Minimum Correlation Portfolio B

for period ending April 30, 2025


Quick Links



  Overview

t.mca2 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 Correlation Portfolio B gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return (using correlation between asset classes) and responds to market conditions . This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to minimize correlation of the asset classes to reduce volatility and maximize 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 Correlation Portfolio B 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 a version of the Min Correlation investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and the correlation between the assets in the portfolio.

  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 April 30, 2025 and used for May 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 April 30, 2025

5-year graph

● t.mca2 ● 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.mca2 4.3% 0.8% 14.0% 6.5% 6.3% 6.4% 7.6% 8.3%
Peer Group* average
60% Equity / 40% Bonds -2.1% -0.3% 10.0% 7.7% 8.7% 7.7% 8.6% 7.6%
Global Equities (ACWI) -0.4% 0.5% 12.0% 10.4% 13.2% 8.8% 9.0%  
U.S. Equities (SPY) -5.1% -0.9% 11.9% 12.0% 15.5% 12.2% 12.9% 10.2%
U.S. Bonds (BND) 3.2% 0.4% 7.9% 1.9% -0.7% 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
* Peer Group is Tactical: DIY
t.dyhb 1.99237673333725% 2.03198861554274% 10.2421679331093% 6.23880208805565% 4.55622265163762% 3.8869660940807% 5.19007559913094% 6.89900343175727%
t.dbnd 2.52071983437954% 0.812613705275922% 9.59167723629191% 7.83430542499284% 5.25539240936959% 5.03408144114625% 0% 0%
t.qaro 1.50685899670793% 3.11853007745923% 11.469029349929% 10.1949619006392% 5.63948636951541% 5.77319063950248% 5.09880231032951% 4.92415778072071%
t.acap 6.37510057289619% 0.705978726661308% 23.5142710498161% 6.02849910757741% 6.77790007892101% 5.21463953790364% 6.7718348250561% 8.27631635990478%
t.trdd 4.74771777219152% 1.79905933110385% 12.2452484386257% 0.571643311609615% 3.91063295527851% 4.35130457172284% 7.52036030758738% 8.85935742087269%
t.shar 7.90889491759672% 5.42444644964253% 13.6971881737016% 3.245527636793% 10.4507243770382% 7.43230161524138% 9.48285724588416% 10.3785159904137%
t.tris 8.12385220861556% 3.80623263849786% 14.1062663559941% 7.2671935279357% 9.23902888754067% 5.63672985382422% 7.22495718827179% 8.59304889609809%
t.tret 4.70879908506721% 1.13877112651658% 13.6354782464263% 1.77286060517745% 4.17257155044055% 5.03964558093155% 7.98764859912331% 9.16917912629225%
t.rsop 3.27382525499806% 0.660669785240188% 14.0617229631582% 7.93480969443792% 9.3244643497612% 7.74126013545799% 8.79801528035775% 8.96823290313333%
t.rpcl 4.77881341010908% 0.718613243817846% 14.531149926358% 6.63207049104981% 5.33723545612088% 5.62035344185274% 6.68229758754704% 8.07963857864158%
t.risd 4.62680403515989% 0.757955303299106% 11.098381877095% 7.40101718172876% 6.57478660829309% 7.24645272211311% 8.78833618250514% 8.82893534910794%
t.mva3 8.0630705064717% 1.26914196008202% 16.7621957386955% 8.61573354537819% 7.79627523967485% 7.59010963391731% 9.37362308171228% 9.78366725688515%
t.mva2 6.93407539059134% 1.14302759870255% 15.0351792166245% 6.31916168810693% 5.16435491636147% 6.00494020678559% 7.69306225679358% 8.41525810968074%
t.mca2 4.27750481634872% 0.812688486451932% 13.9946547172199% 6.50719291012667% 6.28802206454455% 6.38781453860824% 7.5602808607304% 8.28935058488836%
t.mca1 5.46372050847925% 0.984479823621517% 13.9721729462628% 5.17596370877733% 4.8586166028679% 5.71887947169074% 7.07548069322441% 7.93759201292428%
t.madd 6.05176572076935% 0.641063110361009% 16.9777669847124% 9.56188292054527% 7.03632256370166% 7.25278309362225% 9.07659343806701% 9.11142957858448%
t.loss 4.62015449584579% -0.578168442013647% 11.086914515836% 7.87693737709034% 5.40555911347169% 6.2526441563687% 8.43522640205288% 8.71428174764914%
t.eqrc 3.98340547602372% 0.762446083164508% 13.7365495060595% 6.47851495688625% 6.17129790812545% 6.45501555897969% 7.92469770832389% 8.6295591019903%
t.cvar 7.19310219336595% 0.0945573325779997% 16.4364486927597% 9.06429045075225% 5.23821249959899% 6.61528030189125% 8.54458648384653% 8.88400029261369%
t.cdar 4.75405945029066% 2.94429111632073% 10.7763340194229% 5.92746629877774% 7.06257236100725% 7.03440062122893% 9.37280695151341% 9.65038274821859%
t.srt3 -3.66602476921283% 0.812613705275922% 7.92269100560212% 6.40983589478574% 13.7057377860607% 9.56433886806705% 11.4784903192668% 0%
t.srt5 -5.1269690369566% -0.812% 16.2094123853132% 11.8832794142047% 18.5628787692354% 12.0625230221449% 12.9547196296436% 0%
t.srrs -4.14017677883857% -3.92659160759668% 4.75714074688285% 4.79906384035171% 12.770925144% 8.86474869992582% 9.283767680601% 0%
t.srqr -23.2211503433218% -6.68% 15.9385585636359% 42.0701489545583% 34.9596823051448% 18.9698162884498% 21.4206087191633% 0%
t.pure -3.13206892583821% -1.36046921855706% -5.13845797369569% 2.0001135135395% 11.0179271904271% 6.16352535550371% 10.865380197334% 14.9707863454208%
t.frs4 0.444072743129631% -0.753490520941012% 7.39073428003412% 2.58290608038949% 8.34930570583141% 5.43341276540794% 5.30936149163808% 7.16841053315991%
t.frs3 -0.720837920393269% -1.35741226596903% 9.06168330786856% 3.8477751752743% 10.836259407688% 7.88793054695907% 7.84391605100092% 9.38424915469318%
t.frs2 -3.23124216570739% -2.44134208844842% 8.3749183175146% 3.71520678224067% 12.2816171022161% 7.12621954414618% 7.15545977585352% 9.17316627445914%
t.frs1 -12.4786482850833% -8.57777777777777% 1.75635256545261% -0.649019179076848% 9.97704275003728% 7.03736798508823% 6.17277318447174% 9.40340971266163%
t.eqwt 2.57814506280185% 0.494228390537998% 14.197208815872% 7.57245361003014% 9.31453651352143% 7.80700077532275% 8.59593107145651% 8.67452893235836%
t.sort 7.28984911545274% 5.42444644964253% 11.0176861053656% 2.71972365068101% 10.3679070463251% 7.10499577622052% 9.10212157136787% 10.0276633361982%
