Minimum Drawdown Portfolio

for period ending July 31, 2025


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  Overview

t.loss 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   Minimum Drawdown Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions . This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to minimize the drawdown (peak to trough) while also maximizing total return.

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

Ingredients Used   This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 8 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.

Peer Group   Tactical: DIY


You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Minimum Drawdown Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 8 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold.

  2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD.

  3. VizMetrics runs the investment algorithm to choose the optimal asset allocation portfolio by minimizing the drawdown (peak to trough) while also maximizing total return.

  4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.

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



  How to Invest

For step-by-step instructions on buying the underlying funds, see the article "How to Invest"

Recipe ingredients, updated July 31, 2025 and used for August 2025 allocation:

🔒 Exact Portfolio Weights Locked

Upgrade to unlock fund tickers and allocation percentages—updated monthly.



  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 July 31, 2025

5-year graph

● t.loss ● 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.loss 9.1% 0.0% 8.1% 12.0% 4.3% 6.7% 8.5% 8.7%
Peer Group* average
60% Equity / 40% Bonds 6.4% 1.3% 10.7% 10.4% 8.6% 8.6% 9.4% 7.8%
Global Equities (ACWI) 11.5% 1.1% 15.8% 15.1% 12.8% 10.2% 10.1%  
U.S. Equities (SPY) 8.5% 2.3% 16.2% 17.0% 15.8% 13.6% 14.4% 10.5%
U.S. Bonds (BND) 3.8% -0.3% 3.4% 1.6% -1.2% 1.6% 2.2% 3.1%
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 4.25319075780228% 1.09899342297436% 8.22841212019294% 6.8730024349299% 3.64025085964701% 4.10273692149796% 5.15673254950402% 6.93306859245519%
t.dbnd 2.41024448479741% -0.521601573355579% 3.35266621427703% 7.10873999210522% 4.47062770292372% 4.93917164557487% 0% 0%
t.qaro 2.54152371766165% -0.35273541094677% 4.15503593469966% 11.0723978464969% 4.4674356423984% 6.1268550503466% 5.26700812212393% 4.9881465456689%
t.acap 11.9048557938415% 0.593052142172886% 17.4051382114296% 8.72658113991571% 6.55910655268148% 5.75059105628568% 7.30951088275651% 8.2414890888876%
t.trdd 5.6625803553829% -0.52885164657448% 4.94308474704617% 0.838460696513743% 1.8979644040886% 4.80388255500834% 7.33805592078032% 8.7826190412267%
t.shar 8.52855233914729% 0.247352307118688% 8.50187990718401% 4.50781604106196% 8.46896859247859% 7.94582324049897% 9.34308847442271% 10.1650104764079%
t.tris 8.68249479944307% -0.661292797131945% 7.12266337280421% 9.19953010101226% 7.04805812362368% 6.31706856296943% 7.3677909283252% 8.23972542040141%
t.tret 5.30943237355515% -0.645976529443289% 5.61791111532819% 1.94168151595007% 2.10816200037891% 5.39248465100153% 7.81872315962127% 9.06436840992064%
t.rsop 9.74510416113712% 0.152841301400722% 10.8611433481898% 11.0210246495395% 7.95308440806508% 8.58801623873162% 9.37522856987583% 8.88370877709235%
t.rpcl 8.14787893675806% -0.422856399216601% 7.8619968609285% 9.0966063996901% 3.68662446885302% 6.33284735497128% 6.73803773115251% 7.99026974766575%
t.risd 5.78584000395719% -0.34734576067382% 3.75400353162478% 9.4806840295713% 4.36108625137499% 7.592608592551% 8.66216365297856% 8.7218715251004%
t.mva3 9.80454830091566% -0.618885031440771% 10.0843581647245% 10.9994827540819% 5.7939124209933% 7.93323126561736% 9.48264819345304% 9.66351390045981%
t.mva2 8.26667944925175% -0.568451665097022% 7.56343200772078% 8.43390540093925% 3.38549255043283% 6.4537236944622% 7.58141648707544% 8.2984420001444%
t.mca2 8.04867130382383% -0.267389413463216% 8.25158005897693% 8.91926614707499% 4.89470367547862% 7.02142675092112% 7.70465072183402% 8.16274824938927%
t.mca1 8.06591764936888% -0.375871686847648% 7.42033811381406% 7.3612448771414% 3.1616355026937% 6.29539618476369% 7.12697241775151% 7.82798406063019%
t.madd 8.30609882933853% -0.230112453246668% 10.3875221607256% 12.4089355249468% 5.43465548114739% 7.7215193539194% 9.00836367358555% 9.06752743136314%
t.loss 9.14952859057578% 0.0114818873687752% 8.08649971308932% 11.9593993876913% 4.25675882865226% 6.66038317558535% 8.50595725360122% 8.69190932055785%
t.eqrc 8.47136986454107% -0.11359803048897% 8.74098001287915% 9.063771742774% 4.98242863068394% 7.13101516117407% 8.04847766406342% 8.53238960302964%
t.cvar 13.1175575213423% 0.291485411366991% 13.5253679743167% 14.2775466043385% 4.4024888440287% 7.31738272457549% 8.77209105459549% 8.8941566700079%
t.cdar 4.80778472758889% -0.59614334977435% 4.28502347207098% 8.84635420614697% 5.23055711760794% 6.98917157304062% 8.97837986760326% 9.54504563581675%
t.srt3 0.397900557968467% 1.4740005% 4.3905421906314% 7.73937553955835% 13.022235370821% 9.00921207357717% 10.9944923386164% 0%
t.srt5 3.70471576175841% 0.6938% 14.6099651772986% 16.0049725543597% 17.235480702216% 12.1153001361567% 13.9861367610599% 0%
t.srrs 2.94834856796886% 2.02150274089808% 5.4997165536002% 7.44697639141103% 11.8707749635693% 9.26110130966107% 10.8551713301257% 0%
t.srqr -14.658611611019% -0.954% -1.68738528357132% 44.0226009531842% 34.4154265843277% 18.2910983925471% 22.5324889977434% 0%
t.pure 9.79668315267401% 2.42368211152202% 3.60838889318418% 9.86290461250785% 11.2674538015543% 8.34502976005724% 12.0305432174274% 15.5896557085433%
t.frs4 3.54505880597153% -0.118686307450006% 4.6128310910037% 3.95686133190558% 8.53023941704414% 5.79900145590095% 6.09489476703848% 6.91670976140586%
t.frs3 3.29564874379054% -0.127773467516307% 4.49101549334352% 5.72657543925268% 11.0678120817116% 8.25463295461941% 8.66970801815674% 9.05989203152846%
t.frs2 2.30604208361136% 0.105595709287215% 6.11114081377524% 6.48891329469186% 12.5555261013651% 7.62931348361955% 8.06221275101109% 8.74060342412155%
t.frs1 -8.05276009057357% -2.0919565946974% -2.88862681215643% 2.79693488932817% 10.7967405443483% 7.40963937391892% 6.6400686199708% 8.95946679172781%
t.eqwt 10.5325945897484% 0.416184920239914% 12.1019025392695% 10.9632304891538% 8.23087112355745% 8.83234782134099% 9.28294383084733% 8.60220651443175%
t.sort 8.00701862206004% 0.226008481417419% 6.02713855652306% 3.95729039871544% 8.43135918949516% 7.66873236215737% 8.95930161524205% 9.82582600553992%
t.rpba 9.81819700744768% 0.128424376451214% 11.3306966192765% 11.2923014185611% 8.03892900286194% 8.63347235032408% 9.5371823436905% 9.09091795167787%
t.mvar 6.10426292586919% -0.660541350340296% 6.41506993324177% 11.6732091199974% 5.50493986481175% 7.95047548432188% 9.1344607344412% 9.19063672890632%
t.madm 8.30609882933853% -0.230112453246668% 10.3875221607256% 12.4089355249468% 5.43465548114739% 7.7215193539194% 9.03339289158891% 9.08630899421608%
t.dist 8.08068746322925% -0.209902304536577% 8.8571255068282% 8.79682966494626% 3.76508262828261% 6.37874437156034% 6.80535693422137% 7.98520596231584%
t.mdiv 7.36661243583356% -0.248165534791759% 7.07649483297919% 7.76397152356181% 2.91206836179743% 5.42385299472854% 7.29304385005625% 8.09480545172205%
t.coco 8.76058905040773% 0.144817949091749% 10.0361367638187% 8.75500692342792% 4.98516001213889% 6.51737229197227% 7.75256889578253% 8.43536698109162%
t.aaaf 8.9218235083562% 1.42147020173547% 13.3873077829495% 12.103830575026% 10.9269833891846% 11.6476025511548% 13.6239225219717% 14.018350159235%
t.aaae 16.7876072217261% 1.67411575804613% 19.0715588000711% 12.6256485892034% 9.87076543503454% 10.1214247178471% 9.47810835664025% 11.2561248433753%
t.aaad 11.6882932715477% 1.16404406080412% 15.7128522634013% 10.7198785105064% 11.4337391425804% 8.85567939204197% 10.4805848704413% 11.8541819914499%
t.aaac 12.1346931277632% 1.34214963543159% 14.8660356215726% 10.6610032716543% 5.26213687971007% 7.14605985246395% 7.5515244256513% 9.6912157919254%
t.aaab 11.4027018876379% 1.34163632974107% 13.1625809209026% 10.1304995857344% 4.99988796631354% 7.10796428447196% 7.51773753468052% 9.71270035434104%
t.aaaa 12.963001658252% 2.08276068367657% 15.7610260771894% 11.9864198885941% 8.0567242467872% 8.7865786555398% 8.33908872236886% 10.5010029456921%
Historical Return
 
