Pure Momentum

for period ending May 31, 2025


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  Overview

t.pure 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   Pure Momentum gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses an asset class to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm which ranks asset classes based a relative strength score using the returns over the past 1, 2, and 3 months..

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 6 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.

Peer Group   Tactical: DIY


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

Methodology   This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Pure Momentum uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 6 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

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

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

  3. VizMetrics runs the investment algorithm to choose the optimal asset allocation portfolio by ranking the asset classes based on a composite momentum score which using the returns from the past 1, 2, and 3 months.

  4. VizMetrics determines the Top 1 asset class based on the ranking. Then the algorithm chooses that asset class to invest in during the upcoming month.

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



  How to Invest

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

Recipe ingredients, updated May 31, 2025 and used for June 2025 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 rebalance your portfolio



  Compare: Total Return

for period ending May 31, 2025

5-year graph

● t.pure ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
t.pure 0.8% 4.0% -3.2% 3.1% 12.3% 7.0% 11.7% 15.0%
Peer Group* average
60% Equity / 40% Bonds 1.3% 3.5% 10.0% 8.9% 8.7% 8.0% 9.2% 7.7%
Global Equities (ACWI) 5.2% 5.7% 13.2% 12.3% 13.3% 9.4% 10.1%  
U.S. Equities (SPY) 0.9% 6.3% 13.2% 14.2% 15.8% 12.7% 14.0% 10.4%
U.S. Bonds (BND) 2.5% -0.7% 5.4% 1.4% -1.0% 1.5% 2.2% 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
* Peer Group is Tactical: DIY
t.dyhb 0.326549937345533% -1.63328559383126% 7.66812383195778% 5.44824174100069% 4.22866648698554% 3.71171733750582% 4.953004143099% 6.83199713435749%
t.dbnd 2.25965767141922% -0.254643318328285% 7.20977516159484% 7.38649367901054% 5.16418631919686% 5.00496209067913% 0% 0%
t.qaro 1.34921543827569% -0.155303355842545% 8.84527946160585% 10.6009589217661% 5.802128812906% 5.81362046827427% 4.96624540521811% 4.91705743277338%
t.acap 8.98078346129885% 2.44952331360389% 21.9715495971912% 7.77197416853337% 7.06551037928609% 5.51843226652926% 7.19182847788302% 8.3566700855511%
t.trdd 3.5009333718236% -1.19027357052253% 7.18544175649356% 1.30821460390682% 3.36988590687535% 4.23023037761407% 7.3972775200605% 8.75509026130921%
t.shar 7.08639415985353% -0.762217756350179% 9.46963383559067% 4.1271279855039% 10.1099809195087% 7.34450258842949% 9.44562722063642% 10.2077479670883%
t.tris 6.47228935748096% -1.52747318690427% 8.98321680000214% 7.44672301535638% 8.56040348127363% 5.62683945079596% 7.30904976003772% 8.34201871037508%
t.tret 3.106380794902% -1.53035686032781% 8.15782800518932% 2.40047849536265% 3.52339217917246% 4.87239461288034% 7.87562215309752% 9.04492645972765%
t.rsop 5.88492774879181% 2.52832940713348% 12.4203725874091% 9.29040834728261% 9.17437183019885% 7.99913872663869% 9.30943363529326% 8.96753897870921%
t.rpcl 5.58790059553589% 0.772185863815798% 11.5483834202932% 7.68395845477761% 5.1632710409905% 5.73843565260124% 6.68973074060275% 8.05159890432525%
t.risd 3.70505692171521% -0.880985634555866% 6.36170933122884% 7.5854990964725% 6.02034525242481% 7.14202365386678% 8.72018295077994% 8.72783727343103%
t.mva3 7.72656591323315% -0.311396475837141% 12.3137157440758% 9.30041574259626% 7.34152197866107% 7.48665749521624% 9.43071845348109% 9.71583107496625%
t.mva2 6.23780544272083% -0.651120744558997% 10.6408035471265% 6.90611103582819% 4.72033012674731% 5.95281981954856% 7.57727960443286% 8.32890579689534%
t.mca2 5.34007968090828% 1.01898762003458% 10.9480238029083% 7.51232093583059% 6.1703177279324% 6.51979767046862% 7.69055348366579% 8.24476619075833%
t.mca1 5.69198783096414% 0.216441560552133% 10.5139137061003% 5.9782090824398% 4.55114717508194% 5.77518294625061% 7.1321862396635% 7.88204146892773%
t.madd 5.39960152925594% -0.614948923368748% 12.4398613601632% 10.1253749958393% 6.72079347190544% 7.16571562844956% 9.02467862969187% 9.01999170639343%
t.loss 5.79993328286044% 1.12767830701446% 7.36206500424397% 8.76682313548647% 5.32062903668102% 6.27908364584513% 8.46918108157946% 8.73776420314978%
t.eqrc 5.38883418850908% 1.35158942530442% 11.0399553615102% 7.57229491942231% 6.09188492253083% 6.60823508832382% 8.08929717570937% 8.59979417995092%
t.cvar 8.40189555341637% 1.12767830701446% 12.3261551831383% 10.6493571828305% 5.18413402926075% 6.76122144246398% 8.68432737726956% 8.73939603302532%
t.cdar 3.23545526008036% -1.44968528969603% 5.41332559143355% 6.51384442055876% 6.55981136335697% 6.76209236550347% 9.05006127348327% 9.57849111111166%
t.srt3 -3.91133280041805% -0.254643318328285% 0.204728883619087% 6.10913927404388% 13.6654776766166% 8.82321331752847% 11.4259262732803% 0%
t.srt5 -0.189776505639816% 5.204% 14.6839487425796% 11.6957974653941% 18.1698209495993% 11.9284870241845% 13.9189611428687% 0%
t.srrs -1.90977576615446% 2.32673182333986% 3.86913506419366% 4.11433023485666% 12.715755575985% 8.95544160970059% 10.0476742868524% 0%
t.srqr -22.9601022544891% 0.34% -7.15238252175033% 33.0272072601132% 34.249127451242% 17.6992293400224% 22.2231561909803% 0%
t.pure 0.763899051550387% 4.0219378427788% -3.21218910091836% 3.09395223372035% 12.2956592762154% 7.03060832216278% 11.7393914906156% 15.0198750213636%
t.frs4 1.20786900222654% 0.76041944361436% 5.43015981621917% 2.29952295450824% 8.50850599999489% 5.49319566548403% 6.00035965660268% 7.15043577832628%
t.frs3 0.370381917227935% 1.09914287627268% 6.76660969024214% 3.56323341087921% 11.0661478625311% 7.96763619532548% 8.53653190150616% 9.39760831630863%
t.frs2 -1.51313008982098% 1.77548220555701% 4.98769022654664% 3.43513720956516% 12.6494391842719% 7.23576849652967% 7.77378528730839% 9.1766457422265%
t.frs1 -8.28588500528909% 4.79056047197641% 1.4973463941522% -0.592888727603913% 10.9385908529201% 7.40212115653602% 6.89446632727466% 9.47009331943027%
t.eqwt 6.06010999349138% 3.39445105832023% 13.4381707206881% 9.16465138572302% 9.26622262037713% 8.17131722398024% 9.22006550827112% 8.69656000384198%
t.sort 6.6842064244337% -0.564492070789769% 7.10702287704763% 3.66559219812701% 10.1182745613809% 7.05518764848216% 9.0772654970606% 9.86566708069516%
t.rpba 6.02260207890388% 2.37751781857894% 13.0093098531879% 9.44752515505416% 9.25560351953303% 8.04673154739755% 9.46154919297939% 9.17358290398253%
t.mvar 3.89981486819824% -1.53035686032781% 8.99013445772339% 9.83736593895721% 6.97038620502883% 7.50115797821373% 9.19312129858745% 9.17845910487207%
t.madm 5.39960152925594% -0.614948923368748% 12.4398613601632% 10.1253749958393% 6.72079347190544% 7.16571562844956% 9.0497115937435% 9.03876508353583%
t.dist 5.09694415846298% 0.885915646783958% 12.4907531741622% 7.38771853244862% 5.03519098528975% 5.88040487316934% 6.75656438642283% 8.0633887306947%
t.mdiv 4.88443698742913% -0.0951843702815023% 10.4121279749269% 6.21294942944162% 4.07127032545704% 4.98891497280409% 7.44263390469437% 8.08796067957147%
t.coco 5.39650103354976% 1.38865255360761% 12.7436993796264% 7.15236559531685% 6.11958825622456% 6.06131194511061% 7.87222353838022% 8.41723046236962%
t.aaaf 3.61271710816993% 1.110129160645% 12.4400022718108% 8.96201638661369% 11.6237663677052% 11.376070293444% 13.4000799551302% 14.0021045108534%
t.aaae 9.76424651605086% 3.76723437326217% 17.2108461658558% 8.03168045190688% 11.2024021150778% 8.85238674864768% 9.15676670851015% 11.2307116643343%
t.aaad 7.00356042906198% 2.62980390979878% 13.0720571530263% 6.80175676724906% 12.8475289392049% 7.60983710559324% 9.94851171585425% 11.9798233949267%
t.aaac 7.53599428845309% 2.32699298894747% 14.0721728831487% 6.28387285315222% 7.05891224898112% 6.34083088800967% 7.43638785775955% 9.63165168483802%
t.aaab 6.93911914951639% 2.10830767332294% 11.9479975172613% 5.70773191855409% 6.8321722735029% 6.32653651796593% 7.41845217609196% 9.65772209398088%
t.aaaa 6.19955131808381% 2.12244469876298% 12.0330810009263% 8.14799416465848% 9.51582261874828% 7.81441908822278% 8.14832644798542% 10.1684600156144%
Historical Return
 