t.rpba 3.56043430041382% 0.669685395694781% 14.8221696764163% 8.12765020917769% 9.42553687818175% 7.81409688966292% 8.96232256210161% 9.17993034462537%
t.mvar 5.5145642407008% 1.13877112651658% 14.5099368364856% 9.80491463971986% 7.64118114904206% 7.6741331619935% 9.306515938316% 9.31669605672116%
t.madm 6.05176572076935% 0.641063110361009% 16.9777669847124% 9.56188292054527% 7.03632256370166% 7.25278309362225% 9.10163832218618% 9.13021870144137%
t.dist 4.1740499500668% 0.580199596165973% 15.3766197987758% 6.35265407751322% 5.23316707685488% 5.73194054433588% 6.69312473655139% 8.09536463169638%
t.mdiv 4.98436569480976% 1.0057807958472% 14.2343462751768% 5.67392937135869% 4.38348210967412% 5.03385847157654% 7.49536628427625% 8.20088546015387%
t.coco 3.95295566022349% 0.746759021264436% 15.2524340633192% 6.1924230026617% 6.29241212795442% 5.91021368548887% 7.73350944523938% 8.46386396256475%
t.aaaf 2.47511101835187% -4.40269125080421% 15.8689430888739% 7.82276003066742% 11.3759502355447% 11.2453765850298% 13.1901377712208% 14.0104113292912%
t.aaae 5.77929264378074% -0.206077803872466% 15.3166721800569% 6.24715050660662% 11.472924621262% 8.35087215811943% 8.87434110136165% 11.042223785492%
t.aaad 4.26168262301982% -0.184603016789191% 12.3971612308484% 5.21993599865938% 12.7009770953884% 7.31203049798148% 9.22891643503696% 11.9538418321087%
t.aaac 5.09054468166406% -0.59527877821332% 14.0915637618856% 4.54054650623956% 7.57001606258327% 6.06626320797443% 7.39036763398024% 9.54954821860321%
t.aaab 4.73106604768023% -0.659429296173208% 12.2322922434737% 4.0356384281544% 7.41325970070756% 6.07720248540233% 7.39643005386126% 9.58769066346012%
t.aaaa 3.99237075781655% -2.01952853107619% 12.5966751029464% 6.74492808843159% 10.0137221215279% 7.61853067955929% 8.05170037918213% 10.1103684146089%
Historical Return
 
t.mca2 14.5% 8.9% -18.9% 14.8% 10.9%
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 April 30, 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.mca2 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.mca2 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.mca2 ● 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.mca2 risk vs. 60/40 Worse Worse Worse Better Better Better
t.mca2 return vs. 60/40 Better Worse Worse Worse Worse Better
Risk-Return Quadrant
NE SE SE SW SW NW
Risk-Return Direction 10° 156° 176° 198° 203° 317°
Risk-Return Magnitude 4.0 1.3 2.4 1.4 1.1 0.9
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares t.mca2 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.mca2 5.3% -5.3% -8.3% -3.9% -2.0% 1.5%
Peer Group* average
60% Equity / 40% Bonds 0.1% -3.6% -4.8% -2.0% -0.7% 0.4%
Global Equities (ACWI) 2.0% -1.4% -1.8% -3.2% -4.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 0.3% -14.6% -22.7% -12.3% -8.7% -4.1%
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 4.03633605321402% -4.70617271402095% -9.38618552311686% -6.04132604370665% -3.91162173564815% 1.45307022574727%
t.dbnd 6.65250933164862% -2.33343224225005% -8.19644729753632% -2.8240378362039% 0% 0%
t.qaro 1.77258168719321% -0.646585225759766% -9.09553594147174% -4.95898072021527% -6.11604205639436% -3.75914619251331%
t.acap 18.9450121098776% -5.82336385648496% -7.41768043672198% -5.66911664702558% -3.92799745415909% 0.559091543535107%
t.trdd 3.79145675398107% -12.9011633179031% -11.434947116407% -6.99406864868379% -2.41034396441537% 1.7681818255674%
t.shar 4.42814587328168% -9.74797138410903% -3.3054221963086% -2.76635257068362% -0.162248696872952% 2.43613224317363%
t.tris 5.45214353025792% -4.12174234093481% -4.07039447098808% -5.06056770346274% -3.44598677196831% 0.841486084294607%
t.tret 5.49169745686684% -11.2644621486108% -11.0916247333877% -6.02023394619224% -1.62995813751575% 2.38480760997679%
t.rsop 5.59178807852175% -3.74679576320037% -4.95696138982688% -2.88807524377498% -1.9434167382475% 0.607140748236718%
t.rpcl 5.27340290822938% -5.1561757124928% -9.54624139640785% -5.11519739683166% -3.81187730752205% 0.84295552476113%
t.risd 1.46317268871179% -4.01860212906264% -7.70170885515642% -2.12858197058695% 0.615200648908592% 2.92013299462428%
t.mva3 9.49288152478423% -2.48443730406411% -6.09130436869678% -1.77987219819206% 0.929011098783247% 3.91184991368413%
t.mva2 6.77230765285589% -5.47319535584239% -9.63960103048501% -4.17958481435088% -1.62909150621826% 1.77957689112534%
t.mca2 5.28668261156882% -5.30418820787255% -8.31204682766738% -3.85791895723604% -2.03314154664748% 1.48599653371139%
t.mca1 5.14543967608909% -6.95399226006328% -10.1371907583594% -4.74738430752222% -2.76095301830925% 1.01250537967005%
t.madd 10.8254544037796% -1.08413854465092% -7.03819701687139% -2.04330640627471% 1.32869888150749% 3.49838932213613%
t.loss 1.19877320898947% -3.15847867209867% -9.3277052066176% -3.75370410671744% -0.304809524146567% 2.27833634846296%
t.eqrc 5.02666710323321% -5.36412109127805% -8.50845366656908% -3.80842139769714% -1.48414557987661% 1.93799262095856%
t.cvar 8.24377653606176% -1.95116993208038% -9.65723677600365% -3.26340132223257% -0.265235429139011% 2.71497486630908%
t.cdar 0.266273285872997% -6.01708368138509% -7.34282491752451% -2.89726290717483% 0.626441613164005% 2.85380127171131%
t.srt3 -5.2239563837745% -5.60705616567546% -2.26739885616048% -2.51302129398462% -1.12842260371393% 0%
t.srt5 1.96551728127867% -1.10272714358954% 1.58662678638509% -0.733629394488869% -1.14189530952444% 0%
t.srrs -7.12141391803014% -7.40888095764436% -0.767428122408097% -1.44437913691023% -1.38510512834893% 0%
t.srqr -3.64327979831366% 5.44351757736455% -0.248619783681962% -2.90896199807026% -2.6194948536943% 0%
t.pure -15.864562368662% -9.47654682045181% -6.01082067466122% -6.50197529006893% -3.12979731375867% 2.56564963301355%
t.frs4 -3.15877225124261% -12.8185851382177% -3.25968911183866% -3.55146252691022% -4.48052844658427% 1.26078248795991%
