Risk Parity With Clustering

for period ending October 31, 2024


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  Overview

t.rpcl 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 With Clustering gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions . This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to weight asset class clusters 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 With Clustering 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 runs the investment algorithm to choose the optimal asset allocation portfolio by weighting clusters of asset classes in inverse proportion to their 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

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 October 31, 2024

5-year graph ● t.rpcl ● 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.rpcl 14.0% -1.9% 29.6% 3.0% 4.2% 6.0% 7.2% 8.2%
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 15.7590663794881% 1.83768002781722% 21.7043446600705% 4.44743250985871% 6.72316754370152% 3.88455572805746% 5.4088929435236% 0%
t.dbnd 6.90165728777112% -0.579071270819398% 19.3292159970185% 5.62191739847653% 6.56529225352751% 5.20013432918915% 0% 0%
t.qaro 19.3120877470438% 1.7735625321112% 37.3554484000675% 7.3012908539315% 8.11769943227731% 6.26924332311243% 5.70249396236124% 5.16135767436994%
t.acap 21.0653912963547% 0.0172250862325829% 34.8662984194723% 1.61265053926636% 3.7343832151123% 5.26312299898668% 7.82719615504508% 8.23830250526905%
t.trdd 15.0724198343464% -3.0607994550632% 20.9114503992682% -2.80169439972106% 3.82992445604373% 4.62143792908001% 8.08318830576937% 8.92894384861207%
t.shar 13.57893081084% -2.17553378945181% 19.4425545735126% -0.0131080472284495% 10.4500635470196% 7.2800536167712% 10.1386880934565% 10.0787670681658%
t.tris 15.3306541317294% -2.68690222296289% 21.8258146496809% 3.67843165799651% 8.62316664583735% 5.61266939705416% 7.3894842564094% 8.59686442377088%
t.tret 17.0018337266548% -2.94284612218476% 23.3904415104114% -1.85289228713365% 4.148371344985% 5.28442781300256% 8.48008572702679% 9.20733139743761%
t.rsop 14.0485381037893% -2.13542622975313% 30.7132226924027% 3.46266186534683% 8.21705185886132% 8.08695725320645% 9.64617751087662% 9.10294248493635%
t.rpcl 14.0181172330767% -1.91060741021552% 29.5839422880714% 2.97445958494245% 4.23092688295952% 5.95790744860591% 7.19374937062078% 8.15121402289849%
t.risd 14.4382980923947% -3.80113177826243% 23.1680401205203% 3.84267741543582% 6.79925595117179% 7.57785625895258% 9.12935279849096% 8.85457144314468%
t.mva3 16.3353905392198% -2.47879609347356% 29.0107446145683% 4.19844181984832% 7.23748133513522% 7.74670498136965% 9.68137463412237% 9.67046897418753%
t.mva2 12.7793212196063% -2.71752348466239% 24.7618261569421% 2.49646552576821% 5.12308152509193% 6.23754452384095% 7.95884390521995% 8.38421975108079%
t.mca2 13.3287000992942% -2.40713200961565% 28.303972637998% 2.39618895478919% 5.97148419900666% 6.68304914734068% 8.00202771248075% 8.34546514620462%
t.mca1 12.1115731303661% -2.56495124439137% 25.5709032058762% 1.2779808097273% 4.9152271899459% 5.98605752025421% 7.53961790039788% 7.9915078048296%
t.madd 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.16273157104848% 9.01696721311063%
t.loss 20.1396938009817% -1.30295367891098% 29.1853083839666% 4.43746831117833% 6.26236477594309% 7.27229580902624% 9.09622416924549% 8.84303168592333%
t.eqrc 13.1822887633156% -2.47009849477424% 28.3701881206162% 2.09754610819968% 5.85419263609599% 6.79133143121409% 8.41096503037839% 8.68577643415136%
t.cvar 23.4026925062269% -0.604532800074321% 32.0483723666388% 5.91676247262143% 6.12883029980882% 7.19835396896726% 8.94888129571068% 8.51498170504685%
t.cdar 6.15361559254666% -4.25683029845949% 18.4660188021502% 2.17606183933163% 6.96583248752249% 6.97256870589298% 9.66712328126704% 9.53615184583707%
t.srt3 23.5267028578046% 1.35620762836337% 31.4415959207071% 7.58455301342045% 14.4410093707102% 10.7172108429119% 11.6476804076852% 0%
t.srt5 26.0652255834072% 2.55347446056718% 50.6463811540822% 11.8131127221397% 19.372001935714% 12.9746909769403% 14.8219607035723% 0%
t.srrs 15.9343625060523% -1.77706789353366% 25.485410498686% 6.75551124608011% 12.7792397116649% 9.76837243085749% 10.7236881026987% 0%
t.srqr 115.716413345159% 9.9498425288697% 210.102078678852% 47.7117240561394% 37.4959706662472% 21.9363078525077% 25.6655818118756% 0%
t.pure -2.90191792024941% -3.07457479284779% 11.8862675090457% -0.850805644079566% 12.9728757871035% 7.4023585007255% 12.9565861735055% 16.388168194212%
t.frs4 7.38877694288882% -3.22766442040315% 13.0828786122935% 1.84925203052824% 7.6335579301404% 5.79365468073711% 6.16278475698939% 7.39665669359713%
t.frs3 10.7852838719165% -3.17427217409089% 17.8007631765456% 4.69511197975594% 11.3593325371542% 8.48342810326748% 9.13921193761804% 9.84215130004871%
t.frs2 14.7109731728234% -2.12447973099154% 19.5658822008256% 7.57918568789397% 12.3551023666371% 7.49381799817113% 8.77020993629842% 9.29149392168862%
t.frs1 19.1111398740127% -3.35660028741531% 25.8600394964775% 6.83637025695822% 11.5647784712377% 8.37358573968478% 8.84527471250329% 9.37829985523515%
t.eqwt 13.1481844962755% -2.02179799741296% 30.7544238341733% 2.80059156087327% 8.3790350295136% 8.1561163444634% 9.54196346098692% 8.84097723735584%
t.sort 12.0334996891003% -2.46366533144131% 17.3813364594919% -0.293441264645644% 10.6265080711176% 7.1124913746873% 9.85851509477243% 9.83840247892482%
t.rpba 14.4300700369914% -2.11547629332353% 31.0007931248691% 3.47008623766236% 8.26266577481389% 8.15081071268873% 9.7712836783133% 9.28229853830713%
t.mvar 17.0018337266548% -2.94284612218476% 27.1591333378255% 5.27860885764162% 7.20469777537389% 7.76225216958817% 9.4885811543292% 9.25542402749404%
t.madm 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.18779623319235% 9.03574006943158%
t.dist 13.0451524527479% -1.73923874761077% 30.3097952260712% 2.10784242460658% 3.83497198517544% 6.07364990282591% 7.26633460366188% 8.18752124479005%
t.mdiv 14.6419359597696% -2.54719775988181% 28.6223172660742% 1.02600828197257% 4.34683459506959% 5.27515553270799% 7.89901634756864% 8.16593594075512%
t.coco 15.2287071691062% -2.20213708229946% 31.0047118746371% 1.07579835775928% 6.47419811916825% 6.11086741359907% 8.36043685445511% 8.48274626881196%
t.aaaf 24.8423189285092% -1.30697840470806% 35.5866331541469% 7.72467459777033% 13.6508725109413% 11.8673536438158% 14.5400529567197% 13.5626776508813%
t.aaae 13.2056858695101% -0.860549743690144% 27.1438366044502% 1.77648361523703% 10.8081291088437% 7.85063228803282% 9.52590147567141% 11.016493552311%
t.aaad 11.1615842205212% -0.0777730474268477% 18.859859449025% 2.17739351947737% 11.9435456488435% 7.6569154468459% 10.0189012655473% 11.9786415348021%
t.aaac 15.9407906027131% 0.818252639167876% 26.3469015628899% 0.445117432333086% 6.53120839886168% 5.85562201246448% 7.81655501001364% 9.77177482284943%
t.aaab 15.3559023610931% 0.408549196210046% 25.6608679705087% 0.302133696043083% 6.60510740298188% 5.93632977956429% 7.92255832128201% 9.83800464772298%
t.aaaa 15.5791154583861% -0.201996518313386% 27.670620863161% 3.22933214363146% 9.42133866200514% 7.58129632724955% 8.62118122928754% 10.158367482592%
Historical Return
 
t.rpcl 20.5% 6.2% 6.1% -17.3% 14.2%
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 October 31, 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.rpcl ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.rpcl ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.rpcl ● 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.rpcl risk vs. 60/40 Better Better Better Better Better Better