t.pure 38.7% 29.9% -30.1% 39.3% -5.7%
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
* Peer Group is Tactical: DIY
t.dyhb 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521% 11.5825590950859%
t.dbnd 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128% 6.77884085824092%
t.qaro 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938% 15.7258541483237%
t.acap -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014% 18.8919118413825%
t.trdd 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483% 12.330800445662%
t.shar 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971% 9.37014151732831%
t.tris 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608% 11.3116777031029%
t.tret 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361% 15.3676372978931%
t.rsop 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708% 12.2112091066751%
t.rpcl 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237% 10.0481112617687%
t.risd 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895% 11.5426178845947%
t.mva3 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745% 13.2038730305259%
t.mva2 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343% 9.43018592425233%
t.mca2 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823% 10.8635090904715%
t.mca1 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719% 8.89676094816407%
t.madd 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.loss 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609% 14.5631900085841%
t.eqrc 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003% 10.9020053462146%
t.cvar 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877% 16.8746265767511%
t.cdar 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302% 5.59945701004214%
t.srt3 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461% 26.2639170725895%
t.srt5 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008% 32.8389664356036%
t.srrs 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461% 15.4469423586743%
t.srqr 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702% 125.323401507358%
t.pure 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725% -5.72415932121767%
t.frs4 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433% 6.79526875321188%
t.frs3 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423% 9.46819022445564%
t.frs2 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841% 14.0715255505641%
t.frs1 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695% 23.1724247337602%
t.eqwt 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999% 11.7937656754764%
t.sort 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745% 6.89679953365077%
t.rpba 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314% 12.8699463678829%
t.mvar 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272% 15.3676372978931%
t.madm 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.dist 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213% 10.0343657687947%
t.mdiv 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072% 11.7338690409823%
t.coco 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217% 13.3439354565112%
t.aaaf 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544% 21.8818661945352%
t.aaae 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437% 12.2647858438666%
t.aaad 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487% 9.9986742408138%
t.aaac 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292% 13.9750764888248%
t.aaab 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619% 12.9710561861616%
t.aaaa 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768% 13.3370641149433%