t.frs3 -2.17577437000657% -9.36335716875408% -0.769144080110612% -0.309373361837721% -1.36580019857112% 3.3053526936101%
t.frs2 -3.68764794387767% -9.15756110431484% 0.421216816239193% -2.94295790407568% -3.72456478169893% 1.08073398059449%
t.frs1 -9.36549347512667% -13.9523591218508% -5.68227424022118% -4.724458605053% -6.47751563212087% -0.736450910811794%
t.eqwt 5.47165592566293% -4.26126848791776% -5.25265796983913% -3.16712230644006% -2.74049134594237% -0.560717764335203%
t.sort 0.758259993825143% -10.4840010595106% -3.65186826077499% -3.39207167459418% -1.01053016278875% 1.74792726433439%
t.rpba 6.74214441980207% -3.50038405566334% -4.7851862614294% -2.7196606970628% -1.64441603443193% 0.983905376302481%
t.mvar 6.85431365162567% -0.895436871588413% -6.27369515557415% -1.53543143899258% 1.48130427136917% 3.76384584605192%
t.madm 10.8254544037796% -1.08413854465092% -7.03819701687139% -2.04330640627471% 1.36166273722991% 3.52332811813765%
t.dist 6.7362888445744% -5.53442270055721% -9.73781245919862% -5.17188997761225% -4.12880391998294% 0.463181475733643%
t.mdiv 5.42124833655446% -6.33767821975842% -10.836438378504% -5.886184432765% -2.11088100269517% 1.44579006487487%
t.coco 7.11046723238871% -5.75838392910448% -8.53431401976208% -4.8424635033308% -2.09739679696289% 1.41996873404466%
t.aaaf 4.91382815737289% -3.41414504158695% -1.12752696222481% 3.56214759993348% 6.58380289540704% 8.64102694568865%
t.aaae 8.26828807621766% -5.58518979804972% -2.28085909332574% -1.9448600449578% -1.58704602651268% 3.26526349426273%
t.aaad 7.59993153333063% -6.91150564545098% -0.918771427314226% -3.57398525522396% -1.54234814267712% 3.89356422384053%
t.aaac 8.61003021219781% -7.77031407838652% -7.03625861429555% -4.82081607490437% -3.26630724558189% 2.04259576403567%
t.aaab 5.45085643770754% -8.427265380707% -7.16667509031974% -4.75929717403461% -3.19571197294199% 2.12304788539992%
t.aaaa 3.84366277067064% -4.84952584907721% -3.51656799313927% -2.31770396808751% -2.10115679587028% 2.8551674488801%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 5.6% -3.4% -4.8% -1.0% 1.1% 2.9%
Peer Group* average
60% Equity / 40% Bonds 0.2% -2.6% -3.3% -1.2% -0.3% 0.4%
Global Equities (ACWI) 1.9% -1.2% -1.4% -2.8% -3.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 1.9% -5.6% -7.2% -2.2% -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
* Peer Group is Tactical: DIY
t.dyhb 4.94366185977756% -0.694697241438918% -1.56294763338296% 0.265600784496905% 2.79596798243962% 4.30495769208424%
t.dbnd 3.54323243155711% -0.533183197749292% -1.91137726510504% 0.952176648346063% 0% 0%
t.qaro 3.56230712344794% 0.295893369793638% -4.42084968004331% -0.159612769732716% 0.262092314841587% 1.04772879656776%
t.acap 15.6709034304714% -2.83124600302852% -3.46628183560486% -2.14027741779431% -0.255625650753958% 2.79158112080062%
t.trdd 4.36816421556973% -8.36856509714116% -6.19629439623042% -2.8172385188581% 1.5411700301802% 4.0767824440719%
t.shar 7.17910645580552% -5.29753988470228% 0.136539751296919% 0.67190314766542% 3.89348354764946% 5.57326983982234%
t.tris 7.06900126669012% -1.27500644503391% -0.278319564033302% -0.808159251786194% 2.05834532101364% 4.13087756824804%
t.tret 5.42385511595345% -7.24224575597215% -5.91699672819245% -2.124002980866% 1.96927729456623% 4.38362413088023%
t.rsop 5.4079974118145% -2.64656681023666% -3.17068439077353% -1.49847974343352% -0.543228652540555% 1.20234597481374%
t.rpcl 6.4703860478633% -2.91560536140671% -4.9510313334762% -1.43544798348598% 0.802404917589719% 3.33469314712761%
t.risd 3.17395686129811% -1.3048007476551% -2.81405015271138% 0.979748983173772% 3.54059638502709% 4.38658711136266%
t.mva3 9.36518670096752% -0.505182269846115% -2.1843153272323% 0.983001911219681% 3.46995256794631% 4.93596144365309%
t.mva2 7.53035769999168% -2.74089639069146% -4.407357290925% -0.0941317600730587% 2.61758545942977% 4.2384511876498%
t.mca2 5.62763572828859% -3.40167554035672% -4.77812242554841% -1.02587514117277% 1.06622784184995% 2.93095048545196%
t.mca1 6.01471131136555% -4.33388664916689% -5.46083769069622% -1.01485823926264% 1.22041183833116% 2.98175676748064%
t.madd 9.11509242162005% 0.823170732291274% -2.41829305865527% 0.985556786408261% 3.84460143725949% 4.68836860504798%
t.loss 4.39555942454546% 0.126239108414453% -3.0704597524332% 0.339158237222151% 3.46657220442526% 4.20245149921406%
t.eqrc 5.29897756675249% -3.64339641290943% -5.15523393000718% -1.25693938426559% 1.09747077761464% 2.9785195865212%
t.cvar 10.1750285115424% 1.15807605787345% -2.9711955655777% 1.09623950996036% 3.80747511976552% 4.70700150845467%
t.cdar 2.90415724858772% -2.80699602979288% -2.5639792922342% 0.36080221155808% 3.80393489299547% 4.9657185988774%
t.srt3 -6.40826666173021% -2.81913823940537% 2.79776166895945% 1.21700125911942% 2.96314120419737% 0%
t.srt5 3.47904779844596% -0.446736707671887% 3.58162064097029% 0.441003932735901% 0.273986979424041% 0%
t.srrs -6.07816723281348% -5.27896101145886% 0.471777491475088% 0.167021055695257% 0.403986323342877% 0%
t.srqr 1.73530236394496% 23.6043427059311% 11.3099048328549% 1.62184345214094% 3.12226763821417% 0%
t.pure -15.8173735564007% -9.89510918810668% -5.00760268776169% -3.00833002515245% 3.59288474340679% 8.62849230942627%
t.frs4 -0.839320013281791% -4.98635387063138% 0.0672560959895723% -0.0491578483587594% -0.331880053663566% 2.49693179417903%
t.frs3 -0.384506825254241% -4.24142152793148% 1.65511447511993% 1.77818445856611% 1.51205444816995% 4.2268760978772%
t.frs2 -2.94651588223949% -4.90499706267082% 3.11432526757846% 0.375973169588673% 0.161346272135114% 3.45921506913474%
t.frs1 -11.335639550869% -9.87593172305206% -0.879708151524983% -0.119765307820907% -1.22417607426302% 3.92482117195562%
t.eqwt 5.29714031073947% -3.33558416832696% -3.71265823455913% -1.95249173508464% -1.4072342021363% 0.151721225962214%
