Maximum Sharpe Portfolio

for period ending October 31, 2024


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  Overview

t.shar 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   Maximum Sharpe Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return as measured by the Sharpe Ratio. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to maximize the portfolio's Sharpe Ratio, which is a measure of risk-adjusted return.

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

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

Peer Group   Tactical: DIY


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 Maximum Sharpe Portfolio 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 VizMetrics Max Sharpe investment algorithm to choose the optimal asset allocation portfolio based on the Sharpe Ratio.

  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.shar ● 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.shar 13.6% -2.2% 19.4% -0.0% 10.5% 7.3% 10.1% 10.1%
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.shar 14.4% 31.9% 23.4% -21.9% 12.3%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending 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.shar ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.shar ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.shar ● 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.shar risk vs. 60/40 Better Better Better Better Worse Worse
t.shar return vs. 60/40 Worse Worse Better Worse Better Better
Risk-Return Quadrant
SW SW NW SW NE NE
Risk-Return Direction 188° 188° 334° 185° 10° 8°
Risk-Return Magnitude 6.9 3.7 2.0 0.9 0.7 2.3
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
* compares t.shar 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.shar -10.1% -11.6% -1.8% -3.7% -1.0% 1.6%
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.shar -0.4% -7.0% 1.3% 0.4% 3.8% 5.1%
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.shar 1.81 -0.36 0.57 0.49 0.80 0.71
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.shar 3.43 -0.43 0.89 0.76 1.35 1.20
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.shar 2.4% 22.1% 22.1% 22.1% 22.1% 22.1%
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.shar 8.2% 11.3% 14.1% 11.9% 11.9% 13.2%
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.shar 3.8% 8.6% 8.1% 7.1% 6.6% 7.4%
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.shar 0.45 0.48 0.50 0.44 0.39 0.37
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) 0.79 0.76 0.72 0.61 0.51
to S&P500 (SPY) 0.71 0.73 0.70 0.61 0.52 0.46
to U.S. Bonds (BND) 0.67 0.74 0.56 0.54 0.51 0.55
to Commodities (DBC) -0.38 0.06 0.29 0.19 0.24 0.19
to Gold (GLD) 0.16 0.55 0.36 0.36 0.40 0.44


