% |
11.3022991695231% |
9.49508461477646% |
10.2609402368305% |
10.6449474511075% |
t.frs2 |
11.6160024161948% |
12.7052753314181% |
12.5514816042235% |
11.2961646033502% |
11.8712979427845% |
12.8318430196541% |
t.frs1 |
11.7393946522822% |
17.8804748871044% |
17.9488229933288% |
15.0095615105746% |
15.4238111942754% |
16.6257888023973% |
t.eqwt |
15.1980036645998% |
16.6560064853283% |
16.6945595008619% |
13.4884353400279% |
13.2443375938124% |
14.4548214564939% |
t.sort |
7.96377175716244% |
12.0274472556397% |
14.5483481137589% |
12.2132702220814% |
12.3280568594916% |
13.4855690788224% |
t.rpba |
13.8327552794981% |
15.8916762746097% |
15.8049154737718% |
12.6461811423407% |
12.3539907659014% |
12.9631317976009% |
t.mvar |
8.94751240273624% |
13.8058223259799% |
12.9463284747901% |
10.5274941833599% |
9.64030022616776% |
10.0216737147227% |
t.madm |
8.59519884963527% |
13.4344754297852% |
12.5157873790659% |
10.3336993862175% |
9.45643637855857% |
9.95847540910958% |
t.dist |
14.8453361671724% |
14.9685984927837% |
14.215315841305% |
11.8578533266927% |
11.2721531360578% |
11.5663951730883% |
t.mdiv |
11.4722386049049% |
14.6581959751429% |
13.4184010568032% |
10.9063751620696% |
10.1256530548297% |
10.4756325860218% |
t.coco |
12.7816606571773% |
15.3939642871018% |
14.5496719424584% |
11.5464033730204% |
10.5907794496527% |
11.0190902579973% |
t.aaaf |
7.91804360885946% |
13.4699643002657% |
12.9363815977795% |
11.0920539976723% |
11.0663667468163% |
12.175750238988% |
t.aaae |
11.1426401975401% |
13.7115724921591% |
15.4415632272858% |
12.5294166408067% |
12.2523649730844% |
13.2129302852382% |
t.aaad |
7.79401746203845% |
14.1454994436513% |
15.7920849057425% |
13.1742340793075% |
13.0944204776415% |
14.0544630024702% |
t.aaac |
7.96943434622776% |
13.5735711056417% |
14.8779874343419% |
12.1108308488848% |
11.8472253239658% |
12.242003605599% |
t.aaab |
7.94384614433527% |
13.516399489726% |
14.7046940799632% |
12.0012670400419% |
11.7945520964128% |
12.2191585704125% |
t.aaaa |
7.35342095557044% |
12.892105490692% |
14.0487933287702% |
11.515257136877% |
11.5240557983236% |
12.142384688768% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
5.4% |
7.1% |
7.0% |
7.2% |
7.5% |
8.2% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
5.2% |
9.2% |
9.0% |
7.1% |
6.5% |
7.0% |
Global Equities (ACWI) |
5.7% |
11.8% |
12.6% |
10.5% |
10.5% |
|
U.S. Equities (SPY) |
6.1% |
12.5% |
13.1% |
10.8% |
10.2% |
11.0% |
U.S. Bonds (BND) |
3.5% |
5.2% |
4.3% |
3.4% |
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 |
t.dyhb |
1.04187473426379% |
4.44898652579416% |
3.97254803020316% |
4.36704191854272% |
4.21363153751723% |
0% |
t.dbnd |
2.73217264849831% |
5.16335881098804% |
4.07374293070262% |
3.15257497709107% |
0% |
0% |
t.qaro |
4.5922038756232% |
7.80136775649901% |
7.24911195325685% |
6.4083302991769% |
6.30925623524156% |
6.3410308006395% |
t.acap |
5.9941443433806% |
8.86187645330808% |
9.33578929258093% |
7.63181417114564% |
7.37388080346145% |
7.57338526883117% |
t.trdd |
3.62844633343648% |
9.82699108276387% |
8.60255730188007% |
7.51609508103579% |
6.60897467460904% |
6.61068481145913% |
t.shar |
3.70728186503777% |
8.67579854513749% |
8.08863069887687% |
7.04750683395534% |
6.59626703702884% |
7.34747725543358% |
t.tris |
2.10139662993215% |
8.26071543826675% |
7.84924226810219% |
7.17526952625913% |
6.80428610597407% |
6.92302074061312% |
t.tret |
3.51307020984431% |
9.88231189261148% |
8.68266527755141% |
7.5325131052976% |
6.55820111130614% |
6.51804897426828% |
t.rsop |
5.13475643760359% |
10.3712365731012% |
10.2100523831276% |
8.03198431354703% |
7.50868086564977% |
8.40480733390189% |
