Pure Momentum

for period ending November 30, 2024


Quick Links



  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

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



  How to Rebalance

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

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



  Compare: Total Return

for period ending November 30, 2024

5-year graph ● t.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 2.9% 6.0% 8.6% 0.4% 13.4% 7.5% 12.8% 16.2%
Peer Group* average
60% Equity / 40% Bonds 17.4% 4.4% 22.8% 5.5% 9.2% 8.4% 9.5% 7.9%
Global Equities (ACWI) 20.7% 4.0% 26.5% 7.8% 11.5% 9.4% 9.5%  
U.S. Equities (SPY) 28.0% 6.0% 33.8% 11.4% 15.7% 13.3% 14.1% 10.6%
U.S. Bonds (BND) 3.1% 1.1% 6.8% -2.0% -0.1% 1.5% 2.3% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 14.1223577156594% -1.41389241898607% 17.8718156896123% 4.21710010720848% 6.35812564068905% 3.60360523218273% 5.26712340830457% 0%
t.dbnd 8.69109674975963% 1.67391180584926% 13.2328161403171% 6.29349893443913% 6.92986854056716% 5.36390899840662% 0% 0%
t.qaro 21.4455162322934% 1.78810758032554% 27.4886935198505% 8.21146311744425% 8.85840916164564% 6.32113443719067% 5.37147013926942% 5.01722149528696%
t.acap 23.9292850861299% 2.3655759578431% 27.9880326481023% 2.42364056475108% 4.28281354938482% 5.24195947599198% 7.40935698784277% 8.14010667589766%
t.trdd 16.5560943136343% 1.28933977526822% 19.4467695054517% -2.43566198205739% 4.00394561504973% 4.48665118557572% 7.72584341359477% 8.95563592782382%
t.shar 13.0598636326553% -0.45701009375514% 15.9612803708208% -0.218936458397245% 10.317935148389% 6.85053856340971% 9.6222819285243% 9.92710021197494%
t.tris 15.8720701007389% 0.469446716560794% 18.211873186643% 3.66072915328692% 8.79079887160545% 5.35361698161265% 6.94977012807247% 8.45589465323642%
t.tret 19.9793260865835% 2.54482538016015% 23.4066336326352% -1.07860259218573% 4.56203389308045% 5.26709310390809% 8.27057761357046% 9.29728636089884%
t.rsop 16.7829854024177% 2.39761714099298% 23.4567145772919% 4.76931060912502% 8.56063707218617% 8.18418711180711% 9.37942218810202% 8.98365014356561%
t.rpcl 15.7915105175462% 1.55536096149029% 22.0749015037954% 3.90338945586022% 4.61601998019876% 5.97541950616114% 6.8227074149636% 8.09345096545906%
t.risd 16.2816495121712% 1.61078192397464% 19.2620265457178% 4.48164236849471% 7.01232333394399% 7.54639799368573% 8.85610878015368% 8.89443397299545%
t.mva3 18.4744287114768% 1.83868224651376% 23.18285042298% 5.09910735884298% 7.76405146653114% 7.78477807187445% 9.37735384423197% 9.66555325151537%
t.mva2 14.7943061127287% 1.78666166042874% 19.2992556043192% 3.27854707952488% 5.61899604428939% 6.27321224626967% 7.69549665385103% 8.40608227635693%
t.mca2 15.8495660981923% 2.22438446456135% 21.6839204691639% 3.46278253987544% 6.45894432915974% 6.75853136712385% 7.79577030062277% 8.30916348955131%
t.mca1 14.3110808673602% 1.96189177939417% 19.5630747831047% 2.08247546499334% 5.40053108974365% 6.04033694616777% 7.2878855174481% 7.97122826064876%
t.madd 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 8.98443072873127% 9.12986525540001%
t.loss 19.6530381928248% -0.405074786492324% 22.8130860040539% 4.98883303831221% 6.10999877166059% 6.90472815357825% 8.72680246408015% 8.74966000408575%
t.eqrc 15.7614914076693% 2.27880410666307% 21.652492950368% 3.16966220059884% 6.25450993895627% 6.86591948608575% 8.22054972119464% 8.66249747621377%
t.cvar 22.0671679665371% -1.08224910864274% 25.6891327747383% 6.06760466384342% 5.93846475329032% 6.80222820554333% 8.60193296378093% 8.42159741596917%
t.cdar 9.32411143514336% 2.98670546914401% 13.6684366941634% 3.94370122863474% 7.46849098813374% 6.98682436019102% 9.38240675435662% 9.64458823953727%
t.srt3 35.3309673827433% 9.55604274367051% 42.5033932303482% 11.6519202926863% 15.8206048638463% 11.2536995200203% 12.2845274279219% 0%
t.srt5 38.0059076167757% 9.47182855391656% 47.5240731826282% 16.4690429811652% 20.4484145374422% 13.5181227505488% 14.9515091900437% 0%
t.srrs 22.5466937652225% 5.70351284661185% 28.0694279070491% 9.35274039034657% 13.3671837711926% 10.0072319124987% 10.6815713481486% 0%
t.srqr 118.845572559594% 1.45058930190389% 155.455267715157% 53.1001222651252% 38.8108844592597% 20.6084676166596% 24.954887174715% 0%
t.pure 2.88838167760572% 5.96335115362971% 8.63527387078418% 0.418141394930904% 13.3811095131821% 7.54704927340186% 12.8236263353167% 16.173509792428%
t.frs4 10.3229803421041% 2.73231848126525% 15.967588731993% 4.19517157679927% 8.06690973261983% 5.91776147902323% 5.98811552349181% 7.46834674446368%
t.frs3 14.4433584884541% 3.30194994198582% 21.8302151739358% 7.24438910697267% 11.96393874171% 8.61986453505297% 8.98274034255844% 9.88755534041692%
t.frs2 20.5741447102435% 5.11125603353285% 26.5607231990917% 11.4379372544354% 13.2199152835215% 7.77786109194669% 8.76109771412037% 9.52946941666621%
t.frs1 26.2141554077912% 5.96335115362971% 31.9774077189271% 12.2985093658666% 13.1614860493631% 8.78747278482932% 8.98657764705193% 9.83448600482628%
t.eqwt 16.3063618231069% 2.79118692084302% 23.603028286043% 4.27618195521207% 8.75944933264519% 8.30459140654054% 9.31354329173737% 8.71114138618319%
t.sort 10.9461214790256% -0.97058309620989% 13.3721830247485% -0.542786107660953% 10.385115130426% 6.63254081551174% 9.24549048152252% 9.66285291491182%
t.rpba 17.3730489862375% 2.57185803372732% 24.0032056682905% 4.86253917101749% 8.66067411524518% 8.2702415766158% 9.52220836264259% 9.17608661676561%
t.mvar 19.9793260865835% 2.54482538016015% 23.4066336326352% 6.19777158606283% 7.63049961823392% 7.82459699407145% 9.27712532878373% 9.34541860524421%
t.madm 20.4380338754002% 2.95338798363349% 23.9084820664041% 4.88969681097584% 6.46160610423825% 7.37527586712832% 9.0094544515334% 9.14865755290317%
t.dist 15.0589740857093% 1.78143121510951% 22.3044841664845% 2.93755589531388% 4.22823890706832% 6.12324739927417% 6.9372131453763% 8.10176626641377%
t.mdiv 17.5624679773376% 2.5475250335906% 23.0615081903913% 2.11464368831882% 4.73677938650503% 5.36139512196907% 7.71424733055288% 8.22934828702062%
t.coco 18.5839056515126% 2.91177308574885% 24.7244499177359% 2.38043190052055% 6.88881473538516% 6.24804939218881% 8.20432708505867% 8.50607552888707%
t.aaaf 26.6065176801629% 1.41314160678475% 30.3174577744233% 9.35090875758604% 14.1095207956476% 11.7122234363312% 14.1780317297238% 13.5750247995551%
t.aaae 17.6669663881592% 3.94086258511035% 26.3096938311671% 3.76153004737609% 11.0038630771162% 7.98986755633186% 9.2807539787187% 11.1928515895864%
t.aaad 13.4882759809064% 2.09307178977369% 17.6151155128021% 3.5329466266987% 12.7712451719013% 7.52904569069539% 9.74475945271773% 11.8535753179276%
t.aaac 18.9178460608633% 2.56773775879405% 24.3530360475711% 2.3951583854076% 6.8325536589972% 5.83849967432268% 7.29148342190475% 9.91555511394608%
t.aaab 18.0149820496961% 2.30510934783335% 23.4240348608043% 2.12483739276221% 6.85174310088825% 5.89220419921173% 7.37004301773578% 9.97012958803172%
t.aaaa 18.9715001152198% 2.93511906833645% 25.2491510864261% 5.31022696715642% 9.80794101298503% 7.62453952515267% 8.0981120444348% 10.3266254407451%
Historical Return
 
