Minimum Variance Portfolio A
for period ending October 31, 2026
Quick Links
Overview
t.mvar 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 Variance Portfolio A gives investors access to a dynamic portfolio that uses an asset allocation algorithm that minimizes portfolio variance while also maximizing total return. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to minimize the portfolio's variance while also maximizing total return.
Category Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.
Ingredients Used This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 8 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.
Peer Group Tactical: DIY
- 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 Minimum Variance Portfolio A 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 Min Variance investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and portfolio variance.
- 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 "How to Choose and Invest".
Since this Portfolio Recipe is "Tactical: DIY," the percentage allocations below can change every month. RecipeInvesting calculates returns by rebalancing this Portfolio Recipe to the updated target allocation every month.
Recipe ingredients, updated October 31, 2026 and used for November 2026 allocation:
🔒 Exact Portfolio Weights Locked
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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 Choose and Invest
Compare: Total Return
for period ending October 31, 2026
5-year graph
●
t.mvar
●
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.mvar |
1.7% |
3.3% |
0.9% |
14.0% |
6.3% |
8.5% |
8.1% |
9.1% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
7.1% |
0.5% |
7.4% |
15.9% |
6.6% |
9.6% |
9.4% |
7.9% |
| Global Equities (ACWI) |
11.0% |
-1.7% |
12.0% |
22.1% |
10.1% |
12.5% |
11.0% |
|
| U.S. Equities (SPY) |
11.7% |
-0.9% |
12.0% |
23.3% |
12.0% |
15.3% |
14.7% |
10.9% |
| U.S. Bonds (BND) |
-0.1% |
2.4% |
0.2% |
5.5% |
-0.2% |
1.5% |
1.9% |
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 |
-1.06066711007712% |
0.915278103731509% |
0.353284315301106% |
9.33461224461529% |
4.1194933792424% |
5.46467554528214% |
3.95397283302896% |
6.10040962921958% |
| t.dbnd |
-2.58111885094801% |
0.0222321031569717% |
-1.7175817697243% |
6.36089659638299% |
3.50760614727541% |
4.44368210158956% |
4.14088584661194% |
0% |
| t.qaro |
-4.19124238219423% |
2.46508733733481% |
-2.7482863701081% |
13.9314270032398% |
5.87170616853063% |
6.80554665633122% |
4.29861420082986% |
5.24557339257008% |
| t.acap |
3.65932970256613% |
3.18165897817137% |
6.42462209880239% |
20.1924348395258% |
6.19749197043593% |
6.81845808288244% |
7.33909965483026% |
7.92284500180194% |
| t.trdd |
3.74264270879947% |
-0.743514171897905% |
2.65729942231592% |
12.3897459243723% |
1.51675897333325% |
6.0124757538915% |
6.43880180318046% |
8.79664306635064% |
| t.shar |
7.09002677127137% |
-0.906075029830977% |
7.65986453357792% |
14.4912706561735% |
4.66402925643477% |
10.4826877356096% |
8.95219925456832% |
10.2677366709641% |
| t.tris |
4.42157520972211% |
0.869096980629365% |
5.48141677584206% |
14.6163601465471% |
6.61373397396772% |
8.80229053916493% |
6.60453578700206% |
7.90063686469487% |
| t.tret |
4.00963322599934% |
-0.741728738239749% |
3.15760471119624% |
13.424916003753% |
2.25752563362815% |
6.48491401872047% |
6.9611814023415% |
9.07320154634024% |
| t.rsop |
7.77797111491063% |
-0.184244345063095% |
8.35796952886847% |
18.8650176028651% |
7.30963546705752% |
9.9860103744579% |
9.19267246939459% |
8.82357739660407% |
| t.rpcl |
3.84172389531241% |
1.87825875566197% |
3.60497176775561% |
15.2935849639247% |
5.24720257098572% |
6.78113685170014% |
5.73119648055349% |
7.71992624384905% |
| t.risd |
1.06518618086102% |
3.11835750410867% |
0.39947535122542% |
12.4342878364963% |
5.2604407486236% |
8.2222526558017% |
7.66120142896327% |
8.68186875624115% |
| t.mva3 |
4.10459736799766% |
2.41216814291335% |
3.62827077287975% |
16.3533773367299% |
6.67409195829272% |
8.63889550979133% |
8.27965736466478% |
9.61260119215368% |
| t.mva2 |
1.5563274156928% |
2.54571988825381% |
0.979177603714776% |
13.4613882850116% |
4.74127230215307% |
6.78179142417246% |
6.4240216779323% |
8.13848446029741% |
| t.mca2 |
6.02937442641034% |
1.1106107005013% |
6.44034051579199% |
16.6264506317797% |
5.82797604699894% |
7.98553860116829% |
7.19941799010724% |
8.09978204808817% |
| t.mca1 |
3.43725464214608% |
1.78103674938168% |
3.65755352782438% |
14.7273393524935% |
4.5517653070656% |
6.91703547532681% |
6.36920405991446% |
7.67138606834854% |
| t.madd |
2.14415426086738% |
3.88975010455392% |
1.19274950245711% |
14.8395089799269% |
5.94040200759207% |
8.13759295276548% |
7.90056139070252% |
8.92568937095835% |
| t.loss |
7.0253467688743% |
0.264546866937523% |
6.351422490894% |
16.9052421492238% |
7.0955850075644% |
8.4672590777328% |
7.62284272521039% |
8.94436800559211% |
| t.eqrc |
5.87903789284681% |
0.580147019449968% |
6.16478813747197% |
17.0975812506404% |
5.88759918751316% |
8.22614780566555% |
7.605066876918% |
8.51869988423209% |
| t.cvar |
-1.13832619924716% |
-1.22420885486% |
-1.23593767795362% |
15.1862101678296% |
6.57921117832963% |
7.43937582909295% |
7.22670255526234% |
8.46888362461011% |
| t.cdar |
-1.27732739000272% |
0.197712605448768% |
-1.91803519008127% |
9.97965799052361% |
3.67598160606477% |
7.91324888733207% |
7.83348260537309% |
9.20333314216388% |
| t.srt3 |
2.87586524325643% |
-11.2620613% |
-1.68951203712059% |
14.6293833950644% |
7.36950748566982% |
10.2662055876681% |
11.0167159810155% |
10.0991212786741% |
| t.srt5 |
31.9683431572456% |
-3.9954% |
29.7505770559783% |
33.732745317604% |
17.2861034217106% |
17.8506095871043% |
17.051397047319% |
13.3207533928911% |
| t.srrs |
14.6719086193788% |
5.28714520576143% |
16.252930807981% |
15.965111373792% |
8.6205369496803% |
11.8264196444043% |
11.7707850832147% |
9.74358277419041% |
| t.srqr |
31.0178466442174% |
-20.788% |
19.0789590791521% |
62.3926384142796% |
34.7993653667893% |
25.1763266100652% |
26.1022114815453% |
20.6572898963118% |
| t.pure |
13.2868807510095% |
-6.66152993497979% |
10.5337904682687% |
11.8032636163181% |
4.01377178976785% |
11.4073540822581% |
10.0165867851309% |
15.3667388031167% |
| t.frs4 |
12.8996538001475% |
0.875002575365323% |
14.3060132029268% |
11.9005887871871% |
5.53457324561557% |
7.95319351651838% |
6.73218344680293% |
6.8612099131862% |
| t.frs3 |
17.6893457036208% |
0.861890375166703% |
19.5557586968141% |
15.0794502530602% |
8.22432599452627% |
11.0539200094256% |
10.0588838884294% |
9.22900929866673% |
| t.frs2 |
20.8908041637245% |
1.54263080191619% |
23.150929581261% |
17.4297327245693% |
11.0151731132052% |
11.4763965731032% |
9.61078657991439% |
9.37771246666232% |
| t.frs1 |
6.33896537569167% |
3.99133663366336% |
9.43425764208936% |
11.7784707552554% |
6.235288153366% |
9.89416897137099% |
7.7936247149925% |
9.65220191490215% |
| t.eqwt |
7.37512156556905% |
-1.52930954850516% |
8.38246776177878% |
19.4308812822752% |
7.19538099685857% |
10.2206456530425% |
9.27540115702976% |
8.4900575115513% |
| t.sort |
8.44668691889956% |
-0.906075029830977% |
8.61676720545786% |
13.2587030203265% |
4.17352903838826% |
10.3041965978927% |