t.rpcl return vs. 60/40 Better Worse Worse Worse Worse Better
Risk-Return Quadrant
NW SW SW SW SW NW
Risk-Return Direction 360° 201° 184° 185° 180° 307°
Risk-Return Magnitude 3.3 0.8 4.5 2.2 2.2 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
* compares t.rpcl 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.rpcl -7.2% -6.5% -10.5% -5.3% -4.4% 0.7%
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9.40444824344045% -5.55773093774018% -2.35853737984855% -6.7030974856836% -4.61834374565458% 0%
t.dbnd -12.2846834664965% -2.90160773600575% -3.98764845174436% -2.8162943398501% 0% 0%
t.qaro 0.848489412198155% -0.998393462491367% -4.82564106357126% -4.84925327771223% -6.48150954132662% -3.67203345613979%
t.acap 0.481410133931369% -8.60574474271138% -11.1956168513905% -6.24412903404191% -3.91299474552691% 0.147841216963672%
t.trdd -9.54356597780658% -14.4027252765764% -11.0504305915541% -7.26149336334368% -2.95155115605546% 1.59128171554189%
t.shar -10.1422228150226% -11.5960996457569% -1.79154012725438% -3.69447933340586% -1.0050256404952% 1.6394947944801%
t.tris -6.14075112107544% -5.87921175023266% -3.97146371976114% -5.90041071222122% -4.59494384688063% 0.495169044909421%
t.tret -6.39283157529656% -12.9947033267746% -10.5982597261209% -6.31685507386234% -2.1982271376479% 2.17582125382748%
t.rsop -7.15831017129853% -5.74217447145153% -5.7929433299697% -3.0743917833956% -2.18752546323387% 0.432587335857589%
t.rpcl -7.16033423942911% -6.54125061528899% -10.525298040187% -5.27308942988912% -4.36759128396666% 0.669770221888925%
t.risd -9.88608118229584% -5.57770065314828% -6.50239316959238% -2.23307329202965% -0.0857922852316531% 2.71650536634658%
t.mva3 -2.49463464472568% -5.07324434952966% -5.93275003595176% -2.16605331757127% 0.109278351001064% 3.48771851680667%
t.mva2 -9.26730554333007% -7.38019243774668% -8.98868297684508% -4.46319808961965% -2.4610201929751% 1.48383245253674%
t.mca2 -8.5400320124823% -7.2364044661216% -8.01448339545457% -4.02517819846525% -2.5789930769398% 1.28029300274873%
t.mca1 -10.4066763643167% -8.79733878667403% -9.42478168099476% -4.97907655429871% -3.28286710772138% 0.83247007770408%
t.madd -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.219612519268944% 3.1104863095751%
t.loss 3.57074915876328% -4.79263689132388% -7.24512974184397% -2.76288408450521% -0.46044894280878% 2.22669420988406%
t.eqrc -8.63352768653331% -7.52383268059995% -8.25031003074749% -3.92193956239781% -1.96148922899671% 1.73087685706718%
t.cvar 4.5521885837061% -2.7916080520525% -7.59582791990912% -2.89833179881657% -0.848288239715339% 1.83168118958129%
t.cdar -20.649280623594% -7.58477088528134% -6.56829584114014% -3.66326102748749% -0.345026375671534% 2.40994596208945%
t.srt3 -11.6923604771268% -0.80322265492593% 0.903133697022936% -1.73481362746734% -1.77688568412287% 0%
t.srt5 3.54932149257833% 2.32315422548285% 3.61111635020471% -0.463359264417358% -0.901076581764132% 0%
t.srrs -6.93216904928277% -1.70823246540571% 1.03423556581704% -0.730000001473536% -0.692376656060828% 0%
t.srqr 22.6617639596148% 10.3624361593228% 2.05179007794311% -2.59179505187005% -2.06093039252276% 0%
t.pure -27.6853384947599% -9.11143564996419% -3.31395678083531% -6.19625227027373% -2.65238634937558% 3.28947736991624%
t.frs4 -22.3244025295123% -10.5930728265758% -3.22983342008949% -3.24135512364595% -4.39248367207861% 1.36638236478908%
t.frs3 -19.9821281018179% -4.55562759354224% 2.27677382043526% 0.323993555186203% -0.817330307811909% 3.75072614101558%
t.frs2 -16.613192987354% -0.0875134949542886% 2.67062779178917% -2.86414289796887% -2.90888677337264% 0.925151603833292%
t.frs1 -9.83952778988743% -2.02915319101731% -2.59056773687926% -3.88416002091426% -5.05052390320044% -1.15141664144769%
t.eqwt -8.66243805832164% -6.38164728370061% -5.86269594224171% -3.38820231975362% -2.93694817594566% -0.71966122837239%
t.sort -13.6182939248041% -12.0355473902337% -1.83747122636443% -4.09601343055271% -1.7887555660553% 1.11811439277907%
t.rpba -6.56184456823716% -5.74821337333836% -5.68126639027697% -2.91322867958959% -1.93554524721242% 0.7684886320222%
t.mvar -4.15128378840632% -3.63441182453951% -6.00599573404293% -2.02970681483471% 0.506799837510128% 3.42570194241731%
t.madm -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.252218163688772% 3.13539203349962%
t.dist -8.59104248567647% -7.45619000092618% -11.1156850314497% -5.38613219143844% -4.62514934839201% 0.275033399191292%
t.mdiv -6.1594476658381% -8.79814965690413% -10.3448380407226% -6.13573770786779% -2.70410052420059% 1.1501298961726%
t.coco -4.64684540791329% -8.50663801663281% -7.63401479422673% -5.18573998502444% -2.41017683849803% 1.17311757714149%
t.aaaf 14.6220703626933% -0.122013586844411% 4.45737169501604% 4.13038370915809% 6.94606827423948% 7.68353953615619%
t.aaae -3.79260561830991% -8.19149691882702% -2.10771176822339% -3.25754629316821% -2.14288476095778% 2.92465818565687%
t.aaad -7.7084263257333% -7.64726372503215% -0.824783587331776% -3.86446205660381% -2.19063290143059% 3.48044519523307%
t.aaac 11.1521098243358% -9.88680115217637% -7.6431511617701% -5.78589541375077% -4.23311017788714% 2.06297220774676%
t.aaab 9.78295997187377% -10.0976619252049% -7.48909943959571% -5.6281091836464% -4.04472632143513% 2.18168370362958%
t.aaaa 7.11231079003949% -6.48607138334954% -3.21599534649307% -3.0129215878517% -2.83208284607484% 2.70432979858784%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl -0.2% -4.6% -5.9% -1.1% 0.9% 3.3%
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 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 11.0134788815896% -1.5446409839005% 1.79013887326465% 0.525402878961247% 2.9779378388221% 0%
t.dbnd -2.37018569330909% -1.06139410036858% 0.332254382709604% 1.24375029899981% 0% 0%
t.qaro 8.31270839451433% -0.376210495452769% -0.77200346242872% 0.487572798201596% 0.60022686119085% 1.27527042809459%
t.acap 6.3659289214845% -5.693945188816% -6.36928793531807% -2.21072665519% -0.0151813299062544% 2.59409181307738%
t.trdd -0.407462438694079% -10.0119037326006% -5.56855292758743% -2.65480867464143% 1.58380101778608% 4.08116593983559%
t.shar -0.43079961340997% -6.98275764657826% 1.31912409575419% 0.422378030979507% 3.825761592998% 5.11703474666904%
t.tris 1.15463402174416% -3.31856792163234% 0.166973700273707% -0.750947070934284% 1.74855943802743% 4.00265531125371%
t.tret 2.49753106661644% -9.08752207727928% -5.26278481483856% -1.97800453011146% 1.97856181762107% 4.36822854995049%
t.rsop -3.69381422089346% -4.7607752301772% -4.03754495268633% -1.54478674449689% -0.678598220370791% 1.07649280982403%
t.rpcl -0.195930758040106% -4.59177743293751% -5.86840218962746% -1.12759384652648% 0.864490737800299% 3.30983126563805%
t.risd -2.92477749089554% -3.25838292503781% -2.04570013195199% 1.29234977014011% 3.51511641165233% 4.35435104408358%
t.mva3 1.0953299839331% -3.18011482639877% -2.19581617959384% 1.06106948754512% 3.25075042675562% 4.71445515363649%
t.mva2 -3.25366833520783% -4.80838882718598% -3.8031796936589% 0.162713361048187% 2.5341876697903% 4.14748338858472%
t.mca2 -4.32432411875469% -5.39478437080355% -4.34356079226944% -0.847957025762448% 1.00003854413899% 2.86348850287289%
t.mca1 -4.92645035411075% -6.27025082371352% -4.70467121757909% -0.764465507704827% 1.22367218494596% 2.93689197020726%
t.madd 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.58258709428312% 4.54331417282464%
t.loss 14.4846965929057% -2.34431213614207% -1.84814542372012% 1.25614634614931% 3.72508208439676% 4.23057688532488%
t.eqrc -4.72706628736238% -5.81633038977997% -4.7679267689432% -1.0727192230744% 1.02609642496609% 2.89989820760417%