  Compare: Risk vs. Return

for period ending May 31, 2025

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

Maximum Drawdown vs. Annual Return
● t.pure ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.pure ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.pure ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure risk vs. 60/40 Worse Worse Worse Worse Worse Worse
t.pure return vs. 60/40 Worse Worse Better Worse Better Better
Risk-Return Quadrant
SE SE NE SE NE NE
Risk-Return Direction 161° 139° 56° 104° 58° 31°
Risk-Return Magnitude 14.0 7.7 6.5 4.3 4.8 8.6
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
* compares t.pure to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -15.5% -10.8% -5.3% -6.2% -3.5% 2.5%
Peer Group* average
60% Equity / 40% Bonds -0.9% -4.2% -5.1% -2.1% -1.0% 0.3%
Global Equities (ACWI) 2.0% -1.7% -1.9% -3.1% -4.0%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -6.5% -18.1% -23.9% -12.9% -10.3% -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
* Peer Group is Tactical: DIY
t.dyhb -2.60660862708855% -8.90434448620854% -10.6216480944696% -7.05577560877936% -5.57622865268598% 1.16645838597454%
t.dbnd -0.621574683955984% -5.28911137069674% -8.79008959756302% -3.46033282654499% 0% 0%
t.qaro -2.65951378070412% -2.21702582528704% -9.21538472810124% -5.4282677407604% -7.44963014241886% -3.92177817580612%
t.acap 17.3837557333461% -5.55549042254406% -7.36561757715221% -5.76514308171074% -4.46879130566351% 0.524805532144629%
t.trdd -4.51292269542999% -14.3069790142097% -12.5002488310499% -7.70967969697187% -3.77929746219202% 1.47169082467337%
t.shar -1.92822667658046% -10.764429127082% -4.05357768766147% -3.40871512578885% -1.4136934574837% 2.08447948203745%
t.tris -2.47834087826743% -6.02845695255451% -5.35337574532827% -5.60597518570484% -4.48061963564449% 0.361206693696326%
t.tret -3.25501080506458% -12.7807998709152% -12.2979831786878% -6.7990684187348% -2.99602375274428% 2.05337551466297%
t.rsop 3.19485268572241% -4.32689389164933% -5.44021393923196% -3.07341831407509% -2.40077462351222% 0.467160984593351%
t.rpcl 1.00130319137233% -6.01036043209485% -10.1192667857128% -5.47261327635211% -4.96495424806598% 0.662568533024059%
t.risd -5.96599714632895% -5.92793859759544% -8.81679966752572% -2.81913824984312% -0.714221603776574% 2.61343989414563%
t.mva3 2.944974361491% -3.67600591810841% -7.04543759045333% -2.45763068741022% -0.179790453824573% 3.6706870005904%
t.mva2 0.104824215985136% -6.86548916656065% -10.6150739731125% -4.79160707986798% -3.00166555400133% 1.50383613146532%
t.mca2 0.893750418071869% -6.22004833651024% -8.80255804598356% -4.18459205873615% -3.00825170418141% 1.28257975890577%
t.mca1 -0.0362470929275673% -8.13735515698088% -10.9020486753893% -5.19085412856812% -3.84495317702013% 0.787672110055576%
t.madd 3.64480708537584% -2.38076752259805% -7.82194445831541% -2.70547616406238% 0.0198734217783301% 3.20919534244347%
t.loss -4.29509275993427% -3.99036490716222% -9.7922261188533% -4.23942368651575% -1.44980470805362% 2.17779242504435%
t.eqrc 1.10926676964671% -6.20195901853109% -8.94729539899977% -4.1063318909541% -2.41070588518417% 1.75825852752511%
t.cvar 3.25370156980934% -1.88931059549152% -10.0741451315837% -3.55914177683087% -1.23482839889164% 2.38051489259317%
t.cdar -7.49620600839715% -7.46941607511169% -8.3417336442202% -3.83352867624126% -1.06623346357808% 2.60544402220091%
t.srt3 -11.6601903165509% -8.11770302146772% -2.58926591502974% -3.72146346600787% -2.36191485034517% 0%
t.srt5 0.10342261996051% -3.38269021029554% 1.03943937688713% -1.32664180045456% -1.38489485678184% 0%
t.srrs -9.3223434664066% -10.5091950138697% -1.12231534342001% -1.83625206071935% -1.38429964050385% 0%
t.srqr -14.2168200686863% 0.619898409868711% -0.751599872689544% -3.9042431707271% -3.38921008599161% 0%
t.pure -15.5014102363375% -10.7936243684139% -5.28097364127444% -6.24324444597233% -3.4551408245074% 2.47159158919904%
t.frs4 -7.20509928128266% -15.7543677890688% -3.31281412572724% -3.97160339904444% -4.02928368857639% 1.08850430227291%
t.frs3 -5.87591868147566% -12.107753148551% -0.723501657772244% -0.684543158248486% -1.11573029348792% 3.19194551035681%
t.frs2 -8.15990862996986% -11.8304164116962% 0.645301315109647% -3.30584079006743% -3.92869574046686% 0.94689265819834%
t.frs1 -11.0016840434695% -16.2009762747935% -5.08100485400494% -4.86225712499776% -6.84216556014915% -0.817645326005693%
t.eqwt 4.07318898159241% -4.66826631405476% -5.61541731663023% -3.24521615516065% -3.09456736664819% -0.679383646063351%
t.sort -5.19443617390277% -11.4337838464645% -4.27190700169957% -3.97937752836209% -2.23305810177892% 1.41221550059599%
t.rpba 4.22256264596993% -4.10163152760684% -5.2924118578847% -2.93319947305756% -2.11051587645052% 0.838192781516941%
t.mvar -1.99204310758804% -2.96396140215951% -7.54606983836703% -2.33841678693382% 0.0555511840586007% 3.38823762790133%
t.madm 3.64480708537584% -2.38076752259805% -7.82194445831541% -2.70547616406238% 0.0525877947660955% 3.23422388750616%
t.dist 2.62093314264814% -6.46941204471788% -10.3349735656219% -5.49230196998764% -5.19985188842656% 0.278755738508201%
t.mdiv -0.271433651773133% -7.8948838274355% -11.5879948942204% -6.48869623666937% -3.37447040253252% 1.13587225497255%
t.coco 3.55057224434233% -6.84918892886875% -9.07698070725714% -5.15741448785829% -3.06898981807827% 1.21732921166552%
t.aaaf 0.731364939270021% -3.9641197838009% -1.08267507779428% 3.28409729686903% 5.69665806148448% 8.51042830266555%
t.aaae 9.73309146206156% -5.46271593984776% -2.86434034036106% -1.80893906631197% -2.41816471555706% 3.3555551504892%
t.aaad 8.0119420437378% -7.03172734565324% -1.04450486082274% -3.71777384480849% -1.65430687489844% 3.79212408208869%
t.aaac 8.07234764875803% -7.73071862590961% -7.94772435372779% -4.97837203203317% -4.37447304699344% 2.01270322034106%
t.aaab 4.39558501644572% -8.48072502918435% -8.1706880451741% -4.94674505658042% -4.33503629257484% 2.07857176776301%
t.aaaa 2.39337920800541% -5.06199739496003% -4.4188729565999% -2.55688489779776% -3.14939316854469% 2.79656208001799%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -15.2% -10.9% -4.2% -2.5% 4.0% 8.6%
Peer Group* average
60% Equity / 40% Bonds -0.4% -3.0% -3.5% -1.3% -0.5% 0.3%
Global Equities (ACWI) 2.0% -1.4% -1.6% -2.7% -3.6%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) 0.0% -6.6% -7.5% -2.3% -0.4% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.20272929768121% -1.76457083112159% -1.91165704475623% 0.047658208650627% 2.43428750389054% 4.23992492363135%
t.dbnd 1.7771082403025% -1.76384617347779% -2.09165478067149% 0.832889587233703% 0% 0%