t.sort 4.44583107029498% -5.82322193164947% -0.0890839346381176% 0.341900777571495% 3.49894030130656% 5.20904601818218%
t.rpba 6.21297239316338% -2.38822409912086% -2.97515007595339% -1.32143159423352% -0.274824881459511% 1.52654176223762%
t.mvar 6.52571694508222% 0.984413928175647% -1.864605343113% 1.27255229434174% 3.97529784876593% 4.83046415188364%
t.madm 9.11509242162005% 0.823170732291274% -2.41829305865527% 0.985556786408261% 3.8660364120889% 4.70514428117912%
t.dist 7.29582900051164% -3.50316601819492% -5.47063274445871% -1.78301404304779% 0.257086677666152% 2.696602184477%
t.mdiv 6.03530139464676% -3.97153131835399% -5.96821214190426% -1.78340110433015% 1.90266998157054% 3.48500652446803%
t.coco 6.6770832106849% -3.92215271495582% -5.01539669480705% -1.75853344500316% 1.19005122673285% 2.8181400822819%
t.aaaf 7.39615117970101% -0.984913400518314% 1.95245931726358% 4.92426904952138% 7.46952411431077% 8.98500777170904%
t.aaae 7.62620861283892% -3.3398530760787% -0.203660327630327% -0.0815294826403337% 0.798281711133042% 4.27849951600476%
t.aaad 6.1841177909093% -4.03102263880196% 1.64473680191767% -0.460483076849348% 1.79377822442942% 5.74968060950563%
t.aaac 7.10429142855209% -4.56032402120897% -2.62066991332431% -1.09847733918435% 0.952683231705698% 4.15026596850235%
t.aaab 5.24599736590909% -5.04168036389112% -2.80090803719798% -1.08052122248439% 0.974113718929396% 4.1877746659502%
t.aaaa 5.15173081762273% -2.02024990964864% 0.0780723313072738% 0.542708694252286% 1.69902261237931% 4.74017138313504%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 1.06 0.13 0.27 0.42 0.64 0.67
Peer Group* average
60% Equity / 40% Bonds 0.65 0.21 0.46 0.53 0.73 0.60
Global Equities (ACWI) 0.79 0.35 0.64 0.48 0.55  
U.S. Equities (SPY) 0.64 0.43 0.74 0.67 0.79 0.60
U.S. Bonds (BND) 0.65 -0.41 -0.58 -0.12 0.18 0.29
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.957632916117245 0.125414218515688 0.181171505910329 0.271370834665562 0.521912824334406 0.665650720128343
t.dbnd 1.17566189396121 0.261225902819481 0.245786139654935 0.451060631229567 0 0
t.qaro 0.77887815464509 0.37938371344178 0.224181852023639 0.357986896853042 0.39101949376613 0.345951887429429
t.acap 2.08409659766754 0.0914314586078538 0.31596991930318 0.313379877196454 0.531834393101469 0.617287575325883
t.trdd 0.938097306967587 -0.300437883845082 0.0891492788274286 0.230604566747893 0.617089943086838 0.682181885889989
t.shar 0.984417523327716 -0.125702383294711 0.541523156056931 0.483831769348249 0.759845983073004 0.729788348694508
t.tris 1.06534560917459 0.184228445930813 0.50139159964254 0.349323245693993 0.562081000228836 0.635127602279062
t.tret 1.07146327402489 -0.206683777426984 0.108970793224459 0.289771824908607 0.66564119510185 0.718776250995173
t.rsop 1.07998456636472 0.2163905221082 0.459738600949417 0.484920536850085 0.658496966285966 0.62373864646143
t.rpcl 1.05434123006668 0.134869006370788 0.197720080704814 0.345752413101361 0.535681386842921 0.630591197672405
t.risd 0.75405430759785 0.192063502276212 0.299320724381374 0.519532345613916 0.80644941273866 0.751665187426288
t.mva3 1.37775272702665 0.276408743235196 0.390336455931443 0.541555542564173 0.828256717058653 0.812817317349533
t.mva2 1.1696676656246 0.113319373474754 0.189092695294419 0.398268172875528 0.669149821704437 0.684657762259204
t.mca2 1.05564415530563 0.126390311457045 0.267746818549844 0.41896137900209 0.643678729398741 0.667228415013228
t.mca1 1.04413024365487 0.0337480853006684 0.16239861340272 0.364529395774493 0.597920344177004 0.638032829254998
t.madd 1.48272573175964 0.349668925247756 0.337042823097271 0.524995153558088 0.850489248466303 0.7865843388959
t.loss 0.732668654532319 0.239309920166643 0.211206900444502 0.428957200585672 0.75834393427609 0.719027834546884
t.eqrc 1.03551956673157 0.124389292652391 0.257125933115313 0.421830838400339 0.677059220772891 0.694101000659162
t.cvar 1.28211979934041 0.308157831237313 0.192975995210539 0.456083533234846 0.757491364537858 0.743117911646366
t.cdar 0.658621798672389 0.0870591074729259 0.322693491340215 0.475673502066019 0.807970055293707 0.751456399981213
t.srt3 0.25219167559796 0.126860812971795 0.631396814538971 0.526537033339655 0.72500516934243 0
t.srt5 0.802251377231897 0.38782691663115 0.831621470631539 0.633381914077873 0.730474531825172 0
t.srrs 0.0660435796863434 0.0102810579879018 0.688966880073771 0.572363299973202 0.696016532094807 0
t.srqr 0.44205126447959 0.827612730622585 0.822170285559743 0.591688313891979 0.702063381061376 0
t.pure -0.695560950448054 -0.0803187250790208 0.436272655971238 0.295144009918843 0.606618461134422 0.760603525661941
t.frs4 0.377056051533751 -0.318115397982658 0.53041860191554 0.423664679343266 0.485527364637049 0.651510941420264
t.frs3 0.466077705889142 -0.117448708042009 0.676561013241271 0.625052883583226 0.689389641560667 0.781717837673038
t.frs2 0.350697639040132 -0.098916854613914 0.745040657135759 0.478610191875098 0.548049943141226 0.655142547262264
t.frs1 -0.107617543861514 -0.366488106321802 0.439885838782633 0.387997375226192 0.387263344009673 0.556268184350057
t.eqwt 1.07062432406555 0.191617911763661 0.446259680786575 0.471477166500587 0.611942860677041 0.558548651155329
t.sort 0.696232947786366 -0.166394157177709 0.524921099545433 0.448326528256278 0.709224757043615 0.689851887078984
t.rpba 1.16934500350421 0.229107023634032 0.468648633421528 0.494228312625289 0.676574037215707 0.645758835013503
t.mvar 1.17731300211498 0.360978369249933 0.380346179973387 0.555825186033023 0.860505634566573 0.802602164543004
t.madm 1.48272573175964 0.349668925247756 0.337042823097271 0.524995153558088 0.852536612955356 0.788089751503911
t.dist 1.16795137297097 0.11625293669739 0.187959700439202 0.344745161891082 0.517677889034827 0.609850575299199