t.cvar 12.798734997949% -0.892586270516573% -1.66150543215367% 1.54151872238071% 3.83072086003359% 4.20072344561717%
t.cdar -15.7709405124869% -4.83325594581648% -1.91480907474064% 0.282291974579926% 3.67078537602178% 4.79203418564346%
t.srt3 2.89384400985682% 0.91119146673554% 5.87494372512454% 2.35739747083782% 2.95177936792571% 0%
t.srt5 8.70470881276742% 3.11005648649148% 5.2195235863079% 0.894585661343491% 0.808844508981501% 0%
t.srrs 0.302125616720115% -0.925932169102712% 2.32740605662083% 0.791726319614718% 1.07285361150257% 0%
t.srqr 0% 34.9539228482614% 15.0440558918943% 2.80744483066021% 5.21721748560238% 0%
t.pure -33.5946720850701% -9.65806520975677% 0.317719899952154% -1.64975186553324% 4.97273575547903% 9.89109490777806%
t.frs4 -6.5705105046282% -4.48372754940404% 0.65411548781691% 0.374548924709792% -0.0503786255215539% 2.6507666788325%
t.frs3 -5.81845749361391% -1.90168228855446% 3.88105861808801% 2.45855554861598% 2.18783618564511% 4.61501378819009%
t.frs2 -1.04266610487362% 0.98279243895% 4.87573041782654% 0.921245021153092% 1.15480939853729% 3.51583528601696%
t.frs1 -0.147756355489104% -0.0474238371062001% 3.05033695689777% 1.59078290551358% 0.812264972119329% 3.91935339588374%
t.eqwt -5.21606558552745% -5.6150606482454% -4.37119563473881% -2.04552711070438% -1.53616811242694% 0.0180671128985121%
t.sort -3.25103240966476% -7.26590279396649% 1.52024606279281% 0.264768117738281% 3.50046207629316% 4.86571268353961%
t.rpba -3.04126527307429% -4.71647655184263% -3.88593194293002% -1.37358139289189% -0.438493888653902% 1.37371651048525%
t.mvar 0.821508207744699% -1.88170718197146% -1.88295209453359% 1.3406983991651% 3.80232443123157% 4.71765646292139%
t.madm 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.60371015421973% 4.55998626342315%
t.dist -1.30243068103495% -5.65455939226269% -6.7976042933601% -1.50261381125296% 0.290019253005271% 2.64932032590653%
t.mdiv -1.71182099461704% -6.57889519552273% -5.3931024970352% -1.60376205395194% 1.92091106309272% 3.37819040105976%
t.coco -0.630351592663022% -6.77892500234896% -4.19324524231788% -1.70273730821862% 1.28339742041355% 2.71573013028352%
t.aaaf 11.8177046652082% 0.662658146953459% 5.37469256616385% 5.52773032866832% 8.17598539025746% 8.42438758018939%
t.aaae 4.63565510075184% -5.85797633919155% -0.281498053634452% -0.847531617913262% 0.524542653105234% 4.06456678190449%
t.aaad 0.382759017711793% -5.23965135350643% 1.67898226871968% -0.346434769153167% 1.59110963141133% 5.52224397198942%
t.aaac 10.2081026574549% -6.90354126770465% -3.11310392696179% -1.47294913013115% 0.586451968156029% 4.28476685416674%
t.aaab 9.31551520592172% -7.0367013167598% -3.05216979931898% -1.38644760522742% 0.70186430191572% 4.34997489884569%
t.aaaa 8.43613466223264% -3.95676753129121% -0.0348956980414528% 0.385208887276669% 1.55083882486435% 4.72188852533435%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl 1.99 -0.08 0.14 0.39 0.59 0.64
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
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 3.28874354252572 -0.0610232079002085 0.523788889384823 0.292424352561648 0.569180438453303 0
t.dbnd 1.64719469880844 0.0903440574806203 0.432513681286796 0.509987884173268 0 0
t.qaro 2.52291940607829 0.212633146994752 0.427149875296747 0.423417726385005 0.459314401142673 0.374139309229256
t.acap 2.51468225136411 -0.198710158132251 0.103065578737426 0.336578558291307 0.623812893299638 0.615890665570944
t.trdd 1.85542843701704 -0.514049927699859 0.107376660655572 0.271854348652974 0.673290706558808 0.69505946851857
t.shar 1.81388451152347 -0.357485453861823 0.56630553605632 0.48786026716877 0.798853095311253 0.706143529007729
t.tris 2.11337407852741 -0.0518111224800458 0.464991272987989 0.35853438072365 0.580320527432525 0.637750217829041
t.tret 2.08419857409662 -0.434891212848682 0.130875751062356 0.329346652963909 0.719517869072859 0.729781615998533
t.rsop 1.98225187328795 -0.0309541652025128 0.387303141506726 0.532292165442139 0.732716579685888 0.636796502729989
t.rpcl 1.98749755650509 -0.0810339101257743 0.13814478558334 0.394640138054393 0.59117687790218 0.643619374164492
t.risd 1.81881244986195 -0.0332456755841145 0.337137299630821 0.572714574244552 0.85268722353576 0.763327383698876
t.mva3 2.34108333862982 -0.00520837995017324 0.366630847729904 0.57753512542542 0.866566658385507 0.811176435848109
t.mva2 1.85555550674586 -0.130569431510384 0.209899192086011 0.439768077384761 0.706729971900461 0.690180690115568
t.mca2 1.89232845786584 -0.11805508159158 0.264395892790193 0.467228343073292 0.699119426499809 0.678467787109597
t.mca1 1.76546016241946 -0.205545916046507 0.189965471109523 0.408871006425768 0.65490135742628 0.650549119531615
t.madd 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.8710522131224 0.786956909563482
t.loss 2.7968942718075 0.00743923220309922 0.304232317373249 0.548680274341377 0.839157899111427 0.740130175336616
t.eqrc 1.88509581687262 -0.132155102183588 0.25338838709248 0.473268431052449 0.736645653346385 0.705374737618731
t.cvar 2.83905350967977 0.117389509514275 0.285617924126264 0.536783960863554 0.811070640377405 0.713285544137732
t.cdar 1.01208571224272 -0.137873001069912 0.336328340590271 0.488964380349424 0.8375539044202 0.748452809591125
t.srt3 1.64681346261397 0.231033917778653 0.72691968747615 0.629322937621596 0.771635889105463 0
t.srt5 2.62014120935276 0.412749793789233 0.858301535157491 0.706707574499973 0.832225385007983 0
t.srrs 2.02817700047481 0.175647375290398 0.716133603306125 0.673289759715383 0.827833871652027 0
t.srqr 2.86655964903744 0.907321541118686 0.86710876189274 0.664828893365046 0.814208313037868 0
t.pure 0.477253719429657 -0.199788366290755 0.535721696601379 0.372104885970733 0.723844456052943 0.826477843515486
t.frs4 0.880135871094676 -0.324097227863597 0.486000996353044 0.501114810226786 0.583821938488769 0.682546559521568
t.frs3 1.06147295281541 0.00957880162279552 0.761997800241917 0.722817859792218 0.814887846998853 0.833598060054719
t.frs2 1.31405448660074 0.250935502028101 0.786621565678712 0.54213609898925 0.690466246883012 0.669606031933853
t.frs1 1.80769266775482 0.175303224573615 0.555540224529155 0.496640541630556 0.569153232453931 0.554786888983703
t.eqwt 1.87108748315743 -0.0624557143375337 0.386996414655468 0.516624675394215 0.689199728810498 0.572271820736893
t.sort 1.55232945188871 -0.381590170889935 0.566243020601866 0.465396961267168 0.75276571001337 0.67596330401918
t.rpba 2.0247326577047 -0.0318105465282866 0.392111727230147 0.541205056235536 0.747800721939722 0.656409693710142
t.mvar 2.23055731926842 0.0715957298426396 0.363878763564308 0.585860117752073 0.889625581001233 0.806190582105639
t.madm 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.87308298894008 0.788469589687705
t.dist 1.87775908846513 -0.127952382673219 0.110757289021394 0.390439659913437 0.576758042462538 0.622031171414164
t.mdiv 2.06877864309236 -0.202266670831074 0.145866410170993 0.339518517798983 0.689864121100731 0.668593162317569
t.coco 2.16652366753094 -0.183513046706059 0.288249438158923 0.399775642331741 0.710017837164325 0.672714733742025
t.aaaf 3.55177230529254 0.251775038138307 0.868306811963121 0.94726386906175 1.281839279491 1.06642274279291
t.aaae 2.25463858575368 -0.17256365392608 0.56498169875568 0.520967955931893 0.73511948571071 0.787136934591662
t.aaad 2.00275185197119 -0.140648576161516 0.62424580307242 0.486020915029824 0.733480666045902 0.820635632591423
t.aaac 3.39834312894351 -0.268935973265341 0.291985416163496 0.368501761765803 0.604953147732471 0.732518749158672
