Maximum Diversification Portfolio
for period ending January 31, 2025
Quick Links
Overview
t.mdiv 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 Maximum Diversification Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes the diversification among asset classes (to reduce volatility) while also maximizing return. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to maximize the diversification of the portfolio ingredients in order to reduce volatility while also maximizing 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
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Maximum Diversification 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:
- 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.
- 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.
- VizMetrics runs the VizMetrics Max Diversity investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and the diversification among the assets in the portfolio.
- 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.
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How to Rebalance
Update frequency: The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.
Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio
Compare: Total Return
for period ending January 31, 2025
5-year graph
●
t.mdiv
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
2.4% |
2.4% |
15.4% |
1.8% |
3.7% |
4.5% |
7.8% |
8.1% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.1% |
2.1% |
16.1% |
6.2% |
8.5% |
8.5% |
9.5% |
7.8% |
| Global Equities (ACWI) |
3.1% |
3.1% |
20.8% |
8.2% |
11.1% |
9.9% |
9.8% |
|
| U.S. Equities (SPY) |
2.7% |
2.7% |
26.2% |
11.8% |
15.1% |
13.6% |
14.3% |
10.5% |
| U.S. Bonds (BND) |
0.6% |
0.6% |
2.1% |
-1.6% |
-0.6% |
1.1% |
2.3% |
3.0% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
0.378141010002442% |
0.378141010002442% |
12.6398090821686% |
5.32548372578006% |
5.18690905087444% |
2.88659958398831% |
5.38770801145279% |
0% |
| t.dbnd |
0.50820953870212% |
0.50820953870212% |
6.98245384318292% |
5.92120744302733% |
6.12671720257232% |
4.83366401737728% |
0% |
0% |
| t.qaro |
1.76270342020322% |
1.76270342020322% |
18.4205635397523% |
7.87966061712007% |
6.24026971041747% |
5.55953659790058% |
5.47455080497059% |
4.89833175364511% |
| t.acap |
3.70745894152513% |
3.70745894152513% |
25.3424280014955% |
2.94410807963641% |
3.28711315306274% |
4.55082759208347% |
7.57672034657619% |
8.28546610276315% |
| t.trdd |
2.82689838747459% |
2.82689838747458% |
15.6862395283716% |
-1.79955936421838% |
3.44960467837274% |
3.77159770620699% |
8.0388204569293% |
8.8229408734827% |
| t.shar |
2.98200165157858% |
2.98200165157857% |
12.6117359465126% |
1.24850861647843% |
10.0228881405776% |
6.21592784302467% |
10.3967591508991% |
9.89659151410411% |
| t.tris |
3.74188495952128% |
3.74188495952128% |
15.3577942090373% |
5.51776478123605% |
9.4461513737039% |
4.49465231829866% |
7.52494256112064% |
8.39943160337635% |
| t.tret |
3.02551415206491% |
3.0255141520649% |
18.5929464510707% |
-0.560636093204725% |
3.75794625028782% |
4.57394626975591% |
8.50723822250008% |
9.15768694114538% |
| t.rsop |
2.96129071867823% |
2.96129071867823% |
17.2404698360757% |
4.98612931964677% |
7.66321301749027% |
7.84199580052205% |
9.51169088381292% |
8.91738046591162% |
| t.rpcl |
3.41943045606559% |
3.41943045606559% |
16.2218300050202% |
3.72608619317074% |
3.55846345569151% |
5.14711865987452% |
7.03714107383833% |
8.00931519026631% |
| t.risd |
2.05169481159035% |
2.05169481159036% |
13.8690070980933% |
4.17584200833594% |
6.09496237832963% |
6.72825270569515% |
8.97571731605598% |
8.70146929636839% |
| t.mva3 |
3.17016526356175% |
3.17016526356176% |
17.4317929269291% |
4.78407269945693% |
6.57058018342871% |
6.92459734726107% |
9.57311598757438% |
9.53213551172152% |
| t.mva2 |
2.9110010342414% |
2.9110010342414% |
14.0522321003032% |
2.97779011442199% |
4.34021081439671% |
5.32466587334828% |
7.82672897504282% |
8.23112366554375% |
| t.mca2 |
2.90240584982644% |
2.90240584982644% |
15.709762498946% |
3.49037957414999% |
5.40732324136617% |
6.09087816869862% |
7.93903048348337% |
8.20226371233232% |
| t.mca1 |
2.83213171982679% |
2.8321317198268% |
13.6935186337291% |
1.94336733914107% |
4.13810822235372% |
5.1462955410287% |
7.40034875959119% |
7.82824391329333% |
| t.madd |
2.80664547277854% |
2.80664547277854% |
19.1606152885675% |
5.09063707606698% |
5.70419618468698% |
6.5873774400423% |
9.18511757533103% |
8.95604296449772% |
| t.loss |
0.962838398773225% |
0.96283839877322% |
17.9926060516797% |
4.38364148420605% |
4.77829717087899% |
6.02560766946481% |
8.70050486322924% |
8.63783623198617% |
| t.eqrc |
2.88844667762154% |
2.88844667762153% |
15.7319149412265% |
3.32832311972664% |
5.26137043179968% |
6.22250198750887% |
8.35923635517672% |
8.55817684767171% |
| t.cvar |
1.47979233824598% |
1.47979233824598% |
20.1061810772624% |
5.69308653538332% |
4.65604318137729% |
6.1624736881601% |
8.64277774538067% |
8.3101315171892% |
| t.cdar |
2.64803857351552% |
2.64803857351551% |
12.521834857521% |
4.73369014184855% |
6.38622779133697% |
6.29077830904052% |
9.73954641597372% |
9.63051710983738% |
| t.srt3 |
6.84661200000001% |
6.846612% |
26.9843934316581% |
10.8728273337991% |
15.1035218244545% |
11.1242889000316% |
12.2651032038334% |
0% |
| t.srt5 |
3.79400000000001% |
3.794% |
31.7305359503504% |
15.0108093731159% |
19.3331026866043% |
13.4460003678567% |
14.9847841555145% |
0% |
| t.srrs |
2.93475121962983% |
2.93475121962984% |
19.2058639969136% |
7.06157050598388% |
12.1211183025925% |
9.87697104440419% |
10.5601122614452% |
0% |
| t.srqr |
-10.08% |
-10.08% |
74.6564185512113% |
60.0395184454358% |
34.8234339028169% |
20.7389466305477% |
23.9585836083407% |
0% |
| t.pure |
2.1634098155429% |
2.1634098155429% |
0.225355856003917% |
-0.358900599249801% |
12.46300348611% |
6.08544831043119% |
12.5885898851948% |
15.5537093008034% |
| t.frs4 |
1.27303106780103% |
1.27303106780103% |
9.20448227792554% |
2.58570829233591% |
7.89060900267471% |
5.43898904703159% |
6.07743509948449% |
7.36889687158184% |
| t.frs3 |
1.57120843505951% |
1.57120843505952% |
12.6591833814078% |
4.52807988107804% |
10.9537388401455% |
7.95254349809538% |
8.88822891813563% |
9.75184310248332% |
| t.frs2 |
2.1679211255996% |
2.16792112559961% |
18.5999654295439% |
7.76714656700837% |
12.3693411749936% |
7.11873588048377% |
8.62218720546624% |
9.63225996828942% |
| t.frs1 |
2.68564018564019% |
2.68564018564019% |
24.4975885003676% |
12.2089761442653% |
12.5721230792603% |
7.89037607645% |
8.89806034956688% |
10.6272265849435% |
| t.eqwt |
2.93369018926548% |
2.93369018926547% |
17.1577792553425% |
4.67822413758754% |
7.82473396922543% |