t.qaro 1.44386598456267% -0.510366222396191% -4.42108669592218% -0.282394357249985% -0.302187844194885% 1.01148582166597%
t.acap 14.2102362217302% -2.13737826426529% -3.39965654732455% -2.11560919381955% -0.374060828118432% 2.80087211265671%
t.trdd 0.490844812775978% -8.52575963157288% -6.77774203178186% -3.12830225804385% 0.932989929645601% 3.94694754796647%
t.shar 4.01340458563357% -5.20031200753892% -0.280746697610104% 0.405770172813013% 3.44387203064567% 5.38017071858383%
t.tris 3.23252446498791% -1.83013625437889% -0.963419490736916% -0.970982277416105% 1.87198570735574% 3.87236768362885%
t.tret 1.21856976568362% -7.50579593065218% -6.58473192830448% -2.47201618240567% 1.39508215076979% 4.23741781328068%
t.rsop 3.76851425778245% -2.86646249458547% -3.49908050419586% -1.59010811165533% -0.788226744424132% 1.1070143862589%
t.rpcl 3.99802851194792% -3.02855294326298% -5.25222234802535% -1.54575328765673% 0.287227438607027% 3.26380825344745%
t.risd -0.481018899672358% -1.94559558479442% -3.40192971572017% 0.718466609635562% 3.0863650140394% 4.26232813254042%
t.mva3 5.91202033026411% -0.787440302631564% -2.70225346298115% 0.697485877093861% 3.09913723897351% 4.8340560540267%
t.mva2 4.13835651568859% -3.09458446668826% -4.90801008465275% -0.304108191435116% 2.09292140582795% 4.12979725726014%
t.mca2 3.06149569653086% -3.68856753565313% -5.04369478537016% -1.14051676785539% 0.65596539037884% 2.83542485682556%
t.mca1 3.23197986787778% -4.66364686195539% -5.86748020073077% -1.16157508526342% 0.815321584309787% 2.88594707157966%
t.madd 5.57275041698058% 0.555821053116736% -2.80844684163018% 0.735631304821374% 3.40265072383914% 4.57182464653555%
t.loss 1.46519254821236% 0.370847162598777% -3.28011960604404% 0.175690385614591% 3.08214924323059% 4.18018688806954%
t.eqrc 2.96698408702304% -3.92494177557877% -5.39640610456378% -1.36934923056157% 0.683604840118178% 2.89096576450153%
t.cvar 6.97923822879087% 2.07743688894087% -3.15177839478898% 1.06744109668329% 3.60874162091799% 4.53490198163215%
t.cdar -1.17233570945098% -3.01221369339544% -3.10298048654698% -0.070748824890642% 2.96532124995701% 4.86874991498599%
t.srt3 -12.8264167263333% -4.16116500633089% 2.62631867124555% 0.23386533942639% 2.14018119863539% 0%
t.srt5 1.36885021667466% -2.93532531780866% 2.98709365052765% -0.183159673926305% 0.176221820519043% 0%
t.srrs -7.35922159159139% -7.45367404305242% 0.23247000040287% -0.0629928563522659% 0.593456283096208% 0%
t.srqr -15.526417684216% 10.6800767656357% 10.4195090401126% -0.227136134964208% 2.43873615902283% 0%
t.pure -15.2379544613221% -10.9030307272543% -4.17942750050019% -2.52680523295398% 4.04043712519172% 8.59221239803573%
t.frs4 -2.5612460844723% -5.90141501433754% 0.0751080234862629% -0.156400233698342% 0.195835398599754% 2.43584788832319%
t.frs3 -2.48686032027341% -5.32917921645311% 1.7111036496855% 1.663201530468% 1.94965527605236% 4.18725380690368%
t.frs2 -6.07645218048893% -6.1926930671637% 3.28056161383411% 0.249690448500743% 0.378117687930229% 3.39924818686872%
t.frs1 -12.5609914396409% -11.2189891059871% -0.276355385792% -0.0744466626205735% -1.06112690876288% 3.90875715681966%
t.eqwt 4.23996876836317% -3.46811097713739% -3.97353601735532% -1.97760279882265% -1.60794993205859% 0.062168481395485%
t.sort 1.50785538544349% -5.67526681692816% -0.433263474276182% 0.108513250006324% 3.05348867694443% 5.02261608630548%
t.rpba 4.46033729302184% -2.61447485566369% -3.31700501765542% -1.43062365726948% -0.517504371427619% 1.42846360273967%
t.mvar 2.30367692186683% 0.207158838328278% -2.5431566199012% 0.95298735923706% 3.48326085922933% 4.67535748532641%
t.madm 5.57275041698058% 0.555821053116736% -2.80844684163018% 0.735631304821374% 3.42377500613934% 4.58856655757571%
t.dist 4.88659265058277% -3.7349139980835% -5.79864934034661% -1.88332140752173% -0.242767616653429% 2.61284655185341%
t.mdiv 2.97760229319448% -4.58992933236908% -6.37512870765286% -2.02815250526304% 1.38185381732942% 3.34157971745904%
t.coco 4.47330210734155% -4.34245293399948% -5.33548481491394% -1.87303447533879% 0.766956454901423% 2.71490160465575%
t.aaaf 4.5236634966545% -0.801512833358467% 2.0216318526787% 4.85730382393728% 7.28072173282988% 8.92918177790812%
t.aaae 8.69025279854903% -2.90735509971448% -0.640029590491946% 0.073968755373814% 0.288708462900447% 4.36418327528737%
t.aaad 6.51038639868403% -3.63679348189047% 1.58774111591035% -0.458048172051779% 2.06673705196588% 5.70026821856793%
t.aaac 6.86599696268261% -3.93784016451731% -3.22459237250407% -1.0910284413573% 0.347970271461262% 4.16366858140752%
t.aaab 4.81226003625134% -4.47369843648493% -3.46104610306498% -1.09302787880243% 0.347104420557543% 4.19136152177111%
t.aaaa 4.46573320245041% -1.623545698892% -0.508087624922423% 0.482626459359108% 1.19456877067977% 4.73333650716534%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -0.51 -0.02 0.49 0.34 0.66 0.76
Peer Group* average
60% Equity / 40% Bonds 0.65 0.30 0.46 0.55 0.78 0.60
Global Equities (ACWI) 0.87 0.45 0.65 0.52 0.62  
U.S. Equities (SPY) 0.72 0.54 0.75 0.70 0.86 0.61
U.S. Bonds (BND) 0.19 -0.47 -0.63 -0.13 0.15 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
* Peer Group is Tactical: DIY
t.dyhb 0.51006978030868 0.0190859943039489 0.124797471455408 0.238635402464747 0.486738468329811 0.655711021827037
t.dbnd 0.661464476593866 0.220516934527879 0.226360042143746 0.440735239700486 0 0
t.qaro 0.512974553517473 0.409404555479497 0.231274901233403 0.358315483210588 0.376328912308778 0.344706850480158
t.acap 1.98900713120995 0.225446821279792 0.332525115400762 0.336771808115534 0.569237175502705 0.623334976719191
t.trdd 0.364314634984025 -0.248211065523703 0.0433898428477622 0.216929259710033 0.60269982288198 0.672001327963645
t.shar 0.567439912065833 -0.0574800422169558 0.51300327833655 0.473236420893403 0.754063002990735 0.716233739715725
t.tris 0.525464798441377 0.199811853352 0.443324466817495 0.34501603231028 0.567943364636455 0.613637451170748
t.tret 0.464296231522061 -0.162650807762942 0.0551390715761128 0.27203291834796 0.651858348820651 0.706417106610126
t.rsop 0.958244139673047 0.302197343121544 0.445792326168062 0.501499999652918 0.701261062643637 0.623259495350124
t.rpcl 0.793917088538786 0.207788305861639 0.179386223166174 0.352916414406748 0.534187800269613 0.627546772320302
t.risd 0.251666428660016 0.207461230820625 0.250220898176514 0.505753950376172 0.796108647255946 0.740593917656846
t.mva3 0.938492673872586 0.327780161812563 0.350217590875525 0.528493610709788 0.831782695543479 0.805623180664812
t.mva2 0.724422687181878 0.15771211197928 0.147876426792608 0.389784015804332 0.654861859986823 0.675623526529868