t.aaab 3.30365630908828 -0.281076508100783 0.298998007812615 0.377640230975592 0.616607391013529 0.739612645271189
t.aaaa 3.07672563736495 -0.084167824024894 0.507956526336258 0.532658375947713 0.691622462283301 0.770659908515177
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl 4.89 -0.12 0.20 0.59 0.93 1.03
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
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 10.0490736994396 -0.0797024000615623 0.811919946181881 0.428633596490141 0.963385319134119 0
t.dbnd 7.05235046350124 0.136939907000908 0.692619863069766 0.82777133616571 0 0
t.qaro 9.28206609062705 0.332885709804178 0.70812922651665 0.691416914450061 0.728785219339319 0.593067776787486
t.acap 6.42910190517579 -0.26338755149314 0.13776439145351 0.467122421506678 0.926815648947528 0.923639610676041
t.trdd 3.31278709981531 -0.609412037397431 0.149404994981072 0.383497770772009 1.02072994731522 1.11735412411491
t.shar 3.43109104650959 -0.428053919412105 0.892847016272196 0.762185435789307 1.35428877350497 1.20400084540989
t.tris 4.13929250052934 -0.0708130065835103 0.715785555540243 0.540022651806171 0.933084800927453 1.05234978420166
t.tret 4.01861458017141 -0.525077594708743 0.181755241394393 0.464795586364714 1.08401123276813 1.17062642683136
t.rsop 4.6909869148307 -0.0427435054284037 0.564856427831824 0.793496652547283 1.15447435742535 0.954278266343218
t.rpcl 4.89162017487034 -0.11504202601022 0.199617583427186 0.593937178088191 0.930769594198434 1.03050669513529
t.risd 3.31949669869453 -0.045750560052202 0.511004409349762 0.901770780782991 1.40103123921866 1.24370345905564
t.mva3 5.70780154721293 -0.00733910785571066 0.559572485120464 0.913049872933956 1.45343058007357 1.37842952368266
t.mva2 3.86982789518569 -0.180142677776999 0.310184199096636 0.681280862967444 1.14898895579996 1.15075868854698
t.mca2 4.19127469896069 -0.162550717202308 0.389691854545171 0.70907741323462 1.10605825378041 1.0678791482965
t.mca1 3.67861773749864 -0.279039840155146 0.278242968072574 0.622699012948706 1.04281337791594 1.03008030975648
t.madd 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.4203763251586 1.27972950784963
t.loss 7.21050207934445 0.0109434656524012 0.473372700724375 0.866623207734731 1.40199392952994 1.19797943146117
t.eqrc 4.18253683159441 -0.180387462745646 0.368844114098744 0.710979713939973 1.15736091972422 1.09899529596335
t.cvar 11.5172370089755 0.173250550315594 0.44273660559365 0.840298585820107 1.34219070241138 1.18418866321542
t.cdar 1.74230079898997 -0.186232496762556 0.496563135264635 0.73765586559846 1.34945564489869 1.19971898301416
t.srt3 3.51616742127888 0.362754730572778 1.37815315989754 1.03281854286633 1.3229244559657 0
t.srt5 7.28095773124676 0.597384653874334 1.39821060203556 1.09962898727975 1.29575976047517 0
t.srrs 4.34537307021363 0.250337767785454 1.13116075789497 1.01004966365752 1.2708515512989 0
t.srqr 9.61794076368188 1.74559495596084 1.62631258245942 1.15233308609565 1.43679913566474 0
t.pure 0.816333322884958 -0.273546057318319 0.882900323223728 0.593840544418228 1.23141158497155 1.46964172858037
t.frs4 1.41741967882909 -0.426529554148416 0.774143020759162 0.770879609941786 0.901944908855491 1.0742176224125
t.frs3 1.78060946715508 0.0139975408971119 1.33727620346931 1.18305216949657 1.34899892914125 1.35488618874651
t.frs2 2.51818790473915 0.37497185239592 1.28016786000615 0.799207627279304 1.06138628014159 1.00294739888228
t.frs1 3.22080101157742 0.24653492229111 0.875422171354912 0.752165303235315 0.859117485995185 0.85230794001982
t.eqwt 4.30246132493634 -0.0854550134445847 0.561518099294476 0.766476199713625 1.07744605421239 0.844591768973051
t.sort 2.71637685398745 -0.456264489584498 0.919234754359171 0.740503941519893 1.28246425638433 1.15075407206602
t.rpba 4.84566224555838 -0.0438844367392462 0.57278141442429 0.8071156602095 1.18116715858717 0.988964767358694
t.mvar 4.78183312269416 0.100691024318456 0.550693426376246 0.92223483503065 1.46883883200161 1.32247884598945
t.madm 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.42469863580247 1.28282361758215
t.dist 4.6351723406681 -0.179279027132534 0.155849301573477 0.575761055371521 0.887664523766256 0.945750361260607
t.mdiv 4.67891573395466 -0.277534096825228 0.213447462539826 0.502646160473927 1.0753401314335 1.04178374807315
t.coco 5.46764241438081 -0.253787841492228 0.434050728400958 0.60192205884358 1.11923302005983 1.02366212333635
t.aaaf 11.143237557009 0.36548850250193 1.43311108747145 1.54512647115775 2.28000247859425 1.89064724733318
t.aaae 6.6023566053257 -0.222786873880724 0.863123756602406 0.771840938601714 1.15242152065843 1.25904894185122
t.aaad 4.1194926451335 -0.180885788355828 0.954947045658285 0.729702087257287 1.15018812589916 1.34198461943705
t.aaac 10.9746605152798 -0.34089488971155 0.430924667005966 0.541711540687735 0.934780654978307 1.19272876801491
t.aaab 12.6873256733783 -0.354965083707186 0.437897434973175 0.552500138113103 0.952160762559365 1.20286272020418
t.aaaa 16.36631890044 -0.110162264046812 0.77261988041013 0.800549480560356 1.10361365432583 1.30643758469904


  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
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% 15.8% 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 0.7% 10% 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 2.4% 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 1.3% 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 2.6% 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.rpcl 13.4% 14.1% 13.6% 11.3% 10.8% 11.0%
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 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 5.2% 6.9% 7% 6.9% 7.5% 0%
t.dbnd 9% 9.7% 8.1% 6.2% 0% 0%
t.qaro 14.2% 14% 13.4% 11.3% 10.6% 10.6%
t.acap 13% 12.8% 13.2% 11.1% 11.4% 11.8%
t.trdd 8.9% 12.6% 13.1% 11.4% 10.7% 11.3%
t.shar 8.2% 11.3% 14.1% 11.9% 11.9% 13.2%
t.tris 8.3% 12.6% 13.2% 11.5% 11.5% 12%
t.tret 9.3% 12.9% 13.1% 11.4% 10.6% 11.1%
t.rsop 14.1% 15.6% 15.9% 12.7% 12.4% 13.1%
t.rpcl 13.4% 14.1% 13.6% 11.3% 10.8% 11%
t.risd 10.5% 13.1% 12.7% 10.4% 9.7% 10.1%
t.mva3 11% 13.4% 12.9% 10.7% 10.2% 10.6%
t.mva2 11.3% 13% 12.3% 10.5% 10% 10.5%
t.mca2 13.3% 14.1% 13.4% 11% 10.2% 10.6%
t.mca1 12.5% 13.5% 12.8% 10.8% 10.1% 10.5%
t.madd 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.loss 9.2% 12.9% 12.4% 10.5% 9.9% 10.5%
t.eqrc 13.4% 14.4% 13.6% 11.1% 10.2% 10.7%
t.cvar 10.3% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 14.3% 13.8% 13.4% 11.1% 10.6% 11.4%
t.srt3 17.9% 14.9% 18% 16% 15.2% 0%
t.srt5 20.3% 20.9% 22.3% 18.1% 19% 0%
t.srrs 10.7% 14% 14.9% 12.7% 12.4% 0%
t.srqr 125.8% 85.7% 66.1% 47.9% 43.7% 0%
t.pure 16.6% 19.6% 23.2% 19% 18.9% 21.3%
t.frs4 9.5% 8.4% 9.8% 7.8% 8.8% 8.9%
t.frs3 12.8% 10.6% 11.4% 9.4% 10.3% 10.6%
t.frs2 11.7% 12% 12.6% 11.1% 11.8% 12.7%
t.frs1 12.4% 17.3% 17.9% 15% 15.4% 16.5%
t.eqwt 15.1% 16.2% 16.6% 13.5% 13.2% 14.4%
t.sort 8.2% 11.3% 14.6% 12.2% 12.3% 13.5%
t.rpba 14% 15.5% 15.7% 12.6% 12.4% 12.9%
t.mvar 10.6% 13.5% 13% 10.6% 9.7% 10%
t.madm 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.dist 14.7% 14.7% 14.2% 11.9% 11.3% 11.5%
t.mdiv 12.3% 14.4% 13.4% 10.9% 10.1% 10.5%
t.coco 13% 15.1% 14.5% 11.5% 10.6% 11%
t.aaaf 9.4% 12.8% 12.9% 11.1% 11% 12.2%
t.aaae 10.4% 13.4% 15.4% 12.5% 12.2% 13.2%
t.aaad 7.1% 13.6% 15.8% 13.1% 13.1% 14%
t.aaac 6.6% 13.4% 14.8% 12.1% 11.8% 12.2%
t.aaab 6.5% 13.3% 14.6% 12% 11.8% 12.1%
t.aaaa 7.8% 12.6% 14% 11.5% 11.5% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl 4.8% 8.8% 8.7% 7.0% 6.5% 6.5%
