Minimum Downside MAD Portfolio

for period ending November 30, 2024



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  Overview

t.madd 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 Downside MAD 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 mean absolute deviation (MAD) 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 Downside MAD 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 based on portfolio return and mean absolute deviation.

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

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




  How to Invest

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




  How to Rebalance

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

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




  Compare: Total Return

for period ending November 30, 2024

5-year graph t.madd 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.madd 20.4% 3.0% 23.9% 4.9% 6.5% 7.4% 9.0% 9.1%
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 1.5% 2.3% 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
t.dyhb 14.1223577156594% -1.41389241898607% 17.8718156896123% 4.21710010720848% 6.35812564068905% 3.60360523218273% 5.26712340830457% 0%
t.dbnd 8.69109674975963% 1.67391180584926% 13.2328161403171% 6.29349893443913% 6.92986854056716% 5.36390899840662% 0% 0%
t.qaro 21.4455162322934% 1.78810758032554% 27.4886935198505% 8.21146311744425% 8.85840916164564% 6.32113443719067% 5.37147013926942% 5.01722149528696%
t.acap 23.9292850861299% 2.3655759578431% 27.9880326481023% 2.42364056475108% 4.28281354938482% 5.24195947599198% 7.40935698784277% 8.14010667589766%
t.trdd 16.5560943136343% 1.28933977526822% 19.4467695054517% -2.43566198205739% 4.00394561504973% 4.48665118557572% 7.72584341359477% 8.95563592782382%
t.shar 13.0598636326553% -0.45701009375514% 15.9612803708208% -0.218936458397245% 10.317935148389% 6.85053856340971% 9.6222819285243% 9.92710021197494%
t.tris 15.8720701007389% 0.469446716560794% 18.211873186643% 3.66072915328692% 8.79079887160545% 5.35361698161265% 6.94977012807247% 8.45589465323642%
t.tret 19.9793260865835% 2.54482538016015% 23.4066336326352% -1.07860259218573% 4.56203389308045% 5.26709310390809% 8.27057761357046% 9.29728636089884%
t.rsop 16.7829854024177% 2.39761714099298% 23.4567145772919% 4.76931060912502% 8.56063707218617% 8.18418711180711% 9.37942218810202% 8.98365014356561%
t.rpcl 15.7915105175462% 1.55536096149029% 22.0749015037954% 3.90338945586022% 4.61601998019876% 5.97541950616114% 6.8227074149636% 8.09345096545906%
t.risd 16.2816495121712% 1.61078192397464% 19.2620265457178% 4.48164236849471% 7.01232333394399% 7.54639799368573% 8.85610878015368% 8.89443397299545%
t.mva3 18.4744287114768% 1.83868224651376% 23.18285042298% 5.09910735884298% 7.76405146653114% 7.78477807187445% 9.37735384423197% 9.66555325151537%
t.mva2 14.7943061127287% 1.78666166042874% 19.2992556043192% 3.27854707952488% 5.61899604428939% 6.27321224626967% 7.69549665385103% 8.40608227635693%
t.mca2 15.8495660981923% 2.22438446456135% 21.6839204691639% 3.46278253987544% 6.45894432915974% 6.75853136712385% 7.79577030062277% 8.30916348955131%
t.mca1 14.3110808673602% 1.96189177939417% 19.5630747831047% 2.08247546499334% 5.40053108974365% 6.04033694616777% 7.2878855174481% 7.97122826064876%
t.madd 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 8.98443072873127% 9.12986525540001%
t.loss 19.6530381928248% -0.405074786492324% 22.8130860040539% 4.98883303831221% 6.10999877166059% 6.90472815357825% 8.72680246408015% 8.74966000408575%
t.eqrc 15.7614914076693% 2.27880410666307% 21.652492950368% 3.16966220059884% 6.25450993895627% 6.86591948608575% 8.22054972119464% 8.66249747621377%
t.cvar 22.0671679665371% -1.08224910864274% 25.6891327747383% 6.06760466384342% 5.93846475329032% 6.80222820554333% 8.60193296378093% 8.42159741596917%
t.cdar 9.32411143514336% 2.98670546914401% 13.6684366941634% 3.94370122863474% 7.46849098813374% 6.98682436019102% 9.38240675435662% 9.64458823953727%
t.srt3 35.3309673827433% 9.55604274367051% 42.5033932303482% 11.6519202926863% 15.8206048638463% 11.2536995200203% 12.2845274279219% 0%
t.srt5 38.0059076167757% 9.47182855391656% 47.5240731826282% 16.4690429811652% 20.4484145374422% 13.5181227505488% 14.9515091900437% 0%
t.srrs 22.5466937652225% 5.70351284661185% 28.0694279070491% 9.35274039034657% 13.3671837711926% 10.0072319124987% 10.6815713481486% 0%
t.srqr 118.845572559594% 1.45058930190389% 155.455267715157% 53.1001222651252% 38.8108844592597% 20.6084676166596% 24.954887174715% 0%
t.pure 2.88838167760572% 5.96335115362971% 8.63527387078418% 0.418141394930904% 13.3811095131821% 7.54704927340186% 12.8236263353167% 16.173509792428%
t.frs4 10.3229803421041% 2.73231848126525% 15.967588731993% 4.19517157679927% 8.06690973261983% 5.91776147902323% 5.98811552349181% 7.46834674446368%
t.frs3 14.4433584884541% 3.30194994198582% 21.8302151739358% 7.24438910697267% 11.96393874171% 8.61986453505297% 8.98274034255844% 9.88755534041692%
t.frs2 20.5741447102435% 5.11125603353285% 26.5607231990917% 11.4379372544354% 13.2199152835215% 7.77786109194669% 8.76109771412037% 9.52946941666621%
t.frs1 26.2141554077912% 5.96335115362971% 31.9774077189271% 12.2985093658666% 13.1614860493631% 8.78747278482932% 8.98657764705193% 9.83448600482628%
t.eqwt 16.3063618231069% 2.79118692084302% 23.603028286043% 4.27618195521207% 8.75944933264519% 8.30459140654054% 9.31354329173737% 8.71114138618319%
t.sort 10.9461214790256% -0.97058309620989% 13.3721830247485% -0.542786107660953% 10.385115130426% 6.63254081551174% 9.24549048152252% 9.66285291491182%
t.rpba 17.3730489862375% 2.57185803372732% 24.0032056682905% 4.86253917101749% 8.66067411524518% 8.2702415766158% 9.52220836264259% 9.17608661676561%
t.mvar 19.9793260865835% 2.54482538016015% 23.4066336326352% 6.19777158606283% 7.63049961823392% 7.82459699407145% 9.27712532878373% 9.34541860524421%
t.madm 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 9.0094544515334% 9.14865755290317%
t.dist 15.0589740857093% 1.78143121510951% 22.3044841664845% 2.93755589531388% 4.22823890706832% 6.12324739927417% 6.9372131453763% 8.10176626641377%
t.mdiv 17.5624679773376% 2.5475250335906% 23.0615081903913% 2.11464368831882% 4.73677938650503% 5.36139512196907% 7.71424733055288% 8.22934828702062%
t.coco 18.5839056515126% 2.91177308574885% 24.7244499177359% 2.38043190052055% 6.88881473538516% 6.24804939218881% 8.20432708505867% 8.50607552888707%
t.aaaf 26.6065176801629% 1.41314160678475% 30.3174577744233% 9.35090875758604% 14.1095207956476% 11.7122234363312% 14.1780317297238% 13.5750247995551%
t.aaae 17.6669663881592% 3.94086258511035% 26.3096938311671% 3.76153004737609% 11.0038630771162% 7.98986755633186% 9.2807539787187% 11.1928515895864%
t.aaad 13.4882759809064% 2.09307178977369% 17.6151155128021% 3.5329466266987% 12.7712451719013% 7.52904569069539% 9.74475945271773% 11.8535753179276%
t.aaac 18.9178460608633% 2.56773775879405% 24.3530360475711% 2.3951583854076% 6.8325536589972% 5.83849967432268% 7.29148342190475% 9.91555511394608%
t.aaab 18.0149820496961% 2.30510934783335% 23.4240348608043% 2.12483739276221% 6.85174310088825% 5.89220419921173% 7.37004301773578% 9.97012958803172%
t.aaaa 18.9715001152198% 2.93511906833645% 25.2491510864261% 5.31022696715642% 9.80794101298503% 7.62453952515267% 8.0981120444348% 10.3266254407451%
Historical Return
 
t.madd 20.4% 10.5% 7.3% -19.4% 17.0%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
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 November 30, 2024