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -2.2% 2.7% 3.3% 2.3% -0.1% 3.1% -2.4% 3.2% 3.0% 0.0%
2023 2.6% 2.5% -2.1% -5.2% -2.1% 3.2% 2.5% 2.3% 1.0% 4.1% -3.4% 6.9%
2022 -1.8% 2.2% -2.8% -9.7% -2.9% 1.8% -1.6% -3.3% -3.2% 1.3% 0.8% -4.8%
2021 0.1% 0.2% 6.2% -4.8% 1.1% 4.0% 1.7% 1.0% 4.5% 1.1% 3.6% 3.0%
2020 8.5% 13.1% -2.4% -3.6% 1.2% 6.8% 2.3% 0.8% 5.0% 1.4% -3.5% -0.2%
2019 1.2% 0.1% 0.8% -1.2% 6.6% 0.7% 2.9% -1.3% -0.5% 2.8% -0.8% 2.6%
2018 -1.8% 1.5% -6.4% -1.3% 3.4% 0.1% 0.6% 5.7% -1.5% -1.9% -3.2% 4.3%
2017 1.1% 1.8% 1.1% -1.5% 1.3% 1.4% -1.2% 2.7% 2.5% 0.0% 3.7% 0.3%
2016 2.9% 0.4% -2.3% 0.4% -0.9% 2.9% 3.7% -1.9% 0.2% -0.4% 2.5% -2.0%
2015 -1.0% -0.3% -0.2% 2.0% -6.8% -1.6% -2.6% 0.1% -3.0% -0.1% -3.5% 5.0%
2014 0.7% 3.6% 2.7% -1.6% 4.5% 0.0% 0.9% 2.8% 1.2% -1.3% 3.5% -2.2%
2013 2.9% 2.0% 4.6% 5.1% -0.8% 5.2% -2.1% -2.9% 3.2% 2.2% -0.6% -0.6%
2012 0.7% 0.1% -1.5% -0.2% -0.5% 3.1% 0.8% -1.8% 0.9% 0.5% 0.6% 1.9%
2011 2.4% 0.5% 0.6% -3.9% 9.1% 4.4% -2.4% 0.1% 3.6% 0.1% 3.3% 0.3%
2010 3.2% -0.1% -0.4% 1.0% 5.7% 0.7% 2.1% -0.3% 5.7% 8.0% 3.9% -5.2%
2009 -5.4% 6.8% -2.7% 4.1% 1.7% 8.8% -4.0% 6.4% 0.3% 0.4% -0.4% -11.3%
2008 13.6% 14.4% -5.4% -0.8% -1.4% 0.0% -6.9% -0.6% -3.0% -2.5% 2.0% 3.1%
2007 0.7% 1.1% 5.2% 2.6% 2.1% 0.6% -0.5% -0.5% 3.8% -0.4% -0.7% 0.9%
2006 -0.9% 2.4% 2.0% 2.0% 1.0% 3.1% -1.7% -3.4% 1.4% 1.6% -1.2% 10.3%
2005 2.6% 5.7% -4.1% 0.6% -2.3% -0.8% 2.9% 2.4% 2.4% -7.9% 1.8% -2.1%
2004 2.3% 2.3% 2.6% 0.7% 1.8% -7.6% 3.6% -0.8% -11.7% 2.6% 1.2% 2.2%
2003 5.1% 3.0% 4.3% 1.4% 3.8% -1.0% 0.0% 6.5%
Monthly Allocation
Month Allocations
202411 GLD,62.92,IYR,37.08
202410 EEM,0.91,GLD,18.51,IYR,74.09,TLT,6.49
202409 GLD,0.57,IYR,61.44,SPY,21.48,TLT,16.51
202408 GLD,9.46,IWM,0.95,IYR,35,SPY,54.59
202407 GLD,26.54,QQQ,0.06,SPY,73.4
202406 EFA,29.75,GLD,54.63,SPY,15.62
202405 GLD,57.8,SPY,42.2
202404 EFA,40.58,GLD,21.07,QQQ,38.35
202403 SPY,95.56,TLT,4.44
202402 GLD,36.11,QQQ,1.05,SPY,56.67,TLT,6.17
202401 EFA,10.31,GLD,48.35,QQQ,41.34
202312 GLD,70.16,QQQ,29.84
202311 GLD,100
202310 QQQ,100
202309 IWM,10.32,QQQ,89.68
202308 IWM,18.24,QQQ,81.76
202307 GLD,36.39,QQQ,62.74,TLT,0.87
202306 GLD,44.49,QQQ,55.51
202305 EFA,14.25,GLD,31.05,QQQ,45.5,TLT,9.2
202304 EFA,9.47,GLD,63.05,QQQ,27.48
202303 EFA,80.21,GLD,19.79
202302 EFA,86.31,GLD,13.69
202301 EFA,35.14,GLD,64.86
202212 EFA,100
202211 IWM,100
202210 EEM,53.9,GLD,24.57,TLT,21.53
202209 IWM,100
202208 EEM,34.29,GLD,36.75,TLT,28.96
202207 GLD,37.14,IWM,6.01,QQQ,7.73,TLT,49.12
202206 GLD,100
202205 GLD,100
202204 GLD,82.69,SPY,17.31
202203 GLD,100
202202 GLD,41.42,SPY,56.25,TLT,2.33
202201 GLD,21.34,IYR,16.75,SPY,45.23,TLT,16.68
202112 QQQ,67.81,TLT,32.19
202111 IYR,19.63,QQQ,32.67,SPY,37.5,TLT,10.2
202110 QQQ,69.41,TLT,30.59
202109 IYR,31.9,QQQ,35.81,TLT,32.29
202108 IYR,39.54,SPY,14.91,TLT,45.55