t.mdiv 1.06612660045962 0.0723047702120221 0.125352368734386 0.297135655188416 0.637575787774605 0.663184698996723
t.coco 1.19786671785005 0.107371910402549 0.259090996709142 0.362547637290709 0.640249321387448 0.664151245550366
t.aaaf 1.02546606551866 0.225152707629292 0.662407798276347 0.853775690396401 1.17184009426449 1.09718958596787
t.aaae 1.28474219726422 0.108958234060722 0.605945552487408 0.540093191307072 0.680148683601906 0.783704403228963
t.aaad 1.23744761131311 0.0343895682291276 0.674588480086344 0.444577612843323 0.682928569794021 0.820735374903176
t.aaac 1.31482384674813 -0.0120922972548063 0.347563893414393 0.368322530285553 0.574229187128692 0.707498808953623
t.aaab 1.06717474844141 -0.049813873220246 0.339418332322169 0.371526458998801 0.57830574015585 0.712212566732997
t.aaaa 0.940640163975292 0.146538572171349 0.537699114541964 0.514789721545761 0.646385420729303 0.75605039767395
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 1.62 0.18 0.39 0.63 1.00 1.04
Peer Group* average
60% Equity / 40% Bonds 1.04 0.30 0.67 0.78 1.11 0.87
Global Equities (ACWI) 1.30 0.51 1.00 0.71 0.82  
U.S. Equities (SPY) 1.06 0.64 1.17 1.02 1.24 0.88
U.S. Bonds (BND) 1.04 0.30 0.67 0.78 1.11 0.87
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.67378414833156 0.168736956859994 0.265352836096491 0.407060788361091 0.876754229849302 1.20776905224266
t.dbnd 2.03193866790501 0.401687483653515 0.37996196797061 0.722323044764017 0 0
t.qaro 1.12518687414022 0.604910711148985 0.350748583792819 0.57489406579259 0.606818433175384 0.541662975874979
t.acap 3.85966833407386 0.126360174269759 0.451909276673977 0.430994651221986 0.763877948766606 0.925929220443298
t.trdd 1.38226409888784 -0.365008440272184 0.12202710709683 0.321628036180859 0.920525160988877 1.09282882051023
t.shar 1.89320999991107 -0.158452349860243 0.855973328363317 0.757391046611202 1.27666693047026 1.27022292390782
t.tris 1.72303959718146 0.265399464147589 0.768731540844214 0.518205330037592 0.899242809053859 1.04798757747683
t.tret 1.60501044175174 -0.256134251696361 0.148634770904894 0.404550107290416 0.988111268212518 1.14888343029861
t.rsop 1.72393976655262 0.3114821146461 0.686649843368713 0.718494823156063 1.02166860058511 0.931074393155525
t.rpcl 1.63684168257736 0.197199603091278 0.292501999898837 0.510281047495601 0.826504621482943 1.00352193987038
t.risd 1.04135897220782 0.271144615364415 0.442279705880554 0.80322961101845 1.30139369427951 1.21715610391621
t.mva3 2.04128132370171 0.401336445716137 0.584832215211633 0.837247791863805 1.36004584491812 1.37159794400727
t.mva2 1.67889900878952 0.160761408408682 0.272000216838789 0.601342162371587 1.06886290544286 1.13282054342271
t.mca2 1.61759304714566 0.180528289338097 0.392353109871113 0.62645823073771 1.00156664422904 1.04484011471857
t.mca1 1.52174479961311 0.0472909704116051 0.232763812624644 0.54317575682018 0.93266059785122 1.00371254163786
t.madd 2.32441514917868 0.506377433585179 0.497673537280025 0.80189679907891 1.36724195789866 1.27412410193319
t.loss 1.26195750717117 0.372067046861544 0.32088394905737 0.663556866583504 1.24223385803966 1.16055097355039
t.eqrc 1.58729512553089 0.176253241798304 0.372458619483311 0.625138090490406 1.04667251130328 1.07662324598388
t.cvar 2.25983470189141 0.470024603157471 0.290198753631507 0.704904118849593 1.2301314211614 1.23705650466619
t.cdar 0.990734122257783 0.121094527764761 0.472767374118408 0.712696561338708 1.28568426524704 1.20344218650527
t.srt3 0.408657771154087 0.191876340765808 1.15676428433372 0.84703859808671 1.22427202358246 0
t.srt5 1.53867013159646 0.578396821875285 1.38937952232844 0.984675532685682 1.12676168323693 0
t.srrs 0.0929320186525138 0.0140501486132705 1.11253084149977 0.843430911325462 1.04354269940385 0
t.srqr 0.926834212336691 1.64312251501205 1.56785882231552 1.01225177126605 1.22247563794909 0
t.pure -0.853895590864281 -0.113205403218655 0.712133064399386 0.460588755905966 1.00917232712325 1.3351207374263
t.frs4 0.530702790834229 -0.405520753550342 0.869620788146289 0.641783113911493 0.735866417034768 1.01731829785946
t.frs3 0.680246519910972 -0.159251775682656 1.16296908763963 0.997838683164778 1.10212682742956 1.25434332595403
t.frs2 0.516280517328595 -0.135777737209048 1.22952354732119 0.696508895180525 0.814061202633328 0.978133196125428
t.frs1 -0.141256440440361 -0.448151582603361 0.679664447709286 0.572986232899484 0.557490936556061 0.853983509981099
t.eqwt 1.75121614877983 0.274423453813683 0.661642969653977 0.696058385979408 0.943709910438314 0.821464564942881
t.sort 1.21353153668228 -0.208870736451996 0.852393460348339 0.713129461780247 1.19862245453238 1.19542471055499
t.rpba 1.90169808338562 0.329901124798245 0.700247845092478 0.732748923269031 1.05237013715976 0.969472948275547
t.mvar 1.74834050089947 0.525606817692636 0.568559473524123 0.862177365197567 1.40004261666082 1.31030483552596
t.madm 2.32441514917868 0.506377433585179 0.497673537280025 0.80189679907891 1.3715229677997 1.27718390657187
t.dist 1.96719921675614 0.169918102829979 0.275092948174291 0.500411002284403 0.783310004127812 0.924664564709452
t.mdiv 1.51925083106214 0.102405662307765 0.179697046466711 0.432572472527035 0.974835685001944 1.02646667241199
t.coco 1.84503849787402 0.154531977986826 0.383568761354244 0.539482413756447 0.990218334557698 1.00687209139293
t.aaaf 1.66754600548266 0.325354481993799 1.04063757411189 1.36287850915275 2.02449718445239 1.94944862160832
t.aaae 1.9716221665865 0.148377838032019 0.916227411949389 0.797672057217446 1.04692070648071 1.24812113723535
t.aaad 2.02869781188657 0.0453651430859736 1.04265258696221 0.66078811911209 1.05646931246124 1.34065863072819
t.aaac 1.94319383418224 -0.0159581373503442 0.515745878475274 0.538790912563507 0.867227041855785 1.14500113951446
t.aaab 1.53991610066079 -0.0653043531983365 0.497711467666605 0.540492465617863 0.869405740620805 1.15057357578908