t.pure 9.6% 38.7% 29.9% -30.1% 39.3%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending November 30, 2024

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

Maximum Drawdown vs. Annual Return
● t.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 163° 139° 46° 102° 52° 29°
Risk-Return Magnitude 14.8 6.7 6.0 4.3 5.4 9.5
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
* 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 -26.2% -10.4% -3.4% -6.4% -2.7% 3.1%
Peer Group* average
60% Equity / 40% Bonds -7.2% -5.8% -4.1% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.9% -3.5% -3.9% -3.6% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.1% -22.5% -21.6% -13.0% -9.8% -4.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -5.59483697573664% -8.78743824504522% -3.97664451452419% -7.73278003939345% -4.93542084533671% 0%
t.dbnd -12.9707982003764% -4.16062701825625% -3.67835563877235% -2.78096837176126% 0% 0%
t.qaro -1.07648661939253% -2.21831747382283% -4.22419116464078% -5.11491945278023% -6.88869872623851% -3.94460788060526%
t.acap -2.12727778891573% -10.0036304839462% -10.9503091753506% -6.61720225177948% -4.33588772549769% -0.0390355297450764%
t.trdd -10.4678684010056% -16.4896195726031% -11.3331466262759% -7.79292883396062% -3.36923687498635% 1.56037452846555%
t.shar -14.2941695337404% -14.4968688223922% -2.46970048013373% -4.59523582146599% -1.58656892918432% 1.38415909188107%
t.tris -10.2139876808641% -8.40741930549354% -4.21641746245355% -6.59227931483604% -5.10227077720687% 0.245611500453318%
t.tret -6.03743728597506% -14.491894701825% -10.5401833943306% -6.68325491677718% -2.43767721047166% 2.23139412699643%
t.rsop -9.39178494818058% -6.69784600555765% -5.87303287554433% -3.27919432182871% -2.45327024715722% 0.234661051025784%
t.rpcl -10.392798402441% -7.85289864037566% -10.5174503089273% -5.58820051515352% -4.79770888033884% 0.521303247094082%
t.risd -12.059755368877% -7.19096800289524% -6.69590856468687% -2.61007540726525% -0.423292106125754% 2.70967932503115%
t.mva3 -5.33550964248122% -6.34080081007431% -5.65214928339345% -2.43981599295803% -0.232280646093932% 3.41378377168036%
t.mva2 -11.6862269134884% -8.82270790619547% -8.75029903633429% -4.75023306438447% -2.78695668748659% 1.4457793559995%
t.mca2 -10.7989212342147% -8.38729732225593% -7.84170375053964% -4.25475529580437% -2.83077318090585% 1.16171268449365%
t.mca1 -12.7053305840123% -10.2617077949452% -9.2359844548978% -5.24156336742139% -3.59277442009271% 0.733431361025783%
t.madd -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0164039476112858% 3.20933760004418%
t.loss -5.23827061446454% -6.50514240476271% -8.00153593301834% -3.64898984992375% -0.981737521387485% 2.01037781751623%
t.eqrc -10.8179842549995% -8.69707134050961% -8.21313178624543% -4.15298342590645% -2.19248826185861% 1.630613477584%
t.cvar -5.54389012917946% -5.03988213982048% -8.40398746435024% -3.84252190414009% -1.3712299934979% 1.60669986350656%
t.cdar -21.1479385221743% -7.81737707212619% -6.37707883876805% -3.97784973754893% -0.623075669046615% 2.48579463241414%
t.srt3 -5.6046812668435% 1.42885808485215% 1.6610794740846% -1.61883561612288% -1.23720453304341% 0%
t.srt5 3.27146175888854% 4.09780247774846% 3.97153101368327% -0.368840665822461% -0.812563060868287% 0%
t.srrs -5.39138185938076% -0.806592895172047% 1.22959336318587% -0.795077614680391% -0.723678396898055% 0%
t.srqr 7.47342548914238% 10.2063833273271% 2.20779790843947% -3.39973544337218% -2.32789244102147% 0%
t.pure -26.2208223031169% -10.3997736937859% -3.4495208277884% -6.40287609795742% -2.72779488248229% 3.09980309464051%
t.frs4 -16.6576610178883% -8.39815388968574% -2.94240619862946% -3.36715359195283% -4.63391513585473% 1.4082578815085%
t.frs3 -14.3038906887094% -2.65237651735706% 2.77924675073135% 0.199591957675953% -0.987877741866775% 3.74263016834711%
t.frs2 -8.67103542603622% 3.71186366176518% 3.38116833983423% -2.84031924809434% -2.91461278366452% 1.12868519955019%
t.frs1 -4.77448248376914% 1.78703784904904% -1.3461183810057% -3.79618862043827% -4.91599557137108% -0.77840928314413%
t.eqwt -10.5889847275874% -7.21813924884993% -5.91783405891486% -3.53852720202007% -3.15335903299264% -0.917496119418579%
t.sort -17.9556248604019% -15.0015021608137% -2.66712986817461% -5.0563003176984% -2.45655850746922% 0.834444248178174%
t.rpba -8.60683011965972% -6.59320388527773% -5.69200256146168% -3.08970139308018% -2.18288640745073% 0.584844207464576%
t.mvar -6.03743728597506% -4.86233499306808% -5.89638761459026% -2.27058304034685% 0.264786020771643% 3.4927354427628%
t.madm -3.87579803244343% -6.62701459267998% -7.52846689161515% -2.83848882117552% 0.0492293913824966% 3.23423332054607%
t.dist -11.5915772215981% -8.94273366362388% -11.1213118770018% -5.65784410943736% -4.9969161474935% 0.0965718651991896%
t.mdiv -8.06773008640918% -9.96492454240741% -10.3285019985267% -6.35953014337608% -2.92739271623915% 1.16974045579561%
t.coco -6.10365617740008% -9.47423155408552% -7.60749048865886% -5.34198793053643% -2.58915878407343% 1.13367973588104%
t.aaaf 8.3353313465026% -0.0995795681838869% 4.75994702319972% 3.61603573055684% 6.58495982649526% 7.64103199011989%
t.aaae -4.21255670733822% -8.08166278705449% -2.35832746020568% -3.41999522596297% -2.36090059576881% 3.06310166450915%