t.mca2 0.784321822685731 0.196234110760249 0.25390473617749 0.427441745785048 0.65433892186629 0.662679781640376
t.mca1 0.713855264731949 0.0913090413706626 0.133255056201366 0.36634477907934 0.601265596986605 0.632224036010511
t.madd 0.992157693133865 0.393934100944291 0.306433671114469 0.512856178715 0.841840697850441 0.776496298664827
t.loss 0.380961593136217 0.312348524448166 0.19881299806951 0.428031280512252 0.759344344379639 0.720663923369124
t.eqrc 0.800613024057115 0.198458185497946 0.246272314353834 0.432032521746535 0.691039847606457 0.690953802923319
t.cvar 0.961370745520556 0.424677971399806 0.183476503146243 0.466245160864729 0.769425852667726 0.730266475389131
t.cdar 0.133691111687028 0.12863663186385 0.280343913319466 0.44774043865756 0.775154689405278 0.744001272066369
t.srt3 -0.168779797197289 0.110759693715002 0.625148352684058 0.482013970326845 0.719916049631857 0
t.srt5 0.734423388204861 0.380760105385396 0.813575499926682 0.625427905898457 0.785590634418648 0
t.srrs -0.000708535907468578 -0.0376325889092283 0.681094266264187 0.576272435864744 0.766770802634331 0
t.srqr -0.358839281329869 0.699501774308839 0.807867694356953 0.561730213306077 0.72288836057578 0
t.pure -0.506904948335935 -0.0241989813119297 0.488604280568072 0.339820389711379 0.656231317210402 0.762531604283321
t.frs4 0.149593137190209 -0.351193116888574 0.539015964837008 0.426521685630875 0.58404443754465 0.648872138131007
t.frs3 0.265140896527592 -0.143260819165649 0.689582737102654 0.629367394987131 0.77581352937317 0.782392149670588
t.frs2 0.0902764563339342 -0.121082510153388 0.767159993426045 0.484773226329094 0.606234346039114 0.654945115508875
t.frs1 -0.120200592077236 -0.359881419103102 0.486127369823396 0.408648523196228 0.435108257236145 0.559664139106624
t.eqwt 1.02385675581356 0.287741300537438 0.43911947807714 0.49458734030228 0.66090423230411 0.559583383656457
t.sort 0.314107570048418 -0.0934794171217629 0.503264071746653 0.441152768502301 0.704794665665721 0.677324322560413
t.rpba 1.03547050340391 0.313339431317509 0.453339737574445 0.509059520395616 0.718853994224735 0.644866022118178
t.mvar 0.562331953748741 0.365266424005262 0.322546417801746 0.535236475763926 0.844594912000498 0.787258013122777
t.madm 0.992157693133865 0.393934100944291 0.306433671114469 0.512856178715 0.843891463233609 0.778004665345322
t.dist 0.916167846421086 0.185398518235341 0.168307021598918 0.354136813948145 0.5212382072096 0.606620658126277
t.mdiv 0.696542307802569 0.109050026416675 0.0970242549359169 0.289858745388551 0.629966918066058 0.652104884258696
t.coco 0.98607188484503 0.168839562096272 0.24234870313293 0.372188065795591 0.651144841507161 0.659673964614045
t.aaaf 0.775329211930964 0.31198741859791 0.67547058390159 0.862005159814838 1.1915286325455 1.09598098806828
t.aaae 1.43751418774883 0.235956865330678 0.586208648666128 0.575172131956243 0.700455104183383 0.796722108133746
t.aaad 1.31792446720011 0.148028917598992 0.678960973527192 0.463885312307714 0.746473088434683 0.822056023693487
t.aaac 1.32173025649569 0.114743009008253 0.309379878168999 0.387536333432083 0.576084932893432 0.713498056274084
t.aaab 1.04646166035402 0.0730805966350648 0.29593639344866 0.38889106151004 0.578187581738898 0.717299274866863
t.aaaa 0.896430369644289 0.254041768831968 0.500206321447928 0.528005108910727 0.652644937412927 0.760146365263687
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -0.65 -0.03 0.80 0.53 1.10 1.34
Peer Group* average
60% Equity / 40% Bonds 1.05 0.42 0.66 0.81 1.20 0.88
Global Equities (ACWI) 1.51 0.67 1.01 0.76 0.95  
U.S. Equities (SPY) 1.25 0.82 1.19 1.06 1.37 0.90
U.S. Bonds (BND) 1.05 0.42 0.66 0.81 1.20 0.88
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.82802298524635 0.025419817139939 0.181244515722463 0.356122902848877 0.813626579417164 1.18639355380753
t.dbnd 1.0813671952735 0.338877571015746 0.349779271189408 0.705543320621908 0 0
t.qaro 0.733485784239027 0.65442985448103 0.362008008146358 0.575429951595006 0.58364590159981 0.539697423093911
t.acap 3.58516188463874 0.315037860157341 0.476456469240207 0.463789252999172 0.820502599813986 0.935454204124199
t.trdd 0.501715973050772 -0.30344262932724 0.0592629220635239 0.302363979456922 0.89875346892145 1.07616913063504
t.shar 1.05026130844172 -0.0730578489401422 0.810829575223196 0.740602594229675 1.26658942744374 1.24614152070001
t.tris 0.809767825274671 0.288563503399748 0.677952771915358 0.511498638633519 0.909948828079494 1.01071684693585
t.tret 0.653235496099091 -0.202694208102774 0.0749878128138478 0.3794370559819 0.966957055744008 1.12842849139555
t.rsop 1.45338975771621 0.436702709317775 0.66422395885609 0.743731863536115 1.09474321919794 0.930293946036842
t.rpcl 1.18616300868042 0.305489621513082 0.265057292565764 0.520816661306065 0.824189561678965 0.998616834638009
t.risd 0.327267470543095 0.293307230068944 0.368932949894947 0.781558549532908 1.28425445046092 1.19901013122735
t.mva3 1.33865290000872 0.478485225686591 0.524033736678526 0.817124672767154 1.36620455281038 1.35964219338357
t.mva2 1.00871599085691 0.22500333258024 0.212357001644398 0.588343018416953 1.04588106882073 1.11778614450729
t.mca2 1.13234145058939 0.28133649380462 0.371716296551515 0.639092694753708 1.01809178832553 1.03742622276138
t.mca1 1.00293625957616 0.12857262057923 0.190700305096225 0.545876180849356 0.937888102710496 0.994611670181507
t.madd 1.50457243668412 0.573261008454376 0.452277828428113 0.78325114664256 1.35325283706665 1.25778695891217
t.loss 0.584128894789072 0.487680320526313 0.301742659866236 0.662094853255069 1.24389003056264 1.16319750485364
t.eqrc 1.1551440003156 0.282196510446417 0.356396644898537 0.640305659721333 1.0683227610218 1.07147376715314
t.cvar 1.52512539024269 0.65663566411624 0.275720532523308 0.720570564108759 1.24941121213503 1.21270486013244
t.cdar 0.188819720231843 0.180140117614578 0.41006596421183 0.670025509508353 1.23014523421863 1.19073830793718
t.srt3 -0.251927999953165 0.167498836052316 1.14535950522587 0.769190233646468 1.21586474007522 0
t.srt5 1.36250051191668 0.566837567319507 1.35120918656157 0.969543307717675 1.22301351120645 0
t.srrs -0.000982603002094365 -0.0508825157459002 1.09879424488743 0.849525281069568 1.17010415015082 0
t.srqr -0.52591187092042 1.35685852703746 1.54131025304195 0.957529237876324 1.26379914353463 0
t.pure -0.650052763458589 -0.0343124586160251 0.79942247783177 0.532921443987226 1.10430916795881 1.33883922309973
t.frs4 0.202430604316798 -0.445844012651127 0.883548591493751 0.646116841758816 0.932391349227599 1.01313933899922
t.frs3 0.373370160336047 -0.193623992337226 1.1850342369502 1.00476146648846 1.29014296787684 1.25542923006368