8.00774416369383% |
9.40892196996674% |
8.66273612974944% |
| t.sort |
2.78971808083275% |
2.78971808083276% |
10.1962905746183% |
0.785096963787324% |
10.1669400810049% |
5.90534511154366% |
10.0836522903092% |
9.56143501773201% |
| t.rpba |
2.98671169723812% |
2.98671169723812% |
17.8509862466135% |
5.0810886140765% |
7.75436702803136% |
7.91868170636307% |
9.67022311704708% |
9.11538475401754% |
| t.mvar |
2.51141201665412% |
2.51141201665412% |
18.0011621002043% |
6.11218228283876% |
6.69601170535206% |
7.06103879829965% |
9.45900474979442% |
9.17844582354856% |
| t.madm |
2.80664547277854% |
2.80664547277854% |
19.1606152885675% |
5.09063707606698% |
5.70419618468698% |
6.5873774400423% |
9.2101873774858% |
8.97480532958785% |
| t.dist |
3.47619023352019% |
3.4761902335202% |
16.7367038398143% |
3.33300742790275% |
3.25573227032603% |
5.27447414449211% |
7.1791782200531% |
8.08983615228471% |
| t.mdiv |
2.41206943173029% |
2.41206943173028% |
15.4307424332814% |
1.77357319896008% |
3.70068636695944% |
4.52486015667737% |
7.76871418880971% |
8.06546593680502% |
| t.coco |
2.59084823592075% |
2.59084823592075% |
17.5434964749073% |
2.451958470912% |
5.88673621325893% |
5.53353783410278% |
8.26576756479636% |
8.40925260258927% |
| t.aaaf |
5.00939599971344% |
5.00939599971345% |
26.1436862858266% |
9.1622629203991% |
13.3067197790518% |
11.3395478819515% |
14.3272169049028% |
13.925600572344% |
| t.aaae |
3.52654144327817% |
3.52654144327817% |
18.5624900721816% |
3.71298497212176% |
10.8428516104241% |
7.47425747977701% |
9.49989393669242% |
10.9785289135899% |
| t.aaad |
2.55593236253133% |
2.55593236253133% |
14.8902096203285% |
5.42319237519604% |
12.1428304305641% |
6.87799911762244% |
10.3456314319837% |
11.8272005839776% |
| t.aaac |
3.59403687132898% |
3.59403687132898% |
19.6067081322482% |
2.83868484111598% |
7.39218417324943% |
5.18404057933395% |
7.87448688968142% |
9.55143662207436% |
| t.aaab |
3.5491685397937% |
3.54916853979371% |
18.1732092208279% |
2.56942703016001% |
7.30996814333875% |
5.23932103211544% |
7.93092796570474% |
9.59253842904539% |
| t.aaaa |
3.59059087742446% |
3.59059087742445% |
17.9125096197691% |
5.23051337777294% |
9.76492449264874% |
6.89946261263987% |
8.55036179949893% |
10.1686483674052% |
| |
|
|
|
|
|
| t.mdiv |
13.5% |
4.9% |
-22.9% |
15.4% |
11.7% |
| 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 |
| 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 January 31, 2025
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Maximum Drawdown vs. Annual Return
●
t.mdiv
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
t.mdiv
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
t.mdiv
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
-10.2% |
-10.7% |
-11.2% |
-8.1% |
-3.1% |
0.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-7.2% |
-5.4% |
-4.5% |
-2.3% |
-0.8% |
0.3% |
| Global Equities (ACWI) |
-4.0% |
-3.5% |
-3.6% |
-3.5% |
-4.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-26.3% |
-21.9% |
-22.9% |
-14.6% |
-10.3% |
-4.8% |
| 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 |
-7.33564284164205% |
-6.71051754292713% |
-6.71168380495066% |
-9.84833572136256% |
-4.88815157044625% |
0% |
| t.dbnd |
-16.4062264946684% |
-5.49636309237425% |
-5.11943642019879% |
-4.65772224950992% |
0% |
0% |
| t.qaro |
-6.26535160171039% |
-3.23949868795729% |
-7.45591570789171% |
-6.67601885999573% |
-6.93596051957706% |
-4.1321333836134% |
| t.acap |
0.637349455791895% |
-9.79473062428008% |
-11.8009275237939% |
-8.06404672532103% |
-4.32443399025574% |
0.182384110525994% |
| t.trdd |
-8.86678239658534% |
-15.8796384833053% |
-11.5697028826365% |
-9.23008044690615% |
-3.0903912261221% |
1.33699079112542% |
| t.shar |
-11.8866085304361% |
-12.6830201456026% |
-2.40186705902855% |
-5.9009223471043% |
-0.528423668621747% |
1.34991734030799% |
| t.tris |
-9.06296419737843% |
-6.26569653960213% |
-2.72713956674112% |
-8.17683956976238% |
-4.45216368480486% |
0.154551864236264% |
| t.tret |
-6.23844872966843% |
-14.0812223487874% |
-11.1343356197832% |
-8.10233313332815% |
-2.30865817863043% |
1.98187809252999% |
| t.rsop |
-7.70169787587091% |
-6.88675911396389% |
-6.43648409091302% |
-4.20404422119429% |
-2.49064136359939% |
0.155750871077331% |
| t.rpcl |
-9.33857505878007% |
-8.47364913517839% |
-11.4288523075394% |
-7.23129564094945% |
-4.71623927359267% |
0.350547483424602% |
| t.risd |
-11.6736875163094% |
-8.06238918683155% |
-7.58725860441756% |
-4.37296208493262% |
-0.483220086585547% |
2.33835455166877% |
| t.mva3 |
-7.13878732085354% |
-7.22965599033272% |
-6.95859391440956% |
-4.22774636748574% |
-0.202892413017267% |
3.13400673312477% |
| t.mva2 |
-11.2707281196486% |
-9.61474086297756% |
-10.2001943307167% |
-6.64944939604851% |
-2.83622043328057% |
1.11427918858608% |
| t.mca2 |
-9.69270505572839% |
-8.76834061215928% |
-8.81560197590888% |
-5.72021546937401% |
-2.867791941708% |
0.965184849696412% |
| t.mca1 |
-11.9803107009189% |
-10.7846379843698% |
-10.5618890416699% |
-7.03323957357203% |
-3.68274649705918% |
0.464456662989416% |
| t.madd |
-4.77508433346984% |
-6.83424642967312% |
-8.1713142466764% |
-4.54417154855468% |
0.095373434633272% |
2.86098205184136% |
| t.loss |
-5.44989745874486% |
-7.91569790217724% |
-9.52446418509144% |
-5.48289703932458% |
-1.2911708901794% |
1.81084236428715% |
| t.eqrc |
-9.55397403614804% |
-8.91053847389654% |
-9.06802612865353% |
-5.57316027982249% |
-2.24182850544681% |
1.43937304634693% |
| t.cvar |
-5.42889698330533% |
-6.03992406945536% |
-9.77780711347924% |
-5.34048294491546% |
-1.56277791414527% |
1.3985710016423% |
| t.cdar |
-13.7252572546832% |
-7.26252186766971% |
-7.38747452123846% |
-5.4469580483558% |
-0.234917766071177% |
2.45216287950112% |
| t.srt3 |
-8.62544383543821% |
-0.425713741460284% |
1.0759432830372% |
-2.35091641139302% |
-1.60595388954535% |
0% |
| t.srt5 |
-0.93171467413481% |
2.08131764222215% |
3.42945011395683% |
-0.892271999203761% |
-0.810023268333454% |
0% |
| t.srrs |
-8.6592494992329% |
-4.33521424152947% |
-0.142453365534864% |
-1.53530111370208% |
-1.14560965640644% |
0% |
| t.srqr |
-3.84285592860951% |
12.3730611746935% |
1.18978318694866% |
-3.7170732411064% |
-2.93954728939784% |
0% |
| t.pure |
-24.6235593435723% |
-11.2560776660658% |
-3.68380092537138% |
-8.06040338628694% |
-3.12828081631492% |
2.54805144442158% |
| t.frs4 |
-16.0310287713067% |
-12.7386387234405% |
-2.78782649221052% |
-4.88469968034505% |
-4.57141819266789% |
1.22483259261133% |
| t.frs3 |
-14.0583809563109% |
-8.00379251076609% |
1.30169020720979% |
-1.56047438009123% |
-1.28486888546383% |
3.49233340191702% |
| t.frs2 |
-9.05270095523372% |
-2.75192149261658% |