t.aaad -8.35703396851775% -8.38768141862872% -0.201441161461547% -4.33974429269827% -2.45953038056645% 3.28722578101661%
t.aaac 8.95107955898676% -9.89462291186863% -7.76836925835737% -6.14573969966163% -4.72117433714273% 2.1849692549811%
t.aaab 7.37165457288464% -10.2688604403038% -7.67929200473336% -6.02242447372727% -4.55893806612102% 2.29064596071518%
t.aaaa 5.54080395677865% -6.04972355916527% -3.18665067241711% -3.28601981373639% -3.27905962276896% 2.85953250484689%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure -32.5% -10.8% 0.3% -1.8% 4.9% 9.7%
Peer Group* average
60% Equity / 40% Bonds -4.7% -4.3% -2.8% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.3% -3.3% -3.5% -3.2% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -9.2% -9.2% -5.9% -2.1% -0.2% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9.94124843725937% -2.31739785877095% 1.3920914083931% 0.230716574905045% 2.85328398251574% 0%
t.dbnd 0.425330600537312% -1.42232220126759% 0.510717996357344% 1.30293068771809% 0% 0%
t.qaro 9.98876160822247% -1.03847940512129% -0.322164258752435% 0.407424771195669% 0.353106463605786% 1.12635643557428%
t.acap 6.77510184078451% -6.30052312128373% -6.14992172293277% -2.40182606832755% -0.317514050462258% 2.47459948138629%
t.trdd -2.53219920418706% -10.9929401913989% -5.65202925922795% -2.93123050760509% 1.31827018912742% 4.07751849718334%
t.shar -2.22374784213048% -8.33227711966956% 1.00340957268325% -0.0890049026801059% 3.44145278647945% 4.96269496694885%
t.tris 0.0381494624615559% -4.51693386046699% 0.126943420641825% -1.11071877042332% 1.42237254463122% 3.85678635536519%
t.tret 0.343996032970168% -9.71302087379159% -5.14967179894643% -2.1641292315999% 1.81900621318467% 4.41602354749751%
t.rsop -3.36979923284165% -5.35505051348764% -4.05987122411469% -1.66535738022389% -0.870560514723639% 0.926662852879105%
t.rpcl 0.457379936661845% -5.17670307061486% -5.78268190461482% -1.26192652415214% 0.590385201619224% 3.23178023582884%
t.risd -3.74154993070084% -3.88628482032082% -2.07883673950196% 1.12931013414975% 3.3064599259281% 4.36292656837496%
t.mva3 1.05061997640776% -3.69977676337688% -1.96121261535057% 0.951357143430173% 3.02213707956567% 4.68123124500856%
t.mva2 -3.05576919381611% -5.41375289089632% -3.58519127430672% 0.061682953141295% 2.33326716129412% 4.14107059923425%
t.mca2 -4.0231288495496% -5.9946114950686% -4.17941689187881% -0.946816632853097% 0.843840313677124% 2.79889482472945%
t.mca1 -4.6305655112923% -6.99936714278728% -4.51977763324092% -0.864499073444567% 1.03366730361185% 2.88908011486056%
t.madd 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.44308828997337% 4.611605361319%
t.loss 14.8409253630096% -2.78985011708644% -2.15984486294394% 0.817615695198847% 3.44416208234664% 4.12846393486764%
t.eqrc -4.37521116350744% -6.48187887986964% -4.69369755178192% -1.17962983676407% 0.881861797527588% 2.84498242789468%
t.cvar 11.0635890060699% -1.73074100779997% -1.98685595704131% 1.09379846390889% 3.56412037982551% 4.10200726654574%
t.cdar -15.1042738921209% -4.31016784167851% -1.70803407232288% 0.131777257313473% 3.45665529736026% 4.85517621220494%
t.srt3 -1.34692315100622% 3.71268270591191% 6.78987992751132% 2.56114301390718% 3.40960430884964% 0%
t.srt5 9.75995420913352% 5.412087166257% 5.70773426721397% 1.03690533833928% 0.914336548172903% 0%
t.srrs -1.56601181673743% -0.0282614864692095% 2.5278206357132% 0.766057933535655% 1.04234950883523% 0%
t.srqr 80.0765119704287% 36.2448365525623% 15.7133286932574% 1.21120653557747% 4.70759271458638% 0%
t.pure -32.5159236549195% -10.792425171853% 0.287019622070734% -1.77023099111119% 4.87309661072854% 9.65679227771108%
t.frs4 -10.150023224023% -2.97875779583413% 0.856927187558576% 0.352773278208677% -0.184447585620856% 2.68191915877927%
t.frs3 -10.6483910455609% -0.349528551289327% 4.22336559251704% 2.43110178435531% 2.06755860923774% 4.61988184102113%
t.frs2 -5.74874791923234% 3.81335171939072% 5.42607445961978% 0.990552930025311% 1.14262269073377% 3.67989712649676%
t.frs1 -4.39242204492376% 4.24035956551751% 4.22948588866916% 1.76477132560659% 0.908644121156927% 4.27316242640291%
t.eqwt -4.84159206262219% -6.16083557977369% -4.38067717597593% -2.13565696189988% -1.69850047623554% -0.146026046831604%
t.sort -4.98696582789082% -8.63909985375698% 1.11414842478684% -0.285426600038519% 3.04726281596415% 4.69194341325144%
t.rpba -2.72449674569892% -5.20960203149179% -3.85837833299345% -1.47409573957779% -0.618026754085632% 1.23534249478362%
t.mvar 0.343996032970168% -2.29063040810644% -1.74416468704975% 1.24773537640385% 3.63881041728512% 4.76700646284705%
t.madm 1.48937199571575% -3.59674239047247% -2.80088970365275% 0.943643692841881% 3.46417829465946% 4.62829064972804%
t.dist -0.423405374835436% -6.46419523213607% -6.72437792892746% -1.62012327953988% 0.0471466348692369% 2.54280992001297%
t.mdiv -1.59698182752446% -7.07245512973001% -5.31077718338196% -1.6866782964743% 1.77794688924839% 3.40277013629196%
t.coco -0.0902576894010032% -7.2032178249875% -4.11764414439526% -1.76131112897023% 1.16356863508834% 2.69948361073127%
t.aaaf 10.7085402492805% 1.10022874580088% 5.59862602794074% 5.25675829704363% 7.9006275067326% 8.40751238317208%
t.aaae 4.00269974870864% -5.50141586467991% -0.430692685927442% -0.935159406519266% 0.347097928194326% 4.1734381719688%
