Risk Parity Portfolio A

for period ending August 31, 2026


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  Overview

t.rpba 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   Risk Parity Portfolio A gives investors access to a dynamic portfolio that uses an asset allocation algorithm that optimizes their portfolio's risk allocation by using dynamic asset allocation to weight assets in inverse proportion to their risk. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to weight asset classes in inverse proportion to their risk.

Category   Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.

Ingredients Used   This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 8 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.

Peer Group   Tactical: DIY


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

Methodology   This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Risk Parity Portfolio A uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 8 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

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

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

  3. VizMetrics identifies clusters of asset classes that have similar volatilty characteristics. VizMetrics assigns a weight to each cluster of asset classes. The weight is based is inversely proportional to cluster's risk.

  4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.

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



  How to Invest

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

Since this Portfolio Recipe is "Tactical: DIY," the percentage allocations below can change every month. RecipeInvesting calculates returns by rebalancing this Portfolio Recipe to the updated target allocation every month.

Recipe ingredients, updated August 31, 2026 and used for September 2026 allocation:

🔒 Exact Portfolio Weights Locked

Upgrade to unlock fund tickers and allocation percentages—updated monthly.



  How to Rebalance

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

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to Choose and Invest



  Compare: Total Return

for period ending August 31, 2026

5-year graph

● t.rpba ● 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.rpba 11.4% 2.1% 19.6% 17.6% 8.1% 10.1% 9.7% 9.5%
Peer Group* average
60% Equity / 40% Bonds 8.0% 1.8% 12.7% 13.9% 6.9% 9.5% 9.7% 8.2%
Global Equities (ACWI) 14.3% 2.7% 22.3% 20.5% 10.9% 12.7% 11.2%  
U.S. Equities (SPY) 13.1% 2.7% 20.2% 20.9% 12.7% 15.3% 15.0% 11.3%
U.S. Bonds (BND) -0.2% 0.4% 1.8% 4.1% -0.4% 1.4% 2.0% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -1.41951742951749% 0.172234101373459% 4.78087383680739% 8.42690035166536% 3.49477756109156% 5.23483773634694% 3.86948359522639% 6.30966662179253%
t.dbnd 0.810950668985333% 0.172234101373459% 2.14883463607078% 5.69661583532242% 4.15438867533966% 4.88436747406973% 0% 0%
t.qaro -3.63934507928557% 1.43589027792119% 5.02265997819593% 11.3323961246817% 5.72857826294919% 6.51964509854526% 4.78951514247592% 5.38120334265662%
t.acap 4.63699646792211% 0.292149846888101% 14.2506621657193% 17.0094547549141% 6.5837245969419% 6.50170389160998% 6.7623201222105% 8.15433618140249%
t.trdd 6.50936579273924% 0.553806255123232% 13.7836811437559% 10.7240388822011% 2.33993124360379% 5.96382929152293% 6.74618821144859% 9.12924235811361%
t.shar 9.13253082967185% 0.96735219257775% 19.5515977104484% 12.4130748351908% 5.30061116212246% 10.4701382574072% 8.84639102195073% 10.5895218842723%
t.tris 6.01431416721272% 0.652291228239123% 17.5533929859602% 13.0345368464684% 7.13752072495211% 8.55841069779355% 6.92061386819813% 8.32819849535609%
t.tret 6.77264489735636% 0.598331601668094% 14.8193169021839% 11.7745576663807% 3.12922495190249% 6.44433855755042% 7.35703194604538% 9.40349298827603%
t.rsop 11.8383872926082% 2.20901254429102% 19.8705190816015% 17.4851439802566% 8.16631734203575% 10.1049475608567% 9.58943209148462% 9.2940897086327%
t.rpcl 6.84744409002973% 1.11600335217742% 13.6621172508304% 13.6982022150077% 5.84089736181683% 6.64352036515901% 6.07534165810584% 8.02848572749737%
t.risd 2.53018467328257% 0.537819365778826% 10.5246031257568% 12.3748323084355% 5.68944530054383% 8.07298158316336% 7.93872001864089% 8.94164428993443%
t.mva3 6.50077405646605% 0.942507691454767% 14.2427225173204% 15.5344098600345% 7.14992143488051% 8.54342231593912% 8.58633096220511% 9.95820983025244%
t.mva2 4.20871534633338% 0.729088889606687% 11.599633181823% 12.5600540880036% 5.22430697970344% 6.65771386716041% 6.72230069174671% 8.46361413129613%
t.mca2 9.48679398726537% 1.41902640450583% 17.5662654417037% 15.2041114197017% 6.52309435629985% 7.97251417191058% 7.59818526312803% 8.48467986335681%
t.mca1 6.68602104391804% 1.15289136120098% 14.9743647617316% 13.2941431571214% 5.15784281854053% 6.87707300537326% 6.72970721328392% 8.02204530561368%
t.madd 2.91197632890048% 0.613509499641606% 9.64571685021098% 14.3444978661041% 6.13409748423319% 7.9086515659698% 8.16581265553995% 9.1447059819147%
t.loss 12.4250959492734% 1.01960201710851% 21.8305560901306% 18.3189825314096% 8.22294036949887% 8.70813045265804% 8.23486536429781% 9.42444659507002%
t.eqrc 9.67272391264531% 1.64784903657413% 18.3282674477131% 15.6764635142095% 6.64355044625267% 8.29357972326226% 8.03594850631293% 8.93436487549904%
t.cvar 5.55146456534448% 1.5811893715343% 13.0234037854714% 17.7771865764083% 8.07502009714467% 7.86342815155723% 8.00206765657314% 9.03867061466015%
t.cdar 2.15190525568967% 0.577880182633092% 9.30788704592234% 11.310131325234% 4.11363062554675% 8.1099300375719% 8.28512116317932% 9.61867713978661%
t.srt3 13.6576020055385% 3.2857039% 22.0192226999627% 13.1744309681984% 10.4562633374466% 11.2651127360203% 11.7250513705248% 10.9374798410402%
t.srt5 35.4562271394137% 5.005% 48.7888435379221% 29.9201789450378% 18.7580873079307% 18.1049845845146% 16.6159318948069% 13.7687211427198%
t.srrs 12.4916309891391% 3.11560812194337% 16.4451502070216% 12.7178957751818% 9.00093348331712% 11.4335858519221% 11.5531421066983% 9.86526967378662%
t.srqr 49.8297113135743% 6.066% 79.7422339185279% 57.1717384239857% 41.9567311120041% 27.0468598222884% 27.6781526569285% 22.1711683977369%
t.pure 21.7731933679227% 0.937500000000013% 24.754542474807% 11.7043018216656% 5.89133849211365% 12.3294852524527% 11.1749210824507% 15.9460442277921%
t.frs4 13.809441096775% 2.04907841336667% 19.1689468724654% 11.2368665018591% 6.44733491769349% 7.7597536326339% 6.54080055433726% 7.08816368842749%
t.frs3 16.8327106428276% 1.83923354920162% 23.5620570944601% 13.4516483611857% 9.09062484520566% 10.6224990388842% 9.66413723491111% 9.37939031197337%
t.frs2 17.3356071032148% 4.02650119913255% 25.0946481042735% 13.853410360557% 11.6942321484838% 10.6211153788848% 8.88194660992976% 9.52989402022357%
t.frs1 -0.969663306779234% 6.28183361629882% 6.49796633183568% 6.61979561028712% 4.68983276663166% 8.27265894637113% 6.066735082494% 9.68709338431484%
t.eqwt 12.5200105979782% 2.80748520628045% 21.1804429137566% 18.1665962096329% 8.23344210042443% 10.4803857109314% 9.72505432057065% 9.01192262915773%
t.sort 10.520107461867% 0.992958255332477% 20.0645007177846% 11.1980995844449% 4.79789122395178% 10.2606175305516% 8.42360056490947% 10.2787814940923%
t.rpba 11.4166466822363% 2.13030791119832% 19.5594582554119% 17.5972477190455% 8.14510870923484% 10.1064222538245% 9.65292997882188% 9.50596503146473%
t.mvar 2.78239740824517% 0.553298303503852% 10.5283536932942% 13.7564707819412% 6.65274075137705% 8.29285265433972% 8.38622336141619% 9.35268906215909%
t.madm 2.91197632890048% 0.613509499641606% 9.64571685021098% 14.3444978661041% 6.13409748423319% 7.9086515659698% 8.19064841689101% 9.16350083500932%
t.dist 5.5236205922516% 2.69604609961405% 14.7494614659861% 14.42656126658% 5.72192156075928% 6.89494710143255% 6.35151243844676% 7.94500324824006%
t.mdiv 4.83138013549307% 0.947351982592463% 14.2511229923482% 13.8107614906385% 4.76711011541797% 6.14801644358918% 6.88879590946039% 8.35429364542222%
t.coco 3.8160726801191% 2.13258058673442% 15.2803908042132% 15.2487610747379% 5.43702349261495% 7.47451213792159% 7.59328559277293% 8.58690231131685%
t.aaaf 11.8075976535363% 1.1425992937151% 26.7368090392267% 22.2399590163072% 11.6706419534412% 13.4562622109003% 13.5955865569715% 14.4602825379838%
t.aaae 17.2538870346098% 1.80333001748383% 25.9368794534461% 20.5745640945176% 8.8292739726856% 11.6925747537732% 9.76246661710221% 12.0712526157362%
t.aaad 4.13420717290396% 2.47208942855651% 13.8144193702799% 12.7016409574818% 6.76032269722946% 11.2613248837456% 9.41243982145448% 12.1743704106551%
t.aaac 13.0965230812262% 1.93462908432021% 21.1954267215847% 16.8965602463045% 5.94981057234965% 8.1590744900212% 7.76376611804979% 10.337938158175%
t.aaab 12.2794933331215% 1.84514562037866% 20.7621305897657% 16.0966970410596% 5.54241319997881% 8.10053411640988% 7.67011788698206% 10.3307958338926%
t.aaaa 6.97508862882941% 1.88613953914786% 13.7684724714738% 16.4857257399438% 6.43911528625167% 9.18810516209201% 8.35397740307666% 10.7675865701918%
Historical Return
 