t.rpcl |
4.46616642568612% |
8.88224279258923% |
8.66500335402119% |
6.94342114850155% |
6.43666861121366% |
6.49718790403441% |
t.risd |
2.82912794875782% |
8.35715725354024% |
7.41220434340915% |
5.9420475093365% |
5.33444475035836% |
5.74463446962987% |
t.mva3 |
2.37067877092551% |
8.47425590526946% |
7.6375493740803% |
6.16652947939598% |
5.63682908791128% |
5.83600075802107% |
t.mva2 |
3.57381468549497% |
8.40977891228286% |
7.47979009338723% |
6.20951052166217% |
5.68453947649764% |
5.88874105761207% |
t.mca2 |
4.79331677154029% |
9.28274483626763% |
8.30936222834634% |
6.65132643041739% |
5.99213634070243% |
6.38483626093349% |
t.mca1 |
4.54057092027807% |
8.94048385469121% |
7.93822830617184% |
6.4771859370866% |
5.91207577937712% |
6.25478794456352% |
t.madd |
2.63772267222423% |
8.54535545049798% |
7.69783100373598% |
6.0762014823172% |
5.33267009644546% |
5.73628062251555% |
t.loss |
2.61181312807278% |
7.94541949479491% |
7.38910027141028% |
6.21742808087811% |
5.59801513961703% |
6.20500378541689% |
t.eqrc |
4.91352633766428% |
9.59547416817428% |
8.59055202600412% |
6.78465753821444% |
6.05531929871162% |
6.51171246700426% |
t.cvar |
1.72298349538387% |
8.30727562138063% |
7.5472398140806% |
6.18869747573564% |
5.6621800938673% |
5.87874422150835% |
t.cdar |
6.45440021810523% |
8.99814905868868% |
8.13212526074089% |
6.68415012092453% |
6.03361527668593% |
6.69956124921994% |
t.srt3 |
11.8849359868775% |
8.82441670078702% |
8.92105676897832% |
9.45015624793896% |
8.6005565608916% |
0% |
t.srt5 |
9.54561069907705% |
13.6057303811574% |
12.9484391372479% |
11.1874506029919% |
11.9225228064814% |
0% |
t.srrs |
5.07670951947727% |
8.98485315865174% |
8.75605097409543% |
8.03469318203549% |
7.79466376512831% |
0% |
t.srqr |
38.6449404646084% |
41.7374538236469% |
32.7840440469563% |
26.3210297557563% |
23.8269108756096% |
0% |
t.pure |
8.88600142823292% |
13.7353102944243% |
13.2504079768176% |
11.3907860982778% |
10.7308628995941% |
11.5598638279947% |
t.frs4 |
4.16776077472435% |
5.25711292230587% |
5.36984679927908% |
4.5883906942927% |
5.41147660475266% |
5.36473701450318% |
t.frs3 |
6.39976374175687% |
6.10282418080098% |
5.57643546262515% |
5.23091035681588% |
5.91185828123183% |
6.19490864726636% |
t.frs2 |
5.38813917117147% |
7.06041790248986% |
7.01391399107703% |
7.1553815907374% |
7.48023368616269% |
8.24559417478559% |
t.frs1 |
5.74263193620375% |
11.6427730927157% |
10.7445579852089% |
9.47610064307287% |
9.96801217058113% |
10.4409350786755% |
t.eqwt |
6.14035667653799% |
10.9888147464526% |
10.7929775926044% |
8.56165701509881% |
8.09129171685545% |
9.46340062888229% |
t.sort |
3.85375545284326% |
8.61931692083993% |
8.04995574247223% |
7.07597082475983% |
6.81573946517794% |
7.52361741907868% |
t.rpba |
4.9668550673355% |
10.28970044089% |
10.0924637632538% |
7.9429626071608% |
7.42682484789204% |
8.26431321706564% |
t.mvar |
2.63650891112707% |
8.50984514604361% |
7.70627498222629% |
6.06850631747293% |
5.35052718856243% |
5.70937482469548% |
t.madm |
2.63772267222423% |
8.54535545049798% |
7.69783100373598% |
6.0762014823172% |
5.33381751015911% |
5.73720624212782% |
t.dist |
5.51197947324251% |
9.46174942042683% |
9.39096308036425% |
7.52333020963515% |
6.93082393690422% |
7.24792587931404% |
t.mdiv |
3.7298980019931% |
9.44213723497873% |
8.32035597345018% |
6.77574423020841% |
6.04144418602304% |
6.31962539861078% |
t.coco |
4.10158721630563% |
9.91845976571469% |
8.80967238546558% |
7.07325573377863% |
6.26047057866194% |
6.84948456660281% |
t.aaaf |
1.65424183054584% |
7.84346466820313% |
6.97942388234597% |
6.23601797510198% |
5.8217045809688% |
6.46546562629615% |