t.aaad -0.347920986158123% -5.32781313759621% 2.17180686629303% -0.639434842967246% 1.38859399049054% 5.37646927394143%
t.aaac 10.3452555286396% -6.36560083863409% -3.10567382399517% -1.65975618501737% 0.208667282757111% 4.37642222855745%
t.aaab 9.39935927492332% -6.6135804942132% -3.09039013954127% -1.5939876917251% 0.304297792046801% 4.43229161843069%
t.aaaa 8.58592095237888% -3.20204807206298% 0.054055408520596% 0.253214989318109% 1.17365728759007% 4.83418539748713%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 0.31 -0.14 0.55 0.38 0.72 0.82
Peer Group* average
60% Equity / 40% Bonds 1.99 0.08 0.48 0.62 0.82 0.63
Global Equities (ACWI) 2.09 0.22 0.52 0.54 0.59  
U.S. Equities (SPY) 2.54 0.40 0.71 0.75 0.88 0.63
U.S. Bonds (BND) 0.29 -0.82 -0.43 -0.09 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 2.16368766975139 -0.108875279477782 0.463447231842608 0.24630934417458 0.545912371527005 0
t.dbnd 1.50824247614738 0.142460117769383 0.468429688085828 0.528635977742676 0 0
t.qaro 2.4969130344626 0.266048018423818 0.478269138505934 0.424630521589266 0.430172272175466 0.36066225286101
t.acap 2.40011262617443 -0.14593688597231 0.14000834198341 0.331667996163751 0.594212865645482 0.607815488325747
t.trdd 1.71765451913611 -0.494224375384241 0.116613312078623 0.257454680758779 0.644512758526617 0.696483079768313
t.shar 1.38318020667854 -0.384079311553452 0.553485392890996 0.450619082443803 0.760281425310359 0.693914713634055
t.tris 1.74785442459331 -0.0625154886913809 0.473685423497739 0.333848916884686 0.545267044552624 0.625756288573316
t.tret 2.09228421045489 -0.38365289777818 0.157466616094674 0.324917317663056 0.702329492738832 0.736493606596503
t.rsop 1.79218502665796 0.0419502748304227 0.405104682080602 0.536657995374555 0.713837496411892 0.628058075674845
t.rpcl 1.70972425392492 -0.026285010588395 0.162299838459482 0.392942152308949 0.561110126490464 0.63790026206051
t.risd 1.57536537828297 0.00440577810337786 0.349508047998529 0.566564839331586 0.829402664679436 0.766163358182854
t.mva3 2.15635352791753 0.0500662504467131 0.402293396198825 0.577537195525546 0.843084425617363 0.809860978336604
t.mva2 1.60618459535303 -0.0819086785340305 0.244979731624761 0.439601299824208 0.683823837731593 0.691238135455416
t.mca2 1.67546166540301 -0.0537457140812366 0.295789344862701 0.470449503618612 0.681020850909382 0.674596198363585
t.mca1 1.51333273077217 -0.156395822803913 0.222746022492482 0.410347677600642 0.632922364728247 0.647910288497629
t.madd 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.856484992594906 0.796353122264942
t.loss 2.17246298396081 0.039343101641094 0.288085263998652 0.511484418155778 0.803911515379739 0.730026296621548
t.eqrc 1.67393374806402 -0.0686773996080527 0.278065324148938 0.47637343452394 0.719985159152401 0.702611157606324
t.cvar 2.1229535869161 0.119020937836895 0.267046960976841 0.496339007735629 0.775799188414016 0.702674078610869
t.cdar 0.765949291918086 -0.0245266473756135 0.368133370572243 0.487109868303252 0.818070710048915 0.7564237588663
t.srt3 2.01980798462951 0.466783597566231 0.784381657784061 0.653410700303422 0.803699640373349 0
t.srt5 2.70642147146237 0.61067720031862 0.893871873051205 0.728494378101948 0.835994695631145 0
t.srrs 2.11422849239324 0.339581179710241 0.745787925561731 0.685969731003632 0.824277548169224 0
t.srqr 2.44386888132282 0.981563557022809 0.889232117025239 0.634879833469926 0.796983169020558 0
t.pure 0.306700499041273 -0.137899143843335 0.550061961356813 0.377496337917324 0.717141021195419 0.818381427678352
t.frs4 1.16638264645497 -0.0802053964336667 0.521538722669813 0.510830561237354 0.566108810888681 0.688749530867469
t.frs3 1.36564311292636 0.227209699231202 0.805487307616918 0.731556882624667 0.802288855282137 0.836416900686183
t.frs2 1.83799155510596 0.55062214167287 0.840564551888747 0.560986380954309 0.688323560273205 0.685778779868059
t.frs1 2.14699193491701 0.480569863811931 0.63688721020254 0.519323971028857 0.575741782443858 0.58137680571046
t.eqwt 1.68542156801008 0.0179157460780352 0.406104078315038 0.524353938550295 0.673389291471441 0.563592236257337
t.sort 1.05347968639274 -0.411351665380678 0.546206593275633 0.424613522981671 0.708542186562227 0.662037164484415
t.rpba 1.85870579218337 0.0469336212408697 0.413341545677208 0.547237332487759 0.730136902823349 0.648548119583262
t.mvar 2.09228421045489 0.127577455540644 0.391419619751822 0.587951424134941 0.872576291055142 0.813549240289225
t.madm 2.27881349873787 0.034803342544495 0.308618417875591 0.553529643334489 0.85853396091748 0.797861207443945
t.dist 1.60202852734263 -0.0813203464183109 0.134511537200747 0.391416908696511 0.550509940583679 0.614476314260293
t.mdiv 1.91196474739728 -0.136675958685148 0.17046717486063 0.343758338772967 0.673610607684225 0.673290190867113
t.coco 2.07567701774961 -0.107171516874373 0.312260015499113 0.407852862539303 0.696671242383738 0.673787149235538
t.aaaf 3.30293279855015 0.364656618253527 0.899888236408548 0.931724565162075 1.25837907513293 1.06656146994734
t.aaae 2.22944666986612 -0.0391574140928954 0.573454832751067 0.528220991465348 0.719296274064316 0.798798902038566
t.aaad 1.9086240569633 -0.0549085252126823 0.672954100182973 0.474360462976542 0.714450307227413 0.812128782691556
t.aaac 3.41512372093906 -0.138066569579761 0.308426941203453 0.364286630106656 0.570819563850875 0.743265315847188