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

Maximum Drawdown vs. Annual Return
t.madd Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
t.madd Peer group All other recipes S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
t.madd 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.madd risk vs. 60/40 Better Better Better Better Better Better
t.madd return vs. 60/40 Better Worse Worse Worse Worse Better
Risk-Return Quadrant
NW SW SW SW SW NW
Risk-Return Direction 322° 226° 205° 224° 246° 315°
Risk-Return Magnitude 1.5 0.8 3.0 1.5 1.2 1.8
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd -3.9% -6.6% -7.5% -2.8% 0.0% 3.2%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
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 -5.59483697573664% -8.78743824504522% -3.97664451452419% -7.73278003939345% -4.93542084533671% 0%
t.dbnd -12.9707982003764% -4.16062701825625% -3.67835563877235% -2.78096837176126% 0% 0%
t.qaro -1.07648661939253% -2.21831747382283% -4.22419116464078% -5.11491945278023% -6.88869872623851% -3.94460788060526%
t.acap -2.12727778891573% -10.0036304839462% -10.9503091753506% -6.61720225177948% -4.33588772549769% -0.0390355297450764%
t.trdd -10.4678684010056% -16.4896195726031% -11.3331466262759% -7.79292883396062% -3.36923687498635% 1.56037452846555%
t.shar -14.2941695337404% -14.4968688223922% -2.46970048013373% -4.59523582146599% -1.58656892918432% 1.38415909188107%
t.tris -10.2139876808641% -8.40741930549354% -4.21641746245355% -6.59227931483604% -5.10227077720687% 0.245611500453318%
t.tret -6.03743728597506% -14.491894701825% -10.5401833943306% -6.68325491677718% -2.43767721047166% 2.23139412699643%
t.rsop -9.39178494818058% -6.69784600555765% -5.87303287554433% -3.27919432182871% -2.45327024715722% 0.234661051025784%
t.rpcl -10.392798402441% -7.85289864037566% -10.5174503089273% -5.58820051515352% -4.79770888033884% 0.521303247094082%
t.risd -12.059755368877% -7.19096800289524% -6.69590856468687% -2.61007540726525% -0.423292106125754% 2.70967932503115%
t.mva3 -5.33550964248122% -6.34080081007431% -5.65214928339345% -2.43981599295803% -0.232280646093932% 3.41378377168036%
t.mva2 -11.6862269134884% -8.82270790619547% -8.75029903633429% -4.75023306438447% -2.78695668748659% 1.4457793559995%
t.mca2 -10.7989212342147% -8.38729732225593% -7.84170375053964% -4.25475529580437% -2.83077318090585% 1.16171268449365%
t.mca1 -12.7053305840123% -10.2617077949452% -9.2359844548978% -5.24156336742139% -3.59277442009271% 0.733431361025783%
t.madd -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0164039476112858% 3.20933760004418%
t.loss -5.23827061446454% -6.50514240476271% -8.00153593301834% -3.64898984992375% -0.981737521387485% 2.01037781751623%
t.eqrc -10.8179842549995% -8.69707134050961% -8.21313178624543% -4.15298342590645% -2.19248826185861% 1.630613477584%
t.cvar -5.54389012917946% -5.03988213982048% -8.40398746435024% -3.84252190414009% -1.3712299934979% 1.60669986350656%
t.cdar -21.1479385221743% -7.81737707212619% -6.37707883876805% -3.97784973754893% -0.623075669046615% 2.48579463241414%
t.srt3 -5.6046812668435% 1.42885808485215% 1.6610794740846% -1.61883561612288% -1.23720453304341% 0%
t.srt5 3.27146175888854% 4.09780247774846% 3.97153101368327% -0.368840665822461% -0.812563060868287% 0%
t.srrs -5.39138185938076% -0.806592895172047% 1.22959336318587% -0.795077614680391% -0.723678396898055% 0%
t.srqr 7.47342548914238% 10.2063833273271% 2.20779790843947% -3.39973544337218% -2.32789244102147% 0%
t.pure -26.2208223031169% -10.3997736937859% -3.4495208277884% -6.40287609795742% -2.72779488248229% 3.09980309464051%
t.frs4 -16.6576610178883% -8.39815388968574% -2.94240619862946% -3.36715359195283% -4.63391513585473% 1.4082578815085%
t.frs3 -14.3038906887094% -2.65237651735706% 2.77924675073135% 0.199591957675953% -0.987877741866775% 3.74263016834711%
t.frs2 -8.67103542603622% 3.71186366176518% 3.38116833983423% -2.84031924809434% -2.91461278366452% 1.12868519955019%
t.frs1 -4.77448248376914% 1.78703784904904% -1.3461183810057% -3.79618862043827% -4.91599557137108% -0.77840928314413%
t.eqwt -10.5889847275874% -7.21813924884993% -5.91783405891486% -3.53852720202007% -3.15335903299264% -0.917496119418579%
t.sort -17.9556248604019% -15.0015021608137% -2.66712986817461% -5.0563003176984% -2.45655850746922% 0.834444248178174%
t.rpba -8.60683011965972% -6.59320388527773% -5.69200256146168% -3.08970139308018% -2.18288640745073% 0.584844207464576%
t.mvar -6.03743728597506% -4.86233499306808% -5.89638761459026% -2.27058304034685% 0.264786020771643% 3.4927354427628%
t.madm -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0492293913824966% 3.23423332054607%
t.dist -11.5915772215981% -8.94273366362388% -11.1213118770018% -5.65784410943736% -4.9969161474935% 0.0965718651991896%
t.mdiv -8.06773008640918% -9.96492454240741% -10.3285019985267% -6.35953014337608% -2.92739271623915% 1.16974045579561%
t.coco -6.10365617740008% -9.47423155408552% -7.60749048865886% -5.34198793053643% -2.58915878407343% 1.13367973588104%
t.aaaf 8.3353313465026% -0.0995795681838869% 4.75994702319972% 3.61603573055684% 6.58495982649526% 7.64103199011989%
t.aaae -4.21255670733822% -8.08166278705449% -2.35832746020568% -3.41999522596297% -2.36090059576881% 3.06310166450915%
t.aaad -8.35703396851775% -8.38768141862872% -0.201441161461547% -4.33974429269827% -2.45953038056645% 3.28722578101661%
t.aaac 8.95107955898676% -9.89462291186863% -7.76836925835737% -6.14573969966163% -4.72117433714273% 2.1849692549811%
t.aaab 7.37165457288464% -10.2688604403038% -7.67929200473336% -6.02242447372727% -4.55893806612102% 2.29064596071518%
t.aaaa 5.54080395677865% -6.04972355916527% -3.18665067241711% -3.28601981373639% -3.27905962276896% 2.85953250484689%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 1.5% -3.6% -2.8% 0.9% 3.4% 4.6%
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 9.94124843725937% -2.31739785877095% 1.3920914083931% 0.230716574905045% 2.85328398251574% 0%
t.dbnd 0.425330600537312% -1.42232220126759% 0.510717996357344% 1.30293068771809% 0% 0%
t.qaro 9.98876160822247% -1.03847940512129% -0.322164258752435% 0.407424771195669% 0.353106463605786% 1.12635643557428%
t.acap 6.77510184078451% -6.30052312128373% -6.14992172293277% -2.40182606832755% -0.317514050462258% 2.47459948138629%
t.trdd -2.53219920418706% -10.9929401913989% -5.65202925922795% -2.93123050760509% 1.31827018912742% 4.07751849718334%
t.shar -2.22374784213048% -8.33227711966956% 1.00340957268325% -0.0890049026801059% 3.44145278647945% 4.96269496694885%
t.tris 0.0381494624615559% -4.51693386046699% 0.126943420641825% -1.11071877042332% 1.42237254463122% 3.85678635536519%
t.tret 0.343996032970168% -9.71302087379159% -5.14967179894643% -2.1641292315999% 1.81900621318467% 4.41602354749751%
t.rsop -3.36979923284165% -5.35505051348764% -4.05987122411469% -1.66535738022389% -0.870560514723639% 0.926662852879105%