t.loss 15.3% 3.1% -18.5% 13.0% 14.6%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
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 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521% 11.5825590950859%
t.dbnd 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128% 6.77884085824092%
t.qaro 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938% 15.7258541483237%
t.acap -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014% 18.8919118413825%
t.trdd 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483% 12.330800445662%
t.shar 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971% 9.37014151732831%
t.tris 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608% 11.3116777031029%
t.tret 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361% 15.3676372978931%
t.rsop 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708% 12.2112091066751%
t.rpcl 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237% 10.0481112617687%
t.risd 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895% 11.5426178845947%
t.mva3 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745% 13.2038730305259%
t.mva2 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343% 9.43018592425233%
t.mca2 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823% 10.8635090904715%
t.mca1 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719% 8.89676094816407%
t.madd 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.loss 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609% 14.5631900085841%
t.eqrc 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003% 10.9020053462146%
t.cvar 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877% 16.8746265767511%
t.cdar 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302% 5.59945701004214%
t.srt3 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461% 26.2639170725895%
t.srt5 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008% 32.8389664356036%
t.srrs 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461% 15.4469423586743%
t.srqr 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702% 125.323401507358%
t.pure 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725% -5.72415932121767%
t.frs4 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433% 6.79526875321188%
t.frs3 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423% 9.46819022445564%
t.frs2 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841% 14.0715255505641%
t.frs1 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695% 23.1724247337602%
t.eqwt 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999% 11.7937656754764%
t.sort 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745% 6.89679953365077%
t.rpba 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314% 12.8699463678829%
t.mvar 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272% 15.3676372978931%
t.madm 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.dist 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213% 10.0343657687947%
t.mdiv 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072% 11.7338690409823%
t.coco 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217% 13.3439354565112%
t.aaaf 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544% 21.8818661945352%
t.aaae 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437% 12.2647858438666%
t.aaad 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487% 9.9986742408138%
t.aaac 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292% 13.9750764888248%
t.aaab 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619% 12.9710561861616%
t.aaaa 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768% 13.3370641149433%