t.aaab 3.28875857612145 -0.158739047388866 0.31204182008604 0.371252520556084 0.580791507445169 0.749528256812445
t.aaaa 3.10168550146866 0.063021656976158 0.530472084822491 0.533100610767117 0.66042156178944 0.783356462007707
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 0.47 -0.19 0.91 0.60 1.22 1.45
Peer Group* average
60% Equity / 40% Bonds 3.66 0.10 0.70 0.91 1.27 0.92
Global Equities (ACWI) 4.10 0.30 0.76 0.79 0.88  
U.S. Equities (SPY) 5.39 0.58 1.08 1.14 1.39 0.92
U.S. Bonds (BND) 3.66 0.10 0.70 0.91 1.27 0.92
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 5.08399522237812 -0.141312002672744 0.713581443791189 0.359339280822906 0.921338057116868 0
t.dbnd 4.13810798929199 0.216500438708807 0.751118082773872 0.859211559550884 0 0
t.qaro 6.66457048648821 0.41714177657196 0.794986271051676 0.693476774083289 0.673844447400712 0.569491050470394
t.acap 5.07302143639226 -0.194354234805436 0.187535922372581 0.459859937449378 0.867092296382326 0.909605561883767
t.trdd 3.04316730057369 -0.586843551645681 0.162315134119689 0.362443756420687 0.966247867307281 1.11966779383667
t.shar 2.60961955828731 -0.459358566053597 0.872675066200914 0.701280923303432 1.2760083458206 1.18281355937998
t.tris 3.31832922168049 -0.0854158083859165 0.729042340958986 0.501422470696919 0.866743357477317 1.03146000075295
t.tret 4.03870300969501 -0.465970930550588 0.21919899100619 0.45812502314311 1.05034693201411 1.18204402100413
t.rsop 3.45989068769622 0.0581612909307406 0.591433727300368 0.800381365410299 1.1166739988965 0.939109270270056
t.rpcl 3.50114217374007 -0.0374105585064467 0.234664369410354 0.591292007977487 0.871677580417152 1.02055447535944
t.risd 2.65948208459951 0.00607279150723226 0.530035140477114 0.891437029964521 1.34985262100025 1.2484704169685
t.mva3 4.42385143482541 0.0707219179650604 0.614451525831268 0.913053924880811 1.39878393833364 1.3760036750889
t.mva2 2.86828930298475 -0.113302966364551 0.362432801239299 0.68101047594527 1.10153910310688 1.15262062994491
t.mca2 3.08044163785169 -0.0742929521811386 0.436540702250538 0.714260949594243 1.06975476249188 1.06097093633991
t.mca1 2.67258572398469 -0.212984830722846 0.326651986581464 0.62505685538082 0.998838506805138 1.02549472201349
t.madd 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38490038328471 1.29646959006775
t.loss 5.29380129216389 0.0581007667283461 0.448158262623442 0.805010045170347 1.33412208313795 1.181633980247
t.eqrc 3.059800178035 -0.0941121929964365 0.405368092569279 0.715938428720547 1.12400212917987 1.09412986093925
t.cvar 7.41389518637922 0.175691030912726 0.413392259306866 0.774477866345815 1.27833828659089 1.1660521069502
t.cdar 1.15971513378368 -0.0334589567292998 0.545137147465943 0.734527607055429 1.30136851008658 1.21353063625695
t.srt3 4.7945656428481 0.782497812349937 1.5237326881759 1.08691357262153 1.39466630299522 0
t.srt5 6.84543355821018 0.913866574244238 1.47605972741251 1.14537951167873 1.30498049847426 0
t.srrs 4.86848855567591 0.495960264543239 1.18825567400857 1.03433582949024 1.26224173196184 0
t.srqr 7.90329432127351 1.90410078608578 1.66785447822856 1.09529306793753 1.40354366808588 0
t.pure 0.472183568390306 -0.191177005216825 0.909246967659272 0.603369075588424 1.2163124644445 1.44938653421858
t.frs4 1.9019361468352 -0.110529888367423 0.834279454504216 0.787652629694231 0.866308483296934 1.08514678468514
t.frs3 2.30135811345587 0.344961109958994 1.41970085356593 1.20005514821515 1.31904453673074 1.36037904056584
t.frs2 3.69903493527068 0.880845589924529 1.38369680322561 0.832464438861298 1.05685274071544 1.03028459833342
t.frs1 4.07800854812084 0.720190050400268 1.0122250235739 0.79119068702472 0.871039862644359 0.896030294399406
t.eqwt 3.19227553291481 0.0246396954672625 0.590090274710675 0.778629503710428 1.04670485911615 0.829815101819284
t.sort 1.80753383779462 -0.490969626016805 0.886186093056074 0.672843071203373 1.19176872116708 1.12651304806324
t.rpba 3.63450515086337 0.0650537050666944 0.604588320062182 0.816678663700416 1.14530088179608 0.975115739933256
t.mvar 4.03870300969501 0.180144633425621 0.593595730977517 0.925862995457107 1.42799254925613 1.33546440013299
t.madm 4.61747801017447 0.0482339497478611 0.456609504240816 0.859053931692416 1.38922270092314 1.29956370322131
t.dist 3.27118059370846 -0.114200237959654 0.189430996332531 0.577253249961298 0.838302569261697 0.932969299073512
t.mdiv 3.65681354871388 -0.188472864665422 0.250007846418386 0.509277858233668 1.04278201095821 1.04971782013892
t.coco 4.24200521835843 -0.149125608422678 0.471313976610075 0.614892022014377 1.09196089190521 1.02551872257058
t.aaaf 9.42081300082339 0.53424019515612 1.48403867245319 1.51681282157122 2.2167932927075 1.89089541998658
t.aaae 6.39424494873895 -0.0513073758533292 0.877562615194523 0.783987648360811 1.11645319540494 1.279410119672
t.aaad 3.78802810954876 -0.0709866821391521 1.03012961257391 0.710724407597382 1.11352543283716 1.32587469283723
t.aaac 10.0519798691906 -0.177148965879041 0.455873568693836 0.535070940602297 0.859496681327178 1.21060674589004
t.aaab 11.4419833500801 -0.202642370170444 0.457492367840518 0.542511644168968 0.872851033802555 1.21918610057974
t.aaaa 14.7843127469274 0.0836407651276379 0.808656215279117 0.801288525796336 1.02379193611448 1.328675646437