t.rpcl 0.457379936661845% -5.17670307061486% -5.78268190461482% -1.26192652415214% 0.590385201619224% 3.23178023582884%
t.risd -3.74154993070084% -3.88628482032082% -2.07883673950196% 1.12931013414975% 3.3064599259281% 4.36292656837496%
t.mva3 1.05061997640776% -3.69977676337688% -1.96121261535057% 0.951357143430173% 3.02213707956567% 4.68123124500856%
t.mva2 -3.05576919381611% -5.41375289089632% -3.58519127430672% 0.061682953141295% 2.33326716129412% 4.14107059923425%
t.mca2 -4.0231288495496% -5.9946114950686% -4.17941689187881% -0.946816632853097% 0.843840313677124% 2.79889482472945%
t.mca1 -4.6305655112923% -6.99936714278728% -4.51977763324092% -0.864499073444567% 1.03366730361185% 2.88908011486056%
t.madd 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.44308828997337% 4.611605361319%
t.loss 14.8409253630096% -2.78985011708644% -2.15984486294394% 0.817615695198847% 3.44416208234664% 4.12846393486764%
t.eqrc -4.37521116350744% -6.48187887986964% -4.69369755178192% -1.17962983676407% 0.881861797527588% 2.84498242789468%
t.cvar 11.0635890060699% -1.73074100779997% -1.98685595704131% 1.09379846390889% 3.56412037982551% 4.10200726654574%
t.cdar -15.1042738921209% -4.31016784167851% -1.70803407232288% 0.131777257313473% 3.45665529736026% 4.85517621220494%
t.srt3 -1.34692315100622% 3.71268270591191% 6.78987992751132% 2.56114301390718% 3.40960430884964% 0%
t.srt5 9.75995420913352% 5.412087166257% 5.70773426721397% 1.03690533833928% 0.914336548172903% 0%
t.srrs -1.56601181673743% -0.0282614864692095% 2.5278206357132% 0.766057933535655% 1.04234950883523% 0%
t.srqr 80.0765119704287% 36.2448365525623% 15.7133286932574% 1.21120653557747% 4.70759271458638% 0%
t.pure -32.5159236549195% -10.792425171853% 0.287019622070734% -1.77023099111119% 4.87309661072854% 9.65679227771108%
t.frs4 -10.150023224023% -2.97875779583413% 0.856927187558576% 0.352773278208677% -0.184447585620856% 2.68191915877927%
t.frs3 -10.6483910455609% -0.349528551289327% 4.22336559251704% 2.43110178435531% 2.06755860923774% 4.61988184102113%
t.frs2 -5.74874791923234% 3.81335171939072% 5.42607445961978% 0.990552930025311% 1.14262269073377% 3.67989712649676%
t.frs1 -4.39242204492376% 4.24035956551751% 4.22948588866916% 1.76477132560659% 0.908644121156927% 4.27316242640291%
t.eqwt -4.84159206262219% -6.16083557977369% -4.38067717597593% -2.13565696189988% -1.69850047623554% -0.146026046831604%
t.sort -4.98696582789082% -8.63909985375698% 1.11414842478684% -0.285426600038519% 3.04726281596415% 4.69194341325144%
t.rpba -2.72449674569892% -5.20960203149179% -3.85837833299345% -1.47409573957779% -0.618026754085632% 1.23534249478362%
t.mvar 0.343996032970168% -2.29063040810644% -1.74416468704975% 1.24773537640385% 3.63881041728512% 4.76700646284705%
t.madm 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.46417829465946% 4.62829064972804%
t.dist -0.423405374835436% -6.46419523213607% -6.72437792892746% -1.62012327953988% 0.0471466348692369% 2.54280992001297%
t.mdiv -1.59698182752446% -7.07245512973001% -5.31077718338196% -1.6866782964743% 1.77794688924839% 3.40277013629196%
t.coco -0.0902576894010032% -7.2032178249875% -4.11764414439526% -1.76131112897023% 1.16356863508834% 2.69948361073127%
t.aaaf 10.7085402492805% 1.10022874580088% 5.59862602794074% 5.25675829704363% 7.9006275067326% 8.40751238317208%
t.aaae 4.00269974870864% -5.50141586467991% -0.430692685927442% -0.935159406519266% 0.347097928194326% 4.1734381719688%
t.aaad -0.347920986158123% -5.32781313759621% 2.17180686629303% -0.639434842967246% 1.38859399049054% 5.37646927394143%
t.aaac 10.3452555286396% -6.36560083863409% -3.10567382399517% -1.65975618501737% 0.208667282757111% 4.37642222855745%
t.aaab 9.39935927492332% -6.6135804942132% -3.09039013954127% -1.5939876917251% 0.304297792046801% 4.43229161843069%
t.aaaa 8.58592095237888% -3.20204807206298% 0.054055408520596% 0.253214989318109% 1.17365728759007% 4.83418539748713%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 2.28 0.03 0.31 0.55 0.86 0.80
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 0.20 0.30
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 2.16368766975139 -0.108875279477782 0.463447231842608 0.24630934417458 0.545912371527005 0
t.dbnd 1.50824247614738 0.142460117769383 0.468429688085828 0.528635977742676 0 0
t.qaro 2.4969130344626 0.266048018423818 0.478269138505934 0.424630521589266 0.430172272175466 0.36066225286101
t.acap 2.40011262617443 -0.14593688597231 0.14000834198341 0.331667996163751 0.594212865645482 0.607815488325747
t.trdd 1.71765451913611 -0.494224375384241 0.116613312078623 0.257454680758779 0.644512758526617 0.696483079768313
t.shar 1.38318020667854 -0.384079311553452 0.553485392890996 0.450619082443803 0.760281425310359 0.693914713634055
t.tris 1.74785442459331 -0.0625154886913809 0.473685423497739 0.333848916884686 0.545267044552624 0.625756288573316
t.tret 2.09228421045489 -0.38365289777818 0.157466616094674 0.324917317663056 0.702329492738832 0.736493606596503
t.rsop 1.79218502665796 0.0419502748304227 0.405104682080602 0.536657995374555 0.713837496411892 0.628058075674845
t.rpcl 1.70972425392492 -0.026285010588395 0.162299838459482 0.392942152308949 0.561110126490464 0.63790026206051
t.risd 1.57536537828297 0.00440577810337786 0.349508047998529 0.566564839331586 0.829402664679436 0.766163358182854
t.mva3 2.15635352791753 0.0500662504467131 0.402293396198825 0.577537195525546 0.843084425617363 0.809860978336604
t.mva2 1.60618459535303 -0.0819086785340305 0.244979731624761 0.439601299824208 0.683823837731593 0.691238135455416
t.mca2 1.67546166540301 -0.0537457140812366 0.295789344862701 0.470449503618612 0.681020850909382 0.674596198363585
t.mca1 1.51333273077217 -0.156395822803913 0.222746022492482 0.410347677600642 0.632922364728247 0.647910288497629
t.madd 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.856484992594906 0.796353122264942
t.loss 2.17246298396081 0.039343101641094 0.288085263998652 0.511484418155778 0.803911515379739 0.730026296621548
t.eqrc 1.67393374806402 -0.0686773996080527 0.278065324148938 0.47637343452394 0.719985159152401 0.702611157606324
t.cvar 2.1229535869161 0.119020937836895 0.267046960976841 0.496339007735629 0.775799188414016 0.702674078610869
t.cdar 0.765949291918086 -0.0245266473756135 0.368133370572243 0.487109868303252 0.818070710048915 0.7564237588663
t.srt3 2.01980798462951 0.466783597566231 0.784381657784061 0.653410700303422 0.803699640373349 0
t.srt5 2.70642147146237 0.61067720031862 0.893871873051205 0.728494378101948 0.835994695631145 0
t.srrs 2.11422849239324 0.339581179710241 0.745787925561731 0.685969731003632 0.824277548169224 0
t.srqr 2.44386888132282 0.981563557022809 0.889232117025239 0.634879833469926 0.796983169020558 0
t.pure 0.306700499041273 -0.137899143843335 0.550061961356813 0.377496337917324 0.717141021195419 0.818381427678352