  Compare: Risk vs. Return

for period ending July 31, 2025

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

Maximum Drawdown vs. Annual Return
● t.loss ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.loss ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.loss ● 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.loss risk vs. 60/40 Better Better Better Better Better Better
t.loss return vs. 60/40 Worse Better Worse Worse Worse Better
Risk-Return Quadrant
SW NW SW SW SW NW
Risk-Return Direction 184° 326° 187° 207° 218° 319°
Risk-Return Magnitude 2.6 1.8 4.3 2.1 1.2 1.2
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.loss 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.loss -6.0% -2.7% -11.3% -4.5% -2.0% 1.9%
Peer Group* average
60% Equity / 40% Bonds -2.7% -4.9% -5.3% -2.1% -1.1% 0.3%
Global Equities (ACWI) 1.8% -1.6% -2.5% -3.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -14.4% -19.9% -24.5% -13.4% -11.1% -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 -4.33608242504436% -8.53400889538636% -12.2050982406831% -7.03744888811766% -5.64268098282255% 1.1600876796608%
t.dbnd -15.6612498383353% -8.72382841769019% -10.3705129546189% -4.54602880780533% 0% 0%
t.qaro -12.1657594439989% -4.68642920579995% -10.9893454152269% -5.80181601889428% -7.52130314136464% -3.99069414109088%
t.acap 10.3879459870266% -7.3770725236906% -8.05714899799897% -6.19373284592649% -4.80212946169771% 0.19251378251127%
t.trdd -10.8884179387072% -17.2743008834744% -14.5112951989483% -7.71585949127972% -4.43143993953413% 1.32931564414223%
t.shar -5.83792288268124% -12.8626015531857% -5.96824236993467% -3.34036558213059% -2.12280082497067% 1.86568285590332%
t.tris -7.86356086772405% -6.73077241202211% -7.32264107114347% -5.40464190182121% -4.95303291551721% 0.0408936504087372%
t.tret -9.88862167498808% -15.8127973551382% -14.2171564785209% -6.8860714636625% -3.65846900651251% 1.89683866336087%
t.rsop -1.7076368135541% -5.36183852714248% -6.83204082755819% -3.12082887838646% -2.84314329742608% 0.181479241884514%
t.rpcl -6.49302360301369% -7.35221254301763% -12.082411578902% -5.42699738217398% -5.446422168997% 0.386445134119153%
t.risd -12.7761635172092% -6.51440363946049% -11.105144105983% -2.91725224184037% -1.41137363821247% 2.42070685528526%
t.mva3 -3.13135210585518% -4.72659946856096% -9.10150676944967% -2.58839240898183% -0.703763937811839% 3.40400711994028%
t.mva2 -6.97664936063973% -7.89237562235482% -12.5171805049116% -4.83454426784449% -3.56219538164503% 1.27656957013272%
t.mca2 -5.65289488003415% -7.50435789290673% -10.4523940634858% -4.25477780677336% -3.56708805319587% 0.972907685744412%
t.mca1 -7.10043549570207% -9.2939619008372% -12.8160009665524% -5.22144017628076% -4.42317853046024% 0.521465389574571%
t.madd -2.20921835317932% -2.66086753654732% -9.56888557611211% -2.63897714059165% -0.630710138471015% 3.09638037655574%
t.loss -6.04745724246001% -2.71627169292068% -11.2707330434626% -4.48487596167824% -1.99725254438733% 1.92770319521338%
t.eqrc -4.89155639645435% -7.40255578819479% -10.3650992685697% -4.15555968952558% -3.05583863660583% 1.47038005160577%
t.cvar 1.82463055940134% -0.642776330652843% -11.1138319879934% -3.53975439224405% -1.70262647538282% 2.41141302103007%
t.cdar -11.9351268878569% -7.56908541792579% -10.0387074447973% -4.32297162476709% -1.76569500348114% 2.39205491666389%
t.srt3 -11.7943135780652% -9.36173672751451% -3.13436783264615% -4.33356405178549% -3.21050362463921% 0%
t.srt5 -2.69253486941725% -2.081305422881% 0.256712003965614% -1.92683374508466% -1.66309043907162% 0%
t.srrs -10.6171888831322% -9.06915561118093% -2.00393003471684% -2.21852512216905% -0.768630256534928% 0%
t.srqr -15.6855972163673% 1.42193654153799% -0.551085230583379% -4.40961014642724% -3.68305260164366% 0%
t.pure -12.4573392368245% -7.95691071375729% -5.98726479402327% -5.88282963650995% -3.73675577829526% 2.77168334144894%
t.frs4 -11.4121604055738% -14.7182194492516% -3.38682988914078% -4.21109666000003% -4.39539701099826% 0.521989330245292%
t.frs3 -11.6524256268687% -11.2086138076198% -0.812266364663763% -1.04432663482152% -1.42977475718522% 2.56323992738089%
t.frs2 -9.94002614272985% -10.1758730811017% 0.444051831087423% -3.58488876629812% -3.96662681217692% 0.283720230112557%
t.frs1 -17.7312084447961% -14.6748787033452% -5.21138818953597% -5.65876865687781% -7.51581537517381% -1.49324453140531%
t.eqwt -0.325561461454656% -5.65269451065504% -6.74681039101289% -3.24056586571847% -3.50933668140008% -0.964494433465543%
t.sort -9.46309653978126% -13.5977687062059% -6.18434843782986% -3.91694883248984% -2.94788704407173% 1.19799143650374%
t.rpba -0.836573746421921% -5.02519917256962% -6.68944307294564% -2.97499859592287% -2.55138396567005% 0.55250324123808%
t.mvar -8.65529675616404% -3.88365313899676% -9.50581847257204% -2.46241098430274% -0.662263729661671% 3.21761760677004%
t.madm -2.20921835317932% -2.66086753654732% -9.56888557611211% -2.63897714059165% -0.598259528405075% 3.12141812523564%
t.dist -4.62950610874102% -7.81723865030843% -11.9780745401999% -5.61730517119293% -5.68430720001009% -0.0153487037170414%
t.mdiv -7.67910466608455% -8.98041078617047% -13.1011780502907% -6.67757018993338% -4.16089691279718% 0.95753649779166%
t.coco -2.88188420776307% -7.9907826974477% -10.4493519531825% -5.34198174327687% -3.79564338588768% 1.0532364705681%
t.aaaf -0.903629125831131% -3.13022089170659% -1.91819699651446% 2.87486583087569% 5.35818286856589% 8.3504218358965%
t.aaae 8.99464857924377% -2.54882046346695% -4.26696511669179% -0.901007592360866% -2.60237036665268% 3.20305322968016%
t.aaad 10.0766425597388% -5.02033781407915% -2.47756490051967% -2.84088220351231% -1.52510673908974% 3.48040484657963%
t.aaac 6.85579294303093% -4.84477733322672% -10.0576199102611% -4.69577786961699% -4.77421936578724% 1.90826034330537%
t.aaab 3.82602852231908% -5.47618098032499% -10.3664967054519% -4.68741122582178% -4.7546633791114% 1.96911309512387%
t.aaaa 4.40092972385993% -3.0306572404727% -6.07819180392715% -2.00519346545999% -3.47492612745025% 3.05128261530985%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 1.2% 1.8% -4.3% 0.2% 2.8% 4.1%
Peer Group* average
60% Equity / 40% Bonds -1.7% -3.5% -3.7% -1.3% -0.6% 0.3%
Global Equities (ACWI) 1.9% -1.3% -2.1% -2.6% -4.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -2.3% -7.5% -7.7% -2.3% -0.7% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.43605819026323% -1.42458890582452% -2.48270566635653% 0.23050967008273% 2.32258696206094% 4.29613007451841%
t.dbnd -1.98829836226115% -3.07072830968197% -2.74742238961237% 0.579753004442394% 0% 0%