t.aaae |
4.03929701624115% |
9.62922700339497% |
9.44556706633172% |
8.00872594601135% |
7.52208729622962% |
7.92525768728585% |
t.aaad |
3.62146165274348% |
9.78773318663809% |
9.61328159166145% |
8.28326897033509% |
8.01967693645412% |
8.21139514351182% |
t.aaac |
3.07860768994061% |
9.8307450412384% |
9.50567111589541% |
7.82182002775865% |
7.38493525611689% |
7.1693060419461% |
t.aaab |
3.08146864523082% |
9.83377942230122% |
9.47513038090536% |
7.79359151093527% |
7.35917762797213% |
7.16706036065648% |
t.aaaa |
0.61830141677805% |
8.88002153166832% |
8.60430797548224% |
7.23567946203627% |
6.92539320857193% |
6.81035820365921% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.frs2 |
0.47 |
0.40 |
0.36 |
0.42 |
0.49 |
0.46 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.80 |
0.73 |
0.70 |
0.67 |
0.65 |
0.65 |
Global Equities (ACWI) |
0.95 |
0.94 |
0.94 |
0.94 |
0.99 |
|
U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
U.S. Bonds (BND) |
0.80 |
0.73 |
0.70 |
0.67 |
0.65 |
0.65 |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
0.210022698108354 |
0.220153809320656 |
0.14905088824105 |
0.120330708121568 |
0.0812662349061156 |
0 |
t.dbnd |
0.542863366999716 |
0.388309882077099 |
0.254601007815278 |
0.172605524645514 |
0 |
0 |
t.qaro |
0.840355191256861 |
0.645940343380798 |
0.480013616570963 |
0.343110466390426 |
0.290966096468524 |
0.24494280482307 |
t.acap |
0.798905939923249 |
0.583590634804932 |
0.57998986356748 |
0.500913472398713 |
0.506418084626592 |
0.445462936520587 |
t.trdd |
0.463441201228485 |
0.554695445834942 |
0.516239292133979 |
0.478275949890644 |
0.398617519346655 |
0.352880896529713 |
t.shar |
0.445845368891898 |
0.500802849293519 |
0.493986197653145 |
0.440529740798355 |
0.386769733656429 |
0.366307830502271 |
t.tris |
0.406630747320016 |
0.504503505281213 |
0.437934918681139 |
0.394532167408757 |
0.333714915872483 |
0.324155053121979 |
t.tret |
0.456378039162095 |
0.561021235150788 |
0.517510221543927 |
0.477079023973302 |
0.398894989700531 |
0.351924014543869 |
t.rsop |
0.851517409808601 |
0.798600161343622 |
0.756052996538849 |
0.696970686060827 |
0.701178426157909 |
0.717387549798767 |
t.rpcl |
0.711567143754039 |
0.631746754805383 |
0.576588094812019 |
0.461254405519902 |
0.385894799509557 |
0.352749461337634 |
t.risd |
0.369397715016899 |
0.512686169892448 |
0.468633984283244 |
0.385322703811532 |
0.328381427715242 |
0.312782786473026 |
t.mva3 |
0.548921145685957 |
0.586413249193077 |
0.519755196085893 |
0.42380652703987 |
0.394070051202261 |
0.365552081134749 |
t.mva2 |
0.554645510255266 |
0.564695056151488 |
0.477356892705006 |
0.367282206252451 |
0.314905101307262 |
0.283121519763747 |
t.mca2 |
0.775224665037483 |
0.688554880223043 |
0.593719713218963 |
0.502361136191943 |
0.439809463303598 |
0.425890744625684 |
t.mca1 |
0.693436047729136 |
0.625650046957399 |
0.535502144462473 |
0.430038382029208 |
0.385489747676534 |
0.376893335733202 |
t.madd |
0.390916323728726 |
0.525141618869091 |
0.480318543066942 |
0.385507394678767 |
0.327633025310348 |
0.31034068283858 |
t.loss |
0.121441036886969 |
0.442440988818844 |
0.411097375252888 |
0.363224496055766 |
0.310875380820907 |
0.326732579398679 |
t.eqrc |
0.797665458663174 |
0.718779993961988 |
0.619337051182876 |
0.533157989304403 |
0.469965044718695 |
0.460654165999642 |
t.cvar |
0.214339056124157 |
0.446975542543814 |
0.385598774606496 |
0.329894565211667 |
0.29253000540282 |
0.292842493574925 |
t.cdar |
0.524430637545685 |
0.483122708284706 |
0.470974521473643 |
0.423237911709445 |
0.358530652752613 |
0.34046899437334 |
t.srt3 |
1.00703115874789 |
0.44045030048842 |
0.452034318945725 |
0.582064586879297 |