t.frs4 1.16638264645497 -0.0802053964336667 0.521538722669813 0.510830561237354 0.566108810888681 0.688749530867469
t.frs3 1.36564311292636 0.227209699231202 0.805487307616918 0.731556882624667 0.802288855282137 0.836416900686183
t.frs2 1.83799155510596 0.55062214167287 0.840564551888747 0.560986380954309 0.688323560273205 0.685778779868059
t.frs1 2.14699193491701 0.480569863811931 0.63688721020254 0.519323971028857 0.575741782443858 0.58137680571046
t.eqwt 1.68542156801008 0.0179157460780352 0.406104078315038 0.524353938550295 0.673389291471441 0.563592236257337
t.sort 1.05347968639274 -0.411351665380678 0.546206593275633 0.424613522981671 0.708542186562227 0.662037164484415
t.rpba 1.85870579218337 0.0469336212408697 0.413341545677208 0.547237332487759 0.730136902823349 0.648548119583262
t.mvar 2.09228421045489 0.127577455540644 0.391419619751822 0.587951424134941 0.872576291055142 0.813549240289225
t.madm 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.85853396091748 0.797861207443945
t.dist 1.60202852734263 -0.0813203464183109 0.134511537200747 0.391416908696511 0.550509940583679 0.614476314260293
t.mdiv 1.91196474739728 -0.136675958685148 0.17046717486063 0.343758338772967 0.673610607684225 0.673290190867113
t.coco 2.07567701774961 -0.107171516874373 0.312260015499113 0.407852862539303 0.696671242383738 0.673787149235538
t.aaaf 3.30293279855015 0.364656618253527 0.899888236408548 0.931724565162075 1.25837907513293 1.06656146994734
t.aaae 2.22944666986612 -0.0391574140928954 0.573454832751067 0.528220991465348 0.719296274064316 0.798798902038566
t.aaad 1.9086240569633 -0.0549085252126823 0.672954100182973 0.474360462976542 0.714450307227413 0.812128782691556
t.aaac 3.41512372093906 -0.138066569579761 0.308426941203453 0.364286630106656 0.570819563850875 0.743265315847188
t.aaab 3.28875857612145 -0.158739047388866 0.31204182008604 0.371252520556084 0.580791507445169 0.749528256812445
t.aaaa 3.10168550146866 0.063021656976158 0.530472084822491 0.533100610767117 0.66042156178944 0.783356462007707
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 4.62 0.05 0.46 0.86 1.38 1.30
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
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 5.08399522237812 -0.141312002672744 0.713581443791189 0.359339280822906 0.921338057116868 0
t.dbnd 4.13810798929199 0.216500438708807 0.751118082773872 0.859211559550884 0 0
t.qaro 6.66457048648821 0.41714177657196 0.794986271051676 0.693476774083289 0.673844447400712 0.569491050470394
t.acap 5.07302143639226 -0.194354234805436 0.187535922372581 0.459859937449378 0.867092296382326 0.909605561883767
t.trdd 3.04316730057369 -0.586843551645681 0.162315134119689 0.362443756420687 0.966247867307281 1.11966779383667
t.shar 2.60961955828731 -0.459358566053597 0.872675066200914 0.701280923303432 1.2760083458206 1.18281355937998
t.tris 3.31832922168049 -0.0854158083859165 0.729042340958986 0.501422470696919 0.866743357477317 1.03146000075295
t.tret 4.03870300969501 -0.465970930550588 0.21919899100619 0.45812502314311 1.05034693201411 1.18204402100413
t.rsop 3.45989068769622 0.0581612909307406 0.591433727300368 0.800381365410299 1.1166739988965 0.939109270270056
t.rpcl 3.50114217374007 -0.0374105585064467 0.234664369410354 0.591292007977487 0.871677580417152 1.02055447535944
t.risd 2.65948208459951 0.00607279150723226 0.530035140477114 0.891437029964521 1.34985262100025 1.2484704169685
t.mva3 4.42385143482541 0.0707219179650604 0.614451525831268 0.913053924880811 1.39878393833364 1.3760036750889
t.mva2 2.86828930298475 -0.113302966364551 0.362432801239299 0.68101047594527 1.10153910310688 1.15262062994491
t.mca2 3.08044163785169 -0.0742929521811386 0.436540702250538 0.714260949594243 1.06975476249188 1.06097093633991
t.mca1 2.67258572398469 -0.212984830722846 0.326651986581464 0.62505685538082 0.998838506805138 1.02549472201349
t.madd 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38490038328471 1.29646959006775
t.loss 5.29380129216389 0.0581007667283461 0.448158262623442 0.805010045170347 1.33412208313795 1.181633980247
t.eqrc 3.059800178035 -0.0941121929964365 0.405368092569279 0.715938428720547 1.12400212917987 1.09412986093925
t.cvar 7.41389518637922 0.175691030912726 0.413392259306866 0.774477866345815 1.27833828659089 1.1660521069502
t.cdar 1.15971513378368 -0.0334589567292998 0.545137147465943 0.734527607055429 1.30136851008658 1.21353063625695
t.srt3 4.7945656428481 0.782497812349937 1.5237326881759 1.08691357262153 1.39466630299522 0
t.srt5 6.84543355821018 0.913866574244238 1.47605972741251 1.14537951167873 1.30498049847426 0
t.srrs 4.86848855567591 0.495960264543239 1.18825567400857 1.03433582949024 1.26224173196184 0
t.srqr 7.90329432127351 1.90410078608578 1.66785447822856 1.09529306793753 1.40354366808588 0
t.pure 0.472183568390306 -0.191177005216825 0.909246967659272 0.603369075588424 1.2163124644445 1.44938653421858
t.frs4 1.9019361468352 -0.110529888367423 0.834279454504216 0.787652629694231 0.866308483296934 1.08514678468514
t.frs3 2.30135811345587 0.344961109958994 1.41970085356593 1.20005514821515 1.31904453673074 1.36037904056584
t.frs2 3.69903493527068 0.880845589924529 1.38369680322561 0.832464438861298 1.05685274071544 1.03028459833342
t.frs1 4.07800854812084 0.720190050400268 1.0122250235739 0.79119068702472 0.871039862644359 0.896030294399406
t.eqwt 3.19227553291481 0.0246396954672625 0.590090274710675 0.778629503710428 1.04670485911615 0.829815101819284
t.sort 1.80753383779462 -0.490969626016805 0.886186093056074 0.672843071203373 1.19176872116708 1.12651304806324
t.rpba 3.63450515086337 0.0650537050666944 0.604588320062182 0.816678663700416 1.14530088179608 0.975115739933256
t.mvar 4.03870300969501 0.180144633425621 0.593595730977517 0.925862995457107 1.42799254925613 1.33546440013299
t.madm 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38922270092314 1.29956370322131
t.dist 3.27118059370846 -0.114200237959654 0.189430996332531 0.577253249961298 0.838302569261697 0.932969299073512
t.mdiv 3.65681354871388 -0.188472864665422 0.250007846418386 0.509277858233668 1.04278201095821 1.04971782013892
t.coco 4.24200521835843 -0.149125608422678 0.471313976610075 0.614892022014377 1.09196089190521 1.02551872257058
t.aaaf 9.42081300082339 0.53424019515612 1.48403867245319 1.51681282157122 2.2167932927075 1.89089541998658
t.aaae 6.39424494873895 -0.0513073758533292 0.877562615194523 0.783987648360811 1.11645319540494 1.279410119672
t.aaad 3.78802810954876 -0.0709866821391521 1.03012961257391 0.710724407597382 1.11352543283716 1.32587469283723
t.aaac 10.0519798691906 -0.177148965879041 0.455873568693836 0.535070940602297 0.859496681327178 1.21060674589004
t.aaab 11.4419833500801 -0.202642370170444 0.457492367840518 0.542511644168968 0.872851033802555 1.21918610057974
t.aaaa 14.7843127469274 0.0836407651276379 0.808656215279117 0.801288525796336 1.02379193611448 1.328675646437