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 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 1.1% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.3% 7.8% 7.3% 6.4% 6.3% 6.3%
t.acap 4.5% 8.7% 9.3% 7.6% 7.4% 7.6%
t.trdd 4.5% 9.7% 8.7% 7.6% 6.7% 6.6%
t.shar 3.8% 8.6% 8.1% 7.1% 6.6% 7.4%
t.tris 3.7% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.8% 8.7% 7.6% 6.6% 6.5%
t.rsop 5.3% 10.2% 10.2% 8% 7.5% 8.4%
t.rpcl 4.8% 8.8% 8.7% 7% 6.5% 6.5%
t.risd 5.3% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.9% 8.4% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.8% 8.4% 7.5% 6.3% 5.7% 5.9%
t.mca2 5.4% 9.2% 8.3% 6.7% 6% 6.4%
t.mca1 5.4% 8.9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.loss 3% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.4% 9.5% 8.6% 6.8% 6.1% 6.5%
t.cvar 1.8% 8.2% 7.5% 6.2% 5.7% 5.9%
t.cdar 7.8% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 7.9% 8.7% 8.9% 9.4% 8.6% 0%
t.srt5 7% 13.5% 13% 11.2% 11.9% 0%
t.srrs 4.4% 8.8% 8.8% 8% 7.8% 0%
t.srqr 36.1% 41.8% 33.4% 26.6% 24% 0%
t.pure 9.2% 13.4% 13.3% 11.4% 10.7% 11.6%
t.frs4 5.4% 5.5% 5.5% 4.7% 5.4% 5.4%
t.frs3 7.2% 6.2% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.5% 7% 7% 7.1% 7.4% 8.2%
t.frs1 6.5% 11.5% 10.8% 9.5% 9.9% 10.4%
t.eqwt 5.9% 10.8% 10.8% 8.6% 8.1% 9.5%
t.sort 4.1% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 5.2% 10.2% 10.1% 7.9% 7.4% 8.3%
t.mvar 4.4% 8.5% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.dist 5.3% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.8% 9.4% 8.4% 6.8% 6.1% 6.3%
t.coco 4.5% 9.8% 8.8% 7.1% 6.3% 6.9%
t.aaaf 2.4% 7.7% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.5% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.6% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.8% 9.5% 7.8% 7.4% 7.2%
t.aaab 1.2% 9.8% 9.4% 7.8% 7.3% 7.2%
t.aaaa 0.7% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.rpcl 0.75 0.64 0.58 0.46 0.39 0.35
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 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 0.170406400645237 0.230306382068844 0.147355422653219 0.118233756029236 0.0805785918200209 0
t.dbnd 0.50707831265244 0.40882028279759 0.255656970239765 0.173405646515618 0 0
t.qaro 0.731658199651057 0.665572236507974 0.476979198899224 0.342024616490902 0.29066866674121 0.244050696311525
t.acap 0.71507098794002 0.569784955175558 0.578112822243851 0.498347200707478 0.506169512985236 0.445262428722737
t.trdd 0.495441896107219 0.54489293352999 0.51936433317904 0.480092738776108 0.400547664443246 0.354113186345998
t.shar 0.451232657125643 0.482767795625681 0.497076204675935 0.441425376633822 0.385883124744129 0.367154912655155
t.tris 0.475632427948672 0.489830994738784 0.44086422496479 0.395784465033481 0.333032359307052 0.325093030281718
t.tret 0.482413547768037 0.551199576179953 0.520420580383089 0.478816584922272 0.40071570282862 0.353120352700068
t.rsop 0.89571344832047 0.80656147447465 0.757302767802959 0.697692302187821 0.701402130604577 0.71790223333052
t.rpcl 0.754201796016257 0.636837951525566 0.577751091149916 0.46247179129476 0.387167594291709 0.353381281246522
t.risd 0.641441296998426 0.516704940029012 0.473251418401593 0.388568707796722 0.330933400222573 0.314336315839667
t.mva3 0.697181427038684 0.588369037802802 0.522265138868694 0.425532406852997 0.395139669878165 0.36650044809821
t.mva2 0.700242149972179 0.569335240801529 0.480024810476482 0.369106636184742 0.316023532612301 0.28418139151789
t.mca2 0.841314584178777 0.694876651119635 0.595722016145091 0.503627288724686 0.440075681702039 0.426695248981738
t.mca1 0.776144362981441 0.632188017079394 0.537810540751164 0.431526681834836 0.386120576267952 0.377785140374287
t.madd 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328252181424106 0.311295764678628
t.loss 0.293035682824877 0.434250128905079 0.412065985426169 0.363685652780317 0.3118148172246 0.32718119224577
t.eqrc 0.855656624787349 0.726616695146869 0.621303861431283 0.534393756090675 0.470187914839261 0.461475835170566
t.cvar 0.432157647021937 0.441369708538483 0.385392797006024 0.330492401625733 0.291918626252369 0.293053530284964
t.cdar 0.890511998210423 0.493012201357985 0.476224314759578 0.425961161838579 0.360984452565265 0.342249594942345
t.srt3 0.716520075054028 0.406250683384489 0.450017532069395 0.58019204532741 0.573296388398393 0
t.srt5 1.12614373770149 0.930424287192977 0.915412039357156 0.923870584196925 0.991478215054075 0
t.srrs 0.613625234489375 0.66659028461507 0.607117646248344 0.637174717048497 0.648398825186864 0
t.srqr 2.77015192306483 1.97757206571109 1.60682392217648 1.57503097324845 1.49758973026036 0
t.pure 1.23438445950563 0.957335051322734 0.790672660704488 0.644146063731632 0.517295902994477 0.542869886546484
t.frs4 0.444505508185493 0.318346210285991 0.317838661104748 0.308531081062211 0.378037077202067 0.342452435382535
t.frs3 0.565791762998926 0.386476996998251 0.359395460010694 0.364491487236596 0.436095099706749 0.397529707023364
t.frs2 0.473716955823223 0.386373432768794 0.359486934994544 0.4150877532702 0.488318507972117 0.460306234941768
t.frs1 0.638841093070744 0.460595401985915 0.445716813809029 0.434508672711467 0.521162125184476 0.424059516418594
t.eqwt 0.943528212143626 0.856201496369185 0.798593178108113 0.750339302965522 0.760651138407589 0.809054641986441
t.sort 0.474445455480992 0.483493983398941 0.495020369024799 0.440505985928221 0.389432179876755 0.368408961288126
t.rpba 0.884551381394465 0.797038595009559 0.748472164220806 0.687775192995934 0.692357895793607 0.704412649557759
t.mvar 0.648928197712805 0.532007868855207 0.493469823541042 0.401136681404951 0.336597567440967 0.318633471558316
t.madm 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328562175728077 0.311536190748473
t.dist 0.810240287067465 0.687497989306475 0.622175005714139 0.507808155654349 0.438056518725899 0.433129941558996
t.mdiv 0.771152781237718 0.646823659027927 0.547810758677648 0.443387701078217 0.359550515732539 0.347242669368582
t.coco 0.810938723727676 0.711340253018288 0.625079722882502 0.529733588386993 0.445978143100995 0.459317128160566
t.aaaf 0.570370248093986 0.506621760297906 0.425867649121224 0.393567990671672 0.389905204681802 0.387361395122977
t.aaae 0.531813068331197 0.654456691283591 0.660251134746362 0.611448682944061 0.597319658072602 0.594926445894443
t.aaad 0.408531300168416 0.598308716229552 0.591516479283624 0.54726217355915 0.552210448160419 0.538214677132186
t.aaac 0.337019479534794 0.580647820273759 0.539844422614154 0.484926451113822 0.45801610230467 0.427271068440004
t.aaab 0.343336476022793 0.578110829085586 0.540924504344621 0.484391226930655 0.457276113024964 0.427388007989144
t.aaaa 0.431694281806052 0.538666555559665 0.524175968302758 0.472687678987166 0.44545144331597 0.421488181038392


  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.88 0.88 0.85 0.71 0.59
to S&P500 (SPY) 0.79 0.80 0.80 0.66 0.56 0.52
to U.S. Bonds (BND) 0.91 0.90 0.81 0.79 0.75 0.76
to Commodities (DBC) -0.51 0.07 0.26 0.19 0.27 0.28
to Gold (GLD) 0.26 0.66 0.63 0.64 0.70 0.67


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -1.9% 3.1% 2.2% 4.5% 1.4% 3.5% -2.5% 3.9% 1.5% -2.1%
2023 5.4% 7.8% -1.4% -5.5% -3.0% 2.1% 2.3% -1.8% 0.7% 4.6% -4.7% 7.8%
2022 -1.4% 8.9% -0.3% -7.3% -3.8% 1.6% -3.1% -2.2% -6.1% -0.5% -0.2% -3.7%
2021 2.6% -1.1% 3.9% -3.8% 1.4% 1.8% 0.2% 2.1% 4.0% -0.3% -2.2% -2.2%
2020 3.0% 2.8% -2.1% -2.1% -1.0% 7.5% 2.2% 1.6% 6.1% -8.7% -3.9% 1.7%
2019 1.7% -0.3% 1.5% 0.1% 4.0% 0.7% 4.2% 1.0% -0.3% 2.3% -0.4% 4.4%
2018 0.5% 1.9% -3.8% -1.4% -0.0% -0.3% -0.3% 1.3% -0.8% 1.5% -4.0% 2.3%
2017 1.0% 1.7% 1.1% 0.2% 1.4% 1.8% 0.5% 1.3% 1.5% 0.5% 3.0% 2.5%