2.24623827842586% |
-4.35995277911082% |
-3.26164569613003% |
1.27809723750651% |
| t.frs1 |
-3.49952058021663% |
2.02815849322224% |
-1.4181680384667% |
-5.14877049727538% |
-5.08277484138637% |
0.149041111177768% |
| t.eqwt |
-8.16739064409752% |
-7.19849972142242% |
-6.46858521509199% |
-4.37306593388017% |
-3.22472765908167% |
-0.956843932682219% |
| t.sort |
-15.0285109999036% |
-13.3761781467471% |
-2.46874576002094% |
-6.46054334301473% |
-1.32216809222751% |
0.710830437718812% |
| t.rpba |
-6.9473457202599% |
-6.78180018352373% |
-6.27653417315244% |
-4.03285787952694% |
-2.19956692998021% |
0.511208672102672% |
| t.mvar |
-6.77527860895085% |
-5.49510689246496% |
-6.78593030150167% |
-3.93334897241884% |
0.319536440709889% |
3.15840790664177% |
| t.madm |
-4.77508433346984% |
-6.83424642967312% |
-8.1713142466764% |
-4.54417154855468% |
0.128047703626811% |
2.88584867704529% |
| t.dist |
-8.51654153414293% |
-8.85529136737567% |
-11.8407258142097% |
-7.24507342349419% |
-4.88084474686127% |
0.064049743481462% |
| t.mdiv |
-10.2159896971315% |
-10.6884567530384% |
-11.2281137603222% |
-8.05008725336279% |
-3.11700345255831% |
0.860119343772704% |
| t.coco |
-7.25393791763432% |
-9.73563533878588% |
-8.39821206149971% |
-6.80340740391327% |
-2.76182802220777% |
0.961235452280512% |
| t.aaaf |
2.59525740417871% |
-1.20344904023126% |
3.67414908645289% |
2.38189053853064% |
6.79010588978728% |
8.1424415430926% |
| t.aaae |
-3.89462825370257% |
-8.53532273321606% |
-2.02146070032791% |
-4.59636927238972% |
-2.2701765091042% |
2.76567355650413% |
| t.aaad |
-4.96561161548735% |
-6.39652112114915% |
-0.452644881215626% |
-5.57011640158323% |
-1.76307413869793% |
3.29071427746044% |
| t.aaac |
1.41718755422267% |
-9.68758758102407% |
-6.39317804110467% |
-7.47193570537336% |
-4.0515364992248% |
1.67421330261769% |
| t.aaab |
-1.18242870120163% |
-10.0493304251145% |
-6.44260723781204% |
-7.36126825989389% |
-3.92057612318336% |
1.75808941047806% |
| t.aaaa |
-3.81820339744623% |
-6.66119005283452% |
-2.70863720231108% |
-4.81926702325006% |
-2.8215535081309% |
2.57451644593183% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
-6.2% |
-7.9% |
-6.2% |
-2.9% |
1.7% |
3.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.2% |
-4.0% |
-3.1% |
-1.4% |
-0.4% |
0.3% |
| Global Equities (ACWI) |
-3.0% |
-3.3% |
-3.3% |
-3.1% |
-4.3% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-10.0% |
-9.1% |
-6.5% |
-2.7% |
-0.3% |
0.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
3.98893752412339% |
-1.4492874598977% |
0.160834905074422% |
-0.715816962419674% |
2.90629806003768% |
0% |
| t.dbnd |
-3.53069862442659% |
-2.13285913496803% |
-0.233687960116555% |
0.55868748977616% |
0% |
0% |
| t.qaro |
1.40272403646654% |
-1.81337245163926% |
-2.84106308345227% |
-0.705349438721422% |
0.29055996182373% |
0.95526022685055% |
| t.acap |
5.45986759433223% |
-6.03852192970635% |
-6.93163046387183% |
-3.53013322995735% |
-0.27393018991332% |
2.62026243729209% |
| t.trdd |
-3.99093824715898% |
-10.7442675532847% |
-6.0123020662981% |
-4.06104142995947% |
1.47751350884551% |
3.91630588035144% |
| t.shar |
-4.04608538121756% |
-7.20759669123638% |
0.879051830031692% |
-1.11881414812754% |
4.14438307643649% |
4.92137787331197% |
| t.tris |
-2.48725973737738% |
-2.9761648736539% |
0.911738881174156% |
-2.43316490568603% |
1.87025449640483% |
3.78176811312868% |
| t.tret |
-2.15666523206962% |
-9.59002857148143% |
-5.77301185263185% |
-3.27202493010072% |
1.89989012164723% |
4.24595585217267% |
| t.rsop |
-4.31084398946073% |
-5.56048971440185% |
-4.58446334786689% |
-2.44072576044149% |
-0.885626645325207% |
0.865233410223572% |
| t.rpcl |
-3.04318089377981% |
-5.80265878924043% |
-6.65683483860977% |
-2.54144602972712% |
0.618787183204744% |
3.12274077429339% |
| t.risd |
-6.70485473873557% |
-4.5673710221244% |
-2.84819571867073% |
-0.0649509096994043% |
3.28551244146836% |
4.13913336174684% |
| t.mva3 |
-2.62879570224838% |
-4.42594173644626% |
-2.99737855571778% |
-0.336603448143215% |
3.05740886671731% |
4.52027412530474% |
| t.mva2 |
-5.95923082957486% |
-6.1285966920693% |
-4.74559548716824% |
-1.30913918684419% |
2.28749426033268% |
3.93285897651621% |
| t.mca2 |
-5.68944751180268% |
-6.38638850373719% |
-5.01075669589295% |
-2.03537885799132% |
0.820715577106554% |
2.67623744596629% |
| t.mca1 |
-7.17637057335503% |
-7.56868861466254% |
-5.62219051418314% |
-2.19278413082022% |
0.978164334657995% |
2.72166550113518% |
| t.madd |
-1.1271977178883% |
-3.80648776282599% |
-3.40372366664824% |
-0.234142037743225% |
3.49899930328858% |
4.40567780853862% |
| t.loss |
6.76403773774043% |
-3.51036032776346% |
-3.37436942681274% |
-0.423917639475768% |
3.2952208782005% |
4.00079289438432% |
| t.eqrc |
-5.7413617833036% |
-6.75398813830058% |
-5.4338040013692% |
-2.25036583223243% |
0.859304099877843% |
2.72682369095132% |
| t.cvar |
4.49183097522322% |
-2.38579688060116% |
-3.17970230782452% |
0.140034060806917% |
3.4809291017673% |
3.9688652159864% |
| t.cdar |
-9.65628139648458% |
-3.86583431202083% |
-2.65552474095072% |
-0.950022696383707% |
3.67278100000102% |
4.82556981030692% |
| t.srt3 |
-10.7058068232474% |
2.4492181547364% |
6.11943320191684% |
2.00576713649486% |
3.11056545400449% |
0% |
| t.srt5 |
1.59133159713448% |
3.22622128478828% |
5.06257499820479% |
0.505489643374837% |
0.867356649388318% |
0% |
| t.srrs |
-6.89787294096907% |
-2.78187369453492% |
1.49055105149949% |
0.27635643232683% |
0.764611700662453% |
0% |
| t.srqr |
26.600208837213% |
43.2116716724824% |
13.1204060132308% |
1.06972840611131% |
3.64876025217048% |
0% |
| t.pure |
-32.8372167185821% |
-12.2124786953044% |
-0.271653023844118% |
-3.86074345295097% |
4.52808128887334% |
9.002968234669% |
| t.frs4 |
-10.7376551679386% |
-4.81509037365266% |
0.768649791671581% |
-0.407701517561922% |
-0.12965546557353% |
2.57665399962824% |
| t.frs3 |
-12.1496227175195% |
-3.32775384110573% |
3.28382032241995% |
1.43174480544703% |
1.90062230528686% |
4.47039140079482% |
| t.frs2 |
-8.24573831132803% |
-0.228186019950006% |
4.61761655061048% |
-0.0284911455779708% |
0.917254850950676% |
3.77656800031681% |
| t.frs1 |
-3.20799147898274% |
4.27233882483918% |
3.82623732009526% |
0.443496231791861% |
0.783720225995308% |
5.07638759317127% |
| t.eqwt |
-5.07402678322723% |
-6.19092662991148% |
-4.91149318803248% |
-2.87591986959453% |
-1.74570512600906% |
-0.18226650935931% |
| t.sort |
-6.83709753809692% |
-7.66014815671577% |
1.06528332098485% |
-1.41805687858074% |
3.80924995052771% |
4.57638294528841% |
| t.rpba |
-3.65742772528582% |
-5.41090156566787% |
-4.39555401331494% |
-2.2569497822472% |
-0.61661000411504% |