t.rpba 13.0% -19.5% 18.2% 12.9% 21.3%
Peer Group* average
60% Equity / 40% Bonds 14.0% -16.7% 17.5% 14.4% 13.2%
Global Equities (ACWI) 18.7% -18.4% 22.3% 17.5% 22.4%
U.S. Equities (SPY) 28.7% -18.2% 26.2% 24.9% 17.7%
U.S. Bonds (BND) -1.9% -13.1% 5.4% 1.4% 7.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -0.424179698869009% -7.18336076125052% 8.04433480523521% 11.5825590950859% 12.604733007092%
t.dbnd 3.44397661063878% -1.76737936783778% 10.6400593174128% 6.77884085824092% 3.62278977555321%
t.qaro 4.59240204628992% -11.1438326553824% 15.3386927829938% 15.7258541483237% 15.8600100026313%
t.acap 20.4432160619124% -22.45403221641% 7.40184469105014% 18.8919118413825% 26.4699260358452%
t.trdd 9.8715230096464% -26.0476121532499% 6.36635125071481% 12.330800445662% 15.9385121885547%
t.shar 23.4411606259803% -21.87479682622% 12.3218052604971% 9.37014151732829% 21.8450856482229%
t.tris 15.142112269322% -13.2151489279659% 10.3892915506608% 11.3116777031029% 22.6349617036042%
t.tret 8.47801777380575% -26.0296350385374% 7.36180722098361% 15.3676372978931% 15.3131897842288%
t.rsop 12.9632353675667% -19.3414043196725% 18.2419777264708% 12.2112091066751% 21.161915795348%
t.rpcl 6.10522651436409% -17.3138973124509% 14.2355921052369% 10.0481112617687% 18.0004394967869%
t.risd 6.27488285821167% -17.0795987959738% 15.6705918175895% 11.5426178845946% 17.1459466596711%
t.mva3 8.29647793772843% -16.6430053414138% 14.1334152915745% 13.2038730305259% 20.5290566501333%
t.mva2 5.32238855516889% -17.0409959438868% 12.7837931445344% 9.43018592425238% 18.8086083301498%
t.mca2 8.90685136563052% -18.9457469665729% 14.7510299013823% 10.8635090904715% 19.1999737707901%
t.mca1 6.1041098694232% -18.751642966597% 11.8822854915719% 8.89676094816405% 19.6934119086921%
t.madd 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613% 17.920228604251%
t.loss 3.0941441769055% -18.479249626044% 13.031568361609% 14.5631900085841% 21.1835330963081%
t.eqrc 8.82676076930244% -19.5964571862675% 14.9855260511004% 10.9020053462146% 20.5615109488186%
t.cvar 0.759134878710643% -18.0142669945866% 16.2212575296876% 16.8746265767511% 23.6075094903774%
t.cdar 7.55527382881924% -15.8396274872416% 20.5750399487302% 5.59945701004212% 14.3403460936941%
t.srt3 12.6920037171253% -4.6611053775261% 3.76595072486459% 26.2639170725895% 8.97406104641032%
t.srt5 13.3683816400023% -0.0377534476435404% 10.7408896298008% 32.8389664356036% 14.1706910929661%
t.srrs 28.890913509327% -4.05917982551872% 5.15194903910463% 15.4469423586743% 8.83322906229633%
t.srqr 9.25312744122633% 20.7261796509901% 35.7843164035702% 125.323401507358% 0.911525386975143%
t.pure 29.8707683196271% -30.1397064440225% 39.2701153505725% -5.72415932121768% 13.5578799407787%
t.frs4 28.9596335134098% -8.711034625884% 6.76423807600433% 6.79526875321181% 10.3607219213205%
t.frs3 31.6871352500162% -9.40291629311235% 11.1850931254423% 9.46819022445564% 11.2505636147613%
t.frs2 33.6879639179315% -2.17216987170259% 9.48474896909841% 14.0715255505641% 12.6578328521242%
t.frs1 24.8239629975502% -1.66592365448265% 4.02750319776692% 23.1724247337602% 0.909739918377106%
t.eqwt 13.021617406844% -20.392117109815% 18.7871213530998% 11.7937656754764% 22.8060763178412%
t.sort 22.673599865263% -21.8579334248415% 13.4524209330745% 6.89679953365077% 19.6141651028591%
t.rpba 13.0003607484082% -19.5380347547834% 18.2281640302314% 12.8699463678829% 21.279368583808%
t.mvar 6.25177770078322% -16.5887215609709% 17.3063290729272% 15.3676372978931% 16.1626126676796%
t.madm 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613% 17.920228604251%
t.dist 6.57477338910428% -19.2648644355954% 14.8065928418213% 10.0343657687946% 20.988701895117%
t.mdiv 4.9292667911002% -22.903221678147% 15.3975078542072% 11.7338690409823% 19.9797010630046%
t.coco 6.21247145397235% -23.2582939265105% 16.1944748615217% 13.3439354565112% 23.9954406153067%
t.aaaf 24.95926567125% -12.8611500959783% 15.2553856004545% 21.8818661945351% 26.4143538337339%
t.aaae 17.9844768345203% -20.6677076909989% 17.3619246036438% 12.2647858438665% 26.7808906078919%
t.aaad 25.6368061423383% -15.1236057862516% 13.4736870831487% 9.9986742408138% 25.7320278693447%
t.aaac 14.5779268357424% -17.7181609028232% 7.59856380212918% 13.9750764888248% 20.7629152770174%
t.aaab 15.0698785073506% -18.0799629226466% 8.03786160945619% 12.9710561861617% 20.3708072430778%
t.aaaa 20.1360239536609% -16.2467835025164% 14.2840037094768% 13.3370641149433% 20.5437211185207%