0.573409909242315 |
0 |
t.srt5 |
1.32448636700301 |
0.930049485148005 |
0.918937873639285 |
0.927512729970049 |
0.996390640750132 |
0 |
t.srrs |
0.633985615778277 |
0.680851701240885 |
0.604875998868664 |
0.636780775487654 |
0.648624589005359 |
0 |
t.srqr |
3.24599190807264 |
1.95148995049417 |
1.61768884043056 |
1.58172372270995 |
1.50857235957221 |
0 |
t.pure |
1.13504409941235 |
0.966450070153514 |
0.78551438913049 |
0.64252178684278 |
0.518156256626219 |
0.541531167720532 |
t.frs4 |
0.361057097283908 |
0.336225986383081 |
0.313753183538652 |
0.30718541855571 |
0.377669782595866 |
0.341390258445138 |
t.frs3 |
0.491573441328844 |
0.405540146658459 |
0.354630372464045 |
0.363521500970136 |
0.436440627550653 |
0.396506174316924 |
t.frs2 |
0.465231639588973 |
0.404418291386011 |
0.356309771878512 |
0.416007766271951 |
0.489779087774065 |
0.459833171975841 |
t.frs1 |
0.594331313039614 |
0.468803162924355 |
0.440745967506665 |
0.432207090906765 |
0.522723283963809 |
0.423062166313991 |
t.eqwt |
0.920950954601902 |
0.845732362563061 |
0.797614665896049 |
0.74975013092233 |
0.760920699332708 |
0.808668898509296 |
t.sort |
0.457892699633719 |
0.500458195298681 |
0.491475270051414 |
0.439371483054257 |
0.390220174549281 |
0.367435748617503 |
t.rpba |
0.83898698271661 |
0.78947652454215 |
0.747221777275303 |
0.68701092071696 |
0.692178379801017 |
0.703890101122104 |
t.mvar |
0.401566750675578 |
0.529295868364358 |
0.490026749736609 |
0.39871234015836 |
0.33490867966804 |
0.317414354103774 |
t.madm |
0.390916323728726 |
0.525141618869091 |
0.480318543066942 |
0.385507394678767 |
0.327943137083226 |
0.31058055765563 |
t.dist |
0.796934163120511 |
0.679363090107508 |
0.62146218053382 |
0.50664387043097 |
0.437236988102839 |
0.43264126037691 |
t.mdiv |
0.681199574903287 |
0.638022459293467 |
0.545442799321317 |
0.441735409094879 |
0.359291869751888 |
0.346335666811263 |
t.coco |
0.766947997046205 |
0.699291844597733 |
0.623067582796599 |
0.528549812916881 |
0.445937409247591 |
0.458662845124589 |
t.aaaf |
0.420613108450309 |
0.518077489576866 |
0.423937431407154 |
0.392824997696236 |
0.391776648974818 |
0.386825875015937 |
t.aaae |
0.576204683880864 |
0.647869407046617 |
0.66015462994383 |
0.611370337524164 |
0.600320200863526 |
0.594863583808206 |
t.aaad |
0.460671410979258 |
0.609588602183843 |
0.591360202005363 |
0.548216299707651 |
0.554857599403596 |
0.538433567982094 |
t.aaac |
0.431871724369222 |
0.581141553996851 |
0.542451054058041 |
0.486765856037177 |
0.461011025054549 |
0.427928590812213 |
t.aaab |
0.431582771931809 |
0.577657622376771 |
0.542975746674156 |
0.485781336430379 |
0.460004570793375 |
0.427880509798177 |
t.aaaa |
0.323905507475428 |
0.536765304536549 |
0.524897874176853 |
0.472660349578399 |
0.447773122829428 |
0.421677992211029 |
Compare: Correlation
for period ending September 30, 2024
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
to Global Stocks (ACWI) |
0.58 |
0.64 |
0.59 |
0.60 |
0.67 |
|
to S&P500 (SPY) |
0.54 |
0.61 |
0.57 |
0.61 |
0.65 |
0.59 |
to U.S. Bonds (BND) |
0.44 |
0.42 |
0.28 |
0.22 |
0.15 |
0.19 |
to Commodities (DBC) |
-0.19 |
0.52 |
0.52 |
0.35 |
0.43 |
0.51 |
to Gold (GLD) |
-0.04 |
0.39 |
0.25 |
0.11 |
0.15 |
0.29 |
History
Month |
Dec |
Nov |
Oct |
Sept |
Aug |
Jul |
Jun |
May |
Apr |
Mar |
Feb |
Jan |
2024 |
2.7% |
3.8% |
1.9% |
0.9% |
5.1% |
-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% |
Month |
Allocations |
202410 |
VNQ,50,SPY,50 |
202409 |
VNQ,50,SPY,50 |
202408 |
SPY,50,VNQ,50 |
202407 |
SPY,50,EFA,50 |
202406 |
SPY,50,EFA,50 |
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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