1.17913549121111% |
| t.mvar |
-2.67699786075564% |
-2.77886611821273% |
-2.51821551015206% |
0.102949730059685% |
3.67229632922896% |
4.5698540904067% |
| t.madm |
-1.1271977178883% |
-3.80648776282599% |
-3.40372366664824% |
-0.234142037743225% |
3.52010709900844% |
4.42234204365816% |
| t.dist |
-2.23874489518698% |
-6.50263636354491% |
-7.46545419830099% |
-2.93775592207511% |
0.117931124470021% |
2.51846122557314% |
| t.mdiv |
-6.17188588660851% |
-7.8905748197413% |
-6.17608500784251% |
-2.93771595244992% |
1.66377697230473% |
3.21211159445066% |
| t.coco |
-3.55498723376095% |
-7.62734396248159% |
-4.88733936352324% |
-2.90328014990432% |
1.06723820857538% |
2.58826269866105% |
| t.aaaf |
6.77719932893948% |
0.429594321950539% |
4.86929795349893% |
4.51235959265703% |
8.00198603154758% |
8.74484970342613% |
| t.aaae |
-0.167062975017307% |
-6.05152019174756% |
-0.276858241413616% |
-1.89275522404372% |
0.449934263850346% |
3.94805492494614% |
| t.aaad |
-0.822594287473605% |
-3.66836966740773% |
1.83016538351881% |
-1.71676622299259% |
1.95031641002095% |
5.36186910236534% |
| t.aaac |
5.14539600303185% |
-6.33478438302159% |
-2.28358366147554% |
-2.73533784816103% |
0.716138281743369% |
3.9813562075532% |
| t.aaab |
3.66201534837228% |
-6.57469237717818% |
-2.37521531782455% |
-2.66541948871303% |
0.784863545649379% |
4.02290579466702% |
| t.aaaa |
1.48311026287169% |
-3.68906748060463% |
0.221823341326629% |
-0.899062523177339% |
1.50897725481643% |
4.63048156668368% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
1.00 |
-0.17 |
0.09 |
0.26 |
0.67 |
0.65 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.25 |
0.11 |
0.43 |
0.61 |
0.82 |
0.62 |
| Global Equities (ACWI) |
1.51 |
0.23 |
0.50 |
0.56 |
0.60 |
|
| U.S. Equities (SPY) |
1.80 |
0.41 |
0.67 |
0.76 |
0.88 |
0.62 |
| U.S. Bonds (BND) |
-0.43 |
-0.80 |
-0.53 |
-0.17 |
0.18 |
0.27 |
| 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 |
1.25187797619469 |
0.00815344819432721 |
0.289541803094346 |
0.133712409673617 |
0.555559069156325 |
0 |
| t.dbnd |
0.462397342786574 |
0.0841621647187729 |
0.363274608278188 |
0.436733512964701 |
0 |
0 |
| t.qaro |
1.32661156785473 |
0.225863398774909 |
0.279811840349414 |
0.349546110443186 |
0.434155905460399 |
0.346217261184649 |
| t.acap |
1.86343821073312 |
-0.130013235732845 |
0.0607439827076487 |
0.263281784514657 |
0.602222285088842 |
0.618615863842827 |
| t.trdd |
1.11635160982564 |
-0.460642193775564 |
0.0699870137707871 |
0.189697326202541 |
0.668604380753597 |
0.680420011520957 |
| t.shar |
0.86386525313218 |
-0.283746678899697 |
0.522515923656909 |
0.39216247155956 |
0.830715964191549 |
0.68917981197582 |
| t.tris |
1.0999445878412 |
0.0588083779257371 |
0.511052863751328 |
0.256055696316459 |
0.593104499633984 |
0.617554994151515 |
| t.tret |
1.32863080138799 |
-0.359506143112616 |
0.0927594945581156 |
0.25887327783989 |
0.717314449913059 |
0.718921641283898 |
| t.rsop |
1.2095743731034 |
0.0399841968143661 |
0.342128098723827 |
0.501421672361214 |
0.718575508220162 |
0.620541919995151 |
| t.rpcl |
1.07613423995984 |
-0.0513459512929101 |
0.0806962069080621 |
0.313241135935382 |
0.57346908196901 |
0.624892482250101 |
| t.risd |
0.884569162038975 |
-0.0339720282536411 |
0.26999628094441 |
0.481006511150388 |
0.832396480442694 |
0.740900911738403 |
| t.mva3 |
1.25702460285128 |
0.0122094528961727 |
0.302696892518308 |
0.490740361238781 |
0.851851503390758 |
0.790388760534957 |
| t.mva2 |
0.916910449153077 |
-0.117739031563542 |
0.136726472260222 |
0.344551618527358 |
0.68779062979865 |
0.668431582576272 |
| t.mca2 |
1.04704316596149 |
-0.0672749966094709 |
0.212001928293922 |
0.402386674534308 |
0.685862270588959 |
0.659945700278233 |
| t.mca1 |
0.857862720343063 |
-0.179462310122428 |
0.120711192628764 |
0.321847851424998 |
0.63448153637605 |
0.628862288564744 |
| t.madd |
1.44733151299672 |
0.0330843286596262 |
0.241300598477978 |
0.471191995345815 |
0.868183676195072 |
0.772578796572113 |
| t.loss |
1.40200187683514 |
-0.0319997470485776 |
0.173827466954624 |
0.419640350093518 |
0.791150152008565 |
0.714912444656529 |
| t.eqrc |
1.05844421931499 |
-0.0734674167460164 |
0.200183851759729 |
0.411166933999164 |
0.724058090933964 |
0.688329762827217 |
| t.cvar |
1.39413665514246 |
0.0755631114750669 |
0.161251854587751 |
0.425798931611657 |
0.770591420871276 |
0.687138855373911 |
| t.cdar |
0.712178179213095 |
0.0128074428855214 |
0.282671820440007 |
0.418768475214775 |
0.848420659069583 |
0.751695208403192 |
| t.srt3 |
1.12586511423953 |
0.391435800269755 |
0.722794272704728 |
0.630662210354376 |
0.788860382898409 |
0 |
| t.srt5 |
1.70586966810551 |
0.530711518020671 |
0.834908931676719 |
0.717319805084679 |
0.842475503054559 |
0 |
| t.srrs |
1.12874515272219 |
0.170739454020756 |
0.646074944688248 |
0.661866859267484 |
0.805283986070256 |
0 |
| t.srqr |
1.40980877795773 |
1.07832275742805 |
0.816833337120743 |
0.635461422676457 |
0.769413182371887 |
0 |
| t.pure |
-0.229051106549099 |
-0.179755896890118 |
0.504025517394809 |
0.296408590576462 |
0.699689609741593 |
0.784010062788702 |
| t.frs4 |
0.509365953565611 |
-0.307817189211174 |
0.492798540060758 |
0.439274107584313 |
0.576184122177574 |
0.674416579378825 |
| t.frs3 |
0.68639749929783 |
-0.0457528393750466 |
0.699661989589486 |
0.646956927412897 |
0.79013493425895 |
0.818303222385265 |
| t.frs2 |
1.09771897906444 |
0.240285361104654 |
0.751700864221677 |
0.489845948740403 |
0.673175412683646 |
0.692009224673496 |
| t.frs1 |
1.53193467339343 |
0.498439700300875 |
0.597957163261714 |
0.457466851890849 |
0.571701381707742 |
0.634235426595009 |
| t.eqwt |
1.17083376671891 |
0.0265474592398477 |
0.343758255694246 |
0.49444691705962 |
0.675969740462923 |
0.558458624162586 |
| t.sort |
0.597307762296806 |
-0.321258614012715 |
0.521318594500943 |
0.359988125488039 |
0.783701352655611 |
0.651903032488185 |
| t.rpba |
1.27064604448011 |
0.0450964077465131 |
0.349342807776561 |
0.510958108366998 |
0.73615142077385 |
0.641361311275551 |
| t.mvar |
1.28608419052052 |
0.105021579701475 |
0.312061490517894 |
0.508528765719739 |
0.882654042783887 |
0.790627891990673 |
| t.madm |
1.44733151299672 |
0.0330843286596262 |
0.241300598477978 |
0.471191995345815 |
0.870220045667511 |
0.774088293939945 |
| t.dist |
1.14254973840104 |
-0.0695693045609428 |
0.0623225833448557 |
0.314930770423356 |
0.565114323904423 |
0.609853664595356 |
| t.mdiv |
1.00483427946102 |
-0.170328236820051 |
0.089805844224934 |
0.261068947726717 |
0.668887834642253 |
0.651821618744776 |
| t.coco |
1.24675205511981 |
-0.114911788909168 |
0.237788104920377 |
0.339592318680515 |
0.693097085717024 |
0.660623004630732 |
| t.aaaf |
2.01762775239227 |
0.326024576523539 |