  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
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% 15.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 1.4% 9% 13.1% 13.8% 13.8% 0%
t.dbnd 0.9% 10.8% 10.8% 10.8% 0% 0%
t.qaro 2.4% 17.8% 18.6% 18.6% 18.6% 18.6%
t.acap 3% 25.2% 25.2% 25.2% 25.2% 25.2%
t.trdd 3.1% 27.2% 27.2% 27.2% 27.2% 27.2%
t.shar 2.6% 22.1% 22.1% 22.1% 22.1% 22.1%
t.tris 2.7% 21.4% 21.4% 21.4% 21.4% 21.4%
t.tret 2.9% 27.2% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.3% 24.7% 24.7% 24.7% 24.7% 33.1%
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.risd 3.8% 24.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 2.7% 22.5% 22.5% 22.5% 22.5% 22.5%
t.mca2 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.loss 2% 23.8% 23.8% 23.8% 23.8% 23.8%
t.eqrc 3.2% 24.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 1.7% 25.9% 27% 27% 27% 27%
t.cdar 4.3% 24.6% 26.3% 26.3% 26.3% 26.3%
t.srt3 5.1% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 3.1% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 6% 34.9% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.4% 9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 3.6% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.8% 25.5% 25.5% 25.5% 25.5% 42.1%
t.sort 3.4% 22.1% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.2% 25% 25% 25% 25% 31.2%
t.mvar 2.9% 24.5% 24.5% 24.5% 24.5% 24.5%
t.madm 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.dist 2.8% 24.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 2.7% 26.9% 26.9% 26.9% 26.9% 26.9%
t.coco 2.5% 26.8% 26.8% 26.8% 26.8% 26.8%
t.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 2% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
t.aaac 1.3% 25.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 1% 25.3% 27.6% 27.6% 27.6% 27.6%
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 8.7% 13.4% 12.6% 10.4% 9.4% 10.0%
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 6.4% 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
t.dyhb 6.1% 6.9% 7.1% 6.9% 7.6% 0%
t.dbnd 5.5% 9.7% 8.1% 6.2% 0% 0%
t.qaro 9.6% 14.1% 13.4% 11.3% 10.4% 10.5%
t.acap 10.2% 13% 13.3% 11.1% 11.2% 11.8%
t.trdd 8.8% 12.6% 13.1% 11.3% 10.6% 11.3%
t.shar 8.2% 11.3% 14.1% 11.8% 11.7% 13.2%
t.tris 7.8% 12.6% 13.2% 11.5% 11.3% 12%
t.tret 9.3% 13.1% 13.2% 11.4% 10.5% 11.1%
t.rsop 10.9% 15.8% 15.9% 12.8% 12.3% 13%
t.rpcl 10.5% 14.2% 13.6% 11.3% 10.6% 11%
t.risd 9.5% 13.2% 12.7% 10.4% 9.5% 10.1%
t.mva3 8.9% 13.5% 13% 10.7% 10.1% 10.6%
t.mva2 9.3% 13.2% 12.3% 10.6% 9.9% 10.5%
t.mca2 10.5% 14.3% 13.5% 11% 10.1% 10.6%
t.mca1 10.1% 13.6% 12.9% 10.8% 10% 10.5%
t.madd 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.loss 8.6% 12.8% 12.4% 10.4% 9.8% 10.5%
t.eqrc 10.5% 14.6% 13.7% 11.1% 10.1% 10.7%
t.cvar 10.4% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 12.1% 14% 13.5% 11.1% 10.4% 11.4%
t.srt3 21.4% 16.3% 18.7% 16.4% 15.5% 0%
t.srt5 18% 22.2% 22.9% 18.4% 19.1% 0%
t.srrs 11.7% 14.5% 15.1% 12.8% 12.4% 0%
t.srqr 101% 87.2% 66.5% 47.2% 43.4% 0%
t.pure 14.5% 20.2% 23.4% 19.1% 18.9% 21.2%
t.frs4 9.8% 8.3% 9.9% 7.9% 8.7% 9%
t.frs3 13.2% 10.6% 11.5% 9.5% 10.2% 10.6%
t.frs2 12.6% 12% 12.8% 11.2% 11.8% 12.8%
t.frs1 13.7% 17.3% 18.3% 15.1% 15.5% 16.6%
t.eqwt 11.7% 16.5% 16.7% 13.5% 13.1% 14.4%
t.sort 8.2% 11.3% 14.6% 12.1% 12.1% 13.5%
t.rpba 10.8% 15.7% 15.8% 12.6% 12.2% 12.9%
t.mvar 9.3% 13.7% 13% 10.6% 9.6% 10.1%
t.madm 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.dist 11.5% 14.8% 14.2% 11.9% 11.1% 11.5%
t.mdiv 10% 14.6% 13.5% 10.9% 10.1% 10.5%
t.coco 10.1% 15.4% 14.6% 11.6% 10.5% 11%
t.aaaf 8.2% 12.8% 12.9% 11% 10.9% 12.2%
t.aaae 10.1% 13.8% 15.4% 12.6% 12.1% 13.2%
t.aaad 6.7% 13.7% 15.8% 13.1% 13% 14%
t.aaac 5.9% 13.5% 14.9% 12.1% 11.5% 12.2%
t.aaab 5.8% 13.4% 14.7% 12% 11.4% 12.2%
t.aaaa 6.8% 12.8% 14.1% 11.5% 11.1% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 3.8% 8.6% 7.8% 6.1% 5.3% 5.8%
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 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
t.dyhb 1.9% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.1% 7.9% 7.3% 6.4% 6.3% 6.3%
t.acap 4.3% 8.8% 9.3% 7.6% 7.3% 7.6%
t.trdd 4.4% 9.8% 8.7% 7.5% 6.6% 6.6%
t.shar 3.7% 8.5% 8.1% 7% 6.6% 7.3%
t.tris 3.6% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.9% 8.8% 7.6% 6.6% 6.5%
t.rsop 5.1% 10.3% 10.2% 8% 7.5% 8.4%
t.rpcl 4.5% 8.8% 8.7% 7% 6.4% 6.5%
t.risd 5.2% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.7% 8.5% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.6% 8.5% 7.6% 6.3% 5.7% 5.9%
t.mca2 5.1% 9.3% 8.4% 6.7% 6% 6.4%
t.mca1 5.1% 9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.6% 7.8% 6.1% 5.3% 5.8%
t.loss 2.9% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.2% 9.6% 8.6% 6.8% 6.1% 6.5%
t.cvar 2.2% 8.2% 7.5% 6.2% 5.6% 5.9%
t.cdar 7.5% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 8.5% 8.9% 9% 9.5% 8.7% 0%
t.srt5 6.8% 13.8% 13.1% 11.2% 11.9% 0%
t.srrs 4.5% 8.9% 8.8% 8% 7.8% 0%
t.srqr 30.1% 42.2% 33.7% 26.3% 23.8% 0%
t.pure 8.9% 13.6% 13.3% 11.4% 10.7% 11.5%
t.frs4 5.5% 5% 5.6% 4.7% 5.4% 5.4%
t.frs3 7.4% 5.9% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.7% 6.3% 7.1% 7.2% 7.4% 8.2%
t.frs1 6.8% 10.6% 10.9% 9.5% 10% 10.5%
t.eqwt 5.6% 11% 10.8% 8.6% 8.1% 9.4%
t.sort 4.2% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 4.9% 10.3% 10.1% 8% 7.4% 8.3%
t.mvar 4.3% 8.6% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.6% 7.8% 6.1% 5.4% 5.8%
t.dist 5% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.6% 9.5% 8.4% 6.8% 6% 6.3%
t.coco 4.3% 9.9% 8.9% 7.1% 6.3% 6.9%
t.aaaf 2.3% 7.6% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.6% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.7% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaab 1.2% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaaa 0.6% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.madd 0.60 0.53 0.49 0.39 0.32 0.31
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 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) 0.78 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
t.dyhb 0.100224245496299 0.212195466724389 0.140619655777684 0.112870221929229 0.0775727099192749 0
t.dbnd 0.269768055636521 0.403625756532159 0.25713097696951 0.174655124034404 0 0
t.qaro 0.432898784894976 0.652226062707881 0.478542728414426 0.34101545927178 0.283027773259965 0.241564588666064
t.acap 0.561979475347515 0.567024995268305 0.57894145803917 0.496362321772823 0.496685431381967 0.443057049054061
t.trdd 0.588610428957331 0.539981645923455 0.516660565943257 0.476077977634525 0.392614057917011 0.353656996110617
t.shar 0.456715841157486 0.468042742445366 0.489283054198007 0.433127062172447 0.374727597532363 0.363454094737507
t.tris 0.456322845830362 0.478466009246703 0.43711211972277 0.390457241536575 0.323182359561105 0.32197836325838
t.tret 0.626283677044991 0.552481990255785 0.521129080372434 0.477275859736253 0.396084806181548 0.354014122146857
t.rsop 0.757133093830214 0.793923280124657 0.754357784593514 0.694421687985375 0.695718351453506 0.714585149902357
t.rpcl 0.576044886109789 0.624702320849036 0.576212650365472 0.459867330952844 0.378789572469229 0.351789641455364
t.risd 0.62423044439351 0.509297814721651 0.471373538240066 0.386214761798189 0.324937626861313 0.314302973365159
t.mva3 0.593938502403916 0.579133243984674 0.522216196319223 0.423598114066513 0.388483975517035 0.365715439261577
t.mva2 0.601683845059979 0.561861564574167 0.480436098170848 0.367757260163891 0.310153254312369 0.284045109673382
t.mca2 0.718215428204903 0.685843030658187 0.595428611036061 0.501890133849772 0.435555049201806 0.425431302048058
t.mca1 0.66560246297546 0.624985916887862 0.537854936755871 0.430010613360433 0.380516814658731 0.376822596647031
t.madd 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324282384309386 0.312798854061173
t.loss 0.101670220429601 0.413812380273996 0.405520128832016 0.356585631703711 0.303874953848768 0.324486203744019
t.eqrc 0.729362843951369 0.717304045004198 0.620272182024205 0.532437469252301 0.466064028486767 0.460315985862462
t.cvar 0.332972009653392 0.416998638936771 0.377896172815006 0.32258297744633 0.284561979242186 0.290241936882911
t.cdar 0.824791725216739 0.490814998808662 0.478218129645854 0.425539970136642 0.35460607171399 0.343585404992728
t.srt3 1.34895772178037 0.439829800498872 0.466527830010464 0.590533496828229 0.587248271403049 0
t.srt5 1.13737388194972 0.94504777915615 0.92435383777305 0.93072469434519 0.994466711675975 0
t.srrs 0.854784104926731 0.67346388383005 0.61154500751553 0.639794921825975 0.647539144865218 0
t.srqr 2.44502934373525 1.88465177673568 1.59441073347043 1.55172964467144 1.48434541853957 0
t.pure 1.25512410230224 0.969939994514918 0.792329705251969 0.64662865254549 0.514328503647165 0.539703273305537
t.frs4 0.732488448527785 0.31581363203661 0.320540134587884 0.309703083796658 0.374075540512836 0.343246552173485
t.frs3 0.953625474032401 0.383871620988363 0.363083055476256 0.365713008243546 0.432656203173961 0.397887102684462
t.frs2 0.947745570414741 0.388841269168255 0.367354074324675 0.419457559487188 0.488134729612914 0.463955757739295
t.frs1 1.08890206201994 0.459099209657711 0.458612046566296 0.440593979367773 0.524378613976755 0.431228065212161
t.eqwt 0.813385819749929 0.844588423384868 0.796020935668482 0.747462132637013 0.755832709926778 0.805437419478179
t.sort 0.462769064717304 0.465283575952863 0.485790490347839 0.431189706823773 0.376100061140899 0.364192586541879
t.rpba 0.753697961314104 0.785461180425524 0.746223022906888 0.684974931988311 0.687061032461672 0.701386927226196
t.mvar 0.626283677044991 0.528820437738285 0.494104996378734 0.400561156859073 0.331931952375493 0.319628526519314
t.madm 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324592691385518 0.313038083389786
t.dist 0.614646315517902 0.676826244921394 0.620625724708532 0.505304263793569 0.430675016132129 0.43095929023202
t.mdiv 0.681762748759043 0.642042406891661 0.548057708990867 0.442872176705712 0.35543821687037 0.34780523810689
t.coco 0.687193581044207 0.706302430807029 0.624942796649425 0.529188006687816 0.442562185917108 0.459075776172529
t.aaaf 0.506216694971105 0.490298220323408 0.42484768421232 0.389660732044598 0.382345817778889 0.386514836324029
t.aaae 0.600014079429374 0.654333227523091 0.659267738884373 0.611407469196082 0.591881354835565 0.596779250662468
t.aaad 0.448998401825636 0.589160027847046 0.592307759481204 0.543475700663122 0.546326637730146 0.53520579601667
t.aaac 0.311495755807798 0.572955205244585 0.539291668547752 0.483294929616462 0.44587986099512 0.428708539021721
t.aaab 0.31208310500136 0.569334850765059 0.539604833402848 0.482211682537977 0.444533240549524 0.42856151458061
t.aaaa 0.403811234322746 0.532689001438425 0.524511078967841 0.471897520342842 0.433387695551344 0.423407044450546