t.aaaa 1.36755998271501 0.197505228207486 0.808176117165624 0.765565183555046 0.998279350571119 1.27209867447879
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 26.4 9.2 9.4 11.7 16.5 18.8
Peer Group* average
60% Equity / 40% Bonds 13.6 10.0 11.8 11.0 12.7 11.2
Global Equities (ACWI) 15.3 10.8 13.9 9.0 8.8  
U.S. Equities (SPY) 11.5 11.7 15.1 11.9 12.5 9.9
U.S. Bonds (BND) 13.6 10.0 11.8 11.0 12.7 11.2
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
* Peer Group is Tactical: DIY
t.dyhb 106.393159654547 27.469762973492 19.1659892210513 26.4067180577262 64.5529789789153 69.209706022415
t.dbnd 47.0638044351961 17.2055328463152 15.9925419525371 25.9683751944874 0 0
t.qaro 24.5666612124015 14.6785250414532 9.6576712314089 14.7834714269582 16.3520234576841 18.51751381887
t.acap 52.1727889341712 11.1215133208185 11.4148848856985 9.53806801131332 13.2741364131528 18.0792097898481
t.trdd 26.5202117646524 0.43447050765498 6.45879616997847 8.14719104098548 18.3227235444578 23.9745149522945
t.shar 51.1068716552287 6.2750460025389 17.7475857677591 15.7274384906581 25.581975438055 28.0387177855495
t.tris 41.3401206692508 14.977507591178 17.6823130662784 12.6352676528414 21.5092364782406 26.0180930933179
t.tret 26.8562509709938 2.67027104076588 6.95138267251438 9.55630609262537 19.3449435523162 24.8220349028329
t.rsop 24.6765220845851 9.78002850213414 11.9535583907043 10.5568758095266 12.2778123839289 12.1425595156798
t.rpcl 29.9244023494655 10.1909155597418 8.80142343023497 10.9812212565577 16.5535289403319 22.0573319518308
t.risd 23.6207851124211 14.4781031560262 12.655492599383 17.2167897164388 25.8181596186589 26.9627535195253
t.mva3 42.9199233629032 15.0033449481125 13.7580770218338 16.6485823595613 23.453978539902 26.0092817078735
t.mva2 36.9678090712932 11.0250477868993 9.49658641798275 14.7415342911615 23.5653761755279 28.5115424221551
t.mca2 26.4368609251819 9.16281863696735 9.4026690946948 11.6997799660861 16.5082676763646 18.7515318007389
t.mca1 29.6361958300702 7.90557140512115 7.92144104294991 11.9971734862091 17.6816564246345 20.206164480612
t.madd 37.2310456237166 18.7169895260004 13.443233853565 17.230315346738 26.8135215028352 28.0651838403839
t.loss 37.6700327614398 22.1301515017989 12.1599814021015 16.1748464797793 26.7545464699493 25.9173442885582
t.eqrc 25.4571246975861 8.69616831907429 8.91201072722774 11.1790026839924 16.2483143841925 18.0691968160331
t.cvar 71.2460553305922 23.9350294931512 12.4211521094498 19.2652610461009 29.0824593602855 30.164971778668
t.cdar 23.2820168177181 11.3521958924572 13.1182728888043 15.1385511326955 25.402649302053 27.0904528543103
t.srt3 5.65946154516597 10.679933606859 21.587176522289 15.0976144297842 18.086527639574 0
t.srt5 14.1871913215929 11.0388371282801 19.0074244264124 12.4550182173847 12.8228404226395 0
t.srrs 5.15019662049864 6.37640186575269 16.9088500251225 13.1890292222245 13.8000151940313 0
t.srqr 11.8007965203292 20.9693877411168 20.5909059584875 12.2676207407855 14.2455120903877 0
t.pure -6.56390248442601 1.69249634914923 10.2086896857541 8.38711176349946 20.798577264786 27.0459976426672
t.frs4 14.1653944325176 7.16493377375453 20.0096793358179 15.8131163534547 13.7230962600082 19.9565540846947
t.frs3 13.1047339020745 8.92650185840121 22.088096811458 19.5902531415821 17.7383512665534 22.6124651226898
t.frs2 8.69208701869095 7.10832215440203 25.1921373271666 15.0825464471554 14.1524525082877 18.9453696684217
t.frs1 1.2088640716399 -1.74976687372759 15.6711326487733 13.6403666156538 11.277093921173 20.6826134584408
t.eqwt 23.4845569464885 8.74647100400428 11.2747363983497 9.90950282788919 11.0465543234373 10.4087969709656
t.sort 39.723579506579 5.13803574174028 17.2417249740536 14.9921507660794 24.4327827525748 26.9385483514598
t.rpba 26.3355090610537 10.1604937512974 12.2161372287427 10.8231392862686 12.6858036250071 12.679657527226
t.mvar 30.5603265510003 18.7315962095699 14.533746792615 17.6836816202553 26.7984951636124 28.0472590494067
t.madm 37.2310456237166 18.7169895260004 13.443233853565 17.230315346738 26.8641283592888 28.1037725413481
t.dist 31.524038413646 9.04284802425994 8.12205514750657 10.2279008389933 14.6967169776887 18.0886248328416
t.mdiv 28.1650696218458 8.43231196220871 7.05445601264716 10.2749346797568 20.0019347226149 22.6262518630309
t.coco 27.350458502071 8.30388991831867 9.11901093637117 10.2641615034469 16.7375102715949 17.7323042124933
t.aaaf 29.2404717487229 14.8651765429964 22.2768474334127 26.8245409850414 34.8298644852011 35.5821030124681
t.aaae 35.3951565627637 9.4741061621398 16.2932210176601 12.9290208744933 14.7882115176754 18.1027795734582
t.aaad 54.9874102196174 8.53399169440002 19.5730341974493 12.6059883150419 17.0786705094619 22.1404109738203
t.aaac 42.1695796742455 7.65439723406485 12.9225264187895 11.6430987770459 16.3052324157021 21.4791019613702
t.aaab 36.4814158574669 6.77823906340193 12.5980848379394 11.6821763118435 16.3706716579662 21.564305692523
t.aaaa 31.486113401202 12.8903765149032 17.9762739256683 15.0766671979108 18.1508885642453 22.9732332855995


  Compare: Risk & Volatility

for period ending April 30, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 4.5% 12.4% 23.4% 23.4% 23.4% 23.4%
Peer Group* average
60% Equity / 40% Bonds 4.5% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 14.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.6% 5.1% 13.1% 13.1% 13.8% 13.8%
t.dbnd 1.8% 7.7% 10.8% 10.8% 0% 0%