8.63025228453402% |
9.96293867055733% |
| t.rpba |
7.26049620857767% |
-0.187709696321401% |
7.76406279093747% |
18.8993835558036% |
7.28570599190657% |
9.96569220190677% |
9.24632364197804% |
9.03193374996027% |
| t.mvar |
1.74187081803667% |
3.33182469929448% |
0.908419411684558% |
14.0079123834118% |
6.33973327735176% |
8.5088245059447% |
8.10213539757154% |
9.11003884006192% |
| t.madm |
2.14415426086738% |
3.88975010455392% |
1.19274950245711% |
14.8395089799269% |
5.94040200759207% |
8.13759295276548% |
7.92533624817877% |
8.94444650912221% |
| t.dist |
0.411383553563538% |
-0.800751386004623% |
1.32926422652297% |
15.5031274778749% |
4.71196113312722% |
6.78060777731175% |
5.85942227048049% |
7.56575257398064% |
| t.mdiv |
1.39069317185168% |
0.604687222976969% |
0.83155181615715% |
15.1033175291883% |
4.09967050873066% |
6.07137384237586% |
6.3578231370981% |
7.98746745985721% |
| t.coco |
-0.660999702378717% |
-1.42400439796299% |
-0.180667618214503% |
16.6496227880444% |
4.58295969540175% |
7.26250109035085% |
6.96899173781687% |
8.18371580658417% |
| t.aaaf |
11.128899244911% |
1.08656541998572% |
13.7322144462527% |
22.971890266381% |
11.3856512766539% |
13.6202989739637% |
13.3750051835742% |
14.2323915783606% |
| t.aaae |
14.5359940844651% |
-2.36215766446568% |
14.4692835013269% |
22.336336430637% |
8.70829521012233% |
11.5741879693609% |
9.53810976976985% |
11.6482279880672% |
| t.aaad |
-0.0304636161443494% |
-1.24629763535893% |
1.30143242221805% |
13.9183916122899% |
5.81863528501272% |
10.8542432305883% |
9.22949398058135% |
11.522676451569% |
| t.aaac |
17.3570287815291% |
0.611213305351898% |
18.4053934863451% |
20.7425401964453% |
7.14220113667836% |
8.71301375718374% |
7.87589211717812% |
10.3301693035229% |
| t.aaab |
16.5824866024124% |
0.593863182015442% |
17.6686440679392% |
19.9758872263272% |
6.7585027047617% |
8.66180330796407% |
7.79821660198228% |
10.3289630730093% |
| t.aaaa |
7.10796476232107% |
0.665139744545068% |
8.11321632244093% |
17.3590650676612% |
6.84978709572934% |
9.31768705860743% |
8.09502617222517% |
10.5662672451392% |
| |
|
|
|
|
|
| t.mvar |
6.3% |
-16.6% |
17.3% |
15.4% |
16.2% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| 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 |
-0.424179698869009% |
-7.18336076125052% |
8.04433480523521% |
11.5825590950859% |
12.604733007092% |
| t.dbnd |
3.44397661063878% |
-1.76737936783778% |
10.6400593174128% |
6.77884085824092% |
3.62278977555321% |
| t.qaro |
4.59240204628992% |
-11.1438326553824% |
15.3386927829938% |
15.7258541483237% |
15.8600100026313% |
| t.acap |
20.4432160619124% |
-22.45403221641% |
7.40184469105014% |
18.8919118413825% |
26.4699260358452% |
| t.trdd |
9.8715230096464% |
-26.0476121532499% |
6.36635125071481% |
12.330800445662% |
15.9385121885547% |
| t.shar |
23.4411606259803% |
-21.87479682622% |
12.3218052604971% |
9.37014151732829% |
21.8450856482229% |
| t.tris |
15.142112269322% |
-13.2151489279659% |
10.3892915506608% |
11.3116777031029% |
22.6349617036042% |
| t.tret |
8.47801777380575% |
-26.0296350385374% |
7.36180722098361% |
15.3676372978931% |
15.3131897842288% |
| t.rsop |
12.9632353675667% |
-19.3414043196725% |
18.2419777264708% |
12.2112091066751% |
21.161915795348% |
| t.rpcl |
6.10522651436409% |
-17.3138973124509% |
14.2355921052369% |
10.0481112617687% |
18.0004394967869% |
| t.risd |
6.27488285821167% |
-17.0795987959738% |
15.6705918175895% |
11.5426178845946% |
17.1459466596711% |
| t.mva3 |
8.29647793772843% |
-16.6430053414138% |
14.1334152915745% |
13.2038730305259% |
20.5290566501333% |
| t.mva2 |
5.32238855516889% |
-17.0409959438868% |
12.7837931445344% |
9.43018592425238% |
18.8086083301498% |
| t.mca2 |
8.90685136563052% |
-18.9457469665729% |
14.7510299013823% |
10.8635090904715% |
19.1999737707901% |
| t.mca1 |
6.1041098694232% |
-18.751642966597% |
11.8822854915719% |
8.89676094816405% |
19.6934119086921% |
| t.madd |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
17.920228604251% |
| t.loss |
3.0941441769055% |
-18.479249626044% |
13.031568361609% |
14.5631900085841% |
21.1835330963081% |
| t.eqrc |
8.82676076930244% |
-19.5964571862675% |
14.9855260511004% |
10.9020053462146% |
20.5615109488186% |
| t.cvar |
0.759134878710643% |
-18.0142669945866% |
16.2212575296876% |
16.8746265767511% |
23.6075094903774% |
| t.cdar |
7.55527382881924% |
-15.8396274872416% |
20.5750399487302% |
5.59945701004212% |
14.3403460936941% |
| t.srt3 |
12.6920037171253% |
-4.6611053775261% |
3.76595072486459% |
26.2639170725895% |
8.97406104641032% |
| t.srt5 |
13.3683816400023% |
-0.0377534476435404% |
10.7408896298008% |
32.8389664356036% |
14.1706910929661% |
| t.srrs |
28.890913509327% |
-4.05917982551872% |
5.15194903910463% |
15.4469423586743% |
8.83322906229633% |
| t.srqr |
9.25312744122633% |
20.7261796509901% |
35.7843164035702% |
125.323401507358% |
0.911525386975143% |
| t.pure |
29.8707683196271% |
-30.1397064440225% |
39.2701153505725% |
-5.72415932121768% |
13.5578799407787% |
| t.frs4 |
28.9596335134098% |
-8.711034625884% |
6.76423807600433% |
6.79526875321181% |
10.3607219213205% |
| t.frs3 |
31.6871352500162% |
-9.40291629311235% |
11.1850931254423% |
9.46819022445564% |
11.2505636147613% |
| t.frs2 |
33.6879639179315% |
-2.17216987170259% |
9.48474896909841% |
14.0715255505641% |
12.6578328521242% |
| t.frs1 |
24.8239629975502% |
-1.66592365448265% |
4.02750319776692% |
23.1724247337602% |
0.909739918377106% |
| t.eqwt |
13.021617406844% |
-20.392117109815% |
18.7871213530998% |
11.7937656754764% |
22.8060763178412% |
| t.sort |
22.673599865263% |
-21.8579334248415% |
13.4524209330745% |
6.89679953365077% |
19.6141651028591% |
| t.rpba |
13.0003607484082% |
-19.5380347547834% |
18.2281640302314% |
12.8699463678829% |
21.279368583808% |
| t.mvar |
6.25177770078322% |
-16.5887215609709% |
17.3063290729272% |
15.3676372978931% |
16.1626126676796% |
| t.madm |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
17.920228604251% |
| t.dist |
6.57477338910428% |
-19.2648644355954% |
14.8065928418213% |
10.0343657687946% |
20.988701895117% |
| t.mdiv |
4.9292667911002% |
-22.903221678147% |
15.3975078542072% |
11.7338690409823% |
19.9797010630046% |
| t.coco |
6.21247145397235% |
-23.2582939265105% |
16.1944748615217% |
13.3439354565112% |
23.9954406153067% |
| t.aaaf |
24.95926567125% |
-12.8611500959783% |
15.2553856004545% |
21.8818661945351% |
26.4143538337339% |
| t.aaae |
17.9844768345203% |
-20.6677076909989% |
17.3619246036438% |
12.2647858438665% |
26.7808906078919% |
| t.aaad |
25.6368061423383% |
-15.1236057862516% |
13.4736870831487% |
9.9986742408138% |
25.7320278693447% |
| t.aaac |
14.5779268357424% |
-17.7181609028232% |
7.59856380212918% |
13.9750764888248% |
20.7629152770174% |
| t.aaab |
15.0698785073506% |
-18.0799629226466% |
8.03786160945619% |
12.9710561861617% |
20.3708072430778% |
| t.aaaa |
20.1360239536609% |
-16.2467835025164% |
14.2840037094768% |
13.3370641149433% |
20.5437211185207% |
Compare: Risk vs. Return
for period ending October 31, 2026
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Paid subscribers get the investable percentage allocations for all 200+ recipes. Tactical allocations update at the start of each month.