t.frs2 0.12350726599727 -0.165591615117174 1.26608357526995 0.705747309038438 0.91291090285481 0.977824469484748
t.frs1 -0.157140383528276 -0.440968643972137 0.75488444650202 0.605744781574648 0.630772495100781 0.859898932483007
t.eqwt 1.63433449686212 0.414614845105613 0.650055505358244 0.731538520590821 1.02743039146239 0.823147907965424
t.sort 0.52711600416226 -0.118357255095419 0.817277867020341 0.701579660615013 1.19095054249872 1.17332438483656
t.rpba 1.59524855938636 0.452809877682867 0.675674021487405 0.755320425780666 1.12496970207269 0.968013894201863
t.mvar 0.788523809607852 0.532133013238152 0.480751721928522 0.828982055255863 1.37228772666812 1.28413677956095
t.madm 1.50457243668412 0.573261008454376 0.452277828428113 0.78325114664256 1.35752952624805 1.26084465906087
t.dist 1.48428555605009 0.272230038255846 0.245947862026899 0.514019907265491 0.788644332857408 0.919669648752236
t.mdiv 0.959101575401794 0.154876072954733 0.138943288135432 0.421993605871907 0.963353449077293 1.00905724235306
t.coco 1.44691583136942 0.24357716113509 0.358164030520491 0.553902218011166 1.00699993827072 0.999638535961824
t.aaaf 1.20412814042817 0.453266039378346 1.06081206101567 1.37559832582491 2.05958584281765 1.94732368336036
t.aaae 2.31481730700733 0.325099526173302 0.880956215759846 0.851837348529829 1.08023296418108 1.27025335021614
t.aaad 2.21917197158028 0.19676127099569 1.04988289042559 0.690140735940523 1.17275865697114 1.34300709592803
t.aaac 1.95687723405869 0.152904521788258 0.454843867738951 0.567397302934236 0.870241603396397 1.15509959152608
t.aaab 1.50209213721451 0.0967137802357637 0.429390491892459 0.566121332514188 0.869215016794195 1.15906232537296
t.aaaa 1.29067527613791 0.344408743500348 0.745423750137017 0.785754722782855 1.00838843634846 1.27927670262948
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -4.1 2.8 11.3 9.6 23.0 27.2
Peer Group* average
60% Equity / 40% Bonds 14.3 11.7 11.9 11.5 13.5 11.3
Global Equities (ACWI) 16.6 12.8 14.0 9.6 10.0  
U.S. Equities (SPY) 12.8 13.9 15.5 12.4 13.6 10.0
U.S. Bonds (BND) 14.3 11.7 11.9 11.5 13.5 11.3
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -843.005728302716 26.2392095864184 18.3874853584297 26.2136190709352 59.9268954359107 70.4215889706801
t.dbnd 66.4424015743322 16.9118835318063 15.94593673892 26.3022837255479 0 0
t.qaro 25.6595417900038 16.0028103280855 10.0251831036964 15.1148884291669 15.4578218307745 18.6090665980396
t.acap 57.997869229586 14.7570739308133 11.9149033902925 10.1554480834289 14.1339684551483 18.2695748892666
t.trdd 27.422541716155 1.94337874839118 5.61881549297468 8.04311062521653 17.8326778091112 23.9514250319321
t.shar 86.0496604522188 8.6594241437517 17.5027451048457 15.8129901319899 25.4138932573181 27.9090405972618
t.tris 61.6416656448827 16.4829640902548 16.8623014437149 12.8834990203146 22.283063799724 25.6667375164348
t.tret 28.127412864846 4.08383137192669 5.93974376009685 9.39963712049904 18.9796371154737 24.78230843446
t.rsop 25.3672249629772 11.760378503038 11.864781033809 10.9818774478374 13.0145102723875 12.1804641304823
t.rpcl 32.1478495365906 12.3288786064602 8.603102714465 11.3345841287888 16.247952477506 22.0970999076794
t.risd 22.5673908410874 15.7413754142578 11.8488689327975 17.2860892270658 25.5032926442683 26.9472501039627
t.mva3 55.5394779955023 17.1003199330544 13.2096446492126 16.674920457495 23.6160214758607 26.0497827531057
t.mva2 45.3218025000387 12.7706839402433 8.82390139268868 14.8652681939745 22.8622406752632 28.5191345461978
t.mca2 27.3681108305387 11.0063002152503 9.31789708540995 12.0622621798403 16.6372223821382 18.7461076406618
t.mca1 32.0357702958248 9.59289165800893 7.50621649417567 12.2717810470137 17.6947667008537 20.2005409534299
t.madd 44.8981179255385 21.0632388038477 13.0735843951918 17.3187725061175 26.5075976129097 28.0695493499578
t.loss 44.6744090843503 25.5243700430503 12.0778010751306 16.3698767732593 26.3367914057735 26.0770895220509
t.eqrc 26.1484749213862 10.5486494351686 8.87468826966808 11.548207446555 16.4258308376805 18.0864166700607
t.cvar 128.309693003417 29.4339004168266 12.3966500201875 19.8533602157991 29.4339127307468 29.9185694691624
t.cdar 21.398127857851 13.4276474166906 12.4648523418669 14.8374423909654 23.8625079668155 27.1875810388954
t.srt3 -0.144962251771952 10.5828719335374 21.8090654300212 14.106609566521 17.7801407298914 0
t.srt5 14.1144874033303 10.8731127217242 18.7872554973614 12.3367510549503 13.8083446920176 0
t.srrs 4.54918864408811 5.43570929851594 16.9788253188881 13.4080969546511 15.2356728209516 0
t.srqr -16.8995328890511 16.9577926209473 20.4974780787685 11.5943486236357 14.875993874969 0
t.pure -4.10781221766186 2.82840901139456 11.3355561975663 9.63408957993476 23.0141177529477 27.1573199010847
t.frs4 12.7238426079508 6.34825100212876 20.4989921866822 16.1401926205278 16.5253784038749 20.0032103469314
t.frs3 11.7662524216418 8.31652593023317 22.6468782341422 19.9669514166958 20.2085285241316 22.7375043709994
t.frs2 6.14487988136832 6.55748853628651 25.9302253478194 15.4090984291624 15.7835295706672 19.0167106883628
t.frs1 1.04388766165173 -1.60647357246499 16.9458246094086 14.278317116488 12.6952623744455 20.7786200010685
t.eqwt 24.2794091371136 10.8197891394481 11.2874305939703 10.4256146232491 11.8686463649348 10.460931031021
t.sort 55.1552104208027 7.5754282582357 17.1151359356871 15.1331188925482 24.2644989009052 26.8036487216505
t.rpba 27.2875049920916 12.1403937236514 12.107831849865 11.2230791378573 13.4220101203998 12.7138626652156
t.mvar 34.7911390841844 20.1415472339397 13.621327072112 17.6625612129188 26.4493127131352 28.0006895129173
t.madm 44.8981179255385 21.0632388038477 13.0735843951918 17.3187725061175 26.5584700107384 28.1087139395123
t.dist 34.2404101770806 10.9658184785916 7.89317483723875 10.6071444401944 14.615394510624 18.1086373936815
t.mdiv 30.0428646416188 9.68850940498596 6.62260060237515 10.3144922579462 19.5587947696166 22.5138445034662
t.coco 28.7103287733809 9.93956892689366 8.95496930806809 10.6206868401204 16.831258144783 17.7157969158774
t.aaaf 30.9442659539193 17.7100067874779 22.8519269814559 27.4203970734153 35.51776500655 35.7477541967289
t.aaae 36.6011640223835 12.3739250140308 16.0533145678462 13.7403747961862 14.9471831815757 18.3977628618119
t.aaad 54.3848012788281 11.4499052895391 19.8836961181409 13.1849463318263 18.834733373617 22.2430589255918
t.aaac 44.4770739838192 11.0163674416146 12.2244491424555 12.2366107131596 15.9048058870713 21.6853801538301
t.aaab 38.6137853485509 10.0331173135889 11.7944526600084 12.2368947137812 15.9137613174212 21.7559062798723
t.aaaa 33.3506680502504 16.006390776622 17.3692401262853 15.5498586491848 17.9395516999052 23.1467744798361