t.qaro -3.93827201763441% -1.90661164578276% -5.54932302552656% -0.297834007549822% -0.188378771547025% 1.00925483753464%
t.acap 8.92584108938378% -3.5387307561918% -3.86936744982778% -2.2624907005495% -0.474815926609813% 2.60446235080007%
t.trdd -2.44883369018061% -10.7711836155588% -8.08638438383053% -2.96959550343313% 0.524944619081649% 3.88826159978404%
t.shar 2.75007029651208% -6.63964628891577% -1.72931299227766% 0.654939307619857% 3.02461784399104% 5.26003913077957%
t.tris 0.707089684279436% -1.71915313900687% -2.33032739712372% -0.64249217843003% 1.59869963563443% 3.6963575345135%
t.tret -2.12454283849512% -9.77992374044633% -7.8509759261191% -2.3753646280938% 1.00905130676036% 4.17053927959923%
t.rsop 0.691623936217532% -3.60286431874374% -4.6076101020772% -1.56735110161829% -1.0994384509963% 0.892856756053758%
t.rpcl -0.744769282985063% -4.07062660958199% -6.56158723665208% -1.35592345400971% -0.0541677276704906% 3.1223912641594%
t.risd -3.7462338515922% -1.85065617575939% -4.88150372906284% 0.838218111931051% 2.7471743571678% 4.18117187709789%
t.mva3 3.11220438922846% -1.22537147408125% -4.09584148297132% 0.777929596726531% 2.78348891806636% 4.70129063153157%
t.mva2 0.434252073372398% -3.74389190605903% -6.12040592847975% -0.132093923185878% 1.74853936242454% 4.02676884617997%
t.mca2 -0.766039835837397% -4.71696361784827% -6.18409859799027% -1.06207363356781% 0.28333433707878% 2.66547975925133%
t.mca1 -0.751327051650497% -5.58327072513096% -7.11109793788743% -1.01640904887354% 0.472713201701444% 2.7471169881608%
t.madd 2.72620697518178% 1.03790356444368% -3.97051272261699% 0.945234128134582% 3.09984632287167% 4.53849309931576%
t.loss 1.15719138248145% 1.81656776651292% -4.26622224688658% 0.220716340577304% 2.84261337337638% 4.05279295740403%
t.eqrc -0.561792673914876% -4.90203784882886% -6.40156715510871% -1.29781150769975% 0.269615823133389% 2.72936022105578%
t.cvar 7.467651570716% 3.79341769659358% -3.92407298961084% 1.31145586311005% 3.33658355634052% 4.61120252189011%
t.cdar -3.34131547223853% -2.63627709343581% -4.3184522852075% -0.207881080959766% 2.61866949456223% 4.75207028421144%
t.srt3 -10.9896999126512% -5.34389452977048% 1.93097025605783% -0.116660577691652% 1.46150495077132% 0%
t.srt5 -1.264269076677% -0.923278265669625% 2.08472990530119% -0.719500294629164% -0.0296081185148083% 0%
t.srrs -8.28288946419893% -5.98244944590824% -0.495543838526805% -0.270523843285702% 1.07847942721255% 0%
t.srqr -10.3402782218651% 17.9861604704172% 10.8314429648486% -0.843125084293984% 2.30167501963145% 0%
t.pure -11.7874512220937% -7.92467455385763% -5.11996007272981% -1.84895221866842% 3.69917249413628% 8.99624568092488%
t.frs4 -4.62540397439519% -5.67041569157344% -0.000564994721440115% -0.143633844812134% 0.107995901057047% 2.13711179312617%
t.frs3 -6.45450782589976% -4.94094264149285% 1.62688413504768% 1.60298524158756% 1.89369740747878% 3.78085409738871%
t.frs2 -7.43204469982719% -5.24286188410119% 3.12067780306606% 0.22908544457986% 0.53445772725678% 2.88080918692406%
t.frs1 -19.1487993862984% -10.0050696066011% -0.506449838198353% -0.454064219602114% -1.34249298218976% 3.33379094990133%
t.eqwt 1.14575496286402% -4.21923211619409% -4.92597688435247% -1.92451470053966% -1.91530337741514% -0.176105127854478%
t.sort 0.130925454983242% -7.1898503179859% -1.91380158361351% 0.369817309991277% 2.61034208528054% 4.90451868524216%
t.rpba 1.31639680141068% -3.26119250848563% -4.42342143002893% -1.40139748742069% -0.82715293429809% 1.21754177486592%
t.mvar -0.993722934971633% 0.227603053692165% -3.86641998014157% 1.05001082421297% 3.13789608470085% 4.60834481213927%
t.madm 2.72620697518178% 1.03790356444368% -3.97051272261699% 0.945234128134582% 3.12081150925405% 4.55521578286625%
t.dist 0.113368528295881% -4.83769057820899% -6.9383700281916% -1.81726101158074% -0.567208927434978% 2.44388013587605%
t.mdiv -1.11801363304624% -5.38859161447692% -7.43744564631473% -1.9864888421259% 0.907277288360931% 3.2685265145792%
t.coco 0.699124698761923% -5.15895660905989% -6.37812876087621% -1.87600884682494% 0.330243266909931% 2.63583996488355%
t.aaaf 4.19070141165718% -0.111019403083044% 1.37743912765196% 4.75720302107499% 7.22113849713033% 8.85953624523803%
t.aaae 8.77139344115478% -0.334500888167982% -1.83609767707301% 0.765559763543534% 0.13827174487281% 4.27060988314441%
t.aaad 8.02628424199497% -2.28235979739076% 0.356143987818569% 0.280791425223351% 2.22637818029261% 5.46790927422536%
t.aaac 6.66617743596982% -1.077670986481% -4.81299260196745% -0.724445336510897% 0.0862524287107229% 4.13332067942983%
t.aaab 4.95477131627969% -1.56382760560208% -5.07802462587225% -0.747461143781854% 0.0803796453567083% 4.15770887025944%
t.aaaa 6.46958094281045% 0.46694630146656% -1.809754491077% 1.00101888654109% 1.01151310343075% 4.94799856440757%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 0.47 0.56 0.10 0.46 0.76 0.72
Peer Group* average
60% Equity / 40% Bonds 0.72 0.42 0.44 0.59 0.81 0.61
Global Equities (ACWI) 1.05 0.62 0.61 0.56 0.62  
U.S. Equities (SPY) 0.92 0.72 0.74 0.74 0.89 0.62
U.S. Bonds (BND) -0.18 -0.47 -0.68 -0.11 0.13 0.28
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 0.597624945009216 0.193505781645317 0.0215680951925207 0.284947768264929 0.513231167765956 0.665871771522884
t.dbnd -0.283702444336648 0.185482715494871 0.127966054507109 0.419239590507599 0 0
t.qaro 0.00781566523187226 0.44494527329104 0.117122741908258 0.379232228526499 0.401229942287366 0.351067511562038
t.acap 1.656854711344 0.286678883647143 0.283597074928791 0.353897180469074 0.578384629158551 0.613127093538089
t.trdd 0.106079672763541 -0.302028468500687 -0.0847007086145415 0.260103393371626 0.592292326657952 0.673405846572663
t.shar 0.491223496282265 -0.0390278658590294 0.398603982820538 0.518451571004414 0.741276357414197 0.712877096126917
t.tris 0.339969058449869 0.321926667158224 0.323228604055009 0.399941377511716 0.568468499242869 0.604212304308538
t.tret 0.184263363136137 -0.211919490165244 -0.0674827584165955 0.3101564840246 0.641303925906783 0.706940722999867
t.rsop 0.793916300703749 0.409418587594485 0.358785533343313 0.540824062987083 0.704704076136329 0.616025274225824
t.rpcl 0.441484122302277 0.293978706172824 0.0546512798051959 0.398639550778915 0.533920000280075 0.620847031952822
t.risd -0.0379614216024835 0.336480229399509 0.107885313032298 0.541862404663814 0.784581732032352 0.738857857276212
t.mva3 0.690555669211131 0.439802522339501 0.223465752770543 0.562664347195658 0.831325888339446 0.799359685738122
t.mva2 0.405355854804465 0.258375439324383 0.0267440052938342 0.429926794195735 0.650543520002312 0.671834899341592
t.mca2 0.502857870617907 0.283681938076098 0.149136583941143 0.465748535233635 0.650312856253283 0.653902277217205