Maximum Drawdown vs. Annual Return
●
t.mvar
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
t.mvar
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
t.mvar
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
●
t.mvar
●
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.mvar |
-11.9% |
-6.4% |
-4.8% |
-3.8% |
-3.2% |
2.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.6% |
-2.8% |
-4.4% |
-2.5% |
-1.5% |
0.3% |
| Global Equities (ACWI) |
0.1% |
0.2% |
-1.6% |
-2.4% |
-3.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-18.6% |
-16.3% |
-17.6% |
-15.7% |
-12.3% |
-4.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-13.5641349620863% |
-9.84531902230339% |
-7.48443659770082% |
-5.98397427693711% |
-8.14920358663235% |
-0.364878259378189% |
| t.dbnd |
-22.5674934404225% |
-14.8337632073092% |
-8.79230426258687% |
-7.77885808539132% |
-7.12166399324415% |
0% |
| t.qaro |
-14.6271776656008% |
-9.10604403253569% |
-5.61750217017807% |
-6.93951369235272% |
-9.52580953143181% |
-4.00242832261914% |
| t.acap |
-5.72719285058458% |
-1.36830696916475% |
-5.12604559114189% |
-6.80679745445283% |
-5.30517273940698% |
-0.598811846031323% |
| t.trdd |
-9.65926598430487% |
-7.6312428958839% |
-11.2221583943774% |
-7.9284804480993% |
-6.36627327985008% |
1.06062966245563% |
| t.shar |
-4.92270845107953% |
-7.62616935249584% |
-7.05198847848715% |
-2.318282200406% |
-3.58578020277175% |
1.71907814809209% |
| t.tris |
-6.36348688885839% |
-6.07919484108327% |
-4.44527254279152% |
-3.93320655313437% |
-6.47530848454697% |
-0.644858759025919% |
| t.tret |
-9.04889485577749% |
-6.22515874809436% |
-10.2151932226738% |
-7.26268909050704% |
-5.58151975817501% |
1.64084357962145% |
| t.rsop |
-3.39244296250697% |
-2.40724745880767% |
-4.11196387853874% |
-3.30986475001675% |
-3.57313849300817% |
-0.197839738760914% |
| t.rpcl |
-8.40663503262326% |
-6.01926311598365% |
-6.34954618254803% |
-6.72973802923103% |
-7.41630541201268% |
-0.329316064240725% |
| t.risd |
-12.4168798396311% |
-8.4669201209524% |
-6.21058451868948% |
-4.14761849226171% |
-3.88866708277631% |
1.96565815112669% |
| t.mva3 |
-8.38221314018296% |
-3.589972696121% |
-4.37584856167219% |
-3.66784861966002% |
-3.30118047274176% |
2.95323913614439% |
| t.mva2 |
-11.7176466149592% |
-7.34677685926381% |
-6.91563113577573% |
-6.3373429417271% |
-5.96555070322972% |
0.704761316146602% |
| t.mca2 |
-5.2124028144718% |
-4.34341739020797% |
-5.6427606695882% |
-4.91549017963196% |
-5.10996442561499% |
0.54593201219584% |
| t.mca1 |
-8.34636234356393% |
-6.30369385375618% |
-7.20816212851938% |
-6.3229918808128% |
-6.21914660773507% |
-0.0494854744322666% |
| t.madd |
-11.284757389278% |
-5.138308829285% |
-5.31101270945871% |
-4.2345749903702% |
-3.36842099012835% |
2.47441326235938% |
| t.loss |
-5.55559729475085% |
-3.66284684423144% |
-3.86074883896408% |
-4.01884034005899% |
-4.3020253271981% |
1.84171954562319% |
| t.eqrc |
-5.53168651525521% |
-3.93860079185025% |
-5.62301216657772% |
-4.68673131190235% |
-4.56863194217368% |
1.10078144696723% |
| t.cvar |
-14.4361478136519% |
-5.05125672840133% |
-4.51279811558433% |
-5.50968197024646% |
-4.73886891147743% |
1.42603545874657% |
| t.cdar |
-15.868513123454% |
-12.3413826269754% |
-8.3329282831233% |
-4.95524195135554% |
-4.30800686648495% |
1.62165473960747% |
| t.srt3 |
-11.4588148229951% |
-12.1172497937083% |
-4.84277816024663% |
-5.35893669925249% |
-4.25995621196984% |
-1.42216053680433% |
| t.srt5 |
8.86496331251357% |
2.92800663058632% |
3.32453590155772% |
1.12432576155443% |
0.793412200054965% |
1.14878074037995% |
| t.srrs |
8.95569098304506% |
-4.60168104149994% |
-1.99492241398584% |
-0.78726216157812% |
-0.221630110470278% |
1.92781499999594% |
| t.srqr |
-4.99763845952273% |
-3.71832493276376% |
1.54650161787879% |
-4.28041975195412% |
-3.65962110818903% |
-0.797920410910297% |
| t.pure |
-4.53200792165722% |
-13.8211802296312% |
-7.98553004829437% |
-5.46885369492972% |
-6.11837203908161% |
2.32487173731283% |
| t.frs4 |
11.671516810801% |
-6.02040357086796% |
-4.71041832089033% |
-1.78809531603614% |
-3.39813946421851% |
0.520415301909653% |
| t.frs3 |
18.4867589200207% |
-4.43026235146562% |
-0.894380886885308% |
1.95857954885571% |
0.565819106495328% |
2.92360517643334% |
| t.frs2 |
17.5603600859692% |
-3.28323995176116% |
2.01403342027255% |
0.241076757595748% |
-2.35852378927994% |
1.00686749082337% |
| t.frs1 |
-4.35513495345334% |
-12.8723287537016% |
-5.85962194048037% |
-5.09465550557787% |
-6.76287575255932% |
-1.13383895758289% |
| t.eqwt |
-3.67568036612518% |
-2.753275464619% |
-4.43536262538737% |
-3.53988705468063% |
-3.95008189207285% |
-1.39437476357012% |
| t.sort |
-4.29405232347815% |
-9.27510623161825% |
-7.69386736413833% |
-2.8309508882693% |
-4.25577312787797% |
1.06611624430601% |
| t.rpba |
-3.96868449978531% |
-2.21302356099891% |
-4.10687072172268% |
-3.24587808068058% |
-3.41756419089253% |
0.171331919924507% |
| t.mvar |
-11.8730233263801% |
-6.37280572005857% |
-4.79047586231154% |
-3.80574467361374% |
-3.20740012864716% |
2.70946445859077% |
| t.madm |
-11.284757389278% |
-5.138308829285% |
-5.31101270945871% |
-4.2345749903702% |
-3.33686814685514% |
2.49923437099392% |
| t.dist |
-10.7889103093253% |
-6.77422642171748% |
-7.08350348030177% |
-7.09558402932153% |
-7.56169720750829% |
-0.945207985048747% |
| t.mdiv |
-12.0007293548715% |
-5.83506036475105% |
-7.8039317063737% |
-7.76158338748457% |
-6.26487394415782% |
0.455836827229778% |
| t.coco |
-12.6504614240574% |
-5.04011843343536% |
-7.26643513120732% |
-6.48016104931337% |
-5.77057733035477% |
0.286892539959593% |
| t.aaaf |
0.591471505037006% |
0.913604877281415% |
1.26796447958773% |
2.70852433530353% |
3.20391702226143% |
8.23562366551256% |
| t.aaae |
2.27742148750993% |
2.3504758526419% |
-2.15908279695457% |
-1.25218972751543% |
-3.12546812967095% |
3.35893975034278% |
| t.aaad |
-10.1651849885366% |
-8.42149818285557% |
-5.80146890578976% |
-2.64372980537465% |
-4.01856646505634% |
2.76840614201053% |
| t.aaac |
6.982905521256% |
3.66314851304675% |
-3.97598785022829% |
-4.7041430105629% |
-5.03580022183512% |
2.42314473223608% |
| t.aaab |
5.90694334829357% |
2.21436786002093% |
-4.46434785127361% |
-4.71839988556349% |
-5.09720423769444% |
2.43460041827825% |
| t.aaaa |
-3.20734726609607% |
-1.36570172957594% |
-4.06036717227755% |
-3.28089109183193% |
-4.40733971802583% |
2.84378391219095% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
-5.9% |
1.3% |
-1.4% |
0.7% |
1.4% |
4.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.5% |
-1.5% |
-3.0% |
-1.5% |
-0.8% |
0.3% |
| Global Equities (ACWI) |
0.4% |
0.8% |
-1.3% |
-1.9% |
-3.0% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-4.0% |
-2.5% |
-6.1% |
-2.9% |
-1.3% |
0.7% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-5.41634745571092% |
1.23189772135204% |
-1.45256084255611% |
1.17487896189144% |
0.366598813965696% |