  Compare: Risk vs. Return

for period ending August 31, 2026

Maximum Drawdown vs. Annual Return
● t.rpba ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.rpba ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.rpba ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
● t.rpba ● 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.rpba risk vs. 60/40 Worse Worse Worse Worse Worse Worse
t.rpba return vs. 60/40 Better Better Better Better Worse Better
Risk-Return Quadrant
NE NE NE NE SE NE
Risk-Return Direction 26° 22° 48° 58° 91° 43°
Risk-Return Magnitude 7.6 4.0 1.8 1.1 1.1 1.8
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
* compares t.rpba 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.rpba 0.9% -1.2% -3.9% -3.1% -3.3% 0.4%
Peer Group* average
60% Equity / 40% Bonds -2.3% -3.4% -4.8% -2.7% -1.6% 0.2%
Global Equities (ACWI) 2.8% 0.9% -1.4% -2.1% -3.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.2% -17.3% -20.4% -16.7% -12.9% -5.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -14.9304535954417% -9.05499924643309% -10.4927654460752% -6.89237326136819% -8.81302276474099% -0.550877745440415%
t.dbnd -22.199057646278% -13.8149838124116% -8.93112182935371% -7.01015896515944% 0% 0%
t.qaro -15.3109868560705% -9.29179124521476% -6.63172715142637% -7.3801639863891% -9.17944818737542% -4.2666368389183%
t.acap -6.31868447893771% -2.56582110371626% -5.51656341391886% -7.29384831620827% -6.49434575892153% -0.70610509523892%
t.trdd -4.41464295972661% -7.79496051193667% -11.0743056874566% -8.07273866523225% -6.17625916358342% 1.08082364991595%
t.shar -3.57434792251668% -7.62933968322427% -7.16798766924286% -2.38971566138619% -3.92691425418945% 1.69527082148745%
t.tris -2.76940719888362% -5.66576580287708% -4.74775586569865% -4.36391770043028% -6.28581693927013% -0.531407718388147%
t.tret -2.72478491603844% -6.37332120010864% -10.0069276995753% -7.39631347697907% -5.25329964435961% 1.66331212576636%
t.rsop 1.11622729364787% -1.4876546960902% -3.8920725534251% -3.16883232700821% -3.4775671927059% -0.0271997480454136%
t.rpcl -4.37481469773696% -5.29272482891155% -6.46234512479134% -6.98092635126724% -7.18955021159299% -0.299357251718478%
t.risd -8.15947310473441% -5.86160316348446% -6.5468947043633% -4.39910212793437% -3.59576488536292% 1.96828998376274%
t.mva3 -3.41370994604341% -1.8343841272424% -4.62000151496192% -3.83790056192376% -3.01426799048542% 3.07886767113716%
t.mva2 -6.25193460916155% -5.75586083264609% -7.19614846775402% -6.58019125774707% -5.73500793336571% 0.795235456068193%
t.mca2 -0.263829330930591% -3.46767790143117% -5.62012898555932% -4.98980848991428% -4.74938878274635% 0.688917130778847%
t.mca1 -2.68275186740614% -5.4656798648395% -7.32651018535141% -6.4361377788803% -5.94738520655294% 0.0580439319321986%
t.madd -9.06508761431548% -2.98341610361603% -5.93182884862899% -4.59341163447776% -3.03998013384145% 2.43541965514353%
t.loss 2.92158268224623% 1.27270533806244% -3.21656943615165% -3.66841802286434% -3.50483523217465% 2.16985546521738%
t.eqrc 0.178665882549133% -3.09673738552545% -5.52693886799068% -4.64060059297186% -4.16437086184658% 1.28407994989312%
t.cvar -4.08802047231567% 1.39466393828086% -3.34007983263294% -4.89962511885008% -3.69187121423547% 1.9225335416778%
t.cdar -9.6386490828482% -8.39029170690979% -8.70059016659975% -4.72035558801577% -3.80115547123908% 1.78305307236088%
t.srt3 -4.60742742011244% -10.3051693489264% -2.33847418038462% -4.11302430771076% -3.56508774138794% -0.902585600698075%
t.srt5 14.4853481306059% 2.47035017311631% 4.26535132457497% 1.48647460025953% -0.0403647530396487% 1.20242375214908%
t.srrs 6.22924356442932% -5.80251159993445% -2.36826317361932% -1.20971642204691% -0.46801869693077% 1.69782412330634%
t.srqr 0.812892502472423% -1.75264175000003% 4.13016079971085% -3.13857788525631% -2.85871086131215% -0.285468077104829%
t.pure -4.18815889555205% -11.21165835435% -7.06723611377685% -4.52159980114997% -5.35967839639326% 2.52073856399449%
t.frs4 15.6826484425899% -4.38835650193177% -4.36662484097093% -2.49518495971094% -4.11199291391034% 0.372554773525296%
t.frs3 17.9205540459244% -4.06699139747507% -0.767736534307333% 0.928045310659329% -0.358282969711974% 2.6117329026637%
t.frs2 11.6879234171004% -5.34102010469773% 1.96835983011291% -1.21210915695606% -3.64718660095486% 0.726910149461386%
t.frs1 -14.5876762192655% -14.6464000573188% -8.01259161898748% -6.79088035790666% -8.92514868833015% -1.49878851438171%
t.eqwt 1.404635900195% -1.59462986649333% -4.0179158441742% -3.20918746167163% -3.83457807281799% -1.20201476218366%
t.sort -3.56980090269975% -9.15783568593313% -7.81589783834126% -2.93127076555819% -4.74748789929867% 1.03008482796903%
t.rpba 0.937749007650599% -1.19412660860568% -3.88266019724994% -3.07276639410519% -3.30295786022083% 0.354308732429445%
t.mvar -7.91638048791286% -4.01903968433169% -5.25028457221434% -4.15652540665741% -2.87583490456948% 2.68917958406548%
t.madm -9.06508761431548% -2.98341610361603% -5.93182884862899% -4.59341163447776% -3.00727996937873% 2.46047491154651%
t.dist -4.98086522920725% -5.38376777077236% -6.70325996350361% -6.98140669778102% -7.17893881683297% -0.844506463013182%
t.mdiv -4.17012584655403% -5.00748458044742% -7.8590053557304% -7.71531852510434% -5.71723142442855% 0.569321164150166%
t.coco -4.93656044653696% -4.3159862528316% -7.09015178628621% -6.23501970345716% -5.12835471256836% 0.428066549366353%
t.aaaf 2.58461624726619% 2.71405040375634% 0.663238459455693% 2.3836072033957% 3.48493955992441% 8.07990608011604%
t.aaae 5.8349874081145% 2.65287099774417% -2.84560130299087% -1.11098117492629% -3.16335015914274% 3.46744532892862%
t.aaad -8.73344176467674% -7.28228672180772% -5.53144231709416% -2.13076625835291% -4.00080064352644% 3.12618780766699%
t.aaac 1.47763041464709% 0.287809486702393% -6.36326280662945% -5.46273230512634% -5.38727668301548% 1.98462529363206%