2016 1.0% -3.0% -3.7% -0.4% -1.7% 3.0% 5.6% -1.1% 1.2% 3.2% 4.5% 2.2%
2015 -0.8% -2.8% 2.9% -0.6% -2.6% -0.6% -2.5% -0.3% -0.8% -0.1% -2.2% 5.6%
2014 0.7% 1.4% 1.3% -4.0% 2.8% -1.2% 2.4% 1.2% 1.2% -0.5% 3.5% 2.0%
2013 -0.4% -2.0% 2.4% 1.9% -1.8% 2.5% -4.6% -4.4% -0.1% 1.0% -1.3% 0.1%
2012 0.4% 0.4% -1.7% 1.2% 1.9% 1.8% 1.9% -1.5% 1.5% -1.2% -1.0% 5.9%
2011 -2.7% 0.8% 4.2% -2.0% 5.6% 4.2% -2.3% 0.2% 5.0% 0.7% 3.8% -2.6%
2010 1.9% -0.1% 1.1% 3.3% 4.5% -0.3% 2.0% 0.7% 3.6% 1.1% 1.7% -0.7%
2009 -3.9% 7.0% -0.4% 4.7% 1.6% 3.1% -1.6% 3.6% -1.3% 2.7% -2.1% -7.2%
2008 10.9% 9.7% -9.6% -1.1% -0.9% -0.7% -0.1% -0.3% -0.7% -0.7% 0.6% 2.2%
2007 1.0% 0.6% 4.2% 4.6% 1.6% 1.3% -1.3% -0.9% 1.7% -0.0% 0.9% 1.2%
2006 -0.4% 3.4% 2.0% 0.9% 2.5% 1.2% 1.0% -2.3% 0.4% 0.4% 0.1% 3.8%
2005 3.0% 3.5% -2.5% 2.3% 1.4% 1.0% 2.6% 1.3% 0.2% -2.2% 2.0% -2.1%
2004 2.0% 2.6% 3.1% 1.4% 2.1% -0.3% 2.0% 0.4% -4.9% 1.0% 0.7% 2.1%
2003 3.7% 2.0% 1.2% 3.7% 2.4% -3.1% -0.1% 7.2%
Monthly Allocation
Month Allocations
202411 EEM,4.34,EFA,5.39,GLD,25.37,IWM,3.58,IYR,24.94,QQQ,3.77,SPY,5.51,TLT,27.1
202410 EEM,4.72,EFA,5.51,GLD,23.42,IWM,3.73,IYR,27.3,QQQ,3.96,SPY,5.93,TLT,25.43
202409 EEM,5.6,EFA,5.97,GLD,22.65,IWM,3.89,IYR,25.66,QQQ,4.3,SPY,6.33,TLT,25.6
202408 EEM,9.81,EFA,10.85,GLD,20.24,IWM,7.13,IYR,12.32,QQQ,10.2,SPY,15.5,TLT,13.95
202407 EEM,6.36,EFA,7.11,GLD,21.12,IWM,4.98,IYR,21.59,QQQ,5.41,SPY,7.86,TLT,25.57
202406 EEM,9.49,EFA,11.08,GLD,23.3,IWM,6.31,IYR,6.9,QQQ,7.75,SPY,10.58,TLT,24.59
202405 EEM,8.99,EFA,11.2,GLD,25.28,IWM,6.09,IYR,6.92,QQQ,7.42,SPY,10.47,TLT,23.63
202404 EEM,20.52,EFA,9.75,GLD,22.55,IWM,4.87,IYR,5.83,QQQ,18.88,TLT,17.6
202403 EEM,10.23,EFA,12.83,GLD,24.35,IWM,6.27,IYR,7.22,QQQ,9.96,SPY,13.11,TLT,16.03
202402 EEM,6.11,EFA,7.09,GLD,30.35,IWM,4.01,IYR,18.69,QQQ,5.82,SPY,7.73,TLT,20.2
202401 EEM,6.21,EFA,7.07,GLD,30.82,IWM,4.15,IYR,18.54,QQQ,5.9,SPY,7.56,TLT,19.75
202312 EEM,5.72,EFA,6.39,GLD,34.19,IWM,4.4,IYR,18.74,QQQ,4.98,SPY,6.69,TLT,18.89
202311 EEM,5.19,EFA,6.1,GLD,31.81,IWM,5,IYR,20.82,QQQ,4.8,SPY,6.85,TLT,19.43
202310 EEM,5.85,EFA,6.97,GLD,19.65,IWM,5.45,IYR,21.4,QQQ,20.28,SPY,8.34,TLT,12.06
202309 EEM,5.86,EFA,7.04,GLD,29.69,IWM,5.41,IYR,6.23,QQQ,9.85,SPY,14.7,TLT,21.22
202308 EEM,11.41,EFA,13.73,GLD,27.11,IWM,5.36,IYR,5.84,QQQ,5.97,SPY,8.65,TLT,21.93
202307 EEM,13.54,EFA,14.24,GLD,25.32,IWM,5.22,IYR,5.38,QQQ,6.22,SPY,7.99,TLT,22.09
202306 EEM,13.86,EFA,15.17,GLD,25.33,IWM,5.25,IYR,5.28,QQQ,5.37,SPY,7.25,TLT,22.49
202305 EEM,13.41,EFA,15.23,GLD,26.67,IWM,5.27,IYR,4.99,QQQ,5.21,SPY,7,TLT,22.22
202304 EEM,13.51,EFA,15.24,GLD,27.43,IWM,5.35,IYR,5.19,QQQ,4.95,SPY,6.64,TLT,21.69
202303 EEM,12.28,EFA,13.34,GLD,30.18,IWM,5.29,IYR,5.16,QQQ,4.35,SPY,6.09,TLT,23.31
202302 EEM,11.69,EFA,12.52,GLD,31.91,IWM,5.02,IYR,4.82,QQQ,4.4,SPY,5.65,TLT,23.99
202301 EEM,16.53,EFA,6.25,GLD,23.5,IWM,5.34,IYR,5.38,QQQ,4.84,SPY,6.05,TLT,32.11
202212 EEM,11.72,EFA,11.23,GLD,32.87,IWM,4.77,IYR,4.92,QQQ,4.31,SPY,5.43,TLT,24.75
202211 EEM,12.46,EFA,11.28,GLD,33.22,IWM,4.74,IYR,5.17,QQQ,4.35,SPY,5.42,TLT,23.36
202210 EEM,12.66,EFA,11.35,GLD,34.11,IWM,4.58,IYR,5.24,QQQ,4.14,SPY,5.26,TLT,22.66
202209 EEM,11.69,EFA,11.36,GLD,35.14,IWM,4.29,IYR,5.15,QQQ,3.77,SPY,4.96,TLT,23.64
202208 EEM,11.09,EFA,11.15,GLD,35.66,IWM,4.2,IYR,4.86,QQQ,3.59,SPY,4.77,TLT,24.68
202207 EEM,4.37,EFA,4.97,GLD,41.96,IWM,3.98,IYR,4.77,QQQ,3.36,SPY,4.49,TLT,32.1
202206 EEM,4.3,EFA,5.03,GLD,41.32,IWM,4.01,IYR,4.89,QQQ,3.29,SPY,4.57,TLT,32.59
202205 EEM,4.41,EFA,5.42,GLD,39.08,IWM,4.29,IYR,5.42,QQQ,3.59,SPY,5.13,TLT,32.66
202204 EEM,4.39,EFA,5.34,GLD,39.14,IWM,4.06,IYR,5.47,QQQ,3.72,SPY,5.3,TLT,32.58
202203 EEM,5.26,EFA,6.2,GLD,41.28,IWM,3.71,IYR,4.94,QQQ,3.69,SPY,5.3,TLT,29.62
202202 EEM,11.55,EFA,15.34,GLD,29.55,IWM,4.27,IYR,5.76,QQQ,4.59,SPY,6.38,TLT,22.56
202201 EEM,12.12,EFA,14.35,GLD,27.94,IWM,4.74,IYR,6.19,QQQ,5.48,SPY,7.02,TLT,22.16
202112 EEM,7.86,EFA,10.52,GLD,24.09,IWM,6.64,IYR,9.27,QQQ,8.81,SPY,10.73,TLT,22.08
202111 EEM,15.98,EFA,6.36,GLD,21.22,IWM,4.04,IYR,20.24,QQQ,5.84,SPY,6.7,TLT,19.62
202110 EEM,16.19,EFA,7.82,GLD,18.5,IWM,5.08,IYR,11.6,QQQ,12.69,SPY,8.97,TLT,19.15
202109 EEM,7.16,EFA,9.68,GLD,23.35,IWM,6.09,IYR,8.76,QQQ,8.57,SPY,11.02,TLT,25.37
202108 EEM,11.44,EFA,8.36,GLD,14.67,IWM,5.69,IYR,13.05,QQQ,11.86,SPY,10.03,TLT,24.9
202107 EEM,5.46,EFA,14.27,GLD,24.52,IWM,8.02,IYR,7.03,QQQ,4.92,SPY,8.09,TLT,27.69
202106 EEM,6.58,EFA,9.89,GLD,26.06,IWM,5.31,IYR,9.62,QQQ,5.96,SPY,9.29,TLT,27.29
202105 EEM,5.41,EFA,8.69,GLD,19.85,IWM,4.52,IYR,20.83,QQQ,7.09,SPY,11.01,TLT,22.6
202104 EEM,4.87,EFA,7.84,GLD,23.38,IWM,4.24,IYR,13.91,QQQ,10.02,SPY,7.64,TLT,28.1
202103 EEM,5.72,EFA,6.75,GLD,22.55,IWM,4.79,IYR,13.23,QQQ,10.94,SPY,7.19,TLT,28.83
202102 EEM,5.9,EFA,6.41,GLD,22.67,IWM,4.88,IYR,12.43,QQQ,10.33,SPY,6.69,TLT,30.69
202101 EEM,5.55,EFA,5.45,GLD,31.07,IWM,4.04,IYR,4.65,QQQ,3.61,SPY,5.08,TLT,40.55
202012 EEM,5.94,EFA,5.8,GLD,26.53,IWM,4.51,IYR,5.12,QQQ,3.84,SPY,5.59,TLT,42.67
202011 EEM,5.13,EFA,5.89,GLD,26.66,IWM,4.41,IYR,4.92,QQQ,3.62,SPY,5.42,TLT,43.95
202010 EEM,4.7,EFA,5.27,GLD,29.04,IWM,3.63,IYR,3.96,QQQ,3.96,SPY,5.02,TLT,44.42
202009 EEM,10.46,EFA,5.66,GLD,24.64,IWM,3.78,IYR,4.15,QQQ,11.74,SPY,6.18,TLT,33.39
202008 EEM,3.76,EFA,4.02,GLD,38.93,IWM,2.57,IYR,2.73,QQQ,3.83,SPY,3.93,TLT,40.23
202007 EEM,3.62,EFA,3.89,GLD,46.57,IWM,2.98,IYR,2.88,QQQ,3.64,SPY,3.59,TLT,32.83
202006 EEM,3.69,EFA,3.99,GLD,45.72,IWM,3.12,IYR,2.97,QQQ,3.64,SPY,3.65,TLT,33.22
202005 EEM,3.66,EFA,4.02,GLD,45.79,IWM,3.23,IYR,3.03,QQQ,3.6,SPY,3.64,TLT,33.03
202004 EEM,3.64,EFA,4.05,GLD,47,IWM,3.48,IYR,3.17,QQQ,3.65,SPY,3.69,TLT,31.32
202003 EEM,5.33,EFA,7.19,GLD,22.36,IWM,6.17,IYR,27.06,QQQ,5.55,SPY,6.59,TLT,19.75
202002 EEM,5.04,EFA,7.24,GLD,20.43,IWM,6.56,IYR,32.33,QQQ,6.3,SPY,7.5,TLT,14.6
202001 EEM,6.82,EFA,8.42,GLD,17.05,IWM,6.18,IYR,32.72,QQQ,6.6,SPY,8.5,TLT,13.71
201912 EEM,5.9,EFA,7.67,GLD,17.43,IWM,5.17,IYR,37.17,QQQ,5.26,SPY,6.35,TLT,15.05
201911 EEM,6.1,EFA,7.47,GLD,16.52,IWM,5.11,IYR,37.87,QQQ,5.11,SPY,6.22,TLT,15.6
201910 EEM,6.21,EFA,8.35,GLD,15.85,IWM,5.33,IYR,35.09,QQQ,5.19,SPY,6.72,TLT,17.26
201909 EEM,5.34,EFA,7.15,GLD,17.83,IWM,4.94,IYR,33.58,QQQ,4.71,SPY,6.03,TLT,20.42
201908 EEM,5.62,EFA,7.58,GLD,17.39,IWM,5.28,IYR,28.72,QQQ,5.28,SPY,7.39,TLT,22.74
201907 EEM,4.83,EFA,7.04,GLD,20.06,IWM,4.66,IYR,29.05,QQQ,4.94,SPY,6.75,TLT,22.67
201906 EEM,3.47,EFA,5.02,GLD,27.8,IWM,3.48,IYR,23.08,QQQ,3.75,SPY,4.92,TLT,28.48
201905 EEM,3.63,EFA,5.23,GLD,27.82,IWM,3.62,IYR,22.58,QQQ,3.61,SPY,4.75,TLT,28.76
201904 EEM,3.59,EFA,4.56,GLD,31.2,IWM,3,IYR,18.45,QQQ,2.64,SPY,3.4,TLT,33.16
201903 EEM,3.04,EFA,4.17,GLD,33.23,IWM,2.83,IYR,16.94,QQQ,2.26,SPY,3.08,TLT,34.45
201902 EEM,2.98,EFA,4.24,GLD,39.97,IWM,2.88,IYR,3.73,QQQ,2.28,SPY,3.16,TLT,40.76
201901 EEM,2.88,EFA,4.26,GLD,33.4,IWM,2.96,IYR,16.79,QQQ,2.3,SPY,3.23,TLT,34.18
201812 EFA,4.31,EEM,2.63,GLD,28.17,QQQ,2.62,SPY,3.96,IWM,3.43,IYR,20.32,TLT,34.56
201811 QQQ,3.04,SPY,4.73,IYR,20.01,EEM,2.95,TLT,32.82,IWM,4.02,EFA,4.78,GLD,27.65
201810 EFA,9.29,GLD,21.06,IYR,17.23,SPY,9.51,TLT,24.68,QQQ,5.62,IWM,6.92,EEM,5.69
201809 QQQ,5.92,EEM,5.83,GLD,21.82,TLT,22.49,EFA,9.43,IWM,6.99,SPY,8.62,IYR,18.9
201808 EFA,12.95,EEM,8.06,TLT,26.66,GLD,29.64,SPY,6.31,QQQ,4.41,IWM,5.71,IYR,6.26
201807 IWM,4.01,IYR,22.87,TLT,28.26,EFA,5.22,EEM,3.22,SPY,4.01,QQQ,2.96,GLD,29.45
201806 GLD,31.52,IYR,20.15,QQQ,2.87,EEM,2.96,TLT,30.77,IWM,3.8,SPY,3.53,EFA,4.4
201805 SPY,3.55,EEM,2.99,EFA,4.47,IYR,19.88,QQQ,2.85,GLD,30.32,IWM,3.75,TLT,32.19
201804 EEM,3,IWM,3.94,EFA,4.52,QQQ,3.14,TLT,30.6,GLD,30.65,SPY,3.84,IYR,20.31
201803 TLT,28.6,IYR,20.41,EEM,3.21,EFA,4.76,GLD,30.59,QQQ,3.66,SPY,4.46,IWM,4.31
201802 IWM,6.44,EEM,7.37,GLD,19.76,SPY,10.11,IYR,17.89,TLT,18.65,EFA,13.46,QQQ,6.32