3.64096170112369% |
| t.dbnd |
-6.87940404402951% |
-2.94417390757934% |
-3.01793718682033% |
-0.403074093330902% |
0.317625274758414% |
0% |
| t.qaro |
-8.44990381153848% |
0.276348075894029% |
-2.64397416823559% |
-0.508953406664713% |
-1.90044359518555% |
1.33981592800004% |
| t.acap |
-2.59782573282774% |
4.62751941720684% |
-2.198892993621% |
-2.53669868081419% |
-0.722125844451887% |
2.23479372443792% |
| t.trdd |
-4.89083761386564% |
0.111820449737603% |
-6.42249926481261% |
-2.8342425432405% |
-1.29229918430364% |
3.90302472130025% |
| t.shar |
-1.44152838440041% |
2.17507401875422% |
-2.98386670208079% |
1.9896551118891% |
1.49419401603802% |
5.37455653175644% |
| t.tris |
-1.64504729315638% |
3.27995853421783% |
-0.858541836071225% |
1.04802063600395% |
-0.221345709283101% |
3.44470114526415% |
| t.tret |
-4.10638920512767% |
1.17430290906462% |
-5.71200770641285% |
-2.33207675034434% |
-0.657211183783001% |
4.18875822180494% |
| t.rsop |
-1.97479441054526% |
0.701619036186246% |
-2.78174357104676% |
-1.51812698152532% |
-1.59936398363492% |
0.649718414189058% |
| t.rpcl |
-4.8175396945309% |
0.0486927306846248% |
-3.43877051932341% |
-2.12725886957951% |
-1.88680766773816% |
2.82393837329759% |
| t.risd |
-6.15269434597961% |
0.0470113103616345% |
-2.3572102809098% |
0.628076471934565% |
1.09181672598214% |
4.17564049369413% |
| t.mva3 |
-4.66537027788614% |
2.46701803990348% |
-1.56641261719754% |
0.419728396674777% |
0.970040740197511% |
4.61956427099925% |
| t.mva2 |
-6.32195169015853% |
0.306982021543956% |
-3.27084221361161% |
-0.741246198631228% |
-0.0289953061411685% |
3.88555149949339% |
| t.mca2 |
-2.74706970875709% |
0.268783653598328% |
-3.34544757789535% |
-1.3325348577692% |
-1.01728579088606% |
2.53437471247783% |
| t.mca1 |
-4.44315514518355% |
0.0134538513335407% |
-4.03979741995236% |
-1.47146505867648% |
-0.899640604134848% |
2.56328399224828% |
| t.madd |
-6.31869609781744% |
1.67439703848197% |
-1.89682744042471% |
0.402135496412663% |
1.26048096512982% |
4.39777396870534% |
| t.loss |
-3.37387716819631% |
3.76023487319041% |
-0.445542560604497% |
0.952474371343135% |
1.02505811992457% |
4.20642362729107% |
| t.eqrc |
-3.28680906411001% |
0.261834016635165% |
-3.54805331138345% |
-1.46697899962252% |
-0.987368700902445% |
2.62546938296211% |
| t.cvar |
-7.67438460406704% |
4.33810345562488% |
-0.460360704196125% |
0.714547257494846% |
1.23268062280843% |
4.25152372114021% |
| t.cdar |
-8.74991491951871% |
-3.82627093414023% |
-3.83703553547749% |
-0.111091244036377% |
0.728786300185806% |
4.4576002614852% |
| t.srt3 |
-9.48568098331581% |
-4.38627132646331% |
-0.544999494948538% |
0.557691833580156% |
1.25618911462448% |
2.39590205075168% |
| t.srt5 |
17.4830356309046% |
9.19721701332546% |
5.62386436947427% |
3.2503762101766% |
3.10045921212814% |
3.85615955765257% |
| t.srrs |
10.5180902324679% |
1.76775121225448% |
-0.225512668993323% |
1.32373859171199% |
1.69664033575889% |
3.03340341780229% |
| t.srqr |
-16.5273205772245% |
8.34510030584255% |
14.1698979832632% |
0.986329529154741% |
2.91930000190087% |
5.77897150904998% |
| t.pure |
-5.25739418562978% |
-14.634542180596% |
-8.14627604645979% |
-1.02837008018124% |
-1.06807002498253% |
8.55814025550113% |
| t.frs4 |
8.67961359039319% |
1.48195657055043% |
-0.844089049579058% |
1.44027510863005% |
0.726226667596108% |
2.20053713095806% |
| t.frs3 |
13.7704875115165% |
2.97141007425652% |
1.28233220048901% |
3.84526721931343% |
3.28741732819999% |
4.04353504183866% |
| t.frs2 |
17.2462941641211% |
4.27678299215693% |
3.82272780408069% |
3.56965946968098% |
1.97583042290318% |
3.60016391383789% |
| t.frs1 |
0.424952510754223% |
-6.82506557242377% |
-2.01138215921192% |
0.909316793639363% |
-0.269245620566806% |
4.07304125691234% |
| t.eqwt |
-2.41237964302856% |
0.223421694681884% |
-3.3316776629087% |
-1.98549805544574% |
-2.1753962791657% |
-0.507907933019022% |
| t.sort |
-0.965258961028522% |
0.459658275297242% |
-3.54232687312% |
1.7746053239921% |
1.10237202893382% |
5.04073389885207% |
| t.rpba |
-2.4641876380791% |
0.931351528973503% |
-2.72427605925215% |
-1.40739540211608% |
-1.42211535041173% |
0.981507023762026% |
| t.mvar |
-5.8652682402209% |
1.30313242780786% |
-1.39279541630702% |
0.70874671707681% |
1.41419918175883% |
4.55505031267547% |
| t.madm |
-6.31869609781744% |
1.67439703848197% |
-1.89682744042471% |
0.402135496412663% |
1.2808479805161% |
4.41441142992031% |
| t.dist |
-7.67750072300624% |
-0.753620041703112% |
-4.39356887177431% |
-2.80581265712802% |
-2.3123801673971% |
1.94946012470236% |
| t.mdiv |
-7.10420195238552% |
0.230552117656707% |
-4.58647515114577% |
-2.44326890710511% |
-0.919296898539586% |
3.14490240040017% |
| t.coco |
-8.83361111759802% |
0.239838236183234% |
-4.70392138297692% |
-2.42624763708875% |
-1.30489471526056% |
2.3116975920119% |
| t.aaaf |
2.99315027209594% |
6.44320806899555% |
3.08201496661569% |
5.53724478498366% |
6.07149429443601% |
8.97182353668014% |
| t.aaae |
4.98762601080774% |
7.02194670439966% |
-0.405884571677179% |
0.874597908760759% |
-0.202031116779179% |
4.55968436024576% |
| t.aaad |
-9.32548176321699% |
-0.664457676744224% |
-2.9102959583427% |
1.11873006065306% |
0.0569193073892444% |
5.05957229885593% |
| t.aaac |
10.5312493187991% |
8.79365415397274% |
-1.14076060138206% |
-0.23616271915706% |
-0.065475293158773% |
4.75546081865598% |
| t.aaab |
9.7611949478931% |
7.94927627405432% |
-1.51362986028706% |
-0.281677391632289% |
-0.140504916712782% |
4.75363567463189% |
| t.aaaa |
0.801858149411682% |
4.66827216500538% |
-1.15282175330363% |
0.488670367111391% |
0.210275459353363% |
5.02364561619482% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
-0.22 |
0.99 |
0.27 |
0.62 |
0.73 |
0.80 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.45 |
1.25 |
0.29 |
0.70 |
0.84 |
0.65 |
| Global Equities (ACWI) |
0.65 |
1.45 |
0.47 |
0.72 |
0.72 |
|
| U.S. Equities (SPY) |
0.64 |
1.43 |
0.57 |
0.86 |
0.95 |
0.65 |
| U.S. Bonds (BND) |
-0.74 |
0.23 |
-0.58 |
-0.16 |
0.08 |
0.33 |
| 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 |
-0.349945075604199 |
0.733729622957364 |
0.0751944896426169 |
0.469303375867719 |
0.379008191159584 |
0.604364820486882 |
| t.dbnd |
-1.03644405963518 |
0.351770661119937 |
-0.00471522236883321 |
0.353354449451531 |
0.446184259303627 |
0 |
| t.qaro |
-0.411479396354864 |
0.800214582869889 |
0.218474680593616 |
0.429542475516453 |
0.300534914762634 |
0.390042621668703 |
| t.acap |
0.249209743662266 |
1.34479246955746 |
0.247661482039586 |
0.437581713235631 |
0.589222414180921 |
0.60183872674506 |
| t.trdd |
-0.0531482014079992 |
0.900172557326982 |
-0.138845301728385 |
0.365687303738607 |
0.513385933799412 |
0.697911440067811 |
| t.shar |
0.311583004672965 |
0.901365761543115 |
0.126711563519723 |
0.705938506060285 |
0.703219741154437 |
0.741971469520674 |
| t.tris |
0.195561954882716 |
1.01276717701303 |
0.286904460391292 |
0.609443424892789 |