t.aaab 0.57406625409277% -1.00996666752518% -6.87928143737757% -5.49298691002305% -5.47089708818564% 1.98895114258928%
t.aaaa -5.16650999989539% -0.328538910389472% -5.57965938392522% -3.53892281980056% -4.24887631396883% 2.65845483014379%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 2.9% 1.0% -2.5% -1.3% -1.4% 1.1%
Peer Group* average
60% Equity / 40% Bonds -1.3% -2.2% -3.4% -1.7% -0.9% 0.3%
Global Equities (ACWI) 3.2% 1.3% -1.1% -1.7% -3.3%  
U.S. Equities (SPY) -0.0% 0.0% -0.0% -0.0% -0.0% -0.0%
U.S. Bonds (BND) -3.3% -4.1% -6.9% -3.3% -1.4% 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 -3.74594351950325% 0.37113356341979% -2.74090533717065% 0.640973659930732% 0.269168616315294% 3.61931883508741%
t.dbnd -3.96548525607134% -3.45571989589595% -2.8972475110165% -0.190562278502012% 0% 0%
t.qaro -4.15505266811749% -2.03310872214809% -3.37316031449675% -1.02404597093622% -1.4856827603764% 1.22570026951671%
t.acap -0.847110235908684% 1.80275669535832% -2.65934622629668% -3.0303777386278% -1.62429073541701% 2.17743998562143%
t.trdd 1.84479736390981% -1.28392115924482% -6.40674860759782% -3.03565410593218% -1.05605231040168% 3.97405893628472%
t.shar 4.54197468468118% 0.23921897333596% -3.2429533004013% 1.81754755804069% 1.28477979696969% 5.43270646126885%
t.tris 6.03354576475702% 1.81685467403299% -1.26039369408705% 0.601807734113605% -0.039341899367682% 3.60027359372833%
t.tret 3.38352271671566% -0.208330660078879% -5.64524125061399% -2.52530892771386% -0.372212890736943% 4.25809282683717%
t.rsop 3.063898719316% 0.755371583284306% -2.60414972224434% -1.46039668938109% -1.60259144525953% 0.789692232178214%
t.rpcl 0.0515560793881811% -0.778728621863694% -3.56692297575059% -2.4387451893087% -1.72967400432218% 2.86861585723595%
t.risd -0.148186548204804% 0.825182659967291% -2.70466380454391% 0.265837322085194% 1.17748502524745% 4.17351522146219%
t.mva3 0.630438578373095% 2.41348486224505% -1.87453931192082% 0.136093981529158% 1.02946046218373% 4.69502908960079%
t.mva2 -0.166323998765929% -0.0203729186822414% -3.54543135318963% -1.08238902310269% 0.0199627513728808% 3.95641448178579%
t.mca2 2.69141642268702% -0.103278302429445% -3.35782578050312% -1.49159316912338% -0.793167841934098% 2.64027013182818%
t.mca1 1.94006638487023% -0.7402593907889% -4.14799345156716% -1.69171251809863% -0.800736540822174% 2.6443167855633%
t.madd -2.90014190788559% 2.00393005432247% -2.46970702969285% -0.0445246465613831% 1.35703420167295% 4.35219661580866%
t.loss 5.95171581780405% 6.45669072931845% -0.106773268782324% 1.01679490573338% 1.5355656633076% 4.43088662973812%
t.eqrc 2.89966585399207% -0.0195563628341819% -3.47988567726553% -1.52467937503767% -0.72968054455044% 2.7567483479653%
t.cvar 4.02281706855528% 8.08469840524285% 0.280131620693907% 0.951149753910061% 1.86556132411828% 4.58139134511704%
t.cdar -1.41608078632581% -0.867170063337587% -4.14506496746917% -0.0741550812428002% 1.17915015236974% 4.61260032003554%
t.srt3 10.7334255878803% -4.42238823817599% 1.76088906298974% 1.52526538697104% 1.72276655231477% 2.94283132717148%
t.srt5 28.6859657438778% 7.39434135926948% 6.53913767302903% 3.56073736038018% 2.18270826864407% 3.95427628979352%
t.srrs 8.54927900685686% -1.13232557842464% -0.730580100374768% 0.790612364388927% 1.50412929122422% 2.83490740133694%
t.srqr 13.2188722500825% 9.73600694677517% 21.3868390581747% 3.33633941924821% 4.81526410944363% 6.86600961455948%
t.pure -1.4717119036308% -11.1550009394802% -6.99982830775625% -0.0500411377065753% 0.994909943933216% 8.86854310855462%
t.frs4 12.0607322920891% 1.39511204602607% -0.77881412231953% 1.00460216721187% 0.418104781723719% 2.15954166906224%
t.frs3 16.0094299264575% 1.95696065957891% 1.29703524282663% 3.17505568853497% 2.77200016290007% 3.91327856733466%
t.frs2 16.9054201833496% 0.821460951171527% 3.70553371422395% 2.45467508177328% 1.08121400189579% 3.44503218992814%
t.frs1 -9.48944982598122% -11.1189793045823% -4.5464355343835% -1.02079782932546% -2.45672602318045% 3.78278576126166%
t.eqwt 3.70240250182306% 0.607235872474423% -2.9301958760819% -1.74927324782812% -2.1525467591881% -0.329161125499554%
t.sort 4.24716328608605% -1.34306966775968% -3.80642818199803% 1.56998500078818% 0.7873569610877% 5.09251504029318%
t.rpba 2.9173206923553% 1.04136401792117% -2.54977948582038% -1.32921788951502% -1.41304487832828% 1.12820787341597%
t.mvar -0.638462759278661% 1.88354431360383% -1.8710392474029% 0.279794896219311% 1.52769937410092% 4.53366491582521%
t.madm -2.90014190788559% 2.00393005432247% -2.46970702969285% -0.0445246465613831% 1.37769329727794% 4.36885168358272%
t.dist 0.259526195584677% -0.746511573662522% -4.03890619617345% -2.81457924929378% -2.01754350250413% 2.06190106016382%
t.mdiv 1.19931505749579% -0.303754210972624% -4.59954609808604% -2.52729790076941% -0.489636498359079% 3.24998156234199%
t.coco 0.92973051319979% -0.175060448679371% -4.47604201799736% -2.32029730344439% -0.784506063490754% 2.4396000939541%
t.aaaf 8.03760919363355% 7.17887106278356% 2.49749970132214% 5.18154931958066% 6.12585023647658% 8.92724440529809%
t.aaae 11.040233334587% 6.16270219102005% -0.98836539697047% 0.920931618137683% -0.3099210219053% 4.674951212377%
t.aaad -3.87459741256006% -1.08989269407481% -2.76452253506713% 1.43679571957457% 0.0488125282967147% 5.40823180059467%
t.aaac 8.51030726324771% 4.8161195705771% -3.14489067827222% -0.971514671107545% -0.320244744282105% 4.46993277252027%
t.aaab 7.88334171533885% 3.95547822524619% -3.54277889483318% -1.0251615913415% -0.405573831668791% 4.46216869995218%
t.aaaa 2.47924816947759% 4.56229981278967% -2.35225065545682% 0.206291326993661% 0.440784293594726% 4.94266659051727%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 1.25 1.13 0.31 0.63 0.70 0.67
Peer Group* average
60% Equity / 40% Bonds 1.04 0.98 0.25 0.64 0.81 0.65
Global Equities (ACWI) 1.36 1.27 0.46 0.70 0.68  