t.qaro 6.2% 9.6% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 13.3% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 20% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 14.7% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 14.1% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 20% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 13.3% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 12.3% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 15.1% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 13.3% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 12.9% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 12.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 12.9% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 14.6% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 12.2% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 12.9% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 16.9% 27% 27% 27% 27%
t.cdar 4.8% 17.7% 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% 15.4% 16.3% 16.3% 27.5% 0%
t.srrs 9.7% 11.1% 11.9% 11.9% 11.9% 0%
t.srqr 23.2% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 11.2% 22.8% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 7.5% 9% 9% 9.6% 12.6%
t.frs3 5% 9.1% 9.5% 9.5% 14.2% 17.3%
t.frs2 8.5% 10% 10% 13.7% 16.3% 26.1%
t.frs1 14.8% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 13.6% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 14.5% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 13.6% 25% 25% 25% 31.2%
t.mvar 4.3% 14.6% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 14.6% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 12.5% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 16% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 15.5% 26.8% 26.8% 26.8% 26.8%
t.aaaf 4.4% 13.4% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 16.5% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 18% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 17.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 17.5% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 16% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 9.3% 14.1% 13.0% 11.0% 10.1% 10.7%
Peer Group* average
60% Equity / 40% Bonds 8.8% 13.0% 12.6% 11.3% 10.5% 10.7%
Global Equities (ACWI) 9.9% 17.3% 17.3% 16.1% 16.2%  
U.S. Equities (SPY) 12.3% 18.2% 18.6% 17.3% 16.5% 16.7%
U.S. Bonds (BND) 5.2% 7.3% 6.3% 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% 6.9% 6.5% 7.5% 8.3%
t.dbnd 4.3% 9.6% 7.9% 6.2% 0% 0%
t.qaro 9.2% 14.2% 12.6% 11.4% 10.4% 10.6%
t.acap 9.6% 12.5% 12.3% 11.1% 11% 11.8%
t.trdd 8.5% 12.7% 12.8% 11.3% 10.5% 11.3%
t.shar 9.6% 11.8% 14.2% 11.8% 11.3% 13.1%
t.tris 9.3% 12.7% 12.7% 11.2% 11.3% 12%
t.tret 8.8% 13.1% 12.8% 11.4% 10.4% 11.2%
t.rsop 9.1% 15.3% 14.6% 12.8% 12.2% 13%
t.rpcl 9.9% 14.1% 12.8% 11.2% 10.6% 11%
t.risd 9% 13.1% 12.3% 10.4% 9.6% 10.1%
t.mva3 9.2% 13.5% 12.6% 10.7% 10.1% 10.7%
t.mva2 9.3% 13.2% 12.1% 10.5% 9.9% 10.6%
t.mca2 9.3% 14.1% 13% 11% 10.1% 10.7%
t.mca1 9.4% 13.6% 12.5% 10.8% 10.1% 10.6%
t.madd 8.7% 13.2% 12.3% 10.3% 9.4% 10%
t.loss 9.3% 12.2% 12.2% 10.5% 9.8% 10.6%
t.eqrc 9.2% 14.4% 13.2% 11.1% 10.2% 10.8%
t.cvar 9.7% 13.7% 12.7% 10.6% 10% 10.4%
t.cdar 9.9% 14% 13.2% 11.1% 10.4% 11.5%
t.srt3 19.6% 17% 19.3% 16.6% 15.9% 0%
t.srt5 16% 21.6% 21.2% 18.4% 18.5% 0%
t.srrs 12.1% 13.8% 15% 13% 12.4% 0%
t.srqr 42.6% 79.6% 63.5% 46.6% 42.6% 0%
t.pure 12% 20% 22.8% 18.7% 18.5% 20.9%
t.frs4 8% 7.8% 9.6% 8% 8.4% 8.9%
t.frs3 10.5% 9.9% 11.6% 9.6% 9.9% 10.6%
t.frs2 12.6% 11.5% 12.7% 11.4% 11.5% 12.8%
t.frs1 15.3% 13.5% 18.3% 15.1% 14.9% 16.4%
t.eqwt 9.4% 15.9% 15.2% 13.5% 13% 14.4%
t.sort 9.7% 11.8% 14.6% 12.1% 11.6% 13.4%
t.rpba 9.1% 15.2% 14.5% 12.7% 12.1% 12.9%
t.mvar 8.7% 13.5% 12.6% 10.6% 9.6% 10.1%
t.madm 8.7% 13.2% 12.3% 10.3% 9.4% 10%
t.dist 9.7% 14.6% 13.1% 11.8% 11.1% 11.5%
t.mdiv 9.4% 14.6% 13.1% 11% 10.1% 10.6%
t.coco 9.3% 15.3% 13.9% 11.6% 10.5% 11%
t.aaaf 11.7% 12.9% 12.9% 11.3% 10.6% 12.2%
t.aaae 8.7% 13.4% 14.7% 12.6% 11.9% 13.2%
t.aaad 6.4% 13.2% 15% 13.1% 12.5% 13.9%
t.aaac 7.4% 13.3% 14.3% 12.1% 11.3% 12.2%
t.aaab 7.3% 13.2% 14.1% 12% 11.3% 12.2%
t.aaaa 8.8% 12.7% 13.6% 11.6% 11.1% 12.2%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 5.7% 8.7% 8.1% 6.8% 6.1% 6.4%
Peer Group* average
60% Equity / 40% Bonds 5.0% 8.1% 7.9% 7.3% 6.5% 7.1%
Global Equities (ACWI) 5.6% 10.7% 10.3% 10.5% 10.5%  
U.S. Equities (SPY) 7.1% 11.2% 11.0% 10.9% 10.2% 11.0%
U.S. Bonds (BND) 3.2% 4.7% 4.5% 3.5% 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 2.9% 4.1% 4.1% 4% 4.2% 4.3%
t.dbnd 2% 5% 4.1% 3.2% 0% 0%
t.qaro 6.1% 7.7% 7.2% 6.6% 6.4% 6.4%
t.acap 4.9% 7.9% 7.9% 7.6% 7.3% 7.5%
t.trdd 5.3% 9.6% 8.6% 7.6% 6.6% 6.7%
t.shar 4.5% 8.3% 8.1% 7% 6.3% 7.1%
t.tris 5.4% 7.7% 7.5% 7% 6.7% 6.9%
t.tret 5.5% 9.6% 8.6% 7.6% 6.6% 6.6%
t.rsop 5.3% 9.4% 8.9% 8.1% 7.5% 8.4%
t.rpcl 6% 8.5% 7.8% 7.1% 6.5% 6.6%
t.risd 6.2% 8.2% 7.5% 6.2% 5.5% 5.9%
t.mva3 5.9% 8.1% 7.6% 6.4% 5.7% 5.9%
t.mva2 6.2% 8.2% 7.6% 6.4% 5.8% 6%
t.mca2 5.7% 8.7% 8.1% 6.8% 6.1% 6.4%
t.mca1 6.1% 8.6% 7.9% 6.7% 6% 6.3%
t.madd 5.2% 8% 7.5% 6.2% 5.4% 5.8%
t.loss 5% 6.8% 7.4% 6.3% 5.7% 6.3%
t.eqrc 5.6% 9% 8.3% 6.9% 6.1% 6.6%
t.cvar 5.1% 7.8% 7.7% 6.3% 5.7% 5.9%
t.cdar 6.2% 8.9% 8.2% 6.8% 6.1% 6.8%
t.srt3 11.8% 10.4% 9.9% 9.9% 9.1% 0%
t.srt5 7.9% 13.4% 11.8% 11.3% 11.7% 0%
t.srrs 8.2% 9.1% 8.5% 8.3% 7.9% 0%
t.srqr 19.8% 37.3% 31.5% 26.2% 23.7% 0%
t.pure 9.4% 13.2% 13.1% 11.4% 10.7% 11.5%
t.frs4 5.2% 5.1% 5.2% 4.8% 5.3% 5.4%
t.frs3 6.7% 6.3% 6% 5.5% 5.9% 6.3%
t.frs2 8.1% 7.3% 6.9% 7.4% 7.5% 8.3%
t.frs1 11.4% 10.2% 11.2% 9.8% 10% 10.3%
t.eqwt 5.3% 10% 9.4% 8.6% 8% 9.4%
t.sort 5.1% 8.4% 8.1% 7% 6.4% 7.3%
t.rpba 5.2% 9.4% 8.9% 8% 7.4% 8.3%
t.mvar 5.5% 8.1% 7.6% 6.2% 5.4% 5.8%
t.madm 5.2% 8% 7.5% 6.2% 5.4% 5.8%
t.dist 5.4% 8.8% 8.1% 7.6% 6.9% 7.3%
t.mdiv 6.3% 9.2% 8.3% 7% 6.1% 6.4%
t.coco 5.7% 9.5% 8.5% 7.2% 6.3% 6.9%
t.aaaf 6.8% 7.8% 7.4% 6.5% 5.7% 6.5%
t.aaae 5.3% 8.8% 9% 8.1% 7.4% 8%
t.aaad 3.5% 8.9% 8.9% 8.3% 7.7% 8.1%
t.aaac 4.7% 9.3% 9% 7.8% 7.2% 7.2%
t.aaab 4.8% 9.2% 9% 7.8% 7.2% 7.2%
t.aaaa 5.8% 8.5% 8.4% 7.3% 6.8% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.mca2 0.52 0.67 0.63 0.52 0.44 0.42
Peer Group* average