0.509890380991913 |
0.598684742648279 |
| t.tret |
-0.0113690047238452 |
1.00313273728892 |
-0.0739405987852498 |
0.40701541564468 |
0.566792567804325 |
0.732683725210517 |
| t.rsop |
0.406071464398154 |
1.27234831002793 |
0.315447544509657 |
0.652643381545526 |
0.708219521943757 |
0.630486377004788 |
| t.rpcl |
0.0441905541663311 |
1.01910001881778 |
0.17205842652401 |
0.440809589246451 |
0.44479786421317 |
0.61637143172602 |
| t.risd |
-0.25514455662552 |
0.841243480555965 |
0.177279799562925 |
0.595475205267448 |
0.68125154754934 |
0.752539917048187 |
| t.mva3 |
0.0442941121560607 |
1.1928973382566 |
0.291684634937667 |
0.625548979666452 |
0.721896467445557 |
0.812593575469286 |
| t.mva2 |
-0.203177506428427 |
0.922984908741818 |
0.133336301894226 |
0.461765630689639 |
0.540775160123065 |
0.676632521297732 |
| t.mca2 |
0.275147882079634 |
1.13761254551781 |
0.216641197767565 |
0.550877208725971 |
0.600695822412903 |
0.668316246316657 |
| t.mca1 |
0.0477127956309923 |
0.998104916323946 |
0.117466432079201 |
0.463708530593989 |
0.524322960373394 |
0.631407489409003 |
| t.madd |
-0.168805305897262 |
1.08308099905585 |
0.234012853822915 |
0.591478846707961 |
0.717139892720271 |
0.78363035440026 |
| t.loss |
0.25476152423782 |
1.18525373607729 |
0.323822799319271 |
0.605710081844084 |
0.655869563157669 |
0.746702445026343 |
| t.eqrc |
0.252509487928992 |
1.16593257084477 |
0.219206502903606 |
0.565432699275605 |
0.637507794404347 |
0.7021384908599 |
| t.cvar |
-0.407110509317839 |
1.08909393397104 |
0.283737963819634 |
0.515142342117268 |
0.625907369657653 |
0.721264872462019 |
| t.cdar |
-0.518836689768929 |
0.556814054815746 |
0.0464911870178257 |
0.546715771844007 |
0.653438369617744 |
0.733696367507346 |
| t.srt3 |
-0.129301841995769 |
0.602955705329023 |
0.284627225072822 |
0.541796451475949 |
0.671569132336034 |
0.571703710354566 |
| t.srt5 |
1.2129018888122 |
1.60152033311052 |
0.766965320034584 |
0.921135011869503 |
0.9988690886823 |
0.72832785874238 |
| t.srrs |
1.23386275753796 |
1.11912600546385 |
0.435765515714733 |
0.797647804453681 |
0.924699279634461 |
0.753221497995415 |
| t.srqr |
0.484192201654183 |
1.17620476903469 |
0.764605128187575 |
0.693845765100797 |
0.777431638385083 |
0.672007121103501 |
| t.pure |
0.373759070640498 |
0.474332670799684 |
0.104251437710028 |
0.545481445229273 |
0.557048203650754 |
0.794909539405066 |
| t.frs4 |
1.4168325207461 |
1.01303245866364 |
0.251119898666905 |
0.723321146614788 |
0.704557559429259 |
0.658986107315085 |
| t.frs3 |
1.85509634990582 |
1.12854113795875 |
0.491047912478502 |
0.950311678402002 |
0.972223110306275 |
0.809277414638634 |
| t.frs2 |
1.77955079605676 |
1.20848179981897 |
0.668231581913704 |
0.854441784675488 |
0.784622237241393 |
0.701325098150505 |
| t.frs1 |
0.36982457393026 |
0.535676356966438 |
0.221443557184025 |
0.552563711394038 |
0.501782148597962 |
0.584161681610762 |
| t.eqwt |
0.389714790641091 |
1.24679882913301 |
0.298840312444704 |
0.641104198555994 |
0.684850016793209 |
0.562758143569452 |
| t.sort |
0.358318290421459 |
0.782668352524538 |
0.0871638258901144 |
0.676097947172305 |
0.659214625977665 |
0.703878900092792 |
| t.rpba |
0.365183265313044 |
1.28622153645146 |
0.315330670284936 |
0.656135192610227 |
0.718288789250691 |
0.652187488572779 |
| t.mvar |
-0.215793065861605 |
0.994199651063824 |
0.266025506993171 |
0.617506551567024 |
0.727987434832805 |
0.797887908513081 |
| t.madm |
-0.168805305897262 |
1.08308099905585 |
0.234012853822915 |
0.591478846707961 |
0.71926038616994 |
0.785123289545302 |
| t.dist |
-0.12497864279121 |
0.965471251729894 |
0.129711469136253 |
0.421239401221808 |
0.437248777709973 |
0.581024132352967 |
| t.mdiv |
-0.225481203261902 |
1.03243068311665 |
0.0829225508471824 |
0.377082961346278 |
0.521498145924311 |
0.662124119477782 |
| t.coco |
-0.267579099087995 |
1.08888292735542 |
0.12048454269524 |
0.458599143247612 |
0.557078768762774 |
0.653970935841352 |
| t.aaaf |
0.686342625771429 |
1.49628080781201 |
0.633075111711693 |
1.00288035058985 |
1.14848338297648 |
1.12512818030292 |
| t.aaae |
0.794539140258287 |
1.59737954161574 |
0.431325679826623 |
0.77355689756008 |
0.737918529492829 |
0.842979447422858 |
| t.aaad |
-0.0595380308087289 |
0.845434969889433 |
0.210840172078132 |
0.691037285398611 |
0.678513671818764 |
0.807368336017598 |
| t.aaac |
1.10164784453024 |
1.6958416697863 |
0.319609407504209 |
0.567010163310476 |
0.608863054761495 |
0.784589552824761 |
| t.aaab |
1.0324689405317 |
1.59551487257055 |
0.289754236111108 |
0.565794056436914 |
0.604481289115482 |
0.785115735623774 |
| t.aaaa |
0.414782054631907 |
1.34995397956188 |
0.310849535021999 |
0.649542360222654 |
0.649548949513644 |
0.809007541088996 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
-0.28 |
1.59 |
0.39 |
0.98 |
1.17 |
1.32 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.84 |
2.40 |
0.42 |
1.06 |
1.31 |
0.97 |
| Global Equities (ACWI) |
1.23 |
2.92 |
0.72 |
1.09 |
1.10 |
|
| U.S. Equities (SPY) |
1.49 |
3.04 |
0.90 |
1.35 |
1.53 |
0.98 |
| U.S. Bonds (BND) |
0.84 |
2.40 |
0.42 |
1.06 |
1.31 |
0.97 |
| 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 |
-0.438998494791112 |
1.08494928405975 |
0.100621474248162 |
0.717895779248638 |
0.560227573133257 |
1.05410319667452 |
| t.dbnd |
-1.11392265749475 |
0.650685449652829 |
-0.00741535653541389 |
0.598437864351928 |
0.699400773069349 |
0 |
| t.qaro |
-0.521481493332391 |
1.31081724872413 |
0.33335096895102 |
0.684767134247909 |
0.459310157914373 |
0.612617995125331 |
| t.acap |
0.360746113234274 |
2.25507250667488 |
0.351607956347996 |
0.614838489184625 |
0.859716118067761 |
0.901304817983311 |
| t.trdd |
-0.0751645602712455 |
1.43023005603691 |
-0.178790493735942 |
0.533735623073521 |
0.768271054492026 |
1.1413388883955 |
| t.shar |
0.498838100188608 |
1.5360051327537 |
0.178166141450162 |
1.18433116743385 |
1.18188478728371 |
1.30389433439661 |
| t.tris |
0.277542587161527 |
1.63353494304357 |
0.423211313244062 |
0.95144972599314 |
0.786934486596201 |
0.986465536566251 |
| t.tret |
-0.0165910909078631 |
1.67465061758913 |
-0.0971472302055521 |
0.595290292380912 |
0.849334956140669 |
1.19975975696159 |
| t.rsop |
0.652284858885519 |
2.30196418106277 |
0.466272462068657 |
0.996041749724935 |
1.10620049389719 |
0.954944866124367 |
| t.rpcl |
0.0606592704787556 |
1.68884655895365 |
0.252737102581042 |
0.658509698893682 |
0.676401227535085 |
0.990318996518613 |
| t.risd |
-0.324068165315338 |
1.27649200018675 |
0.253627446690729 |
0.939760362280778 |
1.08566900048062 |
1.23296095988328 |
| t.mva3 |
0.0610905798708549 |
1.95584940683735 |
0.430043211775433 |
0.986917900219489 |
1.17116855958354 |
1.39005942041714 |
| t.mva2 |
-0.261695253265343 |
1.43420320084169 |
0.19064194369035 |
0.704533679461364 |
0.847024517333225 |
1.13021859675726 |
| t.mca2 |
0.402956460852861 |
1.91253287852006 |
0.314986478550002 |
0.845359858469036 |
0.937745473676168 |
1.06244620245816 |
| t.mca1 |