t.mca1 0.395442758684548 0.178391354866627 0.0111979265491692 0.407316225346495 0.595474559013918 0.626111952354014
t.madd 0.757250705958165 0.553425644708922 0.196471402651408 0.558788553260659 0.833856937965156 0.77963776505853
t.loss 0.473997608976285 0.558065693668809 0.10132564218981 0.456796514079 0.756996146733442 0.715453902615882
t.eqrc 0.559484243872541 0.290172469769273 0.155057135593487 0.47157529558928 0.681960824745864 0.683521384248389
t.cvar 1.04944550319454 0.672293394296585 0.112492984497646 0.510409559312117 0.772452482147851 0.742408005173931
t.cdar 0.0305655894200383 0.279173540555586 0.173647101877477 0.461286555825427 0.763214645699489 0.740929667491161
t.srt3 0.076611488485103 0.197289718392509 0.586389295439906 0.48866392827273 0.697495533943959 0
t.srt5 0.735325476537489 0.612462958073706 0.764492229466788 0.63208055029282 0.798576033299118 0
t.srrs 0.145632081564057 0.188946539777495 0.624704236761111 0.595871154076636 0.836333731757867 0
t.srqr -0.217776974320759 0.887151404628984 0.808832386212325 0.573783751364237 0.733210782661167 0
t.pure 0.0175124846877742 0.289903698534517 0.440242352839025 0.404905758921911 0.66939441800353 0.789531086087314
t.frs4 0.0648827686674809 -0.1679432808039 0.526095982681027 0.455108472615132 0.59157233837457 0.623824438063324
t.frs3 0.0549263006074313 0.0502891465490168 0.676258824846816 0.650292365509153 0.78802712400005 0.753708956231155
t.frs2 0.196366740335585 0.119224869892783 0.748313036477903 0.511221861322911 0.634261583995158 0.624114801832793
t.frs1 -0.400807618547102 -0.143412113671727 0.469476962935703 0.404192933702224 0.419946209783775 0.528484596876652
t.eqwt 0.894510367704547 0.395738649883251 0.366771476218472 0.537000457859217 0.66557412184048 0.552423463655019
t.sort 0.219212677025152 -0.0823005266289934 0.388661662771664 0.486281083938456 0.691134836265707 0.674275777264094
t.rpba 0.85719382699626 0.428011384451859 0.36618186095864 0.548645857708475 0.722588399719357 0.637620566485028
t.mvar 0.278006481997609 0.487242215936259 0.200684110499222 0.569857415922914 0.832296285938811 0.786850386997931
t.madm 0.757250705958165 0.553425644708922 0.196471402651408 0.558788553260659 0.835909743516334 0.781144150642222
t.dist 0.578816643460583 0.268764921083258 0.062487234809775 0.389778224199176 0.520723558517101 0.598840720265862
t.mdiv 0.352420720262704 0.201408613395871 -0.00200572200231854 0.322049248046904 0.611176144522122 0.651393181957013
t.coco 0.708221895630867 0.261617248452134 0.153555819697286 0.404279008125108 0.636401632073134 0.659856258613513
t.aaaf 0.856848397925628 0.530738062495593 0.621659238203959 0.879475620284476 1.20593365415618 1.0958918357223
t.aaae 1.54660185429098 0.559983057321867 0.499965105961486 0.669047784791763 0.720841686789013 0.797466160018538
t.aaad 1.63887890804347 0.415365053698093 0.592631027200721 0.556188175183823 0.785942816307193 0.813148845704839
t.aaac 1.40789108630415 0.433231633656884 0.176722750805926 0.447368352680927 0.581567814119467 0.717223892099839
t.aaab 1.19269026823036 0.396546328464939 0.158002454363405 0.447322250343805 0.582404954792105 0.720707747163801
t.aaaa 1.23107906296941 0.534835874428558 0.397316623606074 0.602770246873738 0.663880667760406 0.785583821702171
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 0.75 0.90 0.15 0.71 1.24 1.15
Peer Group* average
60% Equity / 40% Bonds 1.21 0.60 0.63 0.87 1.24 0.89
Global Equities (ACWI) 1.94 0.96 0.95 0.83 0.95  
U.S. Equities (SPY) 1.66 1.10 1.17 1.13 1.42 0.91
U.S. Bonds (BND) 1.21 0.60 0.63 0.87 1.24 0.89
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 1.01054810070948 0.263630823117603 0.0296419939716525 0.428113684510304 0.860734837920035 1.20649420180754
t.dbnd -0.366601917643797 0.283439306583577 0.19351999774385 0.670256607011958 0 0
t.qaro 0.0099110140927885 0.721137981682794 0.176486634513767 0.609446331759855 0.624114278241216 0.550478006664289
t.acap 2.73493934193553 0.40165332556562 0.402588047588297 0.486515620912494 0.832559045650342 0.919436245989624
t.trdd 0.145461169802355 -0.362082531566543 -0.111832906821937 0.36377030078723 0.883616470134477 1.0786571937277
t.shar 0.896503745154685 -0.0495773774048221 0.615197472500608 0.814311543209932 1.24455652753132 1.2396439703825
t.tris 0.520179557103667 0.473686657610852 0.478953790701337 0.596148991760727 0.911173477328676 0.994777168443638
t.tret 0.257451965830543 -0.25945386568653 -0.088949323108672 0.433771518937285 0.951997026184481 1.129544234116
t.rsop 1.21374748463512 0.601386504404847 0.525063249741106 0.80503613516039 1.09833919761161 0.919599763708674
t.rpcl 0.617132356695081 0.437299680073201 0.077927320428974 0.590870973759659 0.824170888367181 0.988141720812572
t.risd -0.0482978452077083 0.483217186856487 0.152466710388062 0.840924980690309 1.26626310365032 1.19621354734948
t.mva3 0.994120331969129 0.650886737571289 0.323649444681096 0.872433723002858 1.36591805303362 1.34907419610056
t.mva2 0.551632586400866 0.372955792856389 0.0372974517007581 0.651465840806272 1.03847746432554 1.11105133645643
t.mca2 0.707103835166302 0.412189230979384 0.212843976125716 0.699575822638523 1.01292588347707 1.02387878568197
t.mca1 0.537220557629272 0.254357965805645 0.0155266451225041 0.609566923979304 0.929657795659042 0.984890611806529
t.madd 1.16191347611502 0.821907031306342 0.281212962773346 0.857818704048401 1.34225186246729 1.26380575452572
t.loss 0.751806096902792 0.899494433038208 0.149926425632789 0.709368150808435 1.24220299896949 1.15460961588088
t.eqrc 0.796622619238245 0.418248476553036 0.220013027445606 0.702018176820433 1.05511585509437 1.06039914212524
t.cvar 1.78244681100587 1.06643644429961 0.166576255203743 0.79482704409857 1.25603709926399 1.23617208998124
t.cdar 0.0417504180093818 0.396713997887952 0.248873463052108 0.69118326068365 1.21136447399104 1.18498990707589
t.srt3 0.117226409755883 0.299710635209698 1.06867767687865 0.780317195286031 1.1613101347932 0
t.srt5 1.37668008197255 1.0011555127126 1.2649207921884 0.979250823189965 1.23751380329052 0
t.srrs 0.203111714526393 0.269402307985973 0.991278634038813 0.876898564186649 1.29142063188038 0
t.srqr -0.312884201119065 1.95412024284057 1.54814582018204 0.98157774438677 1.28173679673513 0
t.pure 0.0249235616571871 0.436209706602956 0.712847011551328 0.638984731866608 1.1268626078166 1.39061587471629
t.frs4 0.0885046043745366 -0.218586468803743 0.863636242773405 0.692420149988 0.944825477597999 0.970119359111332
t.frs3 0.0749659593810385 0.0697728489536012 1.16424849105509 1.04137344264554 1.31231127749938 1.20195005057419
t.frs2 0.27897652769702 0.169005948075952 1.2359839311957 0.747017076345019 0.959307833824761 0.924040594143606