U.S. Equities (SPY) 1.19 1.21 0.54 0.82 0.92 0.66
U.S. Bonds (BND) -0.55 -0.04 -0.68 -0.23 0.04 0.29
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.159293882887632 0.580603951181168 -0.105060211032453 0.378814380302301 0.327390847844591 0.598484181963856
t.dbnd -0.39859675254153 0.229992301173337 -0.00921753276588718 0.35388470763533 0 0
t.qaro 0.15631452898875 0.582280966231264 0.150995942323868 0.369478977800361 0.32024036179216 0.380026839477393
t.acap 0.777712436075536 1.04025110939414 0.215373181126523 0.373933745447777 0.497322206709475 0.59905992006354
t.trdd 0.900115004565376 0.675922385346022 -0.112868764706259 0.322128644578863 0.508697119958248 0.697739164959989
t.shar 0.961111586044419 0.693174423235333 0.117701324705983 0.658770118779995 0.657832666215555 0.740912278048284
t.tris 1.01139052200806 0.826616951324619 0.257965796087641 0.545965193278991 0.509572885636699 0.609613391883168
t.tret 1.01250950912466 0.775827287365378 -0.0495625733038966 0.362799810720211 0.568010200583799 0.731572640999353
t.rsop 1.26172144128995 1.1112783840312 0.312975938880214 0.620758149930156 0.692910352910958 0.643402005878007
t.rpcl 0.902472839769517 0.854150759615506 0.15884469617061 0.389468673601046 0.447922053480509 0.619429152493128
t.risd 0.644906919280489 0.814274238781274 0.149861454050404 0.53875815798555 0.674787677769412 0.750451398784614
t.mva3 0.966613449095601 1.09013137635721 0.262500558146787 0.573269711323598 0.714302431080599 0.81751855273769
t.mva2 0.774230306695003 0.820862477741346 0.112404991737458 0.409595936125194 0.538592640402647 0.682151731895536
t.mca2 1.17427213957509 0.978223497249516 0.208539557931253 0.50663079108163 0.603828243584882 0.676574865348459
t.mca1 1.01560836138871 0.841304450840186 0.107342447829582 0.419228959729039 0.52567034964144 0.638249948744509
t.madd 0.581427293896249 1.01313570907569 0.185855980151114 0.527887117225427 0.710111924488813 0.777983623478046
t.loss 1.3756394319223 1.29698109322583 0.348811530225335 0.591479061433121 0.690450203303121 0.769700357298793
t.eqrc 1.20263653582654 1.00329171136266 0.215159473842562 0.527514801207307 0.641016804499254 0.711747482060725
t.cvar 0.920311853014983 1.30887634409293 0.33695993708647 0.514197136252496 0.673455252776801 0.751171137172113
t.cdar 0.542472521729354 0.640618534469573 0.0271099694804706 0.520121060634931 0.662759131806361 0.742546403714152
t.srt3 0.903141142568617 0.533211548861669 0.420450572800839 0.585992058329184 0.704180930538852 0.610553299468689
t.srt5 1.99710598285158 1.35516066545406 0.783918776827553 0.905298883305755 0.924434750787643 0.73671486033562
t.srrs 1.61045248710386 0.817174096017334 0.394378167701062 0.734752516720971 0.881662201824883 0.742089889477575
t.srqr 1.21144961578149 1.10850953907226 0.864334799371868 0.726249363468088 0.810363537890635 0.706095846250744
t.pure 0.929608082582112 0.466671292832041 0.160832979078869 0.569456223539275 0.596054574905369 0.810283745547382
t.frs4 2.23564612640722 0.907611292268687 0.258414619513456 0.640120028436866 0.636801475108885 0.653532736155667
t.frs3 2.3539275375299 0.933774967026077 0.473161852441272 0.847447965180983 0.883747215395509 0.793499097056821
t.frs2 1.93490329271394 0.848829348332139 0.632500863692528 0.732706170906561 0.682898850128911 0.690187364309405
t.frs1 0.230362643976937 0.213334207946968 0.0918046130866916 0.42217660698985 0.355505689226263 0.569775237929133
t.eqwt 1.27875515970472 1.10381568106395 0.309331458054793 0.621496761053345 0.67296995979323 0.578877105882319
t.sort 0.961695851791329 0.587418350586345 0.0807901782324217 0.629005830060906 0.60715293963261 0.703110209366942
t.rpba 1.25050946256217 1.13097202301924 0.312926477774847 0.625703657811166 0.70344590455261 0.665309278742801
t.mvar 0.660796920885527 0.942332312962898 0.225454506989134 0.554190101511451 0.72100499259132 0.793108960037965
t.madm 0.581427293896249 1.01313570907569 0.185855980151114 0.527887117225427 0.712216879173015 0.779472152738559
t.dist 0.865191101528632 0.849508184551139 0.148532797527165 0.39309760956078 0.451741347850961 0.589237718013151
t.mdiv 0.916843333849629 0.873764744791556 0.0792856219588704 0.344643491362148 0.539699869898426 0.667935243818486
t.coco 0.868801775101565 0.922234017459339 0.12840819776598 0.43690825657072 0.580673329033347 0.662325996751126
t.aaaf 1.3453066186154 1.38607043627871 0.567968640336877 0.9381218840628 1.12472976079782 1.1126814737469
t.aaae 1.5530333687652 1.38229440894238 0.370877450443709 0.74078932967766 0.714082214344724 0.850170762333098
t.aaad 0.625967347208996 0.71783818589189 0.219001620647912 0.680851115914997 0.660022331313575 0.829108772089781
t.aaac 1.28252783440936 1.22928218466358 0.168205288919892 0.486609252359746 0.57014844352562 0.760494063871664
t.aaab 1.22495468348698 1.14228080531607 0.138107405109582 0.484433410501918 0.564490135446888 0.760649217572411
t.aaaa 0.849961530592543 1.19173923333729 0.209534210515285 0.596056568041194 0.641387084484742 0.799608229105242
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 2.21 1.95 0.45 0.93 1.08 1.00
Peer Group* average
60% Equity / 40% Bonds 2.08 1.72 0.35 0.95 1.23 0.95
Global Equities (ACWI) 2.68 2.39 0.68 1.04 1.04  
U.S. Equities (SPY) 2.84 2.35 0.83 1.26 1.47 0.98
U.S. Bonds (BND) 2.08 1.72 0.35 0.95 1.23 0.95
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 0.214071312875704 0.838594509206855 -0.135851168537769 0.566074118686667 0.476129820871265 1.03208587561246
t.dbnd -0.493877485465594 0.404960260622997 -0.0136352382959303 0.563487664432259 0 0
t.qaro 0.220368713647822 0.918084699299803 0.222932207465483 0.57461515226571 0.484792280615437 0.589771675111561
t.acap 1.21562135085217 1.65714540644056 0.300713843102599 0.516013157630791 0.697820122040402 0.890379918813363
t.trdd 1.462438569207 1.00505813961097 -0.143289051200253 0.456278860943509 0.7433415170976 1.11567723989077