  Compare: Risk & Volatility

for period ending November 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 6.0% 34.9% 34.9% 34.9% 34.9% 34.9%
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.4% 9% 13.1% 13.8% 13.8% 0%
t.dbnd 0.9% 10.8% 10.8% 10.8% 0% 0%
t.qaro 2.4% 17.8% 18.6% 18.6% 18.6% 18.6%
t.acap 3% 25.2% 25.2% 25.2% 25.2% 25.2%
t.trdd 3.1% 27.2% 27.2% 27.2% 27.2% 27.2%
t.shar 2.6% 22.1% 22.1% 22.1% 22.1% 22.1%
t.tris 2.7% 21.4% 21.4% 21.4% 21.4% 21.4%
t.tret 2.9% 27.2% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.3% 24.7% 24.7% 24.7% 24.7% 33.1%
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.risd 3.8% 24.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 2.7% 22.5% 22.5% 22.5% 22.5% 22.5%
t.mca2 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.loss 2% 23.8% 23.8% 23.8% 23.8% 23.8%
t.eqrc 3.2% 24.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 1.7% 25.9% 27% 27% 27% 27%
t.cdar 4.3% 24.6% 26.3% 26.3% 26.3% 26.3%
t.srt3 5.1% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 3.1% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 6% 34.9% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.4% 9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 3.6% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.8% 25.5% 25.5% 25.5% 25.5% 42.1%
t.sort 3.4% 22.1% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.2% 25% 25% 25% 25% 31.2%
t.mvar 2.9% 24.5% 24.5% 24.5% 24.5% 24.5%
t.madm 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.dist 2.8% 24.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 2.7% 26.9% 26.9% 26.9% 26.9% 26.9%
t.coco 2.5% 26.8% 26.8% 26.8% 26.8% 26.8%
t.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 2% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
t.aaac 1.3% 25.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 1% 25.3% 27.6% 27.6% 27.6% 27.6%
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 14.5% 20.2% 23.4% 19.1% 18.9% 21.2%
Peer Group* average
60% Equity / 40% Bonds 9.4% 13.7% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 11.0% 18.0% 19.4% 16.2% 16.4%  
U.S. Equities (SPY) 12.4% 19.4% 21.0% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 6.5% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.1% 6.9% 7.1% 6.9% 7.6% 0%
t.dbnd 5.5% 9.7% 8.1% 6.2% 0% 0%
t.qaro 9.6% 14.1% 13.4% 11.3% 10.4% 10.5%
t.acap 10.2% 13% 13.3% 11.1% 11.2% 11.8%
t.trdd 8.8% 12.6% 13.1% 11.3% 10.6% 11.3%
t.shar 8.2% 11.3% 14.1% 11.8% 11.7% 13.2%
t.tris 7.8% 12.6% 13.2% 11.5% 11.3% 12%
t.tret 9.3% 13.1% 13.2% 11.4% 10.5% 11.1%
t.rsop 10.9% 15.8% 15.9% 12.8% 12.3% 13%
t.rpcl 10.5% 14.2% 13.6% 11.3% 10.6% 11%
t.risd 9.5% 13.2% 12.7% 10.4% 9.5% 10.1%
t.mva3 8.9% 13.5% 13% 10.7% 10.1% 10.6%
t.mva2 9.3% 13.2% 12.3% 10.6% 9.9% 10.5%
t.mca2 10.5% 14.3% 13.5% 11% 10.1% 10.6%
t.mca1 10.1% 13.6% 12.9% 10.8% 10% 10.5%
t.madd 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.loss 8.6% 12.8% 12.4% 10.4% 9.8% 10.5%
t.eqrc 10.5% 14.6% 13.7% 11.1% 10.1% 10.7%
t.cvar 10.4% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 12.1% 14% 13.5% 11.1% 10.4% 11.4%
t.srt3 21.4% 16.3% 18.7% 16.4% 15.5% 0%
t.srt5 18% 22.2% 22.9% 18.4% 19.1% 0%
t.srrs 11.7% 14.5% 15.1% 12.8% 12.4% 0%
t.srqr 101% 87.2% 66.5% 47.2% 43.4% 0%
t.pure 14.5% 20.2% 23.4% 19.1% 18.9% 21.2%
t.frs4 9.8% 8.3% 9.9% 7.9% 8.7% 9%
t.frs3 13.2% 10.6% 11.5% 9.5% 10.2% 10.6%
t.frs2 12.6% 12% 12.8% 11.2% 11.8% 12.8%
t.frs1 13.7% 17.3% 18.3% 15.1% 15.5% 16.6%
t.eqwt 11.7% 16.5% 16.7% 13.5% 13.1% 14.4%
t.sort 8.2% 11.3% 14.6% 12.1% 12.1% 13.5%
t.rpba 10.8% 15.7% 15.8% 12.6% 12.2% 12.9%
t.mvar 9.3% 13.7% 13% 10.6% 9.6% 10.1%
t.madm 8.7% 13.4% 12.6% 10.4% 9.4% 10%
t.dist 11.5% 14.8% 14.2% 11.9% 11.1% 11.5%
t.mdiv 10% 14.6% 13.5% 10.9% 10.1% 10.5%
t.coco 10.1% 15.4% 14.6% 11.6% 10.5% 11%
t.aaaf 8.2% 12.8% 12.9% 11% 10.9% 12.2%
t.aaae 10.1% 13.8% 15.4% 12.6% 12.1% 13.2%
t.aaad 6.7% 13.7% 15.8% 13.1% 13% 14%
t.aaac 5.9% 13.5% 14.9% 12.1% 11.5% 12.2%
t.aaab 5.8% 13.4% 14.7% 12% 11.4% 12.2%
t.aaaa 6.8% 12.8% 14.1% 11.5% 11.1% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 8.9% 13.6% 13.3% 11.4% 10.7% 11.5%
Peer Group* average
60% Equity / 40% Bonds 4.7% 9.2% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.1% 11.8% 12.6% 10.5% 10.5%  
U.S. Equities (SPY) 5.4% 12.5% 13.1% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 3.9% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.9% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.1% 7.9% 7.3% 6.4% 6.3% 6.3%
t.acap 4.3% 8.8% 9.3% 7.6% 7.3% 7.6%
t.trdd 4.4% 9.8% 8.7% 7.5% 6.6% 6.6%
t.shar 3.7% 8.5% 8.1% 7% 6.6% 7.3%
t.tris 3.6% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.9% 8.8% 7.6% 6.6% 6.5%
t.rsop 5.1% 10.3% 10.2% 8% 7.5% 8.4%
t.rpcl 4.5% 8.8% 8.7% 7% 6.4% 6.5%
t.risd 5.2% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.7% 8.5% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.6% 8.5% 7.6% 6.3% 5.7% 5.9%
t.mca2 5.1% 9.3% 8.4% 6.7% 6% 6.4%
t.mca1 5.1% 9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.6% 7.8% 6.1% 5.3% 5.8%
t.loss 2.9% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.2% 9.6% 8.6% 6.8% 6.1% 6.5%
t.cvar 2.2% 8.2% 7.5% 6.2% 5.6% 5.9%
t.cdar 7.5% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 8.5% 8.9% 9% 9.5% 8.7% 0%
t.srt5 6.8% 13.8% 13.1% 11.2% 11.9% 0%
t.srrs 4.5% 8.9% 8.8% 8% 7.8% 0%
t.srqr 30.1% 42.2% 33.7% 26.3% 23.8% 0%
t.pure 8.9% 13.6% 13.3% 11.4% 10.7% 11.5%
t.frs4 5.5% 5% 5.6% 4.7% 5.4% 5.4%
t.frs3 7.4% 5.9% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.7% 6.3% 7.1% 7.2% 7.4% 8.2%
t.frs1 6.8% 10.6% 10.9% 9.5% 10% 10.5%
t.eqwt 5.6% 11% 10.8% 8.6% 8.1% 9.4%