  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.89 0.79 0.78 0.65 0.56
to S&P500 (SPY) 0.80 0.72 0.74 0.61 0.54 0.51
to U.S. Bonds (BND) 0.76 0.84 0.78 0.77 0.75 0.77
to Commodities (DBC) -0.22 -0.00 0.19 0.13 0.19 0.18
to Gold (GLD) 0.12 0.70 0.62 0.61 0.56 0.50



  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 3.0% -2.3% 2.9% 2.4% 2.6% 2.0% 3.4% -2.0% 4.7% 2.5% -0.1%
2023 2.9% 5.5% 3.4% -5.3% -1.7% 1.8% 2.4% -1.7% 1.2% 6.5% -4.7% 6.3%
2022 1.1% 8.3% -2.5% -6.6% -2.9% 0.6% -3.9% -2.1% -6.4% -1.3% -1.4% -3.3%
2021 1.6% -0.2% 3.7% -3.4% 0.9% 3.1% 0.9% 2.0% 3.5% -0.3% -2.3% -2.3%
2020 1.7% 6.0% -2.9% -0.5% -1.3% 6.9% 2.1% 0.9% 5.3% -4.2% -3.9% 0.9%
2019 1.6% 0.4% 1.0% -0.8% 5.8% 0.3% 3.5% 1.6% -0.4% 3.2% -0.3% 2.9%
2018 2.4% 1.5% -3.8% -1.2% 0.2% -0.2% -1.2% 1.2% -1.1% 1.1% -3.3% 3.1%
2017 1.3% 2.3% 1.3% -0.5% 1.6% 1.6% 0.0% 2.0% 1.5% -0.1% 3.4% 2.7%
2016 0.5% -0.6% -2.6% -0.2% -0.9% 2.8% 4.2% 0.4% 0.4% 2.3% 3.0% 1.1%
2015 -0.9% -1.9% 2.9% -1.7% -1.7% -0.0% -2.4% 0.2% -1.8% -0.2% -1.1% 4.8%
2014 1.6% 2.0% 1.7% -2.8% 2.9% -1.1% 1.4% 2.1% 1.3% 0.5% 2.9% 1.0%
2013 0.6% 0.4% 3.2% 1.7% -2.2% 1.7% -2.2% -2.2% 1.7% 1.1% 0.2% 1.3%
2012 0.3% 0.5% -1.1% 0.1% 0.5% 2.5% 1.7% -0.3% 1.5% -0.3% 0.9% 2.6%
2011 1.4% 1.0% 3.6% -0.6% 5.2% 3.6% -2.2% 0.6% 4.0% 0.2% 3.1% 1.0%
2010 2.1% -0.8% 0.3% 2.5% 3.7% 1.6% 1.4% 0.1% 2.7% 0.7% 1.2% -1.1%
2009 -2.7% 5.5% -1.2% 4.3% 1.5% 3.0% 0.1% 1.2% -1.4% 4.8% -1.3% -9.8%
2008 11.7% 9.6% -8.6% -1.3% 1.8% -0.1% -1.6% -0.5% -0.4% 0.2% -0.6% -0.3%
2007 -0.1% 1.9% 3.7% 2.6% 1.7% 1.7% -1.1% -1.1% 1.7% -0.6% 0.7% 0.5%
2006 -0.5% 2.2% 1.5% 1.8% 2.8% 1.7% 0.9% -1.5% -1.2% -1.7% 0.6% 2.1%
2005 2.5% 3.0% -2.0% 1.7% 1.4% -0.2% 2.1% 1.1% 0.9% -1.4% 0.8% 0.2%
2004 1.8% 0.8% 1.9% 1.1% 2.4% -0.0% 1.4% -0.3% -5.5% 1.0% 1.2% 2.5%
2003 3.6% 2.5% 0.5% 4.5% 2.2% -2.0% 0.1% 6.6%
Monthly Allocation
Month Allocations
202412 GLD,11.11,IYR,3.96,SPY,52.66,TLT,32.27
202411 GLD,13.63,IYR,21.82,SPY,30.36,TLT,34.19
202410 GLD,12.41,IYR,29.39,SPY,29.15,TLT,29.05
202409 EEM,7.56,GLD,12.01,IYR,18.47,SPY,37.12,TLT,24.84
202408 EFA,9.15,GLD,20.1,IYR,3.12,SPY,50.74,TLT,16.89
202407 EEM,17.59,EFA,2.37,GLD,17.05,SPY,33.84,TLT,29.15
202406 EEM,25.7,GLD,19.77,SPY,22.49,TLT,32.04
202405 EEM,9.97,EFA,26.31,GLD,28.64,SPY,18.16,TLT,16.92
202404 EEM,1.53,EFA,41.2,GLD,29.48,QQQ,11.79,TLT,16
202403 EFA,6.12,GLD,28.56,SPY,58.72,TLT,6.6
202402 EFA,4.49,GLD,41.02,SPY,45.09,TLT,9.4
202401 EFA,1.63,GLD,48.34,SPY,46.03,TLT,4
202312 GLD,55.66,SPY,40.85,TLT,3.49
202311 GLD,59.54,IYR,8.37,SPY,28.03,TLT,4.06
202310 GLD,60.41,SPY,34.86,TLT,4.73
202309 GLD,39.43,IYR,5.15,SPY,43.13,TLT,12.29
202308 GLD,40.41,IYR,6.76,SPY,44.54,TLT,8.29
202307 EFA,7.77,GLD,28.59,IWM,6.49,IYR,2.55,SPY,32.89,TLT,21.71
202306 EFA,9.73,GLD,30.7,IWM,11.42,SPY,26.44,TLT,21.71
202305 EFA,11.03,GLD,24,IWM,13.03,SPY,21.2,TLT,30.74
202304 EFA,13.32,GLD,41.98,SPY,26.97,TLT,17.73
202303 GLD,60.85,SPY,20.72,TLT,18.43
202302 GLD,60.98,SPY,19.88,TLT,19.14
202301 GLD,68.01,SPY,5.48,TLT,26.51
202212 GLD,66.8,TLT,33.2
202211 GLD,85.99,SPY,0.22,TLT,13.79
202210 EEM,29.41,GLD,53.69,TLT,16.9
202209 EEM,26.24,GLD,47.02,TLT,26.74
202208 EEM,23.31,GLD,53.57,TLT,23.12
202207 EEM,3.83,EFA,13.87,GLD,51.38,SPY,6.44,TLT,24.48
202206 EFA,22.71,GLD,49.67,SPY,11.44,TLT,16.18
202205 EFA,22.79,GLD,40.07,IYR,20.29,TLT,16.85
202204 EFA,17.58,GLD,32.94,SPY,19.31,TLT,30.17
202203 EEM,6.62,EFA,20.38,GLD,31.45,IWM,1.65,SPY,6.05,TLT,33.85
202202 EEM,12.42,EFA,25.82,GLD,14.69,SPY,11.19,TLT,35.88
202201 EEM,15.22,EFA,11.94,GLD,14.81,SPY,22.63,TLT,35.4
202112 EEM,14.1,EFA,9.56,GLD,14.75,SPY,26.45,TLT,35.14
202111 EEM,7.67,EFA,8.21,GLD,17.36,SPY,34.48,TLT,32.28
202110 EEM,10.25,EFA,13.7,GLD,7.15,SPY,29.87,TLT,39.03
202109 EEM,2.46,EFA,22.46,GLD,11.09,IWM,3.45,SPY,21.3,TLT,39.24
202108 EFA,11.63,GLD,12.13,IWM,3.47,IYR,11.52,SPY,20.57,TLT,40.68
202107 EFA,12.25,GLD,16,IYR,14.88,SPY,12.75,TLT,44.12
202106 EFA,24.51,GLD,13.92,IYR,26.96,TLT,34.61
202105 EFA,26.11,GLD,10.89,IYR,26.72,TLT,36.28
202104 EFA,36.02,GLD,10.81,IYR,12.99,TLT,40.18
202103 EFA,27.61,GLD,6.68,IYR,5.33,SPY,20.02,TLT,40.36
202102 EFA,32.26,GLD,2.6,IWM,5.05,SPY,3.78,TLT,56.31
202101 EFA,32.66,GLD,4.87,IWM,4.3,TLT,58.17
202012 EEM,0.03,EFA,23.78,GLD,3.77,IWM,11.2,TLT,61.22
202011 EEM,9.29,EFA,17.82,GLD,0.48,IWM,8.43,TLT,63.98
202010 EEM,5.88,EFA,17.85,GLD,0.09,IWM,3.13,IYR,3.42,TLT,69.63
202009 EFA,25.54,GLD,0.85,IWM,0.27,IYR,1.38,SPY,10.08,TLT,61.88
202008 EEM,0.66,EFA,26.41,GLD,9.1,IYR,3.45,SPY,4.22,TLT,56.16
202007 EEM,8.68,GLD,30.41,IYR,0.57,SPY,15.42,TLT,44.92
202006 EEM,16.82,GLD,25.59,SPY,7.3,TLT,50.29
202005 EEM,18.1,GLD,25.09,QQQ,8.09,TLT,48.72
202004 EEM,18.49,GLD,30.47,QQQ,7.38,SPY,0.44,TLT,43.22
202003 EEM,6.14,EFA,39.58,GLD,17.55,TLT,36.73
202002 EEM,1.38,GLD,36.01,IWM,19.09,IYR,3.86,SPY,29.07,TLT,10.59
202001 EEM,15.29,EFA,9.51,GLD,21.52,IWM,7.58,IYR,5,SPY,24.72,TLT,16.38
201912 EFA,38.07,GLD,22.7,IWM,15.04,TLT,24.19
201911 EFA,27.78,GLD,15.07,IWM,19.29,IYR,5.98,TLT,31.88