0.815386713115968 |
0.88061787730656 |
1.27720097392363 |
1.09329823624044 |
| t.aaae |
1.5207343119088 |
-0.0551837272604636 |
0.554350660604857 |
0.478081553722782 |
0.731862410380706 |
0.778303758750307 |
| t.aaad |
1.44185669172497 |
0.0550981040037075 |
0.626000502635989 |
0.420185908123833 |
0.763433762498619 |
0.809496218900943 |
| t.aaac |
1.95996796600376 |
-0.120256791463381 |
0.340643109512662 |
0.303590763985564 |
0.619647788720034 |
0.709585445459453 |
| t.aaab |
1.75055708346852 |
-0.140600717488016 |
0.337465997928278 |
0.309883422571986 |
0.627634903515642 |
0.714538742091956 |
| t.aaaa |
1.52966264981164 |
0.0407622741668341 |
0.518107735909714 |
0.461310906164681 |
0.695892618515984 |
0.763628573444863 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
1.49 |
-0.23 |
0.13 |
0.38 |
1.03 |
1.01 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
| Global Equities (ACWI) |
2.65 |
0.32 |
0.73 |
0.83 |
0.91 |
|
| U.S. Equities (SPY) |
3.57 |
0.60 |
1.03 |
1.17 |
1.40 |
0.92 |
| U.S. Bonds (BND) |
2.02 |
0.15 |
0.62 |
0.90 |
1.26 |
0.90 |
| 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 |
2.21506150995104 |
0.0108441320154476 |
0.434762412422182 |
0.190680839751447 |
0.937255502680356 |
0 |
| t.dbnd |
0.74361753683752 |
0.127100732044468 |
0.576046886496221 |
0.699354205903615 |
0 |
0 |
| t.qaro |
2.18833290107125 |
0.349441471496855 |
0.443951461196934 |
0.559741956484901 |
0.677426797714347 |
0.542610047571128 |
| t.acap |
3.30259667718487 |
-0.174165918046794 |
0.080855646332493 |
0.361043765437263 |
0.87897090416925 |
0.928339764566071 |
| t.trdd |
1.7525348488531 |
-0.550070637011062 |
0.0968795303064517 |
0.264047130562917 |
1.00350993908612 |
1.08968376553386 |
| t.shar |
1.41388901076309 |
-0.344667994648548 |
0.819063986794876 |
0.603113395861577 |
1.42362059757075 |
1.17250029827887 |
| t.tris |
1.77413021520275 |
0.0825270578199034 |
0.787798856933557 |
0.372839630193466 |
0.95173319802986 |
1.01454401142681 |
| t.tret |
2.18842187666504 |
-0.438497869945442 |
0.128301795049855 |
0.361177961447696 |
1.07093596961996 |
1.14890574344947 |
| t.rsop |
1.89263776338943 |
0.0554533681989768 |
0.496135295149687 |
0.743733672088316 |
1.12265093781389 |
0.9261249719278 |
| t.rpcl |
1.67611035109203 |
-0.0724104671651023 |
0.115195243595279 |
0.461424615162757 |
0.88801867767062 |
0.993410817376658 |
| t.risd |
1.32090240980167 |
-0.0464343284357446 |
0.403893951189421 |
0.742716504574139 |
1.34498860504983 |
1.1985326768084 |
| t.mva3 |
1.97527567804271 |
0.0170681292885763 |
0.455209320927058 |
0.757992457165574 |
1.40360763920854 |
1.33191899607233 |
| t.mva2 |
1.34824195652236 |
-0.161163608691542 |
0.198625249885298 |
0.519224651221345 |
1.10152760803697 |
1.10446432396656 |
| t.mca2 |
1.58460397814036 |
-0.092683559672674 |
0.309311226403598 |
0.601888896109888 |
1.07096117053965 |
1.03249203807536 |
| t.mca1 |
1.24856524755425 |
-0.242688300248549 |
0.174129451300299 |
0.47868867264602 |
0.993493107126026 |
0.9881237575697 |
| t.madd |
2.40103547139966 |
0.0457521434925635 |
0.353702165596387 |
0.718075179673802 |
1.39754839752612 |
1.25035602417616 |
| t.loss |
2.46647605152188 |
-0.0470667800726372 |
0.264564803879749 |
0.645672658796598 |
1.29912044857563 |
1.15067519178231 |
| t.eqrc |
1.59984027304422 |
-0.100558273363225 |
0.288889774790394 |
0.60967367279785 |
1.12377825360757 |
1.06687014747633 |
| t.cvar |
2.85460115240369 |
0.110693380521292 |
0.244725738230333 |
0.654653893557365 |
1.25810218442238 |
1.13234988116348 |
| t.cdar |
1.06241514522108 |
0.0175791134406496 |
0.414587460709518 |
0.623888716036986 |
1.35365687026087 |
1.20323539442521 |
| t.srt3 |
2.14975656062291 |
0.635136901699414 |
1.35850868098506 |
1.03913131089141 |
1.35635655834125 |
0 |
| t.srt5 |
3.64099673231374 |
0.790323590079572 |
1.37426004517777 |
1.1255390653525 |
1.31738737222764 |
0 |
| t.srrs |
1.83444167657836 |
0.237867467989432 |
1.00605891587562 |
0.986687379761183 |
1.22455141431287 |
0 |
| t.srqr |
3.6673997974226 |
2.17972608149848 |
1.51317746916874 |
1.09286801293587 |
1.34666381796764 |
0 |
| t.pure |
-0.29526575922971 |
-0.245174186436484 |
0.821021004620512 |
0.460130869692081 |
1.17795247069525 |
1.37311514721059 |
| t.frs4 |
0.695916279197306 |
-0.391497600859453 |
0.781568553543549 |
0.667387047946411 |
0.889709553820837 |
1.05845940926064 |
| t.frs3 |
0.96935858554737 |
-0.0625083813425437 |
1.193453024256 |
1.03879878233965 |
1.29609656078565 |
1.32246432157928 |
| t.frs2 |
1.74983355668859 |
0.346143366615289 |
1.20155359870781 |
0.716465810376857 |
1.02900388163644 |
1.03921869270524 |
| t.frs1 |
2.79360906220033 |
0.740189613852438 |
0.947452727718914 |
0.689090064064951 |
0.862541275648021 |
0.990765824206148 |
| t.eqwt |
1.81347203936051 |
0.0366135952012411 |
0.496574080847325 |
0.730928198174707 |
1.0504774254288 |
0.821294295775536 |
| t.sort |
0.905886399202306 |
-0.38854348211945 |
0.838830787270502 |
0.562310380177023 |
1.35331284555611 |
1.10560137494862 |
| t.rpba |
2.0144320370203 |
0.0625243418419588 |
0.507536785836557 |
0.758422634681165 |
1.15331853035416 |
0.962549377041286 |
| t.mvar |
2.10073414818341 |
0.147445695232814 |
0.468076664021015 |
0.787643575207297 |
1.43789401477647 |
1.28958107231997 |
| t.madm |
2.40103547139966 |
0.0457521434925635 |
0.353702165596387 |
0.718075179673802 |
1.40182940742716 |
1.25341018978719 |
| t.dist |
1.84269859102259 |
-0.0978320240359214 |
0.0870692155581612 |
0.456170691607204 |
0.858677465183697 |
0.923966263957205 |
| t.mdiv |
1.4872228137866 |
-0.23252943427542 |
0.129743693915688 |
0.379644070891685 |
1.02636482820495 |
1.00834017515698 |
| t.coco |
1.93701247138775 |
-0.15924234344603 |
0.354853196197228 |
0.50503380684124 |
1.07840812505479 |
1.00111116504536 |
| t.aaaf |
4.05747876908774 |
0.476643055595998 |
1.33627293562386 |
1.42470129801517 |
2.27197746094019 |
1.94980265974507 |
| t.aaae |
2.42274326893679 |
-0.0720557985540056 |
0.843521285103052 |
0.703953152121337 |
1.1373963467042 |
1.23979380796867 |
| t.aaad |
2.3415124024504 |
0.0732055804473509 |
0.952392701985282 |
0.623689208732229 |
1.20537911017023 |
1.32114204425725 |
| t.aaac |
2.99264975773143 |
-0.154831411980346 |
0.509124949662184 |
0.441569517014309 |
0.941590429820454 |
1.14831612961318 |
| t.aaab |
2.65382057485351 |
-0.180109849645477 |
0.498915087490823 |
0.448417961696496 |
0.950913684399578 |
1.15432770607338 |
| t.aaaa |
2.34750495446059 |
0.0538118038504013 |
0.786039368231253 |
0.683779622599869 |
1.08130570474474 |
1.28648027881651 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
19.3 |
2.2 |
6.0 |
9.1 |
20.5 |
22.0 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
| Global Equities (ACWI) |