t.sort 4.2% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 4.9% 10.3% 10.1% 8% 7.4% 8.3%
t.mvar 4.3% 8.6% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.6% 7.8% 6.1% 5.4% 5.8%
t.dist 5% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.6% 9.5% 8.4% 6.8% 6% 6.3%
t.coco 4.3% 9.9% 8.9% 7.1% 6.3% 6.9%
t.aaaf 2.3% 7.6% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.6% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.7% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaab 1.2% 9.7% 9.5% 7.8% 7.3% 7.2%
t.aaaa 0.6% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.pure 1.26 0.97 0.79 0.65 0.51 0.54
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.90 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.78 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.100224245496299 0.212195466724389 0.140619655777684 0.112870221929229 0.0775727099192749 0
t.dbnd 0.269768055636521 0.403625756532159 0.25713097696951 0.174655124034404 0 0
t.qaro 0.432898784894976 0.652226062707881 0.478542728414426 0.34101545927178 0.283027773259965 0.241564588666064
t.acap 0.561979475347515 0.567024995268305 0.57894145803917 0.496362321772823 0.496685431381967 0.443057049054061
t.trdd 0.588610428957331 0.539981645923455 0.516660565943257 0.476077977634525 0.392614057917011 0.353656996110617
t.shar 0.456715841157486 0.468042742445366 0.489283054198007 0.433127062172447 0.374727597532363 0.363454094737507
t.tris 0.456322845830362 0.478466009246703 0.43711211972277 0.390457241536575 0.323182359561105 0.32197836325838
t.tret 0.626283677044991 0.552481990255785 0.521129080372434 0.477275859736253 0.396084806181548 0.354014122146857
t.rsop 0.757133093830214 0.793923280124657 0.754357784593514 0.694421687985375 0.695718351453506 0.714585149902357
t.rpcl 0.576044886109789 0.624702320849036 0.576212650365472 0.459867330952844 0.378789572469229 0.351789641455364
t.risd 0.62423044439351 0.509297814721651 0.471373538240066 0.386214761798189 0.324937626861313 0.314302973365159
t.mva3 0.593938502403916 0.579133243984674 0.522216196319223 0.423598114066513 0.388483975517035 0.365715439261577
t.mva2 0.601683845059979 0.561861564574167 0.480436098170848 0.367757260163891 0.310153254312369 0.284045109673382
t.mca2 0.718215428204903 0.685843030658187 0.595428611036061 0.501890133849772 0.435555049201806 0.425431302048058
t.mca1 0.66560246297546 0.624985916887862 0.537854936755871 0.430010613360433 0.380516814658731 0.376822596647031
t.madd 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324282384309386 0.312798854061173
t.loss 0.101670220429601 0.413812380273996 0.405520128832016 0.356585631703711 0.303874953848768 0.324486203744019
t.eqrc 0.729362843951369 0.717304045004198 0.620272182024205 0.532437469252301 0.466064028486767 0.460315985862462
t.cvar 0.332972009653392 0.416998638936771 0.377896172815006 0.32258297744633 0.284561979242186 0.290241936882911
t.cdar 0.824791725216739 0.490814998808662 0.478218129645854 0.425539970136642 0.35460607171399 0.343585404992728
t.srt3 1.34895772178037 0.439829800498872 0.466527830010464 0.590533496828229 0.587248271403049 0
t.srt5 1.13737388194972 0.94504777915615 0.92435383777305 0.93072469434519 0.994466711675975 0
t.srrs 0.854784104926731 0.67346388383005 0.61154500751553 0.639794921825975 0.647539144865218 0
t.srqr 2.44502934373525 1.88465177673568 1.59441073347043 1.55172964467144 1.48434541853957 0
t.pure 1.25512410230224 0.969939994514918 0.792329705251969 0.64662865254549 0.514328503647165 0.539703273305537
t.frs4 0.732488448527785 0.31581363203661 0.320540134587884 0.309703083796658 0.374075540512836 0.343246552173485
t.frs3 0.953625474032401 0.383871620988363 0.363083055476256 0.365713008243546 0.432656203173961 0.397887102684462
t.frs2 0.947745570414741 0.388841269168255 0.367354074324675 0.419457559487188 0.488134729612914 0.463955757739295
t.frs1 1.08890206201994 0.459099209657711 0.458612046566296 0.440593979367773 0.524378613976755 0.431228065212161
t.eqwt 0.813385819749929 0.844588423384868 0.796020935668482 0.747462132637013 0.755832709926778 0.805437419478179
t.sort 0.462769064717304 0.465283575952863 0.485790490347839 0.431189706823773 0.376100061140899 0.364192586541879
t.rpba 0.753697961314104 0.785461180425524 0.746223022906888 0.684974931988311 0.687061032461672 0.701386927226196
t.mvar 0.626283677044991 0.528820437738285 0.494104996378734 0.400561156859073 0.331931952375493 0.319628526519314
t.madm 0.603911739939933 0.528502372378159 0.485111291112217 0.387520723977085 0.324592691385518 0.313038083389786
t.dist 0.614646315517902 0.676826244921394 0.620625724708532 0.505304263793569 0.430675016132129 0.43095929023202
t.mdiv 0.681762748759043 0.642042406891661 0.548057708990867 0.442872176705712 0.35543821687037 0.34780523810689
t.coco 0.687193581044207 0.706302430807029 0.624942796649425 0.529188006687816 0.442562185917108 0.459075776172529
t.aaaf 0.506216694971105 0.490298220323408 0.42484768421232 0.389660732044598 0.382345817778889 0.386514836324029
t.aaae 0.600014079429374 0.654333227523091 0.659267738884373 0.611407469196082 0.591881354835565 0.596779250662468
t.aaad 0.448998401825636 0.589160027847046 0.592307759481204 0.543475700663122 0.546326637730146 0.53520579601667
t.aaac 0.311495755807798 0.572955205244585 0.539291668547752 0.483294929616462 0.44587986099512 0.428708539021721
t.aaab 0.31208310500136 0.569334850765059 0.539604833402848 0.482211682537977 0.444533240549524 0.42856151458061
t.aaaa 0.403811234322746 0.532689001438425 0.524511078967841 0.471897520342842 0.433387695551344 0.423407044450546