t.frs1 -0.509618093515647 -0.181956701413312 0.728281991692217 0.598779109354293 0.602429828728449 0.808888988524916
t.eqwt 1.43566555223661 0.5780604913454 0.535837406830627 0.797358481578535 1.03129311225406 0.81241479992084
t.sort 0.363070049008026 -0.104066144593371 0.616265082835566 0.776599736416945 1.16711614204415 1.16752589656908
t.rpba 1.32863181276939 0.630132201679909 0.536154986110815 0.817109657155076 1.12961373913742 0.957290561033283
t.mvar 0.388028918144777 0.721515490310098 0.289578468061245 0.88568669629987 1.35340513625914 1.28388282680514
t.madm 1.16191347611502 0.821907031306342 0.281212962773346 0.857818704048401 1.34652699877372 1.26686322038962
t.dist 0.862565011338143 0.399497200915253 0.0889316308379001 0.568232721563969 0.78895218061935 0.908069991303337
t.mdiv 0.471056088497254 0.289791464066873 -0.00281501006391859 0.470170588850893 0.933753786505655 1.00851886817796
t.coco 1.02405825250667 0.382674310887009 0.222945949530501 0.603570607695846 0.982640659395926 1.00089489698231
t.aaaf 1.36220378618045 0.782531011566581 0.959273043316166 1.40315781387793 2.08753513392683 1.94829504958815
t.aaae 2.66562708932697 0.822861014145026 0.727361741970332 1.00066997081575 1.11560244152909 1.2722195463415
t.aaad 2.90918635336778 0.564084375723965 0.889551042507819 0.837759663930441 1.23684363237264 1.32683770547174
t.aaac 2.14582081688878 0.613916788286412 0.247621250180138 0.657027909365585 0.879330893563829 1.16174495588385
t.aaab 1.76835076832793 0.55846726073682 0.217887452241341 0.65302715951386 0.876211752356062 1.16509041134468
t.aaaa 1.91415955242586 0.753317157837263 0.564200847121935 0.902321599612015 1.0285600016245 1.32515114827043
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 35.8 29.3 9.8 17.4 25.8 25.8
Peer Group* average
60% Equity / 40% Bonds 15.2 13.7 11.6 12.3 13.9 11.4
Global Equities (ACWI) 19.3 15.6 13.5 10.5 10.0  
U.S. Equities (SPY) 15.8 16.6 15.4 13.2 14.1 10.2
U.S. Bonds (BND) 15.2 13.7 11.6 12.3 13.9 11.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 224.154681100904 27.9272376244873 16.3512945765799 28.395681440335 50.364376972179 69.8563784596419
t.dbnd 36.8146696827555 16.913469053323 14.1177524798641 26.1021610388896 0 0
t.qaro 12.0956908410536 16.5802373150422 7.86565409095177 16.0088380415489 16.3834758293777 18.7207375117884
t.acap 49.0872325432979 14.3513337361428 11.1341523890593 10.7339078178738 14.4372327255734 18.0349035092878
t.trdd 17.9956887134517 0.933776607124346 2.97558592792224 9.24774292409779 17.2033155602146 23.9165043083845
t.shar 70.0324562366316 8.57478186689223 15.0723744218244 17.3222398933738 24.4639723776434 27.7404058114793
t.tris 39.2385508154012 19.0365882320515 14.228075262008 14.5973815958459 21.6152189707964 25.2542760209457
t.tret 18.4882899522425 2.97526887088044 3.39252544570697 10.4801066325401 18.3983391927159 24.7195816066166
t.rsop 21.4267174142556 13.4762271990522 10.3555585250192 11.850469219039 13.0380253283801 12.0711159111791
t.rpcl 20.9732553135902 13.187126403686 6.15000881181279 12.6192615856382 15.7902190111146 21.8578268596389
t.risd 12.876925544185 18.2145508934436 8.73115411513264 18.550464636371 24.7324401338132 26.8232689557983
t.mva3 44.2951798688181 18.3564347828227 10.6110355832009 17.7862540214927 22.9844262928318 25.8447910570372
t.mva2 30.9539717433238 14.0357480910606 6.30969690830947 16.2636636375738 21.9363660857251 28.2540959842145
t.mca2 20.1073149037807 12.1610944320728 7.43336328858189 13.0943097712157 16.2099472848869 18.5323964155513
t.mca1 22.0042781939536 10.8943361089152 5.16383091641221 13.5020708888554 17.2094664270568 19.9991699362863
t.madd 36.0893308008857 23.8874201784497 10.7516237074273 18.7861328840308 25.8010117811509 28.0503627486372
t.loss 35.7977452539929 29.2840647601517 9.7706804870238 17.4218805411839 25.7751352964937 25.7964167552187
t.eqrc 20.1161108998563 11.8759908851709 7.27618423228348 12.5473969834407 15.9837468685616 17.9214294466351
t.cvar 92.5718178788994 32.6497769556459 10.5643218105954 21.5464838190747 28.2018640783932 30.2322100964059
t.cdar 14.3064281678923 16.5098570684336 10.0668768707865 15.4373360976064 23.2682710157499 26.9655272400457
t.srt3 4.33769841174158 11.2673341556795 20.6840414311941 14.3618085027849 17.204545873204 0
t.srt5 14.6439003901638 15.7295699522922 17.7970127581651 12.5788227430336 14.0738922711516 0
t.srrs 6.46660839827336 10.3401131138065 16.0411685122013 13.9389752031323 16.4726159560728 0
t.srqr -5.61745887856159 24.2729786738918 20.6818627563093 11.9614322086335 15.251134737396 0
t.pure 3.49363144744615 8.88250223209513 10.386939362854 11.4440891050635 22.254666786233 27.8551109588474
t.frs4 10.3584080519797 10.2828055917169 20.4180726139407 17.1535416334931 16.8151402133698 19.3467570230256
t.frs3 7.44699630984117 12.147142141216 22.5158335361686 20.7343237529067 20.6274688242745 21.9606914005145
t.frs2 7.42294218018344 11.441656867276 25.6675536224391 16.237921673931 16.6919147637051 18.1195113689531
t.frs1 -3.21451016454151 3.88069069215166 16.5775575401134 14.4130241332197 12.642996482768 19.7337621646434
t.eqwt 21.0909925433515 12.6178547137482 10.0577771688278 11.3239412126148 11.9306964750359 10.3532837969589
t.sort 44.1415819289481 7.44059023508609 14.6714279314156 16.6632171400472 23.2695293980456 26.6412508319658
t.rpba 23.0000001758845 13.927989619648 10.5898540852867 12.1038156033721 13.4392201859914 12.6038102235456
t.mvar 23.6272731389616 22.1417267537482 10.965036909073 18.8353570001555 25.651006003694 27.8992227479463
t.madm 36.0893308008857 23.8874201784497 10.7516237074273 18.7861328840308 25.8511212885619 28.0894811037453
t.dist 23.0054796609551 11.9899598101447 5.88587902230369 11.603837349575 14.3490070580175 17.8973549158056
t.mdiv 20.8092999316102 11.2004117631832 4.65165401771228 11.2972052410933 18.6226241886453 22.4627087371244
t.coco 23.0597536489891 11.5271752756118 7.3001211415254 11.4798382852571 16.3126881478646 17.7245562447906
t.aaaf 31.9398470966132 20.2903823372128 21.8081099677443 28.0569522669712 35.4702499399751 35.6971707021094
t.aaae 37.3174377085755 19.0304243647533 14.3476979732089 15.6703222495313 15.1230223745146 18.4243178064412
t.aaad 54.8096234922542 15.9846044325394 18.1252793026046 15.3653447556893 19.5264852826235 21.9811394372034
t.aaac 44.8347569317634 19.1923696050131 9.29701197867992 13.857863197583 15.7533807572629 21.798038623575
t.aaab 39.4922346957191 18.3387506646152 8.79710162775472 13.8182806808868 15.7546313970421 21.8651141478862
t.aaaa 37.0253449431199 22.4676736536233 15.0760267439877 17.4728685761748 17.896538273037 23.7181358413689