23.1 |
8.3 |
11.5 |
10.1 |
9.6 |
|
| U.S. Equities (SPY) |
25.9 |
11.5 |
14.7 |
13.3 |
13.9 |
10.2 |
| U.S. Bonds (BND) |
20.5 |
7.8 |
11.6 |
12.1 |
14.0 |
11.4 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
69.6426587303287 |
24.0727061931719 |
33.1023248970966 |
20.5722106115438 |
64.1731374055666 |
0 |
| t.dbnd |
25.1644590879824 |
13.6503092988386 |
22.276454860611 |
24.6312854740243 |
0 |
0 |
| t.qaro |
31.795975788133 |
11.2994680632866 |
12.0183956442328 |
14.6541223715293 |
17.691635012119 |
18.4475805182628 |
| t.acap |
35.5739934667792 |
4.68512990837951 |
5.01210109056661 |
8.17839214653598 |
14.5065133152738 |
17.9111704959043 |
| t.trdd |
22.1356838306334 |
-3.90546382444909 |
5.93876272646088 |
6.95644935036984 |
19.3468954469124 |
23.7623980939631 |
| t.shar |
22.2380253998104 |
1.91604873720133 |
19.5177731966269 |
13.0702168941727 |
26.9106399697511 |
26.1969122861635 |
| t.tris |
24.7233703718036 |
10.8257946815468 |
20.4929075594347 |
10.0315199234467 |
21.9726457067127 |
24.8740583586851 |
| t.tret |
24.5500117580802 |
-1.60936769343851 |
6.45606685584437 |
8.56475954599546 |
20.3404880978061 |
24.660373442053 |
| t.rsop |
21.6373007508375 |
5.79206335934877 |
9.63778297888476 |
10.6130747574095 |
13.1383144755404 |
11.978245296128 |
| t.rpcl |
23.5649242743704 |
5.27594924937887 |
5.47698133062569 |
10.0036000100985 |
17.3151133286347 |
21.6208205516969 |
| t.risd |
18.398659895269 |
7.40863297177609 |
12.0093725670482 |
15.8810181368455 |
26.1893488075921 |
26.3198330113921 |
| t.mva3 |
24.0314349046026 |
7.51552819255258 |
11.7058926690786 |
14.8599598317548 |
23.414662630889 |
24.9117165681445 |
| t.mva2 |
19.3411061738079 |
4.58467209033611 |
8.13901092076327 |
12.8334149690267 |
23.5467817191548 |
27.4427069244247 |
| t.mca2 |
19.8582765518595 |
4.52130829094271 |
8.38156390171394 |
11.0873717456488 |
17.2106189305358 |
18.3819178757902 |
| t.mca1 |
17.8236842536369 |
2.50501242923452 |
6.9202150141417 |
10.6802302001419 |
18.2406295600635 |
19.7141410022887 |
| t.madd |
26.072496918384 |
8.76627421999427 |
10.8756223649549 |
15.435701885292 |
26.8507490118632 |
27.2387518774673 |
| t.loss |
59.3608511261221 |
10.5375953068838 |
10.7690379117954 |
15.2723661613983 |
27.1931032144796 |
25.4365528834134 |
| t.eqrc |
19.7981267670528 |
4.09763983102947 |
7.83482568978884 |
10.7160404613505 |
17.0121115083848 |
17.7665699086505 |
| t.cvar |
39.3067483147029 |
12.9677998733539 |
11.2042964361618 |
17.3814521820418 |
28.7891464931767 |
27.2523441855155 |
| t.cdar |
15.0294621626023 |
8.87595680817756 |
12.40085901102 |
13.4828370861656 |
26.1683139085642 |
26.9004809258986 |
| t.srt3 |
17.3334344504637 |
22.5546539171361 |
30.6002346621931 |
17.8217384977422 |
19.8497386415113 |
0 |
| t.srt5 |
26.5268404465151 |
14.7175194367986 |
20.3931296370796 |
13.9623353643336 |
14.8071877516576 |
0 |
| t.srrs |
18.9726849272798 |
9.72694296302432 |
18.9305068582679 |
14.7349542845134 |
15.7000392403909 |
0 |
| t.srqr |
36.7422766544998 |
33.3228907613693 |
22.0715942917853 |
13.369475828993 |
16.0303128460157 |
0 |
| t.pure |
-0.0900851520822974 |
-0.698009480613221 |
15.1343255210213 |
8.47909415367712 |
23.7762911055253 |
27.9375812222979 |
| t.frs4 |
12.5587653509187 |
7.33467522951885 |
23.2745151586515 |
15.9508213789874 |
15.494670192638 |
20.4348034930593 |
| t.frs3 |
13.1924354575868 |
11.0884124050821 |
28.6160029364448 |
20.1160090119163 |
19.8208336967472 |
23.5437630011959 |
| t.frs2 |
17.7428780630938 |
18.5897166857497 |
31.8377754513157 |
15.6498256508842 |
16.9919232978539 |
19.9698431803479 |
| t.frs1 |
22.5904199350726 |
30.4185180194892 |
26.461392699988 |
16.4394670511563 |
16.4752269178195 |
23.8962886635771 |
| t.eqwt |
20.686900420925 |
5.08529261296631 |
9.34032143137198 |
10.0981927890471 |
11.974472193425 |
10.3182350861826 |
| t.sort |
17.3073987622694 |
0.937485232303336 |
19.9523509402327 |
12.4061882499557 |
25.9527506846646 |
25.2001728259557 |
| t.rpba |
22.4769761776411 |
5.97474406279126 |
9.86563686835952 |
10.8653344048673 |
13.5331263301521 |
12.4855890873533 |
| t.mvar |
23.861329560683 |
10.6718923728376 |
12.6563049739051 |
16.1315343535021 |
27.0365105625108 |
27.3671065949921 |
| t.madm |
26.072496918384 |
8.76627421999427 |
10.8756223649549 |
15.435701885292 |
26.9015690969461 |
27.2774415311698 |
| t.dist |
24.828947806616 |
4.3355317149858 |
4.6228016594409 |
9.37651038205894 |
15.6469778240776 |
17.902225029904 |
| t.mdiv |
19.2604681296323 |
2.15798797888459 |
6.01385304670361 |
9.08046505644808 |
20.5084718893683 |
22.0145836802167 |
| t.coco |
22.6403980312027 |
2.89611580592161 |
8.73800993842521 |
9.51461271064854 |
17.699390718858 |
17.4891802470699 |
| t.aaaf |
38.0223496521564 |
17.1052472867822 |
29.736302584799 |
27.1519679405511 |
36.8700745396724 |
34.9955171100397 |
| t.aaae |
28.0843991016673 |
4.96753473409562 |
15.8197565521137 |
11.3795337146696 |
15.4558200862331 |
17.7489953614382 |
| t.aaad |
28.6690949258031 |
8.87798175450482 |
19.8255188603802 |
11.684460893292 |
18.4810514511043 |
21.4769703863463 |
| t.aaac |
42.9250037079804 |
4.26401782148717 |
13.0264077630244 |
9.67467737257354 |
16.9441185869706 |
21.2876750446023 |
| t.aaab |
39.5247329171131 |
3.83405808785355 |
12.8554571151035 |
9.81022984472124 |
17.1081084511882 |
21.3852319461128 |
| t.aaaa |
32.4770670581248 |
8.96600757218692 |
17.7820438927172 |
13.3859704072304 |
18.8530516008133 |
22.9075833727998 |
Compare: Risk & Volatility
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
5.0% |
23.8% |
26.9% |
26.9% |
26.9% |
26.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.6% |
16.0% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
4.0% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
12.7% |
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 |
3.6% |
5.1% |
13.1% |
13.1% |
13.8% |
0% |
| t.dbnd |
1.8% |
8.7% |
10.8% |
10.8% |
0% |
0% |
| t.qaro |
4.7% |
13.2% |
18.6% |
18.6% |
18.6% |
18.6% |
| t.acap |
4.1% |
19.6% |
25.2% |
25.2% |
25.2% |
25.2% |
| t.trdd |
5.4% |
23.6% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.shar |
5.8% |
19.9% |
22.1% |
22.1% |
22.1% |
22.1% |
| t.tris |
6.1% |
19% |
21.4% |
21.4% |
21.4% |
21.4% |
| t.tret |
4.3% |
23.7% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.rsop |
3.9% |
20.5% |
24.7% |
24.7% |
24.7% |
33.1% |
| t.rpcl |
5.3% |
19.9% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.risd |
6.2% |
21.3% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.mva3 |
5.1% |
20.3% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.mva2 |
5.6% |
20.2% |
22.5% |
22.5% |
22.5% |
22.5% |
| t.mca2 |
4.5% |
19.5% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.mca1 |