  Compare: Correlation

for period ending November 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.86 0.84 0.71 0.58 0.43
to S&P500 (SPY) 0.89 0.85 0.70 0.56 0.45 0.45
to U.S. Bonds (BND) 0.50 0.64 0.44 0.42 0.36 0.37
to Commodities (DBC) -0.42 0.11 0.28 0.20 0.17 0.17
to Gold (GLD) -0.31 0.26 0.13 0.20 0.17 0.25


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 6.0% -3.1% 2.0% -1.7% -1.7% 3.5% 2.0% -6.0% 1.3% 5.3% -3.9%
2023 5.6% 9.1% -2.1% -5.3% -1.5% 3.9% 6.3% 7.9% 0.5% 9.5% -7.6% 9.1%
2022 -5.5% 2.2% 11.2% -9.7% -5.1% -0.3% -9.6% 0.7% -8.8% 1.3% -4.3% -5.3%
2021 1.2% 2.0% 7.9% -5.7% -0.3% 2.9% 2.2% 0.2% 4.3% 1.4% 6.2% 4.8%
2020 8.6% 18.2% -3.0% -5.6% 10.9% 7.3% 6.3% -1.8% 1.2% 6.4% -6.1% -6.2%
2019 3.9% 4.1% -1.1% -2.7% 11.0% 0.3% 0.9% -8.2% 5.5% -2.1% -1.5% 0.4%
2018 5.9% 1.8% -8.6% -0.3% 5.8% 1.6% 0.6% 6.2% -2.8% -4.1% -5.9% 8.3%
2017 0.2% 2.0% 0.7% -0.0% 2.4% 5.8% -2.3% 3.9% 1.7% 2.0% 1.9% 0.3%
2016 2.9% -4.4% -1.5% 2.5% -1.0% 2.1% -0.0% -3.7% 0.4% -0.1% 3.1% -6.9%
2015 -1.6% 0.6% -0.4% 2.0% -6.8% -1.1% -2.5% -4.1% -1.5% 1.8% -6.1% 9.8%
2014 -2.3% 4.5% 2.6% -0.8% 5.0% 1.2% 2.4% 3.0% 2.1% -2.7% 0.5% -1.9%
2013 2.9% 3.6% 2.4% 4.8% -3.2% 7.3% -2.4% 2.4% 0.6% 4.7% 0.8% -0.3%
2012 6.8% 1.5% -5.3% 0.9% -1.3% 3.8% -1.7% -7.0% -1.2% 5.1% 2.6% 7.1%
2011 3.4% 2.0% -3.8% 13.2% 9.7% 4.4% -2.3% -1.8% 2.6% 2.5% 4.5% -0.4%
2010 8.0% -0.2% 3.0% -2.5% 8.4% -0.9% 5.8% -7.5% 5.7% 8.2% 4.5% -6.5%
2009 3.3% 7.9% -3.4% 5.7% -1.1% 10.8% -2.3% 16.1% 15.5% 4.0% -1.5% -13.1%
2008 13.6% 14.4% -1.9% 1.5% 4.0% -1.8% -9.6% 3.1% -2.5% 2.2% -0.5% 2.1%
2007 -1.4% -7.5% 11.8% 11.5% 0.6% 1.3% 3.6% 5.2% 2.8% 1.3% -3.1% -0.4%
2006 5.4% 3.4% 0.9% 1.9% 3.2% 2.0% 0.3% -10.8% 0.2% 2.2% -3.8% 14.2%
2005 6.1% 5.8% -6.3% 8.7% -2.0% -3.4% 2.2% 3.1% 3.9% -7.9% 9.7% -0.5%
2004 4.7% 9.9% 2.8% 1.1% 4.1% -7.6% 3.3% 2.3% -9.8% 0.6% 4.0% 2.4%
2003 1.6% 1.9% 9.2% -0.7% 8.0% 5.7% 1.2% 8.5%
Monthly Allocation
Month Allocations
202412 IWM,100
202411 SPY,100
202410 EEM,100
202409 TLT,100
202408 IWM,100
202407 QQQ,100
202406 SPY,100
202405 EEM,100
202404 MDY,100
202403 QQQ,100
202402 QQQ,100
202401 IWM,100
202312 QQQ,100
202311 SPY,100
202310 QQQ,100
202309 MDY,100
202308 QQQ,100
202307 QQQ,100
202306 QQQ,100
202305 QQQ,100
202304 QQQ,100
202303 QQQ,100
202302 EEM,100
202301 EEM,100
202212 MDY,100
202211 IWM,100
202210 IWM,100
202209 IWM,100
202208 QQQ,100
202207 EEM,100
202206 MDY,100
202205 MDY,100
202204 SPY,100
202203 MDY,100
202202 EEM,100
202201 SPY,100
202112 QQQ,100
202111 QQQ,100
202110 QQQ,100
202109 QQQ,100
202108 TLT,100
202107 QQQ,100
202106 SPY,100
202105 MDY,100
202104 MDY,100
202103 IWM,100
202102 IWM,100
202101 IWM,100
202012 IWM,100
202011 IWM,100
202010 QQQ,100
202009 QQQ,100
202008 QQQ,100
202007 QQQ,100
202006 QQQ,100
202005 TLT,100
202004 TLT,100
202003 TLT,100
202002 QQQ,100
202001 EEM,100
201912 QQQ,100
201911 QQQ,100
201910 TLT,100
201909 TLT,100
201908 TLT,100
201907 TLT,100
201906 TLT,100
201905 QQQ,100
201904 QQQ,100
201903 IWM,100
201902 EEM,100
201901 TLT,100
201812 TLT,100
201811 TLT,100
201810 QQQ,100
201809 QQQ,100
201808 QQQ,100
201807 IWM,100
201806 IWM,100
201805 IWM,100
201804 EEM,100
201803 QQQ,100
201802 EEM,100
201801 EEM,100
201712 MDY,100
201711 QQQ,100
201710 IWM,100
201709 EEM,100
201708 EEM,100
201707 EEM,100
201706 QQQ,100
201705 QQQ,100
201704 EEM,100
201703 QQQ,100
201702 IWM,100
201701 IWM,100
201612 IWM,100
201611 EEM,100
201610 QQQ,100
201609 EEM,100
201608 TLT,100
201607 TLT,100
201606 IWM,100
201605 EEM,100
201604 EEM,100
201603 TLT,100
201602 TLT,100
201601 QQQ,100
201512 QQQ,100
201511 QQQ,100
201510 TLT,100
201509 TLT,100
201508 QQQ,100
201507 IWM,100
201506 QQQ,100
201505 EEM,100
201504 MDY,100
201503 IWM,100
201502 TLT,100
201501 TLT,100
201412 QQQ,100
201411 QQQ,100
201410 QQQ,100
201409 QQQ,100
201408 QQQ,100
201407 QQQ,100
201406 EEM,100
201405 EEM,100
201404 TLT,100
201403 QQQ,100
201402 TLT,100
201401 QQQ,100
201312 QQQ,100
201311 QQQ,100
201310 IWM,100
201309 QQQ,100
201308 IWM,100
201307 IWM,100
201306 QQQ,100
201305 SPY,100
201304 MDY,100
201303 IWM,100
201302 MDY,100
201301 EEM,100
201212 EEM,100
201211 EEM,100
201210 QQQ,100
201209 QQQ,100
201208 TLT,100
201207 TLT,100
201206 TLT,100
201205 QQQ,100
201204 QQQ,100
201203 QQQ,100
201202 IWM,100
201201 IWM,100
201112 TLT,100
201111 TLT,100
201110 TLT,100
201109 TLT,100
201108 TLT,100
201107 TLT,100
201106 TLT,100
201105 IWM,100
201104 MDY,100
201103 IWM,100
201102 MDY,100
201101 IWM,100
201012 IWM,100
201011 QQQ,100
201010 EEM,100
201009 TLT,100
201008 TLT,100
201007 TLT,100
201006 TLT,100
201005 IWM,100
201004 IWM,100
201003 IWM,100
201002 IWM,100
201001 QQQ,100
200912 EEM,100
200911 EEM,100
200910 EEM,100
200909 MDY,100
200908 EEM,100
200907 EEM,100
200906 EEM,100
200905 EEM,100
200904 EEM,100
200903 TLT,100
200902 TLT,100
200901 TLT,100
200812 TLT,100
200811 TLT,100
200810 TLT,100
200809 TLT,100
200808 IWM,100
200807 MDY,100
200806 QQQ,100
200805 EEM,100
200804 TLT,100
200803 TLT,100
200802 TLT,100
200801 TLT,100
200712 EEM,100
200711 EEM,100
200710 EEM,100
200709 EEM,100
200708 EEM,100
200707 EEM,100
200706 EEM,100
200705 EEM,100
200704 MDY,100
200703 MDY,100
200702 EEM,100
200701 EEM,100
200612 EEM,100
200611 QQQ,100
200610 TLT,100
200609 TLT,100
200608 TLT,100
200607 TLT,100
200606 SPY,100
200605 EEM,100
200604 IWM,100
200603 EEM,100
200602 EEM,100
200601 EEM,100
200512 EEM,100
200511 EEM,100
200510 EEM,100
200509 EEM,100
200508 IWM,100
200507 TLT,100
200506 TLT,100
200505 TLT,100
200504 TLT,100
200503 EEM,100
200502 EEM,100
200501 EEM,100
200412 EEM,100
200411 EEM,100
200410 EEM,100
200409 TLT,100
200408 TLT,100
200407 QQQ,100
200406 QQQ,100
200405 MDY,100
200404 EEM,100
200403 EEM,100
200402 EEM,100
200401 EEM,100
200312 IWM,100
200311 EEM,100
200310 EEM,100
200309 EEM,100
200308 EEM,100
200307 EEM,100
200306 IWM,100
200305 QQQ,100
200304 QQQ,100

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