  Compare: Risk & Volatility

for period ending July 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 5.9% 6.7% 23.8% 23.8% 23.8% 23.8%
Peer Group* average
60% Equity / 40% Bonds 4.5% 7.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 9.4% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 9.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 6.0% 17.1% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.6% 5.1% 13.1% 13.1% 13.8% 13.8%
t.dbnd 1.8% 6.5% 10.8% 10.8% 0% 0%
t.qaro 6.2% 9.6% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 10.5% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 15% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 12.2% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 8.9% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 15% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 9.9% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 9.6% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 9.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 7.6% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 8% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 9.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 9.2% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 9% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 6.7% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 9.7% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 8.1% 26.1% 27% 27% 27%
t.cdar 4.8% 10.1% 26.3% 26.3% 26.3% 26.3%
t.srt3 10.8% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 8.7% 13.2% 16.3% 16.3% 27.5% 0%
t.srrs 9.7% 9.7% 11.9% 11.9% 11.9% 0%
t.srqr 20.8% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 11.2% 11.2% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 4.8% 9% 9% 9.6% 12.6%
t.frs3 5% 5.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 8.5% 9.3% 10% 13.7% 16.3% 26.1%
t.frs1 14.8% 14.8% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 10.6% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 12% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 9.7% 25% 25% 25% 31.2%
t.mvar 4.3% 9.4% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 9% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 10.4% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 11.2% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 10.9% 26.8% 26.8% 26.8% 26.8%
t.aaaf 4.4% 7.2% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 9.6% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 9.8% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 8.6% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 8.4% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 6.7% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 8.3% 12.2% 11.8% 10.5% 9.9% 10.6%
Peer Group* average
60% Equity / 40% Bonds 9.2% 12.4% 12.5% 11.5% 10.4% 10.7%
Global Equities (ACWI) 11.5% 16.8% 17.2% 16.4% 15.9%  
U.S. Equities (SPY) 13.9% 17.5% 18.7% 17.6% 16.4% 16.8%
U.S. Bonds (BND) 4.7% 7.1% 6.2% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.6% 7% 6.5% 6.6% 7.4% 8.3%
t.dbnd 3.3% 9% 7.7% 6.2% 0% 0%
t.qaro 7.7% 13.6% 12% 11.4% 10.4% 10.6%
t.acap 8.2% 12.7% 12.2% 11% 10.9% 11.8%
t.trdd 7.8% 12.3% 12.1% 11.3% 10.5% 11.3%
t.shar 9% 11.7% 13.7% 11.8% 11.3% 13.1%
t.tris 8.9% 12.6% 12.2% 11.2% 11.3% 12%
t.tret 8.2% 12.7% 12.2% 11.4% 10.4% 11.2%
t.rsop 8.5% 15% 14.1% 12.9% 12.2% 13%
t.rpcl 8.4% 14.2% 12.2% 11.3% 10.6% 11%
t.risd 8% 13% 11.6% 10.5% 9.6% 10.1%
t.mva3 8.6% 13.5% 12% 10.8% 10.1% 10.7%
t.mva2 8.5% 13.2% 11.6% 10.5% 9.9% 10.6%
t.mca2 8.1% 14% 12.5% 11.1% 10.1% 10.7%
t.mca1 8.3% 13.6% 11.9% 10.8% 10.1% 10.6%
t.madd 8.2% 13.1% 11.8% 10.4% 9.4% 10.1%
t.loss 8.3% 12.2% 11.8% 10.5% 9.9% 10.6%
t.eqrc 8.2% 14.2% 12.8% 11.2% 10.2% 10.8%
t.cvar 9.1% 13.8% 12.5% 10.7% 10% 10.4%
t.cdar 8.8% 13.9% 12.8% 11.1% 10.4% 11.5%
t.srt3 16.9% 17.3% 19.1% 16.4% 15.6% 0%
t.srt5 15.4% 19.5% 20.8% 18.3% 18.2% 0%
t.srrs 12% 12.8% 14.6% 13% 12.1% 0%
t.srqr 18.8% 71.2% 63.1% 46.2% 42.3% 0%
t.pure 14.7% 20.8% 22.6% 19.1% 18.5% 21%
t.frs4 7.5% 7.8% 9.7% 8% 8.1% 8.9%
t.frs3 9.4% 10% 11.7% 9.7% 9.6% 10.5%
t.frs2 11.8% 11.6% 12.8% 11.5% 11.3% 12.6%
t.frs1 14.5% 13.2% 18.6% 15.2% 14.6% 16.3%
t.eqwt 9% 15.6% 14.9% 13.7% 12.9% 14.4%
t.sort 8.9% 11.7% 14.1% 12.1% 11.6% 13.4%
t.rpba 8.4% 14.9% 14.1% 12.8% 12.1% 12.9%
t.mvar 8.2% 13.5% 12% 10.6% 9.6% 10.1%
t.madm 8.2% 13.1% 11.8% 10.4% 9.4% 10.1%
t.dist 8.1% 14.6% 12.6% 11.8% 11.1% 11.5%
t.mdiv 8.4% 14.6% 12.6% 11% 10.1% 10.5%
t.coco 8.3% 15.2% 13.5% 11.7% 10.5% 11%
t.aaaf 11.2% 13.2% 12.7% 11.3% 10.7% 12.2%
t.aaae 10% 13.4% 14% 12.8% 12.1% 13.3%
t.aaad 7.1% 13.3% 14.5% 13.1% 12.4% 13.9%
t.aaac 7.7% 12.8% 13.2% 12.2% 11.4% 12.2%
t.aaab 7.6% 12.6% 13% 12.1% 11.3% 12.2%
t.aaaa 9.7% 12.8% 12.7% 11.7% 11.2% 12.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 4.9% 6.5% 7.3% 6.3% 5.7% 6.2%
Peer Group* average
60% Equity / 40% Bonds 5.0% 7.5% 7.9% 7.3% 6.4% 7.1%
Global Equities (ACWI) 5.7% 9.7% 10.2% 10.6% 10.2%  
U.S. Equities (SPY) 7.3% 10.2% 11.0% 11.0% 9.9% 11.1%
U.S. Bonds (BND) 3.2% 4.6% 4.4% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.4% 4.2% 4.1% 4% 4.2% 4.3%
t.dbnd 2% 4.5% 4.1% 3.2% 0% 0%
t.qaro 5.7% 7.1% 7.1% 6.6% 6.3% 6.4%
t.acap 4.7% 7.9% 7.9% 7.6% 7.3% 7.5%
t.trdd 5.2% 9.4% 8.4% 7.6% 6.6% 6.7%
t.shar 4.4% 8.2% 8% 6.9% 6.3% 7.1%
t.tris 5.4% 7.4% 7.4% 7% 6.6% 6.9%
t.tret 5.4% 9.5% 8.5% 7.6% 6.6% 6.6%
t.rsop 5.1% 9% 8.8% 8.1% 7.4% 8.4%
t.rpcl 5.7% 8.3% 7.7% 7.1% 6.5% 6.6%
t.risd 5.9% 7.9% 7.4% 6.1% 5.5% 5.9%
t.mva3 5.6% 7.9% 7.5% 6.4% 5.7% 5.9%
t.mva2 5.9% 8% 7.5% 6.4% 5.8% 6%
t.mca2 5.4% 8.4% 8% 6.8% 6.1% 6.4%
t.mca1 5.8% 8.4% 7.8% 6.6% 6% 6.3%
t.madd 5% 7.6% 7.4% 6.2% 5.4% 5.8%
t.loss 4.9% 6.5% 7.3% 6.3% 5.7% 6.2%
t.eqrc 5.4% 8.7% 8.2% 6.9% 6.1% 6.6%
t.cvar 5% 7.5% 7.6% 6.3% 5.7% 5.9%
t.cdar 6% 8.6% 8.1% 6.8% 6.1% 6.8%
t.srt3 10.8% 10.5% 9.8% 9.9% 9.1% 0%
t.srt5 7.8% 10.6% 11.7% 11.3% 11.4% 0%
t.srrs 8.2% 7.8% 8.4% 8.3% 7.5% 0%
t.srqr 13% 29.6% 31.1% 26% 23.4% 0%
t.pure 10.1% 12.7% 13.1% 11.5% 10.6% 11.5%
t.frs4 5% 4.9% 5.2% 4.8% 4.7% 5.4%
t.frs3 6.4% 6.1% 6% 5.5% 5.4% 6.3%
t.frs2 8% 7.1% 6.9% 7.4% 7.1% 8.2%