201801 IYR,18.43,EEM,5.3,QQQ,8.98,GLD,17.35,TLT,17.14,IWM,6.82,SPY,16.15,EFA,9.83
201712 GLD,14.93,IYR,33.23,EFA,9.21,QQQ,5.61,IWM,6.04,TLT,16.6,SPY,9.34,EEM,5.04
201711 EFA,11.96,IWM,10.58,GLD,11.35,QQQ,6.99,TLT,12.97,EEM,6.67,IYR,22.85,SPY,16.63
201710 EEM,6.95,IWM,10.25,EFA,10.66,GLD,12.39,QQQ,6.42,TLT,13.53,IYR,23.44,SPY,16.36
201709 IWM,9.65,EFA,10.29,SPY,15.05,TLT,15.37,IYR,23.38,EEM,6.77,QQQ,6.45,GLD,13.04
201708 GLD,12.76,IYR,23.85,SPY,16.36,QQQ,7.23,TLT,13.71,EEM,6.99,EFA,9.59,IWM,9.51
201707 SPY,16.06,TLT,13.91,EFA,9.43,EEM,6.72,IWM,9.1,GLD,12.81,IYR,24.15,QQQ,7.82
201706 IWM,5.23,IYR,30.19,EFA,8.01,QQQ,8.49,GLD,16.33,TLT,16.79,EEM,5.45,SPY,9.51
201705 EFA,10.38,IWM,8.56,EEM,7.16,QQQ,11.91,IYR,22.09,TLT,11.45,GLD,11.89,SPY,16.56
201704 EEM,6.88,GLD,12.11,QQQ,11.07,IWM,9.25,TLT,11.72,EFA,11.38,SPY,17.77,IYR,19.82
201703 EFA,12.06,IWM,9.7,EEM,6.3,IYR,18.49,GLD,12.67,QQQ,10.06,TLT,11.55,SPY,19.17
201702 IYR,18.72,TLT,12.6,IWM,10.05,SPY,18.51,EEM,6.2,EFA,11.59,QQQ,9.88,GLD,12.45
201701 EEM,5.79,EFA,10.25,GLD,14.8,IWM,10.4,IYR,18.18,QQQ,9.31,SPY,16.57,TLT,14.7
201612 EEM,7.08,EFA,12.61,GLD,20.72,IWM,6.02,IYR,15.86,QQQ,7.96,SPY,9.66,TLT,20.09
201611 EEM,4.97,EFA,7.23,GLD,17.88,IWM,6.21,IYR,26.66,QQQ,8.24,SPY,9.44,TLT,19.37
201610 EEM,3.51,EFA,3.47,GLD,23.41,IWM,4.46,IYR,26.22,QQQ,5.45,SPY,6.15,TLT,27.33
201609 EEM,3.54,EFA,3.35,GLD,21.18,IWM,4.38,IYR,29.41,QQQ,5.34,SPY,6.23,TLT,26.57
201608 EEM,3.48,EFA,3.26,GLD,20.45,IWM,4.37,IYR,29.55,QQQ,5.05,SPY,6.08,TLT,27.76
201607 EEM,4.03,EFA,3.91,GLD,26.61,IWM,4.81,IYR,7,QQQ,5.98,SPY,7.16,TLT,40.5
201606 EEM,4.12,EFA,5.29,GLD,26.65,IWM,4.85,IYR,5.63,QQQ,5.39,SPY,6.68,TLT,41.39
201605 EEM,3.9,EFA,4.81,GLD,28.92,IWM,4.52,IYR,5.33,QQQ,4.6,SPY,5.82,TLT,42.1
201604 EEM,4.01,EFA,5.11,GLD,29.88,IWM,4.58,IYR,5.31,QQQ,4.59,SPY,5.59,TLT,40.93
201603 EEM,5.66,EFA,7.34,GLD,25.76,IWM,6.38,IYR,7.18,QQQ,6.31,SPY,7.56,TLT,33.81
201602 EEM,3.7,EFA,4.98,GLD,33.36,IWM,4.2,IYR,5.05,QQQ,4.27,SPY,5.1,TLT,39.34
201601 EEM,3.9,EFA,5.08,GLD,34.49,IWM,4.65,IYR,5.57,QQQ,4.67,SPY,5.26,TLT,36.38
201512 EEM,3.43,EFA,4.77,GLD,37.01,IWM,4.43,IYR,4.83,QQQ,3.94,SPY,4.58,TLT,37.01
201511 EEM,3.45,EFA,4.57,GLD,38.09,IWM,4.69,IYR,5.48,QQQ,4.05,SPY,4.76,TLT,34.91
201510 EEM,3.68,EFA,4.53,GLD,41.4,IWM,5.2,IYR,5.43,QQQ,4.19,SPY,4.92,TLT,30.65
201509 EEM,3.74,EFA,4.55,GLD,32.12,IWM,5.32,IYR,22.95,QQQ,4.17,SPY,5.02,TLT,22.13
201508 EEM,4.19,EFA,4.8,GLD,26.38,IWM,6.05,IYR,25.9,QQQ,5.59,SPY,7.12,TLT,19.97
201507 EEM,5.29,EFA,5.77,GLD,35.19,IWM,6.82,IYR,5.7,QQQ,6.49,SPY,7.77,TLT,26.97
201506 EEM,5.27,EFA,6.16,GLD,32.15,IWM,6.88,IYR,5.6,QQQ,7.06,SPY,7.97,TLT,28.91
201505 EEM,4.69,EFA,5.77,GLD,23.31,IWM,5.75,IYR,24.11,QQQ,5.91,SPY,6.68,TLT,23.78
201504 EEM,5.45,EFA,6.63,GLD,28.63,IWM,6.21,IYR,6.52,QQQ,6.79,SPY,7.25,TLT,32.52
201503 EEM,4.63,EFA,5.86,GLD,18.23,IWM,5.06,IYR,28.29,QQQ,6.03,SPY,6.56,TLT,25.34
201502 EEM,5.36,EFA,6.32,GLD,25.08,IWM,5.21,IYR,8.48,QQQ,5.89,SPY,6.63,TLT,37.03
201501 EEM,4.42,EFA,5.49,GLD,18.65,IWM,4.41,IYR,28.04,QQQ,5.05,SPY,5.84,TLT,28.1
201412 EEM,5.13,EFA,6.44,GLD,20.41,IWM,5.31,IYR,15.18,QQQ,12.09,SPY,7.11,TLT,28.33
201411 EEM,4.8,EFA,5.61,GLD,32.49,IWM,4.48,IYR,6.69,QQQ,5.04,SPY,5.99,TLT,34.9
201410 EEM,5.19,EFA,7.39,GLD,28.9,IWM,5.08,IYR,6.73,QQQ,6.6,SPY,7.86,TLT,32.25
201409 EEM,5.74,EFA,7.89,GLD,26.89,IWM,4.68,IYR,8.01,QQQ,6.67,SPY,7.92,TLT,32.2
201408 EEM,4.79,EFA,6.35,GLD,19.59,IWM,3.5,IYR,31.25,QQQ,4.07,SPY,5.84,TLT,24.61
201407 EEM,5.45,EFA,7.06,GLD,26.51,IWM,4.55,IYR,8.15,QQQ,5.35,SPY,7.76,TLT,35.17
201406 EEM,4.57,EFA,5.9,GLD,28.04,IWM,4.29,IYR,8.17,QQQ,4.86,SPY,6.7,TLT,37.47
201405 EEM,3.95,EFA,5.3,GLD,27.5,IWM,4.42,IYR,7.84,QQQ,4.73,SPY,6.26,TLT,40
201404 EEM,3.88,EFA,5.48,GLD,24.93,IWM,5.03,IYR,7.05,QQQ,6.01,SPY,6.94,TLT,40.68
201403 EEM,4.04,EFA,6.17,GLD,25.91,IWM,5.25,IYR,6.94,QQQ,6.3,SPY,7.14,TLT,38.25
201402 EEM,4.33,EFA,6.63,GLD,23.81,IWM,5.42,IYR,6.18,QQQ,6.26,SPY,7.24,TLT,40.13
201401 EEM,4.01,EFA,6.35,GLD,16.85,IWM,5.66,IYR,22.23,QQQ,6.87,SPY,7.64,TLT,30.39
201312 EEM,4.11,EFA,6.5,GLD,18.39,IWM,5.63,IYR,22.11,QQQ,6.74,SPY,7.71,TLT,28.81
201311 EEM,4.01,EFA,6.57,GLD,17.91,IWM,6.13,IYR,22.01,QQQ,7.2,SPY,8.2,TLT,27.97
201310 EEM,3.85,EFA,5.83,GLD,17.87,IWM,6.41,IYR,21.68,QQQ,7.75,SPY,7.93,TLT,28.68
201309 EEM,4.26,EFA,6.07,GLD,18.45,IWM,6.1,IYR,22.81,QQQ,7.66,SPY,7.85,TLT,26.8
201308 EEM,4.57,EFA,6.09,GLD,15.62,IWM,5.8,IYR,24.37,QQQ,7.3,SPY,7.67,TLT,28.58
201307 EEM,5.36,EFA,6.48,GLD,20.99,IWM,6.19,IYR,6,QQQ,7.78,SPY,8.07,TLT,39.13
201306 EEM,6.61,EFA,6.48,GLD,21.14,IWM,5.82,IYR,7.37,QQQ,7.23,SPY,8.01,TLT,37.34
201305 EEM,6.16,EFA,6.15,GLD,21.83,IWM,5.62,IYR,8.2,QQQ,6.08,SPY,7.24,TLT,38.72
201304 EEM,5.75,EFA,5.58,GLD,33.32,IWM,5.41,IYR,7.66,QQQ,5.08,SPY,6.2,TLT,31
201303 EEM,5.89,EFA,5.61,GLD,32.75,IWM,5.02,IYR,7.28,QQQ,4.9,SPY,5.85,TLT,32.7
201302 EEM,5.46,EFA,5.47,GLD,34.46,IWM,5.15,IYR,7.5,QQQ,4.77,SPY,5.92,TLT,31.27
201301 EEM,5.14,EFA,5.39,GLD,33.7,IWM,5.58,IYR,7.69,QQQ,5.18,SPY,6.34,TLT,30.98
201212 EEM,4.88,EFA,5.02,GLD,33.77,IWM,5.52,IYR,8.09,QQQ,5.55,SPY,6.61,TLT,30.56
201211 EEM,3.87,EFA,4.19,GLD,6,IWM,5.23,IYR,40.23,QQQ,5.1,SPY,6.26,TLT,29.12
201210 EEM,4.12,EFA,4.55,GLD,33.52,IWM,5.09,IYR,6.94,QQQ,5.41,SPY,6.33,TLT,34.04
201209 EEM,4.1,EFA,4.52,GLD,32.71,IWM,4.9,IYR,6.23,QQQ,5.23,SPY,6.22,TLT,36.09
201208 EEM,4.07,EFA,4.39,GLD,33.78,IWM,4.75,IYR,5.82,QQQ,4.98,SPY,6.03,TLT,36.18
201207 EEM,4.2,EFA,4.64,GLD,33.16,IWM,4.86,IYR,6,QQQ,5.38,SPY,6.43,TLT,35.33
201206 EEM,4.64,EFA,5.1,GLD,29.95,IWM,5.29,IYR,6.63,QQQ,6.3,SPY,7.77,TLT,34.32
201205 EEM,4.67,EFA,5.08,GLD,28.19,IWM,5.59,IYR,7.62,QQQ,7.19,SPY,8.41,TLT,33.25
201204 EEM,4.17,EFA,4.93,GLD,28.79,IWM,4.99,IYR,6.63,QQQ,7.32,SPY,7.46,TLT,35.71
201203 EEM,3.89,EFA,4.31,GLD,33.16,IWM,4.38,IYR,5.44,QQQ,6.21,SPY,6.21,TLT,36.4
201202 EEM,3.61,EFA,4.21,GLD,36.92,IWM,3.84,IYR,4.51,QQQ,5.64,SPY,5.64,TLT,35.63
201201 EEM,3.77,EFA,4.44,GLD,35.27,IWM,4,IYR,4.68,QQQ,5.97,SPY,5.72,TLT,36.15
201112 EEM,3.79,EFA,4.15,GLD,37.1,IWM,3.75,IYR,4.21,QQQ,5.29,SPY,5.2,TLT,36.51
201111 EEM,3.98,EFA,4.26,GLD,37.14,IWM,3.86,IYR,4.27,QQQ,5.41,SPY,5.35,TLT,35.73
201110 EEM,4.17,EFA,4.25,GLD,36.03,IWM,4.09,IYR,4.47,QQQ,5.29,SPY,5.37,TLT,36.33
201109 EEM,4.06,EFA,3.91,GLD,38.25,IWM,3.75,IYR,4.09,QQQ,4.76,SPY,5.04,TLT,36.14
201108 EEM,4.33,EFA,4.24,GLD,34.94,IWM,4.44,IYR,5.2,QQQ,5.31,SPY,6.33,TLT,35.21
201107 EEM,4.14,EFA,3.96,GLD,34.33,IWM,4.46,IYR,5.45,QQQ,5.21,SPY,6.19,TLT,36.26
201106 EEM,3.86,EFA,4.12,GLD,32.82,IWM,4.35,IYR,5.64,QQQ,5.23,SPY,6.34,TLT,37.64
201105 EEM,4.35,EFA,4.63,GLD,33.02,IWM,4.76,IYR,5.99,QQQ,5.68,SPY,7.01,TLT,34.56
201104 EEM,4.75,EFA,4.89,GLD,33.83,IWM,5.14,IYR,6.18,QQQ,6.02,SPY,7.31,TLT,31.88
201103 EEM,4.78,EFA,5.57,GLD,31.84,IWM,5.63,IYR,5.93,QQQ,7.02,SPY,8.41,TLT,30.82
201102 EEM,4.35,EFA,4.89,GLD,22.51,IWM,5.2,IYR,25.25,QQQ,6.39,SPY,7.7,TLT,23.71
201101 EEM,5.01,EFA,5.29,GLD,33.66,IWM,5.42,IYR,5.51,QQQ,7.08,SPY,7.78,TLT,30.25
201012 EEM,4.79,EFA,4.76,GLD,37.55,IWM,4.53,IYR,5.04,QQQ,6.1,SPY,6.63,TLT,30.6
201011 EEM,5.03,EFA,4.65,GLD,37.19,IWM,3.96,IYR,4.45,QQQ,5.71,SPY,6.03,TLT,32.98
201010 EEM,4.3,EFA,4.1,GLD,40.68,IWM,3.51,IYR,3.7,QQQ,4.83,SPY,5.04,TLT,33.84
201009 EEM,3.5,EFA,3.56,GLD,39.99,IWM,3.38,IYR,3.32,QQQ,4.39,SPY,4.68,TLT,37.18
201008 EEM,3.4,EFA,3.56,GLD,36.94,IWM,3.41,IYR,3.1,QQQ,4.4,SPY,4.68,TLT,40.51
201007 EEM,3.3,EFA,3.56,GLD,37.17,IWM,3.55,IYR,3.15,QQQ,4.46,SPY,4.79,TLT,40.02
201006 EEM,3.36,EFA,3.69,GLD,33.99,IWM,3.99,IYR,3.39,QQQ,4.81,SPY,5.26,TLT,41.51
201005 EEM,3.9,EFA,4.43,GLD,28.17,IWM,4.88,IYR,3.87,QQQ,5.79,SPY,6.26,TLT,42.7
201004 EEM,4.03,EFA,4.7,GLD,24.86,IWM,5.18,IYR,4.43,QQQ,6.18,SPY,6.91,TLT,43.71