t.shar 1.62148495078489 1.10821291264864 0.160960396506791 1.05973891248148 1.06412490159652 1.273050168704
t.tris 1.63841803241753 1.27823869146067 0.371115276696407 0.830064922184182 0.774906708370977 0.99271349479671
t.tret 1.76346027599039 1.2018806664848 -0.0640603432170583 0.514861352455818 0.832231453943733 1.17021313475992
t.rsop 2.22080342620335 1.90535605341241 0.449016003772061 0.924085442094214 1.06633448015658 0.964679170523718
t.rpcl 1.45986628804733 1.37674380545861 0.227500224619902 0.568472944304719 0.673442615602582 0.983199075613477
t.risd 1.00412097540531 1.22152512979137 0.209247863110646 0.826898375159523 1.05656558414368 1.21083862457195
t.mva3 1.60853160419441 1.7358843279922 0.376609335236057 0.881240720563316 1.14041509252442 1.37771825028664
t.mva2 1.25171557111534 1.24535942103416 0.157193228244324 0.610491045098139 0.833200271151156 1.12597462892657
t.mca2 1.98324692613675 1.59135114199227 0.295670261848796 0.757119088057511 0.928785946276188 1.06109961047058
t.mca1 1.67172959053026 1.30263668462715 0.149328433269091 0.620029253093173 0.804858113464999 1.00283030279737
t.madd 0.901851895029529 1.57897238594315 0.260625487148837 0.798121321751718 1.10855328968599 1.25576392363455
t.loss 2.80997097144025 2.33324226771129 0.54373306753609 0.955880181662602 1.11967531746547 1.25990812191868
t.eqrc 2.08027618547593 1.65328350311028 0.304475381746778 0.785041942814277 0.984082746463523 1.1084947590213
t.cvar 1.63285208800868 2.35989516333662 0.506997002137759 0.802376387223036 1.06353979914565 1.25310977380081
t.cdar 0.806135903243414 0.983217346333555 0.0369369508883142 0.778264263887253 1.02683629111311 1.17851324664152
t.srt3 1.41927987478228 0.810419324125816 0.65800241291089 0.940569213450362 1.15321017431888 0.948178669845889
t.srt5 4.0769252109522 2.62585833160335 1.2476847283144 1.47704053225267 1.47080537632651 1.10710912949512
t.srrs 2.58863965759427 1.22982413881491 0.573846563493439 1.09509295202047 1.35201737756479 1.12167660371521
t.srqr 3.02962443420708 2.61778924373293 1.73663635032835 1.33059809914493 1.49500787208966 1.26540284598117
t.pure 1.75026897434774 0.765903399405791 0.237506414205583 0.932805861775521 0.987881198248444 1.43891536107503
t.frs4 5.33794300325646 1.4820837509635 0.382152090847882 0.997122083085612 0.990821017716268 1.02041113745904
t.frs3 4.99318007899356 1.49845213918845 0.741553723429911 1.39342941705202 1.46490290855174 1.26795323810248
t.frs2 3.46887320360776 1.32656101480906 0.982490290495762 1.10391579348771 1.0289977239406 1.02371135536251
t.frs1 0.314844030637583 0.286313500803474 0.124398236208274 0.613750271502097 0.500043898361252 0.867144117364879
t.eqwt 2.23329072361608 1.89355133809849 0.441925628356533 0.922107476692227 1.02997606427911 0.854174610189624
t.sort 1.65839635229503 0.935956483302492 0.110901909056454 1.0322424124986 0.990459727303505 1.20894555928621
t.rpba 2.20958811455698 1.94926615487611 0.44873687265021 0.932059819045699 1.08402619776037 1.00340313267977
t.mvar 1.04504238057126 1.47517246386935 0.32065381694782 0.850995875521028 1.13896168124313 1.28939871317558
t.madm 0.901851895029529 1.57897238594315 0.260625487148837 0.798121321751718 1.11265052203304 1.25875437796751
t.dist 1.32838090813653 1.37339562579146 0.21089585474096 0.564786463869869 0.669613291128467 0.888646393615704
t.mdiv 1.56234420920704 1.37919165923281 0.111237093825039 0.503604154865908 0.809801467839389 1.03519721468768
t.coco 1.41066498598918 1.47435632592751 0.181907441874952 0.651372683796466 0.883567245502283 1.00280893323545
t.aaaf 2.56616049387201 2.4207219554415 0.882247841755636 1.5218308224001 1.91924030048494 1.99023375690855
t.aaae 2.90792131211687 2.47356315154215 0.521640569009965 1.12323543471311 1.0995273220555 1.36628096081976
t.aaad 0.965543181884448 1.06938943469034 0.299437364353148 1.04014732550742 1.00450197058742 1.33902360675085
t.aaac 2.42125829132097 2.10733005955985 0.22921092347161 0.72282455941353 0.860201766849979 1.24051815897749
t.aaab 2.23932032759529 1.92226884102988 0.186948387469494 0.714322196374524 0.845974917338788 1.23692769053936
t.aaaa 1.38656207465044 1.91957327751089 0.285023788311955 0.8895743855306 0.976340838362545 1.3456466020024
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 2.0 1.8 0.5 1.1 1.1 1.1
Peer Group* average
60% Equity / 40% Bonds 1.4 1.3 0.3 1.0 1.2 1.0
Global Equities (ACWI) 2.0 1.8 0.7 1.1 1.0 n/m
U.S. Equities (SPY) 1.7 1.7 0.8 1.2 1.3 0.9
U.S. Bonds (BND) n/m -0.2 -1.9 n/m n/m n/m
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
Treynor ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison.
t.dyhb 0.4 1.8 -0.5 0 0 0
t.dbnd 0 0.4 -0.1 0 0 0
t.qaro 0.4 1.3 0.2 1 0.9 1.4
t.acap 1.5 1.9 0.4 0.7 1 1.4
t.trdd 2 1.4 -0.4 0.6 1.1 2.1
t.shar 2.3 1.7 0.2 1.6 1.6 2.5
t.tris 2.9 2.1 0.6 1.4 1.3 2.1
t.tret 2.4 1.6 -0.3 0.7 1.2 2.2
t.rsop 2 1.8 0.5 1 1.1 1.1
t.rpcl 1.7 1.5 0.2 0.8 0.9 1.8
t.risd 1.6 1.8 0.3 1.3 1.6 2.3
t.mva3 1.8 2.1 0.5 1.3 1.6 2.2
t.mva2 1.6 1.6 0.1 1 1.3 2.3
t.mca2 2.1 1.6 0.3 1 1.2 1.6
t.mca1 2 1.5 0.1 0.9 1.1 1.6
t.madd 1.1 2.1 0.3 1.2 1.7 2.3
t.loss 2.5 3.1 0.8 1.5 1.7 2.3
t.eqrc 2.1 1.6 0.3 1 1.2 1.5
t.cvar 2.9 4.2 0.9 1.5 1.9 2.6
t.cdar 1.3 1.5 -0.1 1.2 1.6 2.3
t.srt3 4 1.1 1.2 1.5 1.6 1.4
t.srt5 4.5 2.3 1.5 1.6 1.5 1.4
t.srrs 5 1.5 0.7 1.4 1.6 1.5
t.srqr 2 2 1.9 1.4 1.6 1.4
t.pure 1.5 0.7 0.1 1.2 1.5 2.5
t.frs4 7.5 2.1 0.6 1.6 1.4 1.6
t.frs3 8.5 2.1 1.1 2.1 2 2
t.frs2 7.9 1.8 1.7 1.8 1.6 1.7
t.frs1 0.4 0.3 0 1.1 0.8 1.8
t.eqwt 2.1 1.7 0.5 1 1 0.9
t.sort 2.2 1.4 0.1 1.6 1.5 2.4
t.rpba 2 1.8 0.5 1.1 1.1 1.1
t.mvar 1.5 2.1 0.4 1.3 1.7 2.4
t.madm 1.1 2.1 0.3 1.2 1.7 2.3
t.dist 1.7 1.5 0.2 0.7 0.9 1.4
t.mdiv 1.9 1.6 0 0.7 1.2 1.9
t.coco 1.8 1.6 0.1 0.8 1.2 1.5
t.aaaf 2.5 2.8 1.3 2.4 2.8 3.2
t.aaae 3.3 2.7 0.7 1.4 1.3 1.7
t.aaad 1.2 1.5 0.4 1.5 1.3 2
t.aaac 3.2 2.7 0.3 1.1 1.2 2
t.aaab 3.1 2.5 0.2 1 1.2 2
t.aaaa 2.2 2.7 0.4 1.3 1.4 2.1