5.4% |
20.3% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.madd |
3.8% |
22.8% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.loss |
5.9% |
17.7% |
23.8% |
23.8% |
23.8% |
23.8% |
| t.eqrc |
4.4% |
20% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.cvar |
5.9% |
23.3% |
27% |
27% |
27% |
27% |
| t.cdar |
4.8% |
23.7% |
26.3% |
26.3% |
26.3% |
26.3% |
| t.srt3 |
6.7% |
15.2% |
15.2% |
20.2% |
20.2% |
0% |
| t.srt5 |
4.7% |
16.3% |
16.3% |
16.3% |
27.5% |
0% |
| t.srrs |
5.8% |
11.9% |
11.9% |
11.9% |
16.8% |
0% |
| t.srqr |
10.1% |
30.4% |
30.4% |
50.7% |
50.7% |
0% |
| t.pure |
8.4% |
29.1% |
34.9% |
34.9% |
34.9% |
34.9% |
| t.frs4 |
3.8% |
7.9% |
9% |
9% |
10.2% |
12.6% |
| t.frs3 |
5.1% |
9.5% |
9.5% |
9.5% |
14.2% |
17.3% |
| t.frs2 |
5.4% |
10% |
10% |
13.7% |
16.3% |
26.1% |
| t.frs1 |
4% |
18.4% |
18.4% |
18.4% |
22.6% |
25% |
| t.eqwt |
3.9% |
21% |
25.5% |
25.5% |
25.5% |
42.1% |
| t.sort |
6.9% |
19.7% |
22.3% |
22.3% |
22.3% |
22.3% |
| t.rpba |
3.8% |
20.8% |
25% |
25% |
25% |
31.2% |
| t.mvar |
4.3% |
21.4% |
24.5% |
24.5% |
24.5% |
24.5% |
| t.madm |
3.8% |
22.8% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.dist |
4.4% |
20.4% |
24.3% |
24.3% |
24.3% |
24.3% |
| t.mdiv |
5% |
23.8% |
26.9% |
26.9% |
26.9% |
26.9% |
| t.coco |
4.4% |
23.4% |
26.8% |
26.8% |
26.8% |
26.8% |
| t.aaaf |
3.7% |
18.9% |
18.9% |
18.9% |
18.9% |
18.9% |
| t.aaae |
4.6% |
24% |
25.3% |
25.3% |
25.3% |
25.3% |
| t.aaad |
3.1% |
20.3% |
23.9% |
23.9% |
23.9% |
23.9% |
| t.aaac |
4.2% |
24.4% |
27.5% |
27.5% |
27.5% |
27.5% |
| t.aaab |
4.3% |
24.6% |
27.6% |
27.6% |
27.6% |
27.6% |
| t.aaaa |
4.7% |
22.1% |
25.3% |
25.3% |
25.3% |
25.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
11.1% |
14.7% |
13.6% |
10.9% |
10.1% |
10.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.3% |
13.6% |
14.1% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
11.2% |
17.8% |
19.4% |
16.3% |
16.3% |
|
| U.S. Equities (SPY) |
12.8% |
19.0% |
21.0% |
17.4% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
5.7% |
7.5% |
6.4% |
5.1% |
4.6% |
4.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
6.3% |
6.6% |
7% |
6.8% |
7.5% |
0% |
| t.dbnd |
4.6% |
9.7% |
8.1% |
6.2% |
0% |
0% |
| t.qaro |
10.8% |
14.2% |
13.1% |
11.4% |
10.5% |
10.6% |
| t.acap |
11.8% |
12.7% |
13.4% |
11.1% |
11.2% |
11.8% |
| t.trdd |
10.2% |
12.8% |
13.2% |
11.3% |
10.6% |
11.3% |
| t.shar |
9.4% |
11.4% |
14.3% |
11.8% |
11.6% |
13.2% |
| t.tris |
10% |
12.6% |
13.4% |
11.2% |
11.3% |
12% |
| t.tret |
10.9% |
13.2% |
13.3% |
11.4% |
10.5% |
11.2% |
| t.rsop |
10.8% |
15.7% |
16% |
12.8% |
12.4% |
13.1% |
| t.rpcl |
11.2% |
14.4% |
13.8% |
11.2% |
10.7% |
11% |
| t.risd |
10.8% |
13.2% |
12.8% |
10.4% |
9.6% |
10.1% |
| t.mva3 |
10.5% |
13.6% |
13.1% |
10.7% |
10.2% |
10.7% |
| t.mva2 |
10.6% |
13.3% |
12.4% |
10.5% |
10% |
10.6% |
| t.mca2 |
10.9% |
14.3% |
13.6% |
11% |
10.2% |
10.7% |
| t.mca1 |
10.9% |
13.7% |
13% |
10.7% |
10.1% |
10.6% |
| t.madd |
10.4% |
13.5% |
12.8% |
10.3% |
9.4% |
10% |
| t.loss |
9.9% |
12.1% |
12.4% |
10.4% |
9.9% |
10.5% |
| t.eqrc |
10.8% |
14.6% |
13.8% |
11.1% |
10.2% |
10.8% |
| t.cvar |
11.7% |
13.6% |
12.8% |
10.5% |
10% |
10.4% |
| t.cdar |
11.5% |
14.1% |
13.5% |
11.1% |
10.4% |
11.5% |
| t.srt3 |
22.6% |
17.2% |
19.2% |
16.7% |
15.7% |
0% |
| t.srt5 |
17.5% |
22.2% |
22.9% |
18.5% |
18.9% |
0% |
| t.srrs |
13.7% |
14.4% |
15.4% |
13% |
12.5% |
0% |
| t.srqr |
75.3% |
87.8% |
65.2% |
47.3% |
43.2% |
0% |
| t.pure |
14.8% |
20.4% |
23.4% |
18.8% |
18.9% |
21.2% |
| t.frs4 |
9.1% |
7.8% |
9.9% |
7.9% |
8.6% |
9% |
| t.frs3 |
12.3% |
9.9% |
11.7% |
9.6% |
10.1% |
10.7% |
| t.frs2 |
13.5% |
11.7% |
13.1% |
11.3% |
11.8% |
12.8% |
| t.frs1 |
13.9% |
15.3% |
18.3% |
14.9% |
15.3% |
16.5% |
| t.eqwt |
11.1% |
16.4% |
16.7% |
13.6% |
13.2% |
14.4% |
| t.sort |
9.5% |
11.4% |
14.7% |
12% |
12% |
13.5% |
| t.rpba |
10.8% |
15.6% |
15.8% |
12.7% |
12.3% |
12.9% |
| t.mvar |
10.8% |
13.8% |
13.1% |
10.6% |
9.6% |
10.1% |
| t.madm |
10.4% |
13.5% |
12.8% |
10.3% |
9.4% |
10% |
| t.dist |
11% |
14.9% |
14.3% |
11.8% |
11.2% |
11.6% |
| t.mdiv |
11.1% |
14.7% |
13.6% |
10.9% |
10.1% |
10.5% |
| t.coco |
10.7% |
15.5% |
14.7% |
11.6% |
10.6% |
11% |
| t.aaaf |
11.3% |
13.3% |
13.2% |
11.2% |
10.8% |
12.2% |
| t.aaae |
9.4% |
14.1% |
15.5% |
12.6% |
12.1% |
13.2% |
| t.aaad |
7.1% |
13.3% |
15.8% |
13% |
12.9% |
13.9% |
| t.aaac |
7.8% |
13.7% |
14.8% |
12.1% |
11.4% |
12.2% |
| t.aaab |
7.9% |
13.6% |
14.6% |
12% |
11.4% |
12.2% |
| t.aaaa |
8.9% |
13% |
14.1% |
11.6% |
11.2% |
12.2% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
7.1% |
9.7% |
8.6% |
7.0% |
6.2% |
6.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.3% |
9.0% |
9.0% |
7.2% |
6.5% |
7.0% |
| Global Equities (ACWI) |
5.9% |
11.6% |
12.6% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
6.0% |
12.1% |
13.1% |
10.8% |
10.1% |
11.0% |
| U.S. Bonds (BND) |
4.2% |
5.4% |
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 |
| t.dyhb |
3% |
4.1% |
4.1% |
4.4% |
4.2% |
0% |
| t.dbnd |
2.2% |
5.2% |
4.1% |
3.2% |
0% |
0% |
| t.qaro |
6.2% |
8% |
7.4% |
6.6% |
6.3% |
6.4% |
| t.acap |
6.2% |
8.4% |
9.5% |
7.7% |
7.4% |
7.5% |
| t.trdd |
6% |
9.8% |
8.8% |
7.6% |
6.6% |
6.7% |
| t.shar |
5.2% |
8.4% |
8.3% |
7.1% |
6.3% |
7.4% |
| t.tris |
5.7% |
7.9% |
8% |
7.2% |
6.7% |
7% |
| t.tret |
6.1% |
9.9% |
8.9% |
7.6% |
6.6% |
6.6% |
| t.rsop |
6.4% |
10.2% |
10.3% |
8.1% |
7.5% |
8.4% |
| t.rpcl |
6.8% |
9.1% |
8.9% |
7.1% |
6.5% |
6.6% |
| t.risd |
6.8% |
8.6% |
7.8% |
6.2% |
5.5% |
5.9% |
| t.mva3 |
6.3% |
8.6% |
7.9% |
6.3% |
5.7% |
5.9% |
| t.mva2 |
6.8% |
8.6% |
7.8% |
6.4% |
5.8% |
6% |
| t.mca2 |
6.8% |
9.3% |
8.5% |
6.8% |
6.1% |
6.5% |
| t.mca1 |
7.1% |
9.1% |
8.2% |
6.7% |
6% |
6.4% |
| t.madd |
5.8% |
8.7% |
7.9% |
6.2% |
5.4% |
5.8% |
| t.loss |
5.2% |
7.2% |
7.6% |
6.3% |
5.7% |
6.3% |
| t.eqrc |
6.7% |
9.6% |
8.8% |
6.9% |
6.1% |
6.6% |
| t.cvar |
5.3% |
8.1% |
7.7% |
6.3% |
5.7% |
5.9% |
| t.cdar |
7.2% |
9.1% |
8.4% |
6.9% |
6.1% |
6.8% |
| t.srt3 |
11.5% |
9.7% |
9.6% |
9.8% |
8.9% |
0% |
| t.srt5 |
7.8% |
13.9% |
13.1% |
11.3% |
11.7% |
0% |
| t.srrs |
8.1% |
9.4% |
9.2% |
8.3% |
7.9% |
0% |
| t.srqr |
28% |
40.5% |
33.4% |
26.5% |
23.9% |
0% |
| t.pure |
11.2% |
14% |
13.5% |
11.6% |
10.8% |
11.7% |
| t.frs4 |
6.2% |
5.1% |
5.6% |
4.8% |
5.3% |
5.4% |
| t.frs3 |
8.3% |
6.2% |
6.1% |
5.5% |
5.9% |
6.3% |
| t.frs2 |
8.1% |
7% |
7.5% |
7.3% |
7.4% |
8.3% |
| t.frs1 |
7.1% |
9.2% |
10.9% |
9.5% |
9.8% |
10.2% |
| t.eqwt |
6.7% |
10.8% |
10.9% |
8.6% |
8.1% |
9.5% |
| t.sort |
5.7% |
8.4% |
8.3% |
7.1% |
6.5% |
7.6% |
| t.rpba |
6.3% |
10.1% |
10.2% |
8% |
7.4% |
8.3% |
| t.mvar |
6.1% |
8.7% |