  Compare: Risk & Volatility

for period ending May 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 11.2% 14.6% 34.9% 34.9% 34.9% 34.9%
Peer Group* average
60% Equity / 40% Bonds 4.5% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 13.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 7.6% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.6% 5.1% 13.1% 13.1% 13.8% 13.8%
t.dbnd 1.8% 7.7% 10.8% 10.8% 0% 0%
t.qaro 6.2% 9.6% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 13.3% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 20% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 14.7% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 11.6% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 20% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 12.3% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 11% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 12.3% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 10.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 10.8% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 11.2% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 11.4% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 11.6% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 9.6% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 11.8% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 14.5% 27% 27% 27% 27%
t.cdar 4.8% 14.3% 26.3% 26.3% 26.3% 26.3%
t.srt3 10.8% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 8.7% 13.2% 16.3% 16.3% 27.5% 0%
t.srrs 9.7% 9.7% 11.9% 11.9% 11.9% 0%
t.srqr 23.2% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 11.2% 14.6% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 5.3% 9% 9% 9.6% 12.6%
t.frs3 5% 6.4% 9.5% 9.5% 14.2% 17.3%
t.frs2 8.5% 9.3% 10% 13.7% 16.3% 26.1%
t.frs1 14.8% 14.8% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 12.9% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 14.5% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 12.3% 25% 25% 25% 31.2%
t.mvar 4.3% 12.2% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 11.6% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 11.6% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 14.3% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 14.4% 26.8% 26.8% 26.8% 26.8%
t.aaaf 4.4% 11.3% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 11% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 14% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 10.4% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 10.4% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 12.3% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 12.7% 20.4% 23.0% 18.8% 18.5% 20.9%
Peer Group* average
60% Equity / 40% Bonds 8.8% 13.3% 12.6% 11.4% 10.5% 10.7%
Global Equities (ACWI) 10.5% 17.8% 17.4% 16.2% 16.1%  
U.S. Equities (SPY) 13.0% 18.9% 18.7% 17.5% 16.5% 16.7%
U.S. Bonds (BND) 5.1% 7.3% 6.2% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.4% 6.8% 6.9% 6.6% 7.5% 8.3%
t.dbnd 4.1% 9.6% 7.9% 6.2% 0% 0%
t.qaro 9% 14.2% 12.6% 11.4% 10.4% 10.6%
t.acap 9.3% 12.6% 12.4% 11.2% 11% 11.8%
t.trdd 7.9% 12.7% 12.7% 11.3% 10.5% 11.3%
t.shar 9.2% 11.7% 14.2% 11.8% 11.3% 13.1%
t.tris 9% 12.6% 12.7% 11.2% 11.2% 12%
t.tret 8.3% 13.1% 12.7% 11.4% 10.4% 11.2%
t.rsop 8.5% 15.5% 14.5% 12.9% 12.2% 13%
t.rpcl 9.3% 14.2% 12.8% 11.2% 10.6% 11%
t.risd 8.3% 13.1% 12.3% 10.4% 9.6% 10.1%
t.mva3 8.6% 13.5% 12.6% 10.7% 10.1% 10.7%
t.mva2 8.8% 13.1% 12% 10.5% 9.9% 10.6%
t.mca2 8.5% 14.1% 13% 11% 10.1% 10.7%
t.mca1 8.8% 13.6% 12.4% 10.8% 10.1% 10.6%
t.madd 8.3% 13.1% 12.3% 10.3% 9.4% 10%
t.loss 8% 12.3% 12.2% 10.5% 9.8% 10.6%
t.eqrc 8.5% 14.4% 13.1% 11.1% 10.2% 10.8%
t.cvar 8.4% 13.6% 12.7% 10.6% 10% 10.4%
t.cdar 9.3% 13.9% 13.2% 11.1% 10.4% 11.5%
t.srt3 16.8% 17% 19.3% 16.4% 15.8% 0%
t.srt5 15.3% 21.5% 21% 18.3% 18.5% 0%
t.srrs 11.8% 13.6% 14.9% 13% 12.2% 0%
t.srqr 23.4% 72.7% 63.2% 46% 42.7% 0%
t.pure 12.7% 20.4% 23% 18.8% 18.5% 20.9%
t.frs4 7.5% 7.7% 9.6% 8% 8.1% 8.9%
t.frs3 9.9% 9.9% 11.6% 9.6% 9.6% 10.6%
t.frs2 11.3% 11.5% 12.8% 11.4% 11.4% 12.8%
t.frs1 15.2% 13.5% 18.5% 15.2% 14.9% 16.4%
t.eqwt 9.1% 16.2% 15.2% 13.6% 13% 14.4%
t.sort 9.2% 11.7% 14.6% 12.1% 11.6% 13.4%
t.rpba 8.5% 15.3% 14.4% 12.7% 12.1% 12.9%
t.mvar 8.3% 13.5% 12.5% 10.6% 9.6% 10.1%
t.madm 8.3% 13.1% 12.3% 10.3% 9.4% 10%
t.dist 9.1% 14.7% 13.1% 11.8% 11.1% 11.5%
t.mdiv 8.9% 14.6% 13% 11% 10.1% 10.5%
t.coco 8.7% 15.4% 13.9% 11.6% 10.5% 11%
t.aaaf 10.8% 13% 13% 11.3% 10.6% 12.2%
t.aaae 9.2% 13.7% 14.6% 12.7% 12% 13.2%
t.aaad 6.6% 13.3% 15.1% 13.1% 12.4% 13.9%
t.aaac 7.4% 13.4% 14.1% 12.1% 11.3% 12.2%
t.aaab 7.3% 13.3% 13.9% 12% 11.3% 12.2%
t.aaaa 8.7% 12.8% 13.4% 11.6% 11.1% 12.2%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 9.6% 13.3% 13.2% 11.4% 10.5% 11.5%
Peer Group* average
60% Equity / 40% Bonds 5.0% 8.2% 7.9% 7.3% 6.4% 7.1%
Global Equities (ACWI) 5.6% 10.8% 10.3% 10.5% 10.2%  
U.S. Equities (SPY) 7.1% 11.4% 11.0% 11.0% 10.0% 11.0%
U.S. Bonds (BND) 3.2% 4.7% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.4% 4.2% 4.2% 4% 4.2% 4.3%
t.dbnd 2% 5% 4.1% 3.2% 0% 0%
t.qaro 5.9% 7.7% 7.2% 6.6% 6.4% 6.4%
t.acap 4.9% 7.9% 7.9% 7.7% 7.3% 7.5%
t.trdd 5.3% 9.4% 8.5% 7.6% 6.6% 6.7%
t.shar 4.4% 8.2% 8.1% 7% 6.3% 7.1%
t.tris 5.4% 7.6% 7.5% 7% 6.6% 6.9%
t.tret 5.5% 9.5% 8.6% 7.6% 6.6% 6.6%
t.rsop 5.2% 9.5% 8.9% 8.1% 7.4% 8.4%
t.rpcl 5.9% 8.4% 7.8% 7.1% 6.5% 6.6%
t.risd 6% 8.1% 7.5% 6.2% 5.5% 5.9%
t.mva3 5.7% 8.1% 7.6% 6.4% 5.7% 5.9%
t.mva2 6% 8.1% 7.6% 6.4% 5.8% 6%
t.mca2 5.5% 8.7% 8% 6.8% 6.1% 6.4%
t.mca1 5.9% 8.5% 7.9% 6.7% 6% 6.3%
t.madd 5% 7.9% 7.5% 6.2% 5.4% 5.8%
t.loss 4.8% 6.8% 7.4% 6.3% 5.7% 6.3%
t.eqrc 5.5% 9% 8.2% 6.9% 6.1% 6.6%
t.cvar 4.9% 7.7% 7.7% 6.3% 5.7% 5.9%
t.cdar 6.1% 8.7% 8.2% 6.8% 6.1% 6.8%
t.srt3 11% 10.4% 9.9% 9.9% 9.1% 0%
t.srt5 7.8% 13.4% 11.8% 11.3% 11.6% 0%
t.srrs 8.1% 9.1% 8.5% 8.3% 7.7% 0%
t.srqr 15.8% 35% 31.3% 25.9% 23.6% 0%
t.pure 9.6% 13.3% 13.2% 11.4% 10.5% 11.5%
t.frs4 5.1% 5% 5.2% 4.8% 4.8% 5.4%
t.frs3 6.6% 6.3% 6% 5.5% 5.5% 6.3%
t.frs2 7.9% 7.3% 7% 7.4% 7.3% 8.3%
t.frs1 11.4% 10.2% 11.3% 9.8% 10% 10.4%