201003 EEM,3.51,EFA,4.4,GLD,26.34,IWM,4.65,IYR,3.8,QQQ,5.62,SPY,6.11,TLT,45.57
201002 EEM,3.69,EFA,4.62,GLD,28.15,IWM,4.5,IYR,3.55,QQQ,5.68,SPY,6.16,TLT,43.65
201001 EEM,3.76,EFA,4.75,GLD,29.39,IWM,4.48,IYR,3.04,QQQ,6.19,SPY,6.27,TLT,42.12
200912 EEM,3.48,EFA,4.52,GLD,36.42,IWM,4.17,IYR,2.67,QQQ,5.67,SPY,5.78,TLT,37.29
200911 EEM,3.57,EFA,4.68,GLD,39.65,IWM,4.35,IYR,2.72,QQQ,5.61,SPY,5.69,TLT,33.73
200910 EEM,3.81,EFA,4.84,GLD,38.31,IWM,4.66,IYR,2.85,QQQ,5.98,SPY,6.08,TLT,33.47
200909 EEM,3.45,EFA,4.41,GLD,41.92,IWM,4.17,IYR,2.48,QQQ,5.63,SPY,5.54,TLT,32.4
200908 EEM,3.41,EFA,4.34,GLD,39.53,IWM,3.79,IYR,1.97,QQQ,5.53,SPY,5.23,TLT,36.2
200907 EEM,3.05,EFA,3.74,GLD,38.75,IWM,3.2,IYR,1.74,QQQ,4.73,SPY,4.34,TLT,40.45
200906 EEM,3.04,EFA,3.72,GLD,37.78,IWM,3.28,IYR,1.72,QQQ,4.6,SPY,4.22,TLT,41.64
200905 EEM,3.08,EFA,3.78,GLD,35.68,IWM,3.37,IYR,1.8,QQQ,4.58,SPY,4.31,TLT,43.4
200904 EEM,2.99,EFA,3.87,GLD,35.55,IWM,3.31,IYR,1.77,QQQ,4.45,SPY,4.28,TLT,43.78
200903 EEM,2.31,EFA,3.42,GLD,34.89,IWM,3.38,IYR,1.87,QQQ,4.19,SPY,3.91,TLT,46.03
200902 EEM,2.02,EFA,2.98,GLD,31.28,IWM,3.16,IYR,1.94,QQQ,3.78,SPY,3.42,TLT,51.42
200901 EEM,1.95,EFA,2.91,GLD,27.85,IWM,3.16,IYR,2.01,QQQ,3.75,SPY,3.38,TLT,54.99
200812 EEM,1.85,EFA,2.8,GLD,26.21,IWM,3.21,IYR,2.3,QQQ,3.64,SPY,3.27,TLT,56.72
200811 EEM,1.82,EFA,2.72,GLD,24.03,IWM,3.17,IYR,2.32,QQQ,3.45,SPY,3.16,TLT,59.33
200810 EEM,2.71,EFA,4.07,GLD,22.84,IWM,4.19,IYR,2.91,QQQ,4.56,SPY,4.83,TLT,53.89
200809 EEM,3.8,EFA,5.88,GLD,22.71,IWM,4.4,IYR,2.67,QQQ,4.35,SPY,5.32,TLT,50.87
200808 EEM,3.83,EFA,5.81,GLD,23.64,IWM,4.46,IYR,2.74,QQQ,4.28,SPY,5.59,TLT,49.65
200807 EEM,3.44,EFA,5.37,GLD,24.25,IWM,4.42,IYR,3.48,QQQ,4.2,SPY,5.39,TLT,49.45
200806 EEM,3.61,EFA,5.46,GLD,25.98,IWM,4.55,IYR,3.54,QQQ,4.71,SPY,5.82,TLT,46.33
200805 EEM,3.5,EFA,5.22,GLD,28.04,IWM,4.52,IYR,3.31,QQQ,4.65,SPY,5.82,TLT,44.94
200804 EEM,3.19,EFA,5.11,GLD,30.05,IWM,4.39,IYR,3.18,QQQ,4.84,SPY,5.75,TLT,43.49
200803 EEM,2.93,EFA,4.94,GLD,29.03,IWM,4.54,IYR,3.28,QQQ,4.86,SPY,5.83,TLT,44.59
200802 EEM,2.7,EFA,4.9,GLD,27.77,IWM,4.27,IYR,3.27,QQQ,4.52,SPY,5.58,TLT,46.99
200801 EEM,2.59,EFA,4.83,GLD,27.8,IWM,4.1,IYR,3.49,QQQ,4.66,SPY,5.56,TLT,46.97
200712 EEM,2.27,EFA,4.26,GLD,26.54,IWM,3.59,IYR,3.18,QQQ,4.06,SPY,4.67,TLT,51.43
200711 EEM,2.44,EFA,4.31,GLD,31.6,IWM,3.6,IYR,3.1,QQQ,4.41,SPY,4.74,TLT,45.8
200710 EEM,2.63,EFA,4.34,GLD,33.87,IWM,3.76,IYR,3.03,QQQ,4.79,SPY,4.71,TLT,42.87
200709 EEM,2.52,EFA,4.29,GLD,31.67,IWM,3.82,IYR,2.9,QQQ,4.67,SPY,4.67,TLT,45.46
200708 EEM,3.09,EFA,5.07,GLD,29.51,IWM,4.54,IYR,3.44,QQQ,5.61,SPY,5.72,TLT,43.02
200707 EEM,3.11,EFA,4.62,GLD,25.89,IWM,4.3,IYR,3.24,QQQ,5.3,SPY,5.92,TLT,47.62
200706 EEM,2.62,EFA,4.32,GLD,21.36,IWM,4.05,IYR,3.29,QQQ,4.61,SPY,5.56,TLT,54.19
200705 EEM,2.68,EFA,4.58,GLD,21.14,IWM,4.17,IYR,3.76,QQQ,4.69,SPY,5.9,TLT,53.08
200704 EEM,2.65,EFA,4.63,GLD,21.12,IWM,4.1,IYR,3.69,QQQ,4.5,SPY,5.85,TLT,53.46
200703 EEM,6.64,EFA,12.79,GLD,16.5,IWM,5.44,IYR,5.11,QQQ,5.71,SPY,8.15,TLT,39.66
200702 EEM,7.53,EFA,14.93,GLD,15.12,IWM,5.31,IYR,5.43,QQQ,5.57,SPY,10.18,TLT,35.93
200701 EEM,5.33,EFA,10.47,GLD,13.63,IWM,6.58,IYR,7.38,QQQ,7.42,SPY,13.64,TLT,35.55
200612 EEM,7.85,EFA,13.96,GLD,13.41,IWM,4.85,IYR,5.46,QQQ,5.43,SPY,10.4,TLT,38.64
200611 EEM,2.67,EFA,5.3,GLD,17.33,IWM,3.75,IYR,5.16,QQQ,4.28,SPY,7.99,TLT,53.52
200610 EEM,2.25,EFA,4.03,GLD,15.58,IWM,3.41,IYR,4.99,QQQ,4.07,SPY,6.75,TLT,58.92
200609 EEM,2.17,EFA,3.92,GLD,15.52,IWM,3.4,IYR,4.71,QQQ,4.19,SPY,6.18,TLT,59.91
200608 EEM,3.56,EFA,6.5,GLD,11.99,IWM,5.75,IYR,7.69,QQQ,7.61,SPY,10.48,TLT,46.42
200607 EEM,3.8,EFA,6.75,GLD,12.07,IWM,6.13,IYR,7.73,QQQ,8.26,SPY,11.3,TLT,43.96
200606 EEM,2.62,EFA,5.25,GLD,12.42,IWM,4.3,IYR,20.63,QQQ,5.18,SPY,6.92,TLT,42.68
200605 EEM,2.78,EFA,5.16,GLD,12.83,IWM,4.75,IYR,20.44,QQQ,4.8,SPY,7.38,TLT,41.86
200604 EEM,2.8,EFA,4.96,GLD,14.28,IWM,4.95,IYR,21.65,QQQ,4.69,SPY,7.37,TLT,39.3
200603 EEM,7.44,EFA,12.64,GLD,14.78,IWM,6.21,IYR,6.02,QQQ,5.87,SPY,9.04,TLT,38
200602 EEM,3.09,EFA,5.43,GLD,22.14,IWM,4.69,IYR,4.62,QQQ,5.25,SPY,6.98,TLT,47.8
200601 EEM,3.45,EFA,5.99,GLD,24.97,IWM,4.52,IYR,4.55,QQQ,5.92,SPY,7.15,TLT,43.45
200512 EEM,3.26,EFA,5.75,GLD,27.39,IWM,4.29,IYR,3.87,QQQ,5.85,SPY,6.79,TLT,42.8
200511 EEM,7.2,EFA,12.92,GLD,23.33,IWM,4.65,IYR,4.39,QQQ,6.41,SPY,7.49,TLT,33.61
200510 EEM,9.69,EFA,12.47,GLD,23.03,IWM,5.33,IYR,4.79,QQQ,6.93,SPY,8.91,TLT,28.85
200509 EEM,8.76,EFA,12.29,GLD,25.69,IWM,5.2,IYR,4.84,QQQ,6.89,SPY,8.49,TLT,27.84
200508 EEM,8.1,EFA,12.2,GLD,27.9,IWM,4.75,IYR,6.13,QQQ,5.87,SPY,7.31,TLT,27.74
200507 EEM,7.44,EFA,12.51,GLD,27.85,IWM,5.11,IYR,5.55,QQQ,5.86,SPY,7.16,TLT,28.52
200506 EEM,7.56,EFA,13.04,GLD,27.7,IWM,4.95,IYR,5.2,QQQ,5.56,SPY,6.96,TLT,29.03
200505 EEM,7.81,EFA,13.5,GLD,25.72,IWM,5.06,IYR,4.93,QQQ,5.42,SPY,7.24,TLT,30.32
200504 EEM,9.35,EFA,14.87,GLD,23.22,IWM,7.31,IYR,10.19,QQQ,7.37,SPY,10.82,TLT,16.87
200503 EEM,9.87,EFA,13.9,GLD,22.73,IWM,5.73,IYR,4.73,QQQ,5.66,SPY,8.67,TLT,28.71
200502 EEM,9.15,EFA,13.58,GLD,21.84,IWM,5.58,IYR,4.87,QQQ,5.43,SPY,8.22,TLT,31.33
200501 EEM,4.47,EFA,5.7,GLD,22.99,IWM,4.66,IYR,19.46,QQQ,4.5,SPY,6.72,TLT,31.5
200412 EEM,4.38,EFA,5.48,GLD,24.53,IWM,3.96,IYR,18.36,QQQ,3.81,SPY,5.71,TLT,33.77
200411 EEM,4.45,EFA,5.06,GLD,23.31,IWM,3.54,IYR,20.39,QQQ,3.42,SPY,5.56,TLT,34.27
200410 EEM,4,EFA,4.9,GLD,22.29,IWM,3.83,IYR,21.2,QQQ,3.86,SPY,6.39,TLT,33.53
200409 EEM,3.19,EFA,4.71,GLD,21.49,IWM,3.92,IYR,19.62,QQQ,4.21,SPY,6.59,TLT,36.27
200408 EEM,8.18,EFA,12.45,GLD,21.07,IWM,6.92,IYR,10.14,QQQ,7.3,SPY,11.85,TLT,22.09
200407 EEM,3.33,EFA,4.93,GLD,21.13,IWM,4.28,IYR,17.59,QQQ,4.63,SPY,6.93,TLT,37.18
200406 EEM,3.45,EFA,4.91,GLD,20.93,IWM,4.08,IYR,17.19,QQQ,4.6,SPY,6.9,TLT,37.94
200405 EEM,4.08,EFA,5.34,GLD,21.79,IWM,4.21,IYR,18.83,QQQ,4.36,SPY,6.94,TLT,34.45
200404 EEM,4.16,EFA,5.13,GLD,28.69,IWM,4.06,IYR,7.47,QQQ,4.47,SPY,6.98,TLT,39.04
200403 EEM,4.4,EFA,5.78,GLD,28.93,IWM,4.27,IYR,7.62,QQQ,4.39,SPY,8.12,TLT,36.49
200402 EEM,4.63,EFA,5.92,GLD,29.01,IWM,4.56,IYR,8.79,QQQ,4.34,SPY,8.04,TLT,34.71
200401 EEM,4.82,EFA,6.02,GLD,30.02,IWM,4.13,IYR,8.28,QQQ,3.89,SPY,7.4,TLT,35.44
200312 EEM,5.2,EFA,6.74,GLD,29.49,IWM,4.58,IYR,8.66,QQQ,4.06,SPY,7.6,TLT,33.67
200311 EEM,5.22,EFA,6.81,GLD,30.22,IWM,4.71,IYR,9.22,QQQ,4.04,SPY,7.18,TLT,32.6
200310 EEM,5.37,EFA,7.11,GLD,31.16,IWM,4.74,IYR,8.2,QQQ,3.98,SPY,6.66,TLT,32.78
200309 EEM,5.46,EFA,6.67,GLD,30.89,IWM,5.17,IYR,7.63,QQQ,4.12,SPY,6.55,TLT,33.51
200308 EEM,5.1,EFA,5.82,GLD,30.64,IWM,5.09,IYR,7.03,QQQ,3.91,SPY,5.69,TLT,36.72
200307 EEM,5.4,EFA,5.05,GLD,28.18,IWM,5.21,IYR,6.59,QQQ,3.62,SPY,4.89,TLT,41.06
200306 EEM,5.29,EFA,4.72,GLD,25.51,IWM,5.2,IYR,6.86,QQQ,3.53,SPY,4.54,TLT,44.35
200305 EEM,5.57,EFA,4.6,GLD,26.24,IWM,5.12,IYR,7.13,QQQ,3.28,SPY,4.26,TLT,43.8
200304 EEM,25.43,EFA,3.97,GLD,20.6,IWM,4.35,IYR,6.96,QQQ,2.7,SPY,3.73,TLT,32.26
200303 EEM,25.26,EFA,3.95,GLD,22.79,IWM,4.03,IYR,7.59,QQQ,2.55,SPY,3.89,TLT,29.94
200302 EEM,14.26,EFA,3.75,GLD,29.24,IWM,3.73,IYR,14.63,QQQ,2.55,SPY,3.56,TLT,28.28
200301 EEM,17.1,EFA,4.53,GLD,23.15,IWM,4.48,IYR,19.92,QQQ,3.33,SPY,4.49,TLT,23
200212 EEM,27.87,EFA,3.84,GLD,27.34,IWM,3.73,IYR,7.06,QQQ,2.76,SPY,3.75,TLT,23.65
200211 EEM,25.67,EFA,3.77,GLD,25.99,IWM,3.59,IYR,5.84,QQQ,2.66,SPY,3.49,TLT,28.99
200210 EEM,25.34,EFA,4.2,GLD,22.19,IWM,3.84,IYR,6.65,QQQ,2.66,SPY,3.77,TLT,31.35
200209 EEM,25.94,EFA,4.49,GLD,21.85,IWM,3.9,IYR,6.27,QQQ,2.31,SPY,3.75,TLT,31.49
200208 EEM,4.74,EFA,3.79,GLD,25.14,IWM,3.17,IYR,18.62,QQQ,1.8,SPY,3.07,TLT,39.67
200207 EEM,4.92,EFA,4.25,GLD,23.49,IWM,3.5,IYR,25.08,QQQ,1.66,SPY,3.54,TLT,33.56
200206 EEM,22.58,EFA,4.43,GLD,22.09,IWM,3.45,IYR,5.98,QQQ,1.7,SPY,3.67,TLT,36.1

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