  Compare: Risk & Volatility

for period ending August 31, 2026

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 6.1% 6.1% 25.0% 25.0% 25.0% 31.2%
Peer Group* average
60% Equity / 40% Bonds 3.7% 4.5% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 6.1% 6.1% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 5.8% 7.6% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 2.3% 3.1% 15.8% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 5.8% 5.8% 11% 13.1% 13.8% 13.8%
t.dbnd 1.8% 2.1% 10.8% 10.8% 0% 0%
t.qaro 14.5% 14.5% 17.8% 18.6% 18.6% 18.6%
t.acap 7.4% 7.4% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.9% 5.9% 27.2% 27.2% 27.2% 27.2%
t.shar 7.5% 7.5% 22.1% 22.1% 22.1% 22.1%
t.tris 7.6% 7.6% 21.4% 21.4% 21.4% 21.4%
t.tret 5.1% 5.1% 27.2% 27.2% 27.2% 27.2%
t.rsop 6.2% 6.2% 24.7% 24.7% 24.7% 33.1%
t.rpcl 6% 6% 22.9% 22.9% 22.9% 22.9%
t.risd 5.2% 6.2% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.5% 5.5% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.3% 5.6% 22.5% 22.5% 22.5% 22.5%
t.mca2 6.1% 6.1% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.9% 5.9% 23.4% 23.4% 23.4% 23.4%
t.madd 5% 5% 26.4% 26.4% 26.4% 26.4%
t.loss 4.9% 5.9% 23.8% 23.8% 23.8% 23.8%
t.eqrc 6% 6% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.3% 5.9% 25.9% 27% 27% 27%
t.cdar 5.3% 5.3% 25.4% 26.3% 26.3% 26.3%
t.srt3 11.7% 11.7% 15.2% 20.2% 20.2% 46.5%
t.srt5 8.3% 8.7% 16.3% 16.3% 16.3% 34.5%
t.srrs 4.3% 9.7% 11.9% 11.9% 11.9% 16.8%
t.srqr 18.5% 21.1% 30.4% 50.7% 50.7% 50.7%
t.pure 9.3% 11.2% 34.9% 34.9% 34.9% 34.9%
t.frs4 2.1% 3.8% 9% 9% 9% 12.6%
t.frs3 3.3% 5.1% 9.5% 9.5% 9.5% 17.3%
t.frs2 5.3% 8.5% 10% 13.7% 14.9% 26.1%
t.frs1 15.1% 15.1% 18.4% 18.4% 18.4% 25%
t.eqwt 6.7% 6.7% 25.5% 25.5% 25.5% 42.1%
t.sort 7.6% 7.6% 22.3% 22.3% 22.3% 22.3%
t.rpba 6.1% 6.1% 25% 25% 25% 31.2%
t.mvar 5.1% 5.1% 24.5% 24.5% 24.5% 24.5%
t.madm 5% 5% 26.4% 26.4% 26.4% 26.4%
t.dist 7% 7% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5.6% 5.6% 26.9% 26.9% 26.9% 26.9%
t.coco 6.6% 6.6% 26.8% 26.8% 26.8% 26.8%
t.aaaf 6.6% 6.6% 18.9% 18.9% 18.9% 18.9%
t.aaae 6.5% 6.5% 24% 25.3% 25.3% 25.3%
t.aaad 10.1% 10.1% 23.9% 23.9% 23.9% 23.9%
t.aaac 5.5% 5.5% 26.1% 27.5% 27.5% 27.5%
t.aaab 6% 6% 26.2% 27.6% 27.6% 27.6%
t.aaaa 5.7% 5.7% 23.9% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 13.7% 12.9% 14.5% 13.1% 12.3% 13.1%
Peer Group* average
60% Equity / 40% Bonds 9.0% 10.5% 12.2% 11.5% 10.4% 10.9%
Global Equities (ACWI) 14.8% 14.1% 16.7% 16.4% 15.7%  
U.S. Equities (SPY) 15.2% 15.4% 17.9% 17.7% 16.3% 17.1%
U.S. Bonds (BND) 3.1% 5.6% 6.3% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9% 7.4% 7.1% 7% 6.7% 8.2%
t.dbnd 3.5% 6.4% 7.7% 6.1% 0% 0%
t.qaro 14.6% 13.6% 13.2% 11.9% 10.9% 11.1%
t.acap 15% 13.4% 13.1% 11.7% 11.1% 12%
t.trdd 12% 10.2% 12.2% 11.7% 10.6% 11.6%
t.shar 18.6% 12.9% 13% 12.8% 11.6% 13.3%
t.tris 15% 11.4% 13% 11.8% 11.1% 12.1%
t.tret 11.7% 10.3% 12.4% 11.7% 10.5% 11.4%
t.rsop 13.8% 13% 14.6% 13.2% 12.4% 13.3%
t.rpcl 11.8% 12% 13% 11.4% 10.6% 11.2%
t.risd 11.4% 10.7% 12.1% 10.8% 9.7% 10.4%
t.mva3 11.6% 11.1% 12.5% 11% 10.2% 10.9%
t.mva2 10.9% 10.8% 12.1% 10.7% 9.9% 10.7%
t.mca2 12.6% 12.1% 13.2% 11.4% 10.4% 10.9%
t.mca1 11.8% 11.6% 12.6% 11% 10.2% 10.8%
t.madd 11.1% 10.7% 12.1% 10.7% 9.5% 10.3%
t.loss 14.3% 11.7% 12.8% 11.1% 10.1% 10.9%
t.eqrc 13.1% 12.3% 13.6% 11.6% 10.5% 11%
t.cvar 10.7% 11.1% 12.6% 11% 9.9% 10.6%
t.cdar 11.3% 12.1% 12.6% 11.3% 10.5% 11.6%
t.srt3 24% 20.6% 17.8% 17.3% 16.3% 18.2%
t.srt5 27.1% 22.2% 21.5% 19.8% 18.6% 19.6%
t.srrs 8.2% 11.1% 13.3% 13% 12% 12.1%
t.srqr 114.3% 78.4% 76.2% 54.5% 48.1% 43.7%
t.pure 27.3% 19.9% 21% 20.8% 19% 21%
t.frs4 7.2% 8% 8.5% 8.2% 7.8% 8.8%
t.frs3 8.9% 10.5% 10.6% 9.8% 9.4% 10.4%
t.frs2 11.9% 12.2% 12.4% 11.7% 11.4% 12.7%
t.frs1 19.7% 16.3% 17.6% 16% 15% 16.7%
t.eqwt 14.9% 13.8% 15.3% 14% 13.1% 14.6%
t.sort 19.3% 13.1% 13.1% 13.2% 12% 13.6%
t.rpba 13.7% 12.9% 14.5% 13.1% 12.3% 13.1%
t.mvar 11.1% 10.8% 12.3% 10.9% 9.7% 10.3%
t.madm 11.1% 10.7% 12.1% 10.7% 9.5% 10.3%
t.dist 13.9% 13.1% 13.7% 12.2% 11.3% 11.7%
t.mdiv 12.3% 11.8% 13.3% 11.4% 10.2% 10.8%
t.coco 14.6% 13% 14.2% 12.3% 10.9% 11.4%
t.aaaf 19.3% 14.4% 14.3% 12.4% 11.3% 12.5%
t.aaae 15.7% 12.9% 13.9% 13.3% 12.3% 13.6%
t.aaad 18.9% 12.9% 14.4% 13.9% 12.8% 14.1%
t.aaac 14.8% 11% 13.3% 12.7% 11.6% 12.5%
t.aaab 15.2% 11.1% 13.3% 12.6% 11.5% 12.5%
t.aaaa 12.8% 11% 12.5% 11.9% 11.2% 12.5%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 7.6% 6.9% 9.2% 8.2% 7.5% 8.4%
Peer Group* average
60% Equity / 40% Bonds 4.2% 5.4% 7.9% 7.2% 6.4% 7.1%
Global Equities (ACWI) 7.4% 6.9% 10.4% 10.5% 10.0%  
U.S. Equities (SPY) 6.1% 7.3% 10.8% 10.9% 9.8% 11.2%
U.S. Bonds (BND) 2.2% 3.3% 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 6.6% 4.7% 4.8% 4.3% 4.3% 4.5%
t.dbnd 2.5% 3% 4.2% 3.1% 0% 0%
t.qaro 10.3% 8.1% 8% 7.1% 6.8% 6.8%
t.acap 9.5% 7.9% 8.6% 7.9% 7.6% 7.7%
t.trdd 7.2% 6.3% 8.8% 7.7% 6.8% 6.8%
t.shar 10.9% 7.6% 8.7% 7.3% 6.7% 7.3%
t.tris 9.2% 6.9% 8.2% 7.2% 6.9% 7.1%
t.tret 6.5% 6.1% 8.7% 7.7% 6.7% 6.7%
t.rsop 7.7% 7% 9.3% 8.3% 7.6% 8.5%
t.rpcl 7.1% 6.9% 8.1% 7.2% 6.6% 6.7%
t.risd 7.1% 6.6% 7.8% 6.4% 5.7% 6%
t.mva3 6.8% 6.4% 7.9% 6.6% 5.9% 6.1%
t.mva2 6.5% 6.6% 7.8% 6.6% 5.9% 6.1%
t.mca2 7.3% 6.9% 8.5% 7% 6.3% 6.6%
t.mca1 7% 6.9% 8.2% 6.9% 6.2% 6.5%
t.madd 6.9% 6.3% 7.8% 6.5% 5.6% 6%
t.loss 6.7% 6% 7.4% 6.4% 5.8% 6.4%
t.eqrc 7.4% 6.9% 8.7% 7.2% 6.3% 6.7%
t.cvar 5.7% 5.6% 7.4% 6.5% 5.8% 6%
t.cdar 7.4% 7.2% 8.3% 6.9% 6.3% 7%
t.srt3 15.3% 13% 10.7% 10.3% 9.6% 11.4%
t.srt5 13.2% 10.8% 12.6% 11.6% 11.3% 12.7%
t.srrs 5% 6.8% 8.3% 8.2% 7.5% 7.7%
t.srqr 44.2% 31.3% 35.5% 28.4% 25.1% 23.5%
t.pure 14.4% 11.5% 13.4% 12% 11% 11.4%
t.frs4 2.7% 4.3% 4.9% 4.8% 4.6% 5.3%
t.frs3 4% 5.9% 5.9% 5.4% 5.3% 6.2%
t.frs2 6.5% 7.2% 7.2% 7.3% 7.2% 8.3%
t.frs1 14.5% 11.6% 12.3% 10.5% 10.3% 10.6%
t.eqwt 8.4% 7.5% 9.8% 8.9% 8.1% 9.5%
t.sort 11.1% 7.7% 8.7% 7.4% 6.8% 7.5%
t.rpba 7.6% 6.9% 9.2% 8.2% 7.5% 8.4%
t.mvar 6.8% 6.3% 7.8% 6.5% 5.6% 6%