60% Equity / 40% Bonds 0.71 0.73 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.76 0.93 0.93 0.93 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.71 0.73 0.71 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.093031992864265 0.2145850996393 0.219765457432813 0.134161535069036 0.0750681906933035 0.0947093051704835
t.dbnd 0.196488088541677 0.435331194248716 0.307092653602172 0.180599715719639 0 0
t.qaro 0.452842532830312 0.671100237217227 0.548298443725548 0.367233799111729 0.290765363645214 0.247331124588261
t.acap 0.444102591788411 0.511108396877607 0.563623714126171 0.510631636176822 0.484222427861016 0.438742411243989
t.trdd 0.44875388933233 0.523494792583981 0.552182264016158 0.491838756234348 0.391653567596237 0.355175367447292
t.shar 0.261275783038749 0.462359538447718 0.569459094097022 0.450683775118925 0.357230308687141 0.357873559120603
t.tris 0.332898546735727 0.462225989369056 0.503035354643895 0.418869606558207 0.319897776562718 0.31704278262021
t.tret 0.494904445056784 0.53502446757119 0.550735223117112 0.491345219805603 0.395113499045968 0.355530031986385
t.rsop 0.555893681160457 0.776133671743454 0.75126282843306 0.700686453606086 0.68854407875645 0.710231860809585
t.rpcl 0.474092999330712 0.617007391619307 0.567298600320456 0.480470528301309 0.382884963506702 0.350696917116424
t.risd 0.455284680953258 0.487413084598075 0.492322704631502 0.400902408199934 0.327061883724726 0.31468355335603
t.mva3 0.382526206688548 0.551312611331907 0.541650912734944 0.435226808751981 0.384984696861971 0.362926862017367
t.mva2 0.397399232531517 0.541944265482989 0.50756708156871 0.383999374261787 0.311849975944975 0.283080365378203
t.mca2 0.516341728033851 0.672608821693926 0.632141973876043 0.516557943209686 0.437119190146219 0.42370673532145
t.mca1 0.459842172763426 0.611184593478777 0.569898370141228 0.447995456142071 0.380692864302313 0.375795800182131
t.madd 0.4467660373953 0.492476775948384 0.497805987255518 0.40095510101092 0.325671254103 0.312388094983654
t.loss 0.285179318015131 0.340383440807313 0.416230805194824 0.365285933343115 0.302416867646021 0.322952899461362
t.eqrc 0.526074700180436 0.705404319292009 0.653847691969416 0.546633315010209 0.466540544807393 0.458534982103777
t.cvar 0.225868623248942 0.364323352512539 0.39400630417808 0.32551233142203 0.281970177244498 0.283103199696409
t.cdar 0.448076892898851 0.491822559119735 0.512138461719308 0.441931351241326 0.355419884785908 0.34352258837995
t.srt3 1.33908335303636 0.567946941876984 0.618957162320132 0.610701687185549 0.615612365061364 0
t.srt5 1.11827716722516 1.04531655071911 0.958503272047638 0.940851514971493 0.983441963767876 0
t.srrs 0.85684893388297 0.698648496569457 0.734924306633271 0.646033024344744 0.647794027150533 0
t.srqr 1.32146658689103 1.9898505958484 1.68110534386446 1.51827452272023 1.47951216650638 0
t.pure 0.835274175694284 0.978385123873959 1.04555307837411 0.693841367120965 0.505860559598296 0.540804087737746
t.frs4 0.497447074296599 0.312453106722222 0.400061655569918 0.321834886200352 0.361810566233994 0.341953337278438
t.frs3 0.665216334012525 0.392491366442274 0.475009650397968 0.385075691933042 0.422796666667725 0.399781662119682
t.frs2 0.923911373289856 0.474233784808439 0.473854865264733 0.44966009583245 0.481277680214361 0.466022366713405
t.frs1 1.16816467232418 0.56762958386672 0.614687062040178 0.490688257167971 0.516850614342012 0.438010866834799
t.eqwt 0.58987736426607 0.82641940313985 0.795613833731272 0.753095351161172 0.746995901756263 0.80031618373133
t.sort 0.268693958969054 0.462340767321227 0.581363337954204 0.450955677966921 0.358449604236096 0.359464917951027
t.rpba 0.549750884994515 0.766050364910946 0.743388556039943 0.690178369580729 0.679351703174096 0.696842959861669
t.mvar 0.463533547310902 0.505067174764611 0.502071557310257 0.414502650300869 0.334433542640271 0.319906333007255
t.madm 0.4467660373953 0.492476775948384 0.497805987255518 0.40095510101092 0.325990031827599 0.31262772374043
t.dist 0.476855767595681 0.66444263998167 0.601937160576268 0.526768920214256 0.431996103814809 0.428510427962577
t.mdiv 0.49316924113272 0.632060238274407 0.572585871839249 0.456417325697942 0.357523715586871 0.347237591289701
t.coco 0.545081677474234 0.704275080337879 0.652286953720942 0.542276485059083 0.441481980414901 0.457902346020158
t.aaaf 0.530933391190279 0.503092563059399 0.495211452392382 0.406388177444971 0.368819623554896 0.384075417385577
t.aaae 0.423009060298584 0.623061441603319 0.683027889076003 0.619279060071305 0.576820315820151 0.590960270977183
t.aaad 0.219194919698681 0.571331202318594 0.631316366558935 0.552739702792386 0.52022293929693 0.524364321083085
t.aaac 0.326001909546201 0.548226870725154 0.559164327863626 0.491455329395161 0.432141486304347 0.428572291888086
t.aaab 0.325867066853973 0.544601352992231 0.561121752101403 0.490747791254379 0.43078438917371 0.428647716830699
t.aaaa 0.389139004979818 0.496550881792358 0.537904679144876 0.482489287635558 0.424634865041479 0.425110737782384


  Compare: Correlation

for period ending April 30, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.85 0.91 0.89 0.81 0.71
to S&P500 (SPY) 0.69 0.83 0.83 0.76 0.68 0.65
to U.S. Bonds (BND) 0.88 0.90 0.85 0.79 0.75 0.75
to Commodities (DBC) -0.26 0.21 0.18 0.23 0.27 0.30
to Gold (GLD) 0.09 0.52 0.50 0.53 0.56 0.55


Disclaimer: This report is provided "as is" for informational purposes only. VizMetrics Inc. is a publisher and none of our content constitutes a recommendation that any particular investment is suitable for any specific person. Neither VizMetrics nor any of its information providers is liable for errors, omissions, or for any actions taken based on this information. This report is subject to the VizMetrics Terms of Service. Contact us if you wish to learn more about this or other VizMetrics reports, please visit www.vizmetrics.com Copyright © 2025, VizMetrics Inc. All rights reserved. Unauthorized reproduction or distribution prohibited.