201910 EFA,5.43,GLD,6.98,IWM,9.41,SPY,36.5,TLT,41.68
201909 GLD,3.12,IYR,5.75,SPY,35.18,TLT,55.95
201908 SPY,41.58,TLT,58.42
201907 EFA,10.51,GLD,10.44,SPY,26.82,TLT,52.23
201906 EFA,29.05,GLD,6.49,SPY,11.32,TLT,53.14
201905 EFA,25.61,GLD,9.07,SPY,13.29,TLT,52.03
201904 EFA,24.31,GLD,20.41,IWM,0.92,IYR,5.91,TLT,48.45
201903 EFA,24.65,GLD,15.8,IYR,4.4,TLT,55.15
201902 EFA,20.9,GLD,22.56,IYR,5.91,TLT,50.63
201901 EFA,8.9,GLD,28.45,IYR,6.6,SPY,7.24,TLT,48.81
201812 EFA,2.01,GLD,23.49,SPY,15.23,IYR,5.72,TLT,53.55
201811 SPY,19.18,IYR,4.13,TLT,47.25,GLD,29.44
201810 GLD,15.72,SPY,42.57,TLT,41.49,IWM,0.22
201809 GLD,4.83,TLT,45.01,EFA,4.76,IWM,6.49,SPY,38.91
201808 EFA,32.04,TLT,45.95,GLD,10.22,IWM,11.79
201807 IWM,1.84,IYR,4.43,TLT,37.64,EFA,29.89,GLD,26.2
201806 GLD,29.73,TLT,40.63,IWM,2.56,EFA,27.08
201805 EFA,10.69,GLD,26.27,IWM,11.98,TLT,51.06
201804 IWM,12.69,EFA,5.03,TLT,49.79,GLD,29.01,SPY,3.48
201803 TLT,43.62,EFA,0.05,GLD,26.78,SPY,16.89,IWM,12.66
201802 GLD,10.35,SPY,57.28,TLT,28.98,EFA,3.39
201801 GLD,5.54,TLT,27.4,SPY,67.06
201712 GLD,4.28,EFA,4.3,IWM,3.36,TLT,30.87,SPY,57.19
201711 EFA,2.85,IWM,4.82,GLD,3.74,TLT,26.19,SPY,62.4
201710 IWM,10.15,EFA,4.14,GLD,9.05,TLT,18.7,IYR,7.34,SPY,50.62
201709 SPY,41.89,TLT,32.54,IYR,9.74,GLD,15.83
201708 GLD,15.6,IYR,11.47,SPY,50.65,TLT,22.28
201707 SPY,47.18,TLT,13.92,GLD,24.38,IYR,14.52
201706 IYR,8.34,EFA,12.57,QQQ,14.53,GLD,11.07,TLT,28.11,SPY,25.38
201705 EFA,2.47,QQQ,23.85,TLT,20.35,GLD,10.11,SPY,43.22
201704 GLD,11.07,QQQ,10.75,TLT,17.65,EFA,13,SPY,47.53
201703 GLD,17.76,TLT,14.63,SPY,67.61
201702 TLT,15.24,SPY,63.98,GLD,20.78
201701 GLD,28.47,SPY,56.46,TLT,15.07
201612 GLD,28.66,SPY,56.33,TLT,15.01
201611 GLD,19.1,SPY,64.38,TLT,16.52
201610 GLD,27.31,SPY,51.71,TLT,20.98
201609 GLD,24.3,SPY,50.19,TLT,25.51
201608 GLD,18.21,SPY,47.73,TLT,34.06
201607 GLD,13.03,SPY,46.02,TLT,40.95
201606 GLD,7.85,SPY,44.28,TLT,47.87
201605 EFA,5.88,GLD,10.17,SPY,36.4,TLT,47.55
201604 EFA,7.79,GLD,8.58,SPY,33.13,TLT,50.5
201603 EFA,18.32,GLD,8.14,SPY,19.25,TLT,54.29
201602 EFA,10.13,GLD,17.42,IYR,2.85,SPY,23.04,TLT,46.56
201601 EFA,8.68,GLD,5.53,QQQ,2.1,SPY,30.83,TLT,52.86
201512 EFA,14.45,GLD,15.64,SPY,20.69,TLT,49.22
201511 EFA,11.29,GLD,23.39,IWM,0.6,SPY,22.77,TLT,41.95
201510 EEM,0.43,EFA,33.46,GLD,31.72,TLT,34.39
201509 EEM,4.32,EFA,11.76,GLD,31.3,IWM,21.76,TLT,30.86
201508 EEM,0.07,GLD,29.36,IWM,3.33,SPY,39.47,TLT,27.77
201507 GLD,28.83,IWM,9.93,SPY,35.15,TLT,26.09
201506 GLD,24.56,IWM,3.44,SPY,43.85,TLT,28.15
201505 GLD,16.75,IWM,9.55,SPY,44.74,TLT,28.96
201504 GLD,15.21,IWM,32.62,QQQ,8.82,SPY,8.27,TLT,35.08
201503 GLD,2.79,IWM,6.26,IYR,2.56,SPY,44.92,TLT,43.47
201502 GLD,2.66,IWM,6.24,IYR,11.36,SPY,32.74,TLT,47
201501 GLD,9.01,SPY,38.67,TLT,52.32
201412 GLD,8.97,IWM,0.01,IYR,10.72,SPY,34.92,TLT,45.38
201411 EFA,4.4,GLD,17.15,IWM,4.69,IYR,19.09,SPY,17.4,TLT,37.27
201410 EFA,2.78,GLD,13.51,SPY,51.07,TLT,32.64
201409 GLD,19.18,IYR,7.48,SPY,47.24,TLT,26.1
201408 EEM,3.19,EFA,17.06,GLD,16.66,IYR,15.61,SPY,19.36,TLT,28.12
201407 EFA,7.36,GLD,17.68,IYR,6.09,SPY,33.53,TLT,35.34
201406 EEM,3.67,EFA,14.61,GLD,13.57,IYR,14.39,SPY,13.65,TLT,40.11
201405 EEM,9.7,EFA,9.28,GLD,11.33,IYR,15.08,SPY,11.19,TLT,43.42
201404 EEM,1.54,EFA,8.65,GLD,9.44,SPY,33.26,TLT,47.11
201403 GLD,6.9,SPY,44.68,TLT,48.42
201402 GLD,8.48,SPY,45.32,TLT,46.2
201401 GLD,3.09,QQQ,7.31,SPY,47.12,TLT,42.48
201312 GLD,12.48,SPY,59.89,TLT,27.63
201311 GLD,12.11,QQQ,1.35,SPY,60.05,TLT,26.49
201310 GLD,13.57,QQQ,10.47,SPY,50.56,TLT,25.4
201309 GLD,14.25,QQQ,18.24,SPY,43.46,TLT,24.05
201308 QQQ,3.01,SPY,53.65,TLT,43.34
201307 GLD,0.16,SPY,53.45,TLT,46.39
201306 QQQ,2.17,SPY,52.23,TLT,45.6
201305 EEM,3.55,SPY,49.61,TLT,46.84
201304 EEM,16.12,GLD,17.04,IWM,1.3,IYR,16.25,QQQ,7.46,SPY,9.37,TLT,32.46
201303 EEM,9.49,GLD,7.93,IYR,21.64,QQQ,4.23,SPY,16.03,TLT,40.68
201302 EEM,7.63,EFA,7.1,GLD,9.41,IYR,26.47,SPY,13.07,TLT,36.32
201301 GLD,7.8,IYR,31.97,SPY,23.38,TLT,36.85
201212 EEM,2.16,GLD,4.99,IYR,32.92,SPY,21.98,TLT,37.95
201211 GLD,7.05,IYR,25.27,SPY,27.92,TLT,39.76
201210 GLD,0.07,IWM,5.41,IYR,6.41,SPY,37.56,TLT,50.55
201209 GLD,3.91,IYR,1.35,SPY,46.73,TLT,48.01
201208 GLD,3.41,IYR,11,SPY,36.54,TLT,49.05
201207 GLD,4.22,IYR,11.58,SPY,36.92,TLT,47.28
201206 GLD,9.58,IYR,11.63,SPY,38.37,TLT,40.42
201205 IYR,4.36,SPY,58.38,TLT,37.26
201204 SPY,60.22,TLT,39.78
201203 GLD,2.53,SPY,52.49,TLT,44.98
201202 SPY,50.82,TLT,49.18
201201 EFA,0.43,GLD,5.63,SPY,46.23,TLT,47.71
201112 EFA,0.08,GLD,7.22,SPY,44.91,TLT,47.79
201111 GLD,14.54,SPY,41.14,TLT,44.32
201110 GLD,15.43,SPY,40.13,TLT,44.44
201109 GLD,24.85,SPY,38.19,TLT,36.96
201108 GLD,22.66,SPY,33.15,TLT,44.19
201107 GLD,19.5,IYR,0.93,QQQ,8.97,SPY,20,TLT,50.6
201106 GLD,19.93,QQQ,13.8,SPY,17.8,TLT,48.47
201105 GLD,23.83,QQQ,2.95,SPY,31.61,TLT,41.61
201104 GLD,21.94,SPY,41.21,TLT,36.85
201103 GLD,13.62,SPY,54.34,TLT,32.04
201102 GLD,1.62,QQQ,9.89,SPY,67.21,TLT,21.28
201101 QQQ,14.04,SPY,60.42,TLT,25.54