t.madm 6.9% 6.3% 7.8% 6.5% 5.6% 6%
t.dist 8.9% 7.5% 8.8% 7.9% 7.2% 7.4%
t.mdiv 7% 6.9% 8.5% 7.2% 6.3% 6.6%
t.coco 8.8% 7.6% 9.1% 7.6% 6.6% 7.1%
t.aaaf 10% 7.7% 8.3% 7% 6.1% 6.6%
t.aaae 8.3% 6.7% 9.1% 8.3% 7.6% 8.1%
t.aaad 12.2% 8.2% 9.7% 8.5% 8% 8.4%
t.aaac 7.6% 5.9% 9% 8% 7.3% 7.4%
t.aaab 8.1% 6.1% 9.1% 8% 7.3% 7.4%
t.aaaa 7.6% 6.4% 8.4% 7.5% 7% 7.1%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpba 0.78 0.74 0.76 0.69 0.70 0.69
Peer Group* average
60% Equity / 40% Bonds 0.62 0.71 0.71 0.67 0.66 0.65
Global Equities (ACWI) 0.93 0.89 0.92 0.93 0.96  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.62 0.71 0.71 0.67 0.66 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.292673771710287 0.221068044749331 0.211861562039427 0.145168842017435 0.131227216766126 0.0954102793692013
t.dbnd 0.1468749528499 0.287475999126019 0.311444587104655 0.183655764531049 0 0
t.qaro 0.33201050299962 0.542624518700435 0.561649348550101 0.381165231986372 0.334415424043075 0.249657681524379
t.acap 0.689788172293571 0.654126741750726 0.578898243530561 0.540243372938354 0.494801588709295 0.441408794919557
t.trdd 0.498881347806585 0.460411928167058 0.51831620368612 0.497633667170513 0.450411922212245 0.354901199531314
t.shar 0.684460881768021 0.470458539594091 0.493526984576422 0.46988104823796 0.43213335195724 0.3550730119964
t.tris 0.473556954219908 0.412552888380762 0.475751123944792 0.414199615574006 0.386430681123906 0.309920631669422
t.tret 0.468477225219652 0.458893591070583 0.521707389137341 0.495246690719006 0.444867058078133 0.353871245564154
t.rsop 0.793062069147891 0.746363761374191 0.765309329037034 0.702911434254101 0.707905036280692 0.707496976900882
t.rpcl 0.599908848490129 0.609932212313987 0.599005099222285 0.504256526834739 0.450622726144592 0.355394575559606
t.risd 0.422365194755338 0.432656759773618 0.475286704375517 0.402242401016549 0.371335546495254 0.314153212576709
t.mva3 0.600012963611964 0.527812821213822 0.552217975138953 0.450259208428013 0.431773239222165 0.366270851623736
t.mva2 0.488430562139158 0.49508039142551 0.521130376254272 0.396878858839967 0.366861636063572 0.286683301780653
t.mca2 0.676315840668846 0.660224604887622 0.656744567710343 0.534805194055146 0.495161817093902 0.42746099490077
t.mca1 0.565082517664518 0.583132804386153 0.586558452956761 0.463176343515164 0.429765823092423 0.378330117667741
t.madd 0.535563763527685 0.480554575630615 0.500878982094242 0.413925463597524 0.374947020633021 0.316719901315167
t.loss 0.736991858386102 0.451590294237702 0.467427559154026 0.392977302239086 0.366630846742623 0.337885939426931
t.eqrc 0.709781770698583 0.683759954636693 0.686342433098196 0.563138562897593 0.523592391671045 0.462540063406404
t.cvar 0.321305931625249 0.320187502418475 0.40215481833269 0.330650028388382 0.323880199752974 0.281427825452761
t.cdar 0.425458136878784 0.470667199872567 0.458760161295681 0.432398976933287 0.397522222829999 0.339203678437387
t.srt3 0.459412181025005 0.79887190993175 0.5120546141938 0.556865351011674 0.61753065944975 0.653832048713323
t.srt5 0.992270751166482 1.09737209066208 0.942089395054912 0.941234003530207 0.954111563564704 0.845415057251729
t.srrs 0.254542662477275 0.571978835065064 0.638510243833634 0.629118574292172 0.621080189752082 0.552314722154169
t.srqr 3.79768373929908 2.60590934011805 1.96128022418311 1.67456764810541 1.59444183296772 1.42346188106611
t.pure 1.36233583380466 1.11756666237104 1.02413014391283 0.768048829176032 0.631031023180056 0.557277366540692
t.frs4 0.206940786604509 0.329227033116208 0.332743009616697 0.318079328866275 0.32283112845698 0.331049456250446
t.frs3 0.23379877560759 0.429328277343931 0.401996297237023 0.373465080651616 0.381279069049112 0.387634853427198
t.frs2 0.272271619305917 0.522424480742175 0.425808356063357 0.430987330001657 0.450297378767251 0.452775111377659
t.frs1 0.743553621080711 0.807468713875233 0.578068029655618 0.521152556981698 0.505196943331057 0.433766875408982
t.eqwt 0.833639210327021 0.796603409721317 0.813293875920355 0.756058914897185 0.759982557381773 0.795580940441499
t.sort 0.733274946077055 0.492702951151253 0.500941822095082 0.472924526605536 0.437802541859249 0.358173533171923
t.rpba 0.783121582906305 0.735833103311608 0.756085305384893 0.692534655865373 0.698330185356527 0.694164642572197
t.mvar 0.452221607819695 0.452234327096209 0.491112389552846 0.418716194924493 0.378725767609541 0.319511302340523
t.madm 0.535563763527685 0.480554575630615 0.500878982094242 0.413925463597524 0.375264286565575 0.316945171858107
t.dist 0.653053652523674 0.65209040646659 0.642087892323082 0.554439565987232 0.493468090328303 0.431534427226154
t.mdiv 0.566140704423998 0.587984437920033 0.593981223397272 0.471699018646963 0.418218808207665 0.349545608954133
t.coco 0.644636596011419 0.66727568708118 0.660667750094059 0.561262509015303 0.494131668654592 0.459348658621332
t.aaaf 0.907439745130549 0.645308628361563 0.570363810552367 0.439649513046887 0.425154393375841 0.394680674158593
t.aaae 0.677633144193016 0.605991653184967 0.649021466017037 0.639412592389541 0.622855777179352 0.590839758245783
t.aaad 0.846389526604019 0.568424721787305 0.613287403362873 0.563640189912984 0.569017254837593 0.524498002732817
t.aaac 0.543979957082406 0.464801338140233 0.560790477945938 0.508122582962469 0.471815629205865 0.429945078591285
t.aaab 0.555684330883697 0.46848204784827 0.559629932954968 0.507731089720914 0.471183694299294 0.43001053449125
t.aaaa 0.459619302586315 0.455292562311279 0.523769917931711 0.496220040900793 0.45884005084989 0.425409168981718


  Compare: Correlation

for period ending August 31, 2026

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.95 0.94 0.96 0.94 0.93
to S&P500 (SPY) 0.86 0.85 0.89 0.89 0.89 0.89
to U.S. Bonds (BND) 0.72 0.78 0.82 0.69 0.60 0.55
to Commodities (DBC) -0.26 -0.22 0.04 0.28 0.34 0.43
to Gold (GLD) 0.54 0.35 0.46 0.42 0.44 0.40


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