t.frs1 11.1% 9.5% 11.3% 9.8% 9.9% 10.3%
t.eqwt 5.2% 9.4% 9.3% 8.7% 7.9% 9.4%
t.sort 4.9% 8.2% 8% 7% 6.4% 7.3%
t.rpba 5% 8.9% 8.8% 8.1% 7.3% 8.3%
t.mvar 5.4% 7.9% 7.5% 6.2% 5.4% 5.8%
t.madm 5% 7.6% 7.4% 6.2% 5.4% 5.8%
t.dist 5.1% 8.6% 8% 7.6% 7% 7.3%
t.mdiv 6% 9% 8.2% 7% 6.1% 6.4%
t.coco 5.4% 9.2% 8.4% 7.2% 6.3% 6.9%
t.aaaf 6.7% 7.8% 7.4% 6.5% 5.7% 6.5%
t.aaae 5.5% 7.9% 8.9% 8.1% 7.4% 8%
t.aaad 3.6% 8.7% 8.8% 8.2% 7.5% 8.1%
t.aaac 4.8% 8% 8.8% 7.9% 7.2% 7.2%
t.aaab 4.9% 8% 8.8% 7.8% 7.2% 7.2%
t.aaaa 5.9% 8.1% 8.2% 7.4% 6.9% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.loss 0.22 0.40 0.40 0.36 0.32 0.32
Peer Group* average
60% Equity / 40% Bonds 0.68 0.74 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.80 0.95 0.92 0.93 0.97  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.68 0.74 0.71 0.67 0.66 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.0351592720285136 0.233668141896943 0.201387977772842 0.132253921022721 0.0954928091587269 0.0942758847047653
t.dbnd 0.0816351071264193 0.399766792955774 0.292067097642009 0.175919339698805 0 0
t.qaro 0.31480130187144 0.64686053231971 0.523813898228304 0.361022975211877 0.300284961656348 0.247898878548189
t.acap 0.347500574319036 0.583867993252192 0.557905947819058 0.503385573741069 0.482240212109515 0.437717472340266
t.trdd 0.255382725791945 0.525997312274489 0.521130201160026 0.481910654381818 0.40636115668575 0.35269879835106
t.shar 0.116440057003414 0.485204101368974 0.538844886298542 0.438657273907403 0.367715905849454 0.353913847988613
t.tris 0.172671174676597 0.46501154945435 0.470953469765134 0.408961827357225 0.324794036410588 0.312518509853696
t.tret 0.285078523651526 0.535879234530057 0.519042618149152 0.481406164745974 0.406092439673998 0.352638318792816
t.rsop 0.490688631114967 0.792041257614641 0.734464266585698 0.695391834324204 0.692430918915537 0.707176712493102
t.rpcl 0.358299178533224 0.663473559057036 0.542979345255143 0.474318612341137 0.40472782649516 0.349667562372231
t.risd 0.264559021408775 0.501433572098521 0.459708932810708 0.390573067773403 0.336192745118961 0.31221305755086
t.mva3 0.21982214504286 0.580297109390125 0.513297280683393 0.426505465712402 0.397458320958855 0.360467885733654
t.mva2 0.233124697426773 0.576143760743901 0.48151216828342 0.375464416852119 0.329777491308437 0.2814156677915
t.mca2 0.393104866855652 0.704868257051467 0.611756319183562 0.509696971938975 0.453878959729374 0.421718344635098
t.mca1 0.321439373769419 0.643816024778242 0.545009865223771 0.440532383722833 0.393950372348031 0.374049891748544
t.madd 0.278204810868304 0.504936854793838 0.473171207315546 0.392535424322818 0.335687105457291 0.310877645276986
t.loss 0.216192470985992 0.396533157944349 0.400121785063259 0.362365385858328 0.316532210164947 0.323479523874887
t.eqrc 0.417261733332241 0.733957706447585 0.637027839292046 0.54064747128231 0.481813245448056 0.456720984032049
t.cvar 0.142355109420607 0.426656816441989 0.383857308195594 0.323490648042697 0.298731825679161 0.282707083995901
t.cdar 0.275241780475074 0.514786860965342 0.485081964285999 0.430247474055378 0.37093788149792 0.341092864346294
t.srt3 0.932117702970155 0.656062803012786 0.612788303585782 0.603121491349505 0.618859440184228 0
t.srt5 0.973966503895183 0.995429365897977 0.948933634020482 0.935540921885756 0.969087995515996 0
t.srrs 0.796773134441602 0.686615281899552 0.718369004346704 0.639487800850416 0.637899569032948 0
t.srqr 0.362206833811993 1.79933846723395 1.64724668540957 1.50013822497729 1.45465846763804 0
t.pure 0.933439096635821 1.07127559925891 1.05133540393099 0.698852741859293 0.52497961972422 0.547201517888782
t.frs4 0.411794395306422 0.351029161137856 0.400769595684344 0.317818026240989 0.341810890852222 0.339561459457298
t.frs3 0.556428204075524 0.442843153213701 0.476132289465944 0.381364559459499 0.403462556562507 0.396735929745034
t.frs2 0.776490502413055 0.536776854526706 0.475628864754405 0.448457439255224 0.462194790071948 0.463219263605614
t.frs1 1.0066614685972 0.631237677195144 0.630336755469661 0.489997282856121 0.497727885762374 0.436418053940902
t.eqwt 0.557328243524194 0.841342210628347 0.783828700946922 0.749301939238887 0.748962739823527 0.797322855764365
t.sort 0.128673273530704 0.485175715065046 0.551007203687609 0.43937707765087 0.370097940402002 0.35578394402058
t.rpba 0.47753912279927 0.785828034522623 0.726320894510434 0.684592025436511 0.683810928432307 0.69372841114682
t.mvar 0.256812251953629 0.511518931430161 0.470371709341218 0.403665233069783 0.342566058511476 0.316974422474036
t.madm 0.278204810868304 0.504936854793838 0.473171207315546 0.392535424322818 0.336004619827868 0.311113339938106
t.dist 0.369904428046746 0.704717370853537 0.580675529420476 0.519780438053081 0.450070182362298 0.42676190349609
t.mdiv 0.323374555808852 0.662178763555778 0.551367672902994 0.449363906867968 0.372973597533569 0.344905364330176
t.coco 0.420162339997152 0.729381657821644 0.635313197044869 0.537470600870275 0.453957809881285 0.456320043136043
t.aaaf 0.408267798922263 0.579414112003342 0.485126253211817 0.402763127396275 0.374303136671933 0.382973025016954
t.aaae 0.501756370182584 0.645195905407285 0.663762837907231 0.623734971834288 0.603768970224232 0.592088578099751
t.aaad 0.280344117938909 0.64891075931098 0.611656363832461 0.553738482046752 0.518950953685314 0.523489026281903
t.aaac 0.323827760073909 0.537385782632007 0.528647287975892 0.490606888279009 0.457313120641 0.428658708353614
t.aaab 0.324501368654893 0.533471611766317 0.528877743179997 0.489255337165182 0.455132249246098 0.428326309210916
t.aaaa 0.416302113861928 0.518038643302778 0.51136998274165 0.48299349977059 0.446555187910712 0.428098831320486


  Compare: Correlation

for period ending July 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.49 0.66 0.65 0.63 0.54
to S&P500 (SPY) 0.34 0.54 0.57 0.57 0.50 0.50
to U.S. Bonds (BND) 0.80 0.75 0.69 0.66 0.65 0.68
to Commodities (DBC) 0.07 0.21 0.13 0.20 0.21 0.23
to Gold (GLD) 0.10 0.67 0.53 0.58 0.50 0.47


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