201012 IYR,0.4,QQQ,0.8,SPY,54.63,TLT,44.17
201011 GLD,3.25,QQQ,33.38,SPY,14.1,TLT,49.27
201010 GLD,21.69,SPY,36.02,TLT,42.29
201009 GLD,12.36,SPY,36.36,TLT,51.28
201008 EFA,5.34,GLD,8.12,SPY,29.08,TLT,57.46
201007 GLD,9.24,SPY,37.5,TLT,53.26
201006 GLD,7.8,SPY,37.57,TLT,54.63
201005 GLD,8.56,SPY,36.54,TLT,54.9
201004 GLD,4.17,SPY,42.73,TLT,53.1
201003 GLD,8.82,SPY,34.43,TLT,56.75
201002 GLD,13.78,SPY,31.53,TLT,54.69
201001 GLD,5.46,QQQ,25.24,SPY,20.29,TLT,49.01
200912 GLD,20.43,QQQ,32.14,SPY,1.24,TLT,46.19
200911 GLD,19.65,QQQ,22.15,SPY,18.03,TLT,40.17
200910 GLD,20.73,QQQ,21.12,SPY,18.52,TLT,39.63
200909 GLD,38.38,QQQ,12.03,SPY,14.04,TLT,35.55
200908 GLD,28.55,QQQ,26.38,SPY,5.71,TLT,39.36
200907 GLD,22.14,QQQ,26.21,SPY,0.32,TLT,51.33
200906 GLD,21.46,QQQ,26.21,TLT,52.33
200905 GLD,20.34,QQQ,7.42,SPY,15.97,TLT,56.27
200904 GLD,25.39,QQQ,0.48,SPY,26.66,TLT,47.47
200903 GLD,12.47,QQQ,25.25,TLT,62.28
200902 GLD,23.34,IWM,1.4,QQQ,9.33,TLT,65.93
200901 GLD,8.43,IWM,8.33,QQQ,13.54,TLT,69.7
200812 GLD,10.09,IWM,16.48,TLT,73.43
200811 GLD,12.04,IWM,16.07,QQQ,1.61,TLT,70.28
200810 EFA,6.7,GLD,11.19,IWM,9.94,SPY,13.05,TLT,59.12
200809 GLD,11.2,IWM,9.15,SPY,20.61,TLT,59.04
200808 GLD,5.82,IWM,6.88,QQQ,0.05,SPY,25.19,TLT,62.06
200807 GLD,6.25,IWM,18.17,SPY,16.13,TLT,59.45
200806 GLD,9.22,IWM,11.05,IYR,7.28,SPY,20.21,TLT,52.24
200805 EFA,8.69,GLD,16.93,IWM,1.33,QQQ,3.11,SPY,21.64,TLT,48.3
200804 EFA,8.94,GLD,18.03,QQQ,7.41,SPY,14.43,TLT,51.19
200803 GLD,11.52,SPY,34.04,TLT,54.44
200802 GLD,10.98,QQQ,4.69,SPY,25.48,TLT,58.85
200801 GLD,4.17,IYR,0.82,SPY,36.17,TLT,58.84
200712 GLD,9.37,IWM,7.59,IYR,2.99,SPY,7.06,TLT,72.99
200711 GLD,14.46,IWM,4.87,QQQ,12.25,SPY,3.49,TLT,64.93
200710 GLD,17.87,IWM,1.5,QQQ,18.81,SPY,4.1,TLT,57.72
200709 GLD,15.28,SPY,22.82,TLT,61.9
200708 GLD,8.39,QQQ,10.56,SPY,18.74,TLT,62.31
200707 GLD,7.11,SPY,23.64,TLT,69.25
200706 GLD,4.73,SPY,19.93,TLT,75.34
200705 GLD,6.14,IWM,0.68,SPY,19.75,TLT,73.43
200704 GLD,3.83,SPY,24.44,TLT,71.73
200703 GLD,8.25,SPY,33.96,TLT,57.79
200702 GLD,7.76,SPY,49.26,TLT,42.98
200701 EFA,0.99,GLD,6.99,SPY,51.33,TLT,40.69
200612 GLD,8.09,IYR,0.56,SPY,53.26,TLT,38.09
200611 SPY,41.69,TLT,58.31
200610 SPY,24.41,TLT,75.59
200609 GLD,3.77,SPY,18.4,TLT,77.83
200608 GLD,4.13,SPY,18.71,TLT,77.16
200607 GLD,5.56,IYR,3.57,QQQ,3.62,SPY,13.11,TLT,74.14
200606 GLD,3.5,IYR,4.54,QQQ,12.43,SPY,15.67,TLT,63.86
200605 GLD,0.23,IYR,6.39,QQQ,4.86,SPY,26.96,TLT,61.56
200604 IYR,1.79,SPY,39.92,TLT,58.29
200603 EFA,7.59,IWM,1.7,SPY,32.47,TLT,58.24
200602 EFA,8.77,GLD,5.98,SPY,25.52,TLT,59.73
200601 EFA,6.59,GLD,16.71,QQQ,13.43,SPY,11.45,TLT,51.82
200512 EFA,10.34,GLD,14.18,QQQ,15.36,SPY,6.37,TLT,53.75
200511 EFA,2.67,GLD,20.82,QQQ,17.08,SPY,7.07,TLT,52.36
200510 GLD,15.62,QQQ,2.61,SPY,43.01,TLT,38.76
200509 GLD,33.49,QQQ,13.08,SPY,21,TLT,32.43
200508 GLD,42.42,QQQ,14.14,SPY,11.1,TLT,32.34
200507 GLD,40.39,QQQ,19.44,SPY,4.93,TLT,35.24
200506 GLD,42.01,QQQ,17.63,SPY,6.28,TLT,34.08
200505 GLD,35.39,QQQ,7.33,SPY,23.79,TLT,33.49
200504 GLD,29.76,SPY,38.89,TLT,31.35
200503 GLD,27.29,SPY,42.3,TLT,30.41
200502 GLD,20.42,SPY,36.65,TLT,42.93
200501 GLD,21.77,SPY,30.99,TLT,47.24
200412 GLD,17.14,SPY,28.49,TLT,54.37
200411 EEM,3.13,GLD,8.06,IYR,3.86,SPY,29.98,TLT,54.97
200410 GLD,11.58,IYR,5.16,SPY,32.95,TLT,50.31
200409 GLD,7.07,SPY,37.58,TLT,55.35
200408 GLD,4.54,SPY,40.43,TLT,55.03
200407 GLD,7.39,SPY,33.29,TLT,59.32
200406 GLD,10.59,QQQ,2.44,SPY,27.28,TLT,59.69
200405 GLD,15.29,SPY,32.65,TLT,52.06
200404 GLD,20.52,IYR,13.93,SPY,19.76,TLT,45.79
200403 GLD,18.1,IYR,12.48,SPY,29.12,TLT,40.3
200402 GLD,16.51,IYR,25.46,SPY,25.98,TLT,32.05
200401 GLD,14.88,IYR,30.77,SPY,20.97,TLT,33.38
200312 EFA,2.49,GLD,15.04,IYR,30.67,SPY,22.59,TLT,29.21
200311 EFA,6.45,GLD,14.81,IYR,37.97,SPY,11.47,TLT,29.3
200310 EEM,3.75,EFA,6.19,GLD,22.45,IYR,37.74,TLT,29.87
200309 EEM,10.85,GLD,27.98,IYR,19.56,TLT,41.61
200308 EEM,9.04,GLD,28.73,IWM,2.18,IYR,17.35,TLT,42.7
200307 EEM,16.32,GLD,15.14,IYR,19.88,SPY,8.58,TLT,40.08
200306 EEM,10.06,GLD,7.18,IWM,5.75,IYR,21.12,SPY,4.18,TLT,51.71
200305 EEM,9.23,GLD,12.84,IWM,1.22,IYR,14.46,SPY,10.02,TLT,52.23
200304 EEM,12.63,EFA,0.81,GLD,9.75,IWM,3.33,IYR,13.02,SPY,10.62,TLT,49.84
200303 EEM,8.91,EFA,7.97,GLD,15.99,IWM,1.7,IYR,19.11,SPY,4.56,TLT,41.76
200302 EEM,12.86,EFA,2.31,GLD,21.77,IYR,5.57,SPY,14.75,TLT,42.74
200301 EEM,11.49,EFA,9.04,GLD,19.79,IYR,7.34,QQQ,0.72,SPY,6.11,TLT,45.51
200212 EEM,9.33,EFA,7.32,GLD,29.71,IWM,5.3,IYR,3.59,QQQ,2.48,SPY,1.67,TLT,40.6
200211 EEM,3.3,EFA,8.92,GLD,27.41,IWM,3.3,SPY,8.2,TLT,48.87
200210 EEM,2.75,EFA,7.89,GLD,22.01,IWM,6.02,IYR,12.08,TLT,49.25
200209 EEM,3.4,GLD,16.35,IWM,16.43,IYR,6.03,TLT,57.79
200208 EEM,7.74,GLD,16.26,IWM,8.92,IYR,2.78,QQQ,2.49,SPY,3.2,TLT,58.61
200207 EEM,11.94,EFA,4.88,GLD,19.7,IWM,11.45,IYR,7.93,TLT,44.1
200206 EEM,10.87,GLD,15.95,IWM,3.3,IYR,7.03,SPY,12.73,TLT,50.12
200205 EEM,15.81,EFA,0.9,GLD,12.4,IYR,16.98,SPY,7.27,TLT,46.64

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