0.0647085433354173 |
1.58892373190425 |
0.167053015222562 |
0.70241940271935 |
0.812587759714107 |
1.00397279487449 |
| t.madd |
-0.22663798777801 |
1.73836972286972 |
0.338497486457563 |
0.920817804774825 |
1.1419603916168 |
1.28641846992094 |
| t.loss |
0.406095126666354 |
2.10646051386349 |
0.507269361738144 |
0.985379503206929 |
1.06226809410179 |
1.22363305351793 |
| t.eqrc |
0.375666316617758 |
2.0012321728283 |
0.318789562822416 |
0.865094270042361 |
0.995047910681844 |
1.10983400044585 |
| t.cvar |
-0.545509654680332 |
1.8877116473769 |
0.433491949161756 |
0.818626499760739 |
0.993564186341186 |
1.21281763681368 |
| t.cdar |
-0.623817548984936 |
0.850006327253041 |
0.0654487095498551 |
0.841567239645674 |
1.03552214315438 |
1.1826142242711 |
| t.srt3 |
-0.168677391798742 |
0.89729655027623 |
0.416472330952737 |
0.844272367838289 |
1.07493782519642 |
0.875716185649765 |
| t.srt5 |
2.36313072484702 |
3.323266332577 |
1.24437323845922 |
1.52798624833754 |
1.66687058876872 |
1.10061906568022 |
| t.srrs |
2.05998883789432 |
1.77496063722818 |
0.645799926526795 |
1.21707268211112 |
1.44677701496881 |
1.15304508576189 |
| t.srqr |
0.959122491625031 |
2.61950415420453 |
1.48219932775163 |
1.24644360547331 |
1.4085655781404 |
1.18810134911527 |
| t.pure |
0.650554894631188 |
0.771088453988752 |
0.154115884451528 |
0.899251539052125 |
0.913587243900614 |
1.41806140946464 |
| t.frs4 |
3.01886433729902 |
1.66402402661885 |
0.371285549062214 |
1.16551722983351 |
1.12688201946758 |
1.03884218469201 |
| t.frs3 |
4.03037641080699 |
1.84232392626162 |
0.774069347119871 |
1.61916331097813 |
1.667502332892 |
1.30510539974448 |
| t.frs2 |
3.17989241411389 |
1.96385773824468 |
1.04811166933819 |
1.31872518590066 |
1.21374424914942 |
1.04520014726739 |
| t.frs1 |
0.514513580952269 |
0.737955692540978 |
0.307517884866899 |
0.824406432617511 |
0.742800155292336 |
0.895152026526715 |
| t.eqwt |
0.630152858335589 |
2.26241513666739 |
0.43942537507276 |
0.973557488757736 |
1.06359034860053 |
0.837128960597907 |
| t.sort |
0.594753355234507 |
1.32553996249484 |
0.123128230869273 |
1.15791129580362 |
1.1196583202694 |
1.23649223717556 |
| t.rpba |
0.582296624618056 |
2.33688522881028 |
0.466034335214948 |
1.00192534299256 |
1.1235483861594 |
0.99404161146595 |
| t.mvar |
-0.279045417664302 |
1.59269659591309 |
0.390008791079543 |
0.977473241002596 |
1.17383967211534 |
1.32022668807815 |
| t.madm |
-0.22663798777801 |
1.73836972286972 |
0.338497486457563 |
0.920817804774825 |
1.14619590928653 |
1.28947876508914 |
| t.dist |
-0.168032360493713 |
1.62092158316413 |
0.189057679151368 |
0.618743036260917 |
0.655559003229364 |
0.886117736088264 |
| t.mdiv |
-0.29658687880893 |
1.7153522071785 |
0.119683305143017 |
0.565807245962682 |
0.79569864546845 |
1.04278029594704 |
| t.coco |
-0.355181143798348 |
1.86481069577866 |
0.175990075700992 |
0.703111707426393 |
0.861959277667796 |
1.0052781640292 |
| t.aaaf |
1.19941779020098 |
2.74400700249014 |
1.02548008211319 |
1.68065908340913 |
2.01158270750329 |
2.05042714876371 |
| t.aaae |
1.43042241487234 |
3.02620253742063 |
0.630650021609195 |
1.20046009455698 |
1.15770100479445 |
1.37219343880007 |
| t.aaad |
-0.0870756233044796 |
1.30267199869931 |
0.295411284850728 |
1.08358778135039 |
1.05780814247271 |
1.31981178115696 |
| t.aaac |
2.07009774309304 |
3.12027128007747 |
0.451913876784407 |
0.860116921522345 |
0.932922461704812 |
1.29848163878837 |
| t.aaab |
1.86981133785131 |
2.86858818195146 |
0.406810805164687 |
0.851800891348773 |
0.920057601164675 |
1.29518104207425 |
| t.aaaa |
0.66094174820868 |
2.29922804339314 |
0.439243383001668 |
0.992288873300501 |
1.0060163591746 |
1.38366059590878 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
-0.8 |
2.2 |
0.5 |
1.5 |
1.7 |
2.4 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.6 |
1.7 |
0.4 |
1.1 |
1.2 |
1.0 |
| Global Equities (ACWI) |
0.9 |
2.0 |
0.7 |
1.1 |
1.0 |
n/m |
| U.S. Equities (SPY) |
0.8 |
1.9 |
0.8 |
1.3 |
1.3 |
0.9 |
| U.S. Bonds (BND) |
n/m |
n/m |
-1.5 |
n/m |
n/m |
n/m |
| 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 |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| t.dyhb |
-1.3 |
0 |
0.1 |
0 |
0 |
0 |
| t.dbnd |
0 |
0.8 |
-0.1 |
0 |
0 |
0 |
| t.qaro |
-2.7 |
2 |
0.4 |
1.2 |
0.8 |
1.5 |
| t.acap |
0.4 |
2.7 |
0.4 |
0.8 |
1.2 |
1.4 |
| t.trdd |
-0.2 |
1.9 |
-0.5 |
0.7 |
1 |
2 |
| t.shar |
0.6 |
2.4 |
0.2 |
1.7 |
1.6 |
2.4 |
| t.tris |
0.4 |
2.8 |
0.6 |
1.5 |
1.2 |
2 |
| t.tret |
-0.1 |
2.2 |
-0.3 |
0.8 |
1.2 |
2.1 |
| t.rsop |
0.6 |
2 |
0.5 |
1.1 |
1.1 |
1 |
| t.rpcl |
-0 |
1.9 |
0.2 |
0.9 |
0.9 |
1.7 |
| t.risd |
-1 |
1.9 |
0.3 |
1.4 |
1.6 |
2.3 |
| t.mva3 |
-0 |
2.4 |
0.5 |
1.4 |
1.5 |
2.2 |
| t.mva2 |
-0.6 |
2 |
0.2 |
1.1 |
1.3 |
2.3 |
| t.mca2 |
0.4 |
1.9 |
0.3 |
1 |
1.1 |
1.5 |
| t.mca1 |
-0 |
1.9 |
0.1 |
1 |
1.1 |
1.6 |
| t.madd |
-0.5 |
2.3 |
0.4 |
1.4 |
1.6 |
2.3 |
| t.loss |
0.4 |
2.7 |
0.7 |
1.5 |
1.6 |
2.2 |
| t.eqrc |
0.4 |
1.9 |
0.3 |
1 |
1.1 |
1.5 |
| t.cvar |
-1.5 |
3.2 |
0.7 |
1.5 |
1.7 |
2.4 |
| t.cdar |
-1.5 |
1.1 |
-0 |
1.3 |
1.5 |
2.2 |
| t.srt3 |
-1.1 |
1.3 |
0.7 |
1.4 |
1.5 |
1.3 |
| t.srt5 |
2.5 |
2.8 |
1.4 |
1.6 |
1.6 |
1.4 |
| t.srrs |
5.1 |
2.2 |
0.8 |
1.5 |
1.6 |
1.5 |
| t.srqr |
0.4 |
2.2 |
1.5 |
1.3 |
1.5 |
1.3 |
| t.pure |
0.5 |
0.6 |
0 |
1.2 |
1.2 |
2.5 |
| t.frs4 |
4.6 |
2.4 |
0.5 |
1.7 |
1.5 |
1.6 |
| t.frs3 |
6.3 |
2.6 |
1.1 |
2.3 |
2.1 |
2 |
| t.frs2 |
7.3 |
2.8 |
1.7 |
2.1 |
1.7 |
1.7 |
| t.frs1 |
0.9 |
1 |
0.4 |
1.5 |
1.2 |
1.9 |
| t.eqwt |
0.5 |
1.9 |
0.4 |
1 |
1 |
0.9 |
| t.sort |
0.7 |
2 |
0.1 |
1.7 |
1.5 |
2.3 |
| t.rpba |
0.5 |
2 |
0.5 |
1.1 |
1.1 |
1.1 |
| t.mvar |
-0.8 |
2.2 |
0.5 |
1.5 |
1.7 |
2.4 |
| t.madm |
-0.5 |
2.3 |
0.4 |
1.4 |
1.6 |
2.3 |
| t.dist |
-0.4 |
1.8 |
0.1 |
0.8 |
0.8 |
1.4 |
| t.mdiv |
-0.6 |
1.9 |
0 |
0.8 |
1.1 |
1.8 |
| t.coco |
-0.7 |
1.9 |
0.1 |
0.9 |
1 |
1.4 |
| t.aaaf |
1.2 |
2.9 |
1.4 |
2.6 |
2.7 |
3.2 |
| t.aaae |
1.5 |
3.1 |
0.8 |
1.4 |
1.3 |
1.7 |
| t.aaad |
-0.3 |
1.8 |
0.3 |
1.5 |
1.3 |
1.9 |
| t.aaac |
2.9 |
4.1 |
0.6 |
1.2 |
1.3 |
2 |
| t.aaab |
2.8 |
3.9 |
0.5 |
1.2 |
1.3 |
2 |
| t.aaaa |
1 |
3 |
0.6 |
1.4 |
1.3 |
2.1 |
Compare: Risk & Volatility
for period ending October 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
6.9% |
6.9% |
24.5% |
24.5% |
24.5% |
24.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
4.1% |
4.1% |
15.8% |
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 |
6% |
6% |
10% |
13.1% |
13.8% |
13.8% |
| t.dbnd |
5% |
5% |
10.8% |
10.8% |
10.8% |
0% |
| t.qaro |
15.5% |
15.5% |
17.8% |
18.6% |
18.6% |
18.6% |
| t.acap |
8.8% |
8.8% |
25.2% |
25.2% |
25.2% |
25.2% |
| t.trdd |
5.9% |
5.9% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.shar |
7.5% |
7.5% |
22.1% |
22.1% |
22.1% |
22.1% |
| t.tris |
7.6% |
7.6% |
21.4% |
21.4% |
21.4% |
21.4% |
| t.tret |
5.1% |
5.1% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.rsop |
6.2% |
6.2% |
24.7% |
24.7% |
24.7% |
33.1% |
| t.rpcl |
6% |
6% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.risd |
8.2% |
8.2% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.mva3 |
5.7% |
5.7% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.mva2 |
6.7% |
6.7% |
22.5% |
22.5% |
22.5% |
22.5% |
| t.mca2 |
6.1% |
6.1% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.mca1 |
5.9% |
5.9% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.madd |
7.2% |
7.2% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.loss |
6.5% |
6.5% |
23.8% |
23.8% |
23.8% |
23.8% |
| t.eqrc |
6% |
6% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.cvar |
9.9% |
9.9% |
25.9% |
27% |
27% |
27% |
| t.cdar |
7.1% |
7.1% |
24.6% |
26.3% |
26.3% |
26.3% |
| t.srt3 |
17.4% |
17.4% |
17.4% |
20.2% |
20.2% |
46.5% |
| t.srt5 |
8.3% |
8.7% |
16.3% |
16.3% |
16.3% |
34.5% |
| t.srrs |
4.3% |
9.7% |
11.9% |
11.9% |
11.9% |
16.8% |
| t.srqr |
24.4% |
24.4% |
30.4% |
50.7% |
50.7% |
50.7% |
| t.pure |
12.4% |
12.4% |
34.9% |
34.9% |
34.9% |
34.9% |
| t.frs4 |
2.1% |
3.8% |
9% |
9% |
9% |
12.6% |
| t.frs3 |
3.3% |
5.1% |
9.5% |
9.5% |
9.5% |
17.3% |
| t.frs2 |
5.3% |
8.5% |
10% |
13.7% |
14.9% |
26.1% |
| t.frs1 |
15.1% |
15.1% |
18.4% |
18.4% |
18.4% |
25% |
| t.eqwt |
6.7% |
6.7% |
25.5% |
25.5% |
25.5% |
42.1% |
| t.sort |
7.6% |
7.6% |
22.1% |
22.3% |
22.3% |
22.3% |
| t.rpba |
6.1% |
6.1% |
25% |
25% |
25% |
31.2% |
| t.mvar |
6.9% |
6.9% |
24.5% |
24.5% |
24.5% |
24.5% |
| t.madm |
7.2% |
7.2% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.dist |
7.7% |
7.7% |
24.3% |
24.3% |
24.3% |
24.3% |
| t.mdiv |
5.7% |
5.7% |
26.9% |
26.9% |
26.9% |
26.9% |
| t.coco |
8.4% |
8.4% |
26.8% |
26.8% |
26.8% |
26.8% |
| t.aaaf |
6.6% |
6.6% |
18.9% |
18.9% |
18.9% |
18.9% |
| t.aaae |
6.5% |
6.5% |
24% |
25.3% |
25.3% |
25.3% |
| t.aaad |
11.6% |
11.6% |
23.7% |
23.9% |
23.9% |
23.9% |
| t.aaac |
5.5% |
5.5% |
25.2% |
27.5% |
27.5% |
27.5% |
| t.aaab |
6% |
6% |
25.3% |
27.6% |
27.6% |
27.6% |
| t.aaaa |
5.7% |
5.7% |
23.5% |
25.3% |
25.3% |
25.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
10.1% |
10.6% |
12.3% |
11.0% |
9.8% |
10.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.7% |
10.0% |
11.9% |
11.5% |
10.2% |
10.9% |
| Global Equities (ACWI) |
14.2% |
13.7% |
16.3% |
16.4% |
15.1% |
|
| U.S. Equities (SPY) |
14.3% |
14.9% |
17.3% |
17.7% |
15.8% |
17.0% |
| U.S. Bonds (BND) |
4.3% |
5.6% |
6.4% |
5.3% |
4.7% |
4.7% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
8.2% |
7.3% |
7.1% |
7% |
6.7% |
8.2% |
| t.dbnd |
4.8% |
6.3% |
7.8% |
6.2% |
6% |
0% |
| t.qaro |
12.8% |
13.5% |
13.2% |
12% |
10.8% |
11.1% |
| t.acap |
14.5% |
13.1% |
12.9% |
11.7% |
10.9% |
12% |
| t.trdd |
10.1% |
9.7% |
11.8% |
11.7% |
10.5% |
11.5% |
| t.shar |
16.3% |
12.4% |
12.4% |
12.8% |
11.6% |
13.3% |
| t.tris |
12.5% |
11.1% |
12.4% |
11.8% |
11.1% |
12% |
| t.tret |
9.5% |
9.8% |
11.9% |
11.7% |
10.5% |
11.4% |
| t.rsop |
13.2% |
12.6% |
14.3% |
13.2% |
12% |
13.2% |
| t.rpcl |
11.4% |
11.8% |
12.9% |
11.5% |
10.6% |
11.2% |
| t.risd |
10.3% |
10.5% |
12.1% |
10.9% |
9.7% |
10.4% |
| t.mva3 |
11% |
11% |
12.4% |
11.1% |
10.1% |
10.9% |
| t.mva2 |
10.3% |
10.8% |
12.1% |
10.8% |
9.9% |
10.8% |
| t.mca2 |
12.1% |
11.8% |
13.1% |
11.5% |
10.3% |
10.9% |
| t.mca1 |
11.2% |
11.4% |
12.6% |
11.1% |
10.1% |
10.8% |
| t.madd |
10.9% |
10.5% |
12.2% |
10.8% |
9.6% |
10.3% |
| t.loss |
13.2% |
11.6% |
12.6% |
11.2% |
10.1% |
11% |
| t.eqrc |
12.1% |
12% |
13.4% |
11.6% |
10.4% |
11% |
| t.cvar |
10.2% |
10.9% |
12.5% |
11.1% |
9.9% |
10.6% |
| t.cdar |
9.3% |
11.4% |
12.4% |
11.3% |
10.5% |
11.6% |
| t.srt3 |
22.1% |
21.2% |
17.9% |
17.6% |
16.4% |
18.3% |
| t.srt5 |
25.2% |
21.7% |
21.3% |
19.9% |
18% |
19.6% |
| t.srrs |
10.7% |
11.3% |
13% |
13.2% |
12.1% |
12.2% |
| t.srqr |
87.3% |
82.4% |
75.2% |
55% |
48.3% |
43.8% |
| t.pure |
26.3% |
20% |
20.5% |
20.8% |
18.5% |
21% |
| t.frs4 |
7.7% |
7.9% |
8% |
8.1% |
7.7% |
8.7% |
| t.frs3 |
8.9% |
10.3% |
10.1% |
9.8% |
9.3% |
10.4% |
| t.frs2 |
11.7% |
11.8% |
12% |
11.7% |
11.2% |
12.6% |
| t.frs1 |
20.6% |
16.7% |
17.5% |
16.1% |
14.6% |
16.6% |
| t.eqwt |
14.1% |
13.4% |
15.1% |
14% |
12.6% |
14.5% |
| t.sort |
17.2% |
12.7% |
12.5% |
13.2% |
11.9% |
13.6% |
| t.rpba |
12.9% |
12.5% |
14.2% |
13.1% |
11.9% |
13.1% |
| t.mvar |
10.1% |
10.6% |
12.3% |
11% |
9.8% |
10.4% |
| t.madm |
10.9% |
10.5% |
12.2% |
10.8% |
9.6% |
10.3% |
| t.dist |
12.4% |
12.8% |
13.6% |
12.2% |
11.2% |
11.8% |
| t.mdiv |
10% |
11.4% |
13.1% |
11.5% |
10.2% |
10.8% |
| t.coco |
11.4% |
12.5% |
14% |
12.3% |
10.8% |
11.4% |
| t.aaaf |
16.4% |
13.9% |
13.7% |
12.4% |
11.2% |
12.5% |
| t.aaae |
14.9% |
12.4% |
13.7% |
13.4% |
12% |
13.5% |
| t.aaad |
16.8% |
12.6% |
13.9% |
13.9% |
12.7% |
14% |
| t.aaac |
14.5% |
10.5% |
13.1% |
12.7% |
11.6% |
12.5% |
| t.aaab |
14.7% |
10.7% |
13.1% |
12.6% |
11.5% |
12.5% |
| t.aaaa |
12% |
10.5% |
12.2% |
11.9% |
11.1% |
12.5% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
7.6% |
6.1% |
7.8% |
6.6% |
5.7% |
6.0% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.3% |
4.7% |
7.7% |
7.2% |
6.3% |
7.1% |
| Global Equities (ACWI) |
7.2% |
6.2% |
10.1% |
10.5% |
9.6% |
|
| U.S. Equities (SPY) |
5.8% |
6.4% |
10.5% |
10.9% |
9.6% |
11.1% |
| U.S. Bonds (BND) |
3.1% |
3.1% |
4.5% |
3.6% |
3.1% |
2.9% |
| 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 |
| t.dyhb |
6.3% |
4.5% |
4.8% |
4.3% |
4.3% |
4.5% |
| t.dbnd |
4.1% |
2.9% |
4.5% |
3.3% |
3.6% |
0% |
| t.qaro |
10% |
7.7% |
8.1% |
7.1% |
6.8% |
6.8% |
| t.acap |
9.9% |
7.3% |
8.5% |
8% |
7.2% |
7.8% |
| t.trdd |
6.9% |
5.5% |
8.6% |
7.6% |
6.8% |
6.8% |
| t.shar |
10% |
6.8% |
8.3% |
7.3% |
6.6% |
7.3% |
| t.tris |
8.7% |
6.4% |
7.9% |
7.2% |
6.9% |
7.1% |
| t.tret |
6.2% |
5.3% |
8.5% |
7.6% |
6.7% |
6.7% |
| t.rsop |
8% |
6.4% |
9.1% |
8.3% |
7.4% |
8.5% |
| t.rpcl |
8.1% |
6.6% |
8.2% |
7.3% |
6.7% |
6.8% |
| t.risd |
7.9% |
6.4% |
7.9% |
6.5% |
5.8% |
6.1% |
| t.mva3 |
7.8% |
6.2% |
7.9% |
6.7% |
6% |
6.2% |
| t.mva2 |
7.8% |
6.4% |
7.9% |
6.7% |
6% |
6.2% |
| t.mca2 |
8.1% |
6.5% |
8.4% |
7.1% |
6.3% |
6.6% |
| t.mca1 |
8.1% |
6.6% |
8.3% |
7% |
6.2% |
6.6% |
| t.madd |
7.9% |
6% |
7.9% |
6.6% |
5.7% |
6.1% |
| t.loss |
8% |
6% |
7.5% |
6.5% |
6% |
6.5% |
| t.eqrc |
7.9% |
6.5% |
8.6% |
7.2% |
6.4% |
6.7% |
| t.cvar |
7.3% |
5.7% |
7.6% |
6.6% |
6% |
6.1% |
| t.cdar |
7.6% |
6.9% |
8.2% |
7% |
6.3% |
7% |
| t.srt3 |
17.1% |
13.8% |
11.7% |
10.9% |
10% |
11.7% |
| t.srt5 |
12.7% |
9.8% |
12.6% |
11.6% |
10.5% |
12.7% |
| t.srrs |
6.2% |
6.6% |
8.3% |
8.3% |
7.5% |
7.7% |
| t.srqr |
42.6% |
35.1% |
36.8% |
29.4% |
25.8% |
24% |
| t.pure |
15% |
11.7% |
13.2% |
12.2% |
11% |
11.5% |
| t.frs4 |
3.2% |
4.2% |
4.9% |
4.7% |
4.6% |
5.3% |
| t.frs3 |
3.9% |
5.8% |
5.8% |
5.4% |
5.2% |
6.2% |
| t.frs2 |
6.4% |
6.8% |
7.1% |
7.2% |
7% |
8.3% |
| t.frs1 |
14.9% |
11.7% |
12.1% |
10.5% |
9.6% |
10.6% |
| t.eqwt |
8.5% |
6.8% |
9.7% |
8.9% |
7.9% |
9.5% |
| t.sort |
10.2% |
7% |
8.3% |
7.3% |
6.7% |
7.5% |
| t.rpba |