8% |
6.2% |
5.4% |
5.8% |
| t.madm |
5.8% |
8.7% |
7.9% |
6.2% |
5.4% |
5.8% |
| t.dist |
6.4% |
9.5% |
9.5% |
7.6% |
7% |
7.3% |
| t.mdiv |
7.1% |
9.7% |
8.6% |
7% |
6.2% |
6.4% |
| t.coco |
6.4% |
10.1% |
9% |
7.2% |
6.4% |
6.9% |
| t.aaaf |
5.1% |
7.9% |
7.2% |
6.3% |
5.6% |
6.4% |
| t.aaae |
5.6% |
9.9% |
9.5% |
8.1% |
7.4% |
8% |
| t.aaad |
3.9% |
9% |
9.7% |
8.3% |
7.8% |
8.2% |
| t.aaac |
4.9% |
9.8% |
9.3% |
7.9% |
7.2% |
7.2% |
| t.aaab |
5% |
9.8% |
9.3% |
7.9% |
7.2% |
7.2% |
| t.aaaa |
5.5% |
9% |
8.7% |
7.4% |
6.8% |
6.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mdiv |
0.78 |
0.66 |
0.56 |
0.46 |
0.36 |
0.35 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.77 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.89 |
0.95 |
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) |
0.77 |
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 |
0.176551682560641 |
0.206923275699697 |
0.146292701814628 |
0.12358025720528 |
0.0785909449034161 |
0 |
| t.dbnd |
0.263791616368202 |
0.40855681842823 |
0.259576163865473 |
0.182263468010192 |
0 |
0 |
| t.qaro |
0.568508516765389 |
0.666879190204619 |
0.490580388565773 |
0.355890032875695 |
0.289982824997449 |
0.246864419093015 |
| t.acap |
0.702708497417011 |
0.554910456090872 |
0.587145509349155 |
0.514348910076737 |
0.498565002082801 |
0.443364971554845 |
| t.trdd |
0.693087195336945 |
0.54893348547489 |
0.522890762953712 |
0.49268197441734 |
0.397714453603705 |
0.356809962303601 |
| t.shar |
0.551643197659295 |
0.471923335554938 |
0.495886878986672 |
0.449238706995747 |
0.373550337593828 |
0.364634996079933 |
| t.tris |
0.607259992384669 |
0.477884943146207 |
0.444147363763468 |
0.413733097739799 |
0.326800065482983 |
0.3238374286129 |
| t.tret |
0.743326159089596 |
0.562280827573883 |
0.528753159032894 |
0.493845243606516 |
0.401315724476049 |
0.357391442450075 |
| t.rsop |
0.780882492012741 |
0.801415406967532 |
0.759400012242715 |
0.706460235753542 |
0.69776152759529 |
0.715722524345895 |
| t.rpcl |
0.673778931551939 |
0.640985257437101 |
0.586853004662656 |
0.480110975018349 |
0.386532876884931 |
0.354520988997902 |
| t.risd |
0.735093026869769 |
0.517175235647399 |
0.478849485340811 |
0.401987589545733 |
0.329578137819954 |
0.317524385030048 |
| t.mva3 |
0.711048361840594 |
0.5907491902597 |
0.53189447862811 |
0.442821980438118 |
0.394147702562538 |
0.368816616119412 |
| t.mva2 |
0.708747031932139 |
0.574416132102562 |
0.490960185207543 |
0.388079508068259 |
0.317769475207029 |
0.2873930469735 |
| t.mca2 |
0.773757075720383 |
0.695838210174663 |
0.604068977508872 |
0.518301162367114 |
0.441282792257743 |
0.427484403972292 |
| t.mca1 |
0.748960649124644 |
0.638354850118314 |
0.548223965479158 |
0.449617184808652 |
0.386832495612288 |
0.379624118904898 |
| t.madd |
0.721692856734689 |
0.541433732464 |
0.492837605011553 |
0.404458247581116 |
0.329258489813167 |
0.316158482514358 |
| t.loss |
0.297305803598576 |
0.383328535708211 |
0.411737492417016 |
0.372000455207268 |
0.307292047251423 |
0.326048728562653 |
| t.eqrc |
0.777226785995802 |
0.728234480687483 |
0.627594042439973 |
0.548544166418301 |
0.471132336858587 |
0.462323137475165 |
| t.cvar |
0.502761012274775 |
0.412468273900605 |
0.384831185127211 |
0.334735735650373 |
0.2882508948994 |
0.292299662650322 |
| t.cdar |
0.810245517799683 |
0.494528052735899 |
0.487220061177637 |
0.441042027409019 |
0.359032146414536 |
0.345207084961981 |
| t.srt3 |
1.53692062599936 |
0.466801524295053 |
0.482324448882647 |
0.604879731349706 |
0.600553131393431 |
0 |
| t.srt5 |
1.18318860884697 |
0.996535382933635 |
0.931138207778836 |
0.938361636549155 |
0.988743027759807 |
0 |
| t.srrs |
0.994144137420477 |
0.690585934983501 |
0.622108952783605 |
0.646944018624518 |
0.650688294449021 |
0 |
| t.srqr |
2.02252404620055 |
1.7914183486538 |
1.56215056065601 |
1.52546490124821 |
1.47310307227581 |
0 |
| t.pure |
1.3201359666906 |
1.00740910275973 |
0.800744173497835 |
0.677096833817899 |
0.514979789131905 |
0.544407501653424 |
| t.frs4 |
0.705499428090263 |
0.305593324430043 |
0.324231394119377 |
0.319401015198534 |
0.37000817202782 |
0.343757470857756 |
| t.frs3 |
0.933482139493287 |
0.377312749824126 |
0.370752629512103 |
0.378219307232157 |
0.431058982862321 |
0.399577696932853 |
| t.frs2 |
1.0289021239561 |
0.39929957982447 |
0.377697891865877 |
0.432877370411375 |
0.487167141413543 |
0.465100270396569 |
| t.frs1 |
1.06918366566245 |
0.390048444547202 |
0.46210124737438 |
0.459023126944173 |
0.519190411573793 |
0.430315611950417 |
| t.eqwt |
0.812760655675749 |
0.852250590497868 |
0.80087751999281 |
0.758894568409644 |
0.756997161813229 |
0.80618977518319 |
| t.sort |
0.569236902934451 |
0.470211629223981 |
0.492305874385238 |
0.448249252241596 |
0.375273199489085 |
0.365757591269612 |
| t.rpba |
0.77887281647323 |
0.792805191145045 |
0.751100676172665 |
0.697116252366557 |
0.689119600615573 |
0.702498231146277 |
| t.mvar |
0.739978950039965 |
0.540476007065702 |
0.501863001335346 |
0.416374422034376 |
0.337126502452594 |
0.322802313337449 |
| t.madm |
0.721692856734689 |
0.541433732464 |
0.492837605011553 |
0.404458247581116 |
0.329568392096494 |
0.316397885571242 |
| t.dist |
0.660214176700382 |
0.6893564893643 |
0.629802440052252 |
0.525802610808497 |
0.436819032503707 |
0.432658825035098 |
| t.mdiv |
0.783286357652871 |
0.662326531756812 |
0.558112384117308 |
0.460392680920695 |
0.362017888194098 |
0.350730476834367 |
| t.coco |
0.759669328510522 |
0.727760250909143 |
0.634292676133675 |
0.545398692157225 |
0.447557047883224 |
0.461140658585636 |
| t.aaaf |
0.678532652940108 |
0.515513296430419 |
0.435912946364273 |
0.404952871213347 |
0.37924893220719 |
0.388087423435018 |
| t.aaae |
0.648695010382739 |
0.678144119188028 |
0.663636704554017 |
0.626561435048352 |
0.592373188887921 |
0.599146497686368 |
| t.aaad |
0.507373154005786 |
0.572079557077979 |
0.595119351393625 |
0.559180151481431 |
0.541167852549514 |
0.534662006422709 |
| t.aaac |
0.448746091158391 |
0.584989190995795 |
0.541047370551567 |
0.500250280977998 |
0.444414169181943 |
0.432511117228669 |
| t.aaab |
0.451082838507325 |
0.580363279282808 |
0.541846748477144 |
0.498973072421626 |
0.44345331817471 |
0.432460024142684 |
| t.aaaa |
0.54094260060474 |
0.54497309232682 |
0.529784092545994 |
0.489705408564667 |
0.435265413150006 |
0.428869676132577 |
Compare: Correlation
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.90 |
0.85 |
0.82 |
0.72 |
0.58 |
|
| to S&P500 (SPY) |
0.83 |
0.78 |
0.77 |
0.67 |
0.56 |
0.54 |
| to U.S. Bonds (BND) |
0.83 |
0.90 |
0.87 |
0.84 |
0.82 |
0.82 |
| to Commodities (DBC) |
-0.22 |
0.08 |
0.20 |
0.16 |
0.18 |
0.22 |
| to Gold (GLD) |
0.30 |
0.62 |
0.58 |
0.56 |
0.53 |
0.52 |