t.eqwt 5.2% 10.1% 9.4% 8.7% 7.9% 9.4%
t.sort 4.9% 8.2% 8.1% 7% 6.4% 7.3%
t.rpba 5.1% 9.4% 8.8% 8.1% 7.3% 8.3%
t.mvar 5.5% 8.1% 7.6% 6.2% 5.4% 5.8%
t.madm 5% 7.9% 7.5% 6.2% 5.4% 5.8%
t.dist 5.3% 8.8% 8.1% 7.6% 7% 7.3%
t.mdiv 6.1% 9.2% 8.3% 7% 6.1% 6.4%
t.coco 5.5% 9.5% 8.5% 7.2% 6.3% 6.9%
t.aaaf 6.6% 7.8% 7.4% 6.5% 5.7% 6.5%
t.aaae 5.4% 8.9% 9% 8.1% 7.4% 8%
t.aaad 3.5% 9% 9% 8.3% 7.5% 8.1%
t.aaac 4.7% 9.3% 9% 7.8% 7.2% 7.2%
t.aaab 4.8% 9.2% 8.9% 7.8% 7.2% 7.2%
t.aaaa 5.7% 8.5% 8.3% 7.3% 6.8% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 0.87 0.97 1.05 0.69 0.50 0.54
Peer Group* average
60% Equity / 40% Bonds 0.67 0.73 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.78 0.93 0.92 0.93 0.97  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.67 0.73 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
* Peer Group is Tactical: DIY
t.dyhb -0.00868430039127662 0.19440497505805 0.211092357411234 0.12834963659887 0.0768568979551866 0.0920852308692914
t.dbnd 0.103285946070256 0.416233047605942 0.30208181195337 0.177085506470485 0 0
t.qaro 0.331185594635457 0.640746834820649 0.544121728318824 0.361657423942062 0.298815486423328 0.245571079714698
t.acap 0.3728471585013 0.50313262287181 0.563856986784268 0.50920681866882 0.484267362262282 0.438404356876776
t.trdd 0.24936539331272 0.494502550721166 0.537956274742352 0.482776092825338 0.395345485390218 0.351038879494214
t.shar 0.106013491881773 0.43650929518463 0.557785193420645 0.442502883655368 0.358009623818909 0.353309855883962
t.tris 0.140100171756293 0.4307182931827 0.487074356538967 0.409797880735739 0.312427454626499 0.311485238412004
t.tret 0.277687080106149 0.50278022096291 0.53473406457362 0.481421325000045 0.396657388731089 0.350964787114962
t.rsop 0.475935532925634 0.760451671616032 0.743980268092226 0.696777933206265 0.688633271011207 0.70771770521669
t.rpcl 0.34842686916691 0.59508653083202 0.559805263871003 0.475643987951702 0.390358224740835 0.348660687633389
t.risd 0.266512886570318 0.459825780795898 0.478791387497889 0.393079933164852 0.328309532881106 0.311001248190017
t.mva3 0.215459477117065 0.523569554361371 0.529485335040253 0.428154884312936 0.384633356086494 0.359643007696071
t.mva2 0.227122358853834 0.513590517994854 0.495599517302031 0.377094505836811 0.316245063260386 0.279871639448098
t.mca2 0.387341859755598 0.65100096670928 0.624938096948956 0.511727296474689 0.441380445556799 0.421290514614235
t.mca1 0.317354780497202 0.586997167004227 0.560060893864951 0.44231347264474 0.38344542759787 0.37300152656745
t.madd 0.269335398967241 0.464228993038005 0.487516232995707 0.393706122661464 0.32735783531193 0.308974780551522
t.loss 0.157021800449314 0.329865703462047 0.411781925363196 0.362365268364449 0.308388827653049 0.321759655740899
t.eqrc 0.40892428861902 0.684929962647561 0.647310180612757 0.542164336888624 0.471336177536853 0.456286365325295
t.cvar 0.0933596367268158 0.35000962091762 0.39018002166504 0.323069370471086 0.283248734129408 0.280500950617482
t.cdar 0.236755139013935 0.459249142711592 0.498409635120989 0.432344290927084 0.364708203755274 0.339540404204958
t.srt3 0.982876372637565 0.544458106874947 0.610675815685037 0.600853410009613 0.623095035397837 0
t.srt5 1.01574640843044 1.0437295096656 0.948654373508273 0.938762411334167 0.982865983560237 0
t.srrs 0.774187769276286 0.693032164187861 0.728468930439819 0.642017490103577 0.636694259914966 0
t.srqr 0.443775069216219 1.92713751929805 1.65395559713016 1.49659295640285 1.47055366646659 0
t.pure 0.866494807485241 0.971126653480709 1.05406829732542 0.693724031824703 0.495008444690278 0.540284027252906
t.frs4 0.399482382565225 0.307535744576497 0.398131628611823 0.318830569786946 0.342089038001516 0.340106753092253
t.frs3 0.545577351597928 0.386702883156761 0.473307574487741 0.381652019904422 0.405240937553516 0.398038382437516
t.frs2 0.755178532424499 0.470901067789555 0.474435920376464 0.44704495025372 0.470526975493503 0.464298849107461
t.frs1 1.10178286475987 0.585193307582083 0.625014258157113 0.494099706791021 0.515724470936787 0.439051508865894
t.eqwt 0.539179590036529 0.814936632892898 0.790172191121293 0.750469746955966 0.747587920276687 0.798146085016008
t.sort 0.122559844657722 0.438045642991777 0.570902021595811 0.443264791633614 0.359787221524894 0.355118003661815
t.rpba 0.464025604431314 0.749589882041077 0.7357547390966 0.686043695942205 0.679059265744156 0.694232294353856
t.mvar 0.248423185599067 0.471173191062286 0.486235835477358 0.405034640002895 0.334447724170327 0.315394027885918
t.madm 0.269335398967241 0.464228993038005 0.487516232995707 0.393706122661464 0.327673346183524 0.309212162691942
t.dist 0.354655340153623 0.642041420837267 0.593928580849687 0.521648031527875 0.438534555187941 0.426104941367757
t.mdiv 0.335018622198023 0.605432717091948 0.562326145458833 0.450017897237557 0.3627741449543 0.343821856927618
t.coco 0.431778076164348 0.68465310614165 0.644600690614739 0.538016342569777 0.447085691267981 0.455526874962479
t.aaaf 0.39079270563434 0.486437280018143 0.493461996489221 0.402213775683308 0.367502603187812 0.381979119020931
t.aaae 0.460740464421642 0.621021348309723 0.676196383830292 0.618991695568471 0.589379132220643 0.591566642654963
t.aaad 0.233978023234407 0.563720637701345 0.628671853015805 0.550827289471203 0.509765796498789 0.522977283746379
t.aaac 0.30858513831939 0.538894878806986 0.549039332157823 0.489810632428951 0.445725590886472 0.428142959134987
t.aaab 0.300431272322453 0.534282904823976 0.549831654306558 0.488631127586801 0.444347705060827 0.427953362107673
t.aaaa 0.350393944958126 0.487354420975514 0.527864989848527 0.48021081097121 0.434855771352221 0.424303229305659


  Compare: Correlation

for period ending May 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.78 0.82 0.85 0.62 0.41
to S&P500 (SPY) 0.77 0.83 0.84 0.62 0.43 0.45
to U.S. Bonds (BND) 0.33 0.58 0.51 0.39 0.39 0.38
to Commodities (DBC) -0.02 0.30 0.33 0.23 0.14 0.17
to Gold (GLD) -0.16 0.23 0.13 0.15 0.17 0.24


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