7.9% |
6.3% |
9.1% |
8.2% |
7.3% |
8.4% |
| t.mvar |
7.6% |
6.1% |
7.8% |
6.6% |
5.7% |
6% |
| t.madm |
7.9% |
6% |
7.9% |
6.6% |
5.7% |
6.1% |
| t.dist |
9% |
7.1% |
8.7% |
8% |
7.2% |
7.5% |
| t.mdiv |
7.4% |
6.3% |
8.5% |
7.3% |
6.4% |
6.6% |
| t.coco |
8.4% |
6.7% |
9% |
7.6% |
6.7% |
7.1% |
| t.aaaf |
9.2% |
7.1% |
7.9% |
7% |
6.1% |
6.6% |
| t.aaae |
8.1% |
6.1% |
8.8% |
8.3% |
7.4% |
8.1% |
| t.aaad |
11.4% |
7.7% |
9.4% |
8.5% |
7.9% |
8.4% |
| t.aaac |
7.5% |
5.3% |
8.8% |
8.1% |
7.3% |
7.4% |
| t.aaab |
7.9% |
5.5% |
8.9% |
8.1% |
7.3% |
7.4% |
| t.aaaa |
7.3% |
5.7% |
8.1% |
7.5% |
6.9% |
7.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.mvar |
0.37 |
0.44 |
0.48 |
0.42 |
0.39 |
0.32 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.62 |
0.69 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.95 |
0.90 |
0.93 |
0.93 |
0.95 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.62 |
0.69 |
0.71 |
0.67 |
0.66 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
0.248971032651199 |
0.198961411922701 |
0.213775733551345 |
0.142959914602297 |
0.148024457699788 |
0.094216611148266 |
| t.dbnd |
0.1756439276923 |
0.262402209008816 |
0.331076917154134 |
0.186170462932469 |
0.16610881071475 |
0 |
| t.qaro |
0.240765675691552 |
0.491924917874376 |
0.575909734785913 |
0.377625217407537 |
0.34825041728574 |
0.249542153864817 |
| t.acap |
0.641395938779302 |
0.592695032125234 |
0.561233648570915 |
0.535945305912203 |
0.491014376148965 |
0.440950525842681 |
| t.trdd |
0.4635327381784 |
0.419261152606549 |
0.504996503002838 |
0.49649916928469 |
0.465705225883175 |
0.355632878927117 |
| t.shar |
0.650919999630618 |
0.421280482248886 |
0.469152212997785 |
0.469059204934922 |
0.444768212422483 |
0.355585818074221 |
| t.tris |
0.41266144036141 |
0.369582833324162 |
0.447546878426977 |
0.411743842060427 |
0.396306149754314 |
0.308628216614156 |
| t.tret |
0.429253260009598 |
0.417820049321059 |
0.508721039801626 |
0.494192821101281 |
0.457064383521333 |
0.35464753311766 |
| t.rsop |
0.799474559276955 |
0.72980071841057 |
0.769757069049666 |
0.70266947732663 |
0.700373276520889 |
0.7079123491169 |
| t.rpcl |
0.569018660434897 |
0.575809412119916 |
0.596859676732742 |
0.501284283432721 |
0.457034603753005 |
0.355887352693038 |
| t.risd |
0.343377653408481 |
0.425030922941394 |
0.465431388164199 |
0.399323305181814 |
0.376641703000368 |
0.31402935403124 |
| t.mva3 |
0.553471528902947 |
0.504128134913054 |
0.542056760399345 |
0.447811921223604 |
0.433391929847771 |
0.366309877107681 |
| t.mva2 |
0.433733331054896 |
0.465507556139966 |
0.513959507915384 |
0.393804168484401 |
0.367720317345361 |
0.286826857457307 |
| t.mca2 |
0.661297264384409 |
0.634523568268023 |
0.656827351158401 |
0.533068275155635 |
0.5029341914134 |
0.427779253488198 |
| t.mca1 |
0.530195859815051 |
0.547791511529719 |
0.585245021446598 |
0.460949301054508 |
0.43026612841234 |
0.378667230211564 |
| t.madd |
0.459106224959335 |
0.466072427738004 |
0.492444605252409 |
0.410284317661917 |
0.382061623673551 |
0.316358431355181 |
| t.loss |
0.726189101771929 |
0.465011630420624 |
0.456017234949789 |
0.393163883199453 |
0.378818994807778 |
0.338914366905735 |
| t.eqrc |
0.693169201724359 |
0.659748870081687 |
0.689087559375347 |
0.562166005787057 |
0.531739845539897 |
0.462985625179055 |
| t.cvar |
0.329657957324045 |
0.343818568685187 |
0.394314301156551 |
0.331876786191877 |
0.332531246805214 |
0.283006510362052 |
| t.cdar |
0.377122316831298 |
0.499884327752913 |
0.45255900320665 |
0.43269667671292 |
0.417681617623686 |
0.339750808433809 |
| t.srt3 |
0.493455702523758 |
0.774768939680385 |
0.501951526645805 |
0.563359770076256 |
0.621292111094413 |
0.6573682757723 |
| t.srt5 |
1.03288919417783 |
1.06601810841716 |
0.963009133027663 |
0.942873621358578 |
0.942551930024938 |
0.846530042260733 |
| t.srrs |
0.244773767459037 |
0.520537703350742 |
0.616552787017915 |
0.624973581433838 |
0.645335772786408 |
0.550721356080916 |
| t.srqr |
3.84851171598346 |
2.62318208950409 |
2.06618533434003 |
1.68687541148431 |
1.65032551201277 |
1.42793373417781 |
| t.pure |
1.45798712087638 |
1.16638938144199 |
1.02425111137533 |
0.774944694219936 |
0.722807153205567 |
0.561291025923784 |
| t.frs4 |
0.231691277110779 |
0.321157888516946 |
0.3130071568499 |
0.315436178684474 |
0.333446237419583 |
0.330615830324239 |
| t.frs3 |
0.250857796479389 |
0.410297369206509 |
0.382309942506015 |
0.369413277787721 |
0.392134403203783 |
0.386976569021571 |
| t.frs2 |
0.265258087366678 |
0.465430704115597 |
0.413121263554107 |
0.423572691386789 |
0.458334237438652 |
0.45056203190827 |
| t.frs1 |
0.639810382500244 |
0.753024032332396 |
0.542815288471494 |
0.50721599793819 |
0.491140478292288 |
0.429256283272538 |
| t.eqwt |
0.855221043907868 |
0.784889281562098 |
0.823355725430289 |
0.757133174146029 |
0.750877495736171 |
0.796416766921227 |
| t.sort |
0.708904359616831 |
0.446757353749529 |
0.477512856890643 |
0.471895531461642 |
0.450125213322581 |
0.358702901023023 |
| t.rpba |
0.786865883058438 |
0.719492449303149 |
0.759743359624698 |
0.69250225599942 |
0.690897619330928 |
0.694656416204824 |
| t.mvar |
0.370101931990188 |
0.441783591008463 |
0.479563994187319 |
0.415297751209791 |
0.385730510239034 |
0.319265933344442 |
| t.madm |
0.459106224959335 |
0.466072427738004 |
0.492444605252409 |
0.410284317661917 |
0.38239955295119 |
0.316586072786125 |
| t.dist |
0.639503930924698 |
0.629198680299677 |
0.648474867756634 |
0.553887414845762 |
0.499491808920013 |
0.433244029663245 |
| t.mdiv |
0.510295437628915 |
0.556174609644377 |
0.596880906775368 |
0.470735781412397 |
0.430900563649805 |
0.350150042029296 |
| t.coco |
0.596818348102916 |
0.637273486320177 |
0.670785238469995 |
0.561826341760172 |
0.507318127742435 |
0.460707544408315 |
| t.aaaf |
0.848491266188005 |
0.643546970649952 |
0.549823421905875 |
0.437251884256815 |
0.432923830789978 |
0.39504122087699 |
| t.aaae |
0.696795722820092 |
0.579476359697849 |
0.649538990099456 |
0.640250355596111 |
0.619729210404832 |
0.591355559425941 |
| t.aaad |
0.834961313071614 |
0.540877551040604 |
0.602144521764249 |
0.565454463370358 |
0.576216480915592 |
0.52418686319761 |
| t.aaac |
0.502862757318322 |
0.401899801904909 |
0.547279972030884 |
0.504448173149375 |
0.481825399640787 |
0.428778144817984 |
| t.aaab |
0.506880719789888 |
0.406000858755235 |
0.545947733628448 |
0.504006278205471 |
0.481622551119224 |
0.428844612662162 |
| t.aaaa |
0.434967359314645 |
0.44104558179808 |
0.512790091354481 |
0.495125827178692 |
0.477484854020918 |
0.425332196226375 |
Compare: Correlation
for period ending October 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.59 |
0.67 |
0.73 |
0.68 |
0.63 |
|
| to S&P500 (SPY) |
0.47 |
0.57 |
0.64 |
0.62 |
0.59 |
0.51 |
| to U.S. Bonds (BND) |
0.92 |
0.80 |
0.84 |
0.78 |
0.78 |
0.79 |
| to Commodities (DBC) |
-0.36 |
-0.33 |
-0.07 |
0.08 |
0.09 |
0.16 |
| to Gold (GLD) |
0.40 |
0.41 |
0.56 |
0.56 |
0.52 |
0.53 |