202107 IYR,53.82,QQQ,2.4,SPY,20.95,TLT,22.83
202106 EFA,16.68,IYR,83.32
202105 IWM,0.8,IYR,99.2
202104 IWM,55.24,IYR,44.76
202103 EEM,17.84,EFA,4.16,IWM,73.44,QQQ,4.56
202102 EEM,40.13,IWM,56.57,TLT,3.3
202101 EEM,39.34,IWM,46.68,TLT,13.98
202012 EEM,12.28,IWM,87.72
202011 GLD,21.67,IWM,78.33
202010 EEM,6.01,GLD,20.53,QQQ,23.4,TLT,50.06
202009 EEM,9.43,GLD,19.39,IWM,3.4,QQQ,48.91,TLT,18.87
202008 EEM,3.72,GLD,30.73,IWM,8.29,QQQ,22.85,TLT,34.41
202007 GLD,16.13,QQQ,46.65,TLT,37.22
202006 GLD,30.52,QQQ,20.26,TLT,49.22
202005 GLD,6.28,QQQ,27.17,TLT,66.55
202004 GLD,16.6,QQQ,19.94,TLT,63.46
202003 GLD,10.54,QQQ,31.26,TLT,58.2
202002 GLD,48.07,QQQ,51.93
202001 EEM,16.46,EFA,17.61,GLD,29.37,IWM,18.6,QQQ,17.96
201912 EFA,50.4,IWM,1.37,QQQ,16.69,TLT,31.54
201911 EFA,33.65,GLD,11.52,IWM,8.64,IYR,4.53,TLT,41.66
201910 GLD,12.65,SPY,43.6,TLT,43.75
201909 GLD,10.5,IYR,1.68,SPY,31.05,TLT,56.77
201908 GLD,11.95,SPY,32.05,TLT,56
201907 GLD,10.1,SPY,35.26,TLT,54.64
201906 SPY,31.76,TLT,68.24
201905 IYR,21.51,QQQ,4.5,SPY,44.94,TLT,29.05
201904 EFA,26.01,GLD,1.07,IYR,8.74,TLT,64.18
201903 EEM,10.02,GLD,28.48,IWM,1.28,IYR,14.82,TLT,45.4
201902 EEM,6.95,GLD,37.46,IYR,15.41,TLT,40.18
201901 GLD,87.6,TLT,12.4
201812 GLD,46.88,IYR,53.12
201811 TLT,55.45,IWM,21.39,EFA,16.14,GLD,7.02
201810 IYR,3.58,SPY,86.93,TLT,9.49
201809 QQQ,5.6,TLT,31.66,IWM,14.11,SPY,38.36,IYR,10.27
201808 SPY,24.96,QQQ,4.19,IWM,37.24,IYR,33.61
201807 IWM,7.64,IYR,57.01,TLT,35.35
201806 TLT,43.28,IWM,56.72
201805 QQQ,100
201804 EEM,30.48,GLD,69.52
201803 GLD,46.5,QQQ,53.5
201802 GLD,23.72,SPY,73.46,QQQ,2.82
201801 TLT,14.63,SPY,85.37
201712 GLD,6.09,IWM,17.13,TLT,27.55,SPY,49.23
201711 EFA,7.25,IWM,5.2,GLD,22.42,TLT,11.47,EEM,7.33,SPY,46.33
201710 EEM,24.27,IWM,42.58,GLD,5.95,TLT,27.2
201709 SPY,12.74,TLT,23.66,IYR,8.82,EEM,21.98,GLD,32.8
201708 IYR,1.79,QQQ,3.08,TLT,25.19,EEM,15.11,EFA,54.83
201707 TLT,43.39,EFA,51.67,EEM,4.94
201706 EFA,10.06,QQQ,55.12,GLD,6.31,TLT,28.51
201705 QQQ,69.05,TLT,1.23,GLD,29.72
201704 GLD,21.16,QQQ,76.29,IYR,2.55
201703 IWM,2.51,IYR,3.44,GLD,4.76,SPY,89.29
201702 IWM,10.92,SPY,89.08
201701 IWM,100
201612 IWM,100
201611 QQQ,100
201610 GLD,32.46,QQQ,53.73,TLT,13.81
201609 EEM,7.95,GLD,8,IWM,11.79,QQQ,28.94,TLT,43.32
201608 GLD,18.21,IWM,31.37,IYR,17.38,TLT,33.04
201607 GLD,7.15,IYR,16.09,SPY,35.42,TLT,41.34
201606 GLD,13.96,IWM,3.52,SPY,49.25,TLT,33.27
201605 EEM,13.91,GLD,31.97,SPY,19.23,TLT,34.89
201604 EEM,6.48,GLD,19.42,IYR,25.98,TLT,48.12
201603 GLD,35.79,TLT,64.21
201602 QQQ,13.1,TLT,86.9
201601 IYR,70.66,QQQ,6.53,TLT,22.81
201512 QQQ,56.42,TLT,43.58
201511 QQQ,36.9,TLT,63.1
201510 IYR,2.3,TLT,97.7
201509 TLT,100
201508 QQQ,100
201507 GLD,9.66,IWM,90.34
201506 EFA,8.3,QQQ,91.7
201505 EEM,2.02,EFA,95.8,TLT,2.18
201504 IWM,48.01,TLT,51.99
201503 IWM,9.64,QQQ,15.13,SPY,26.47,TLT,48.76
201502 IWM,8.89,IYR,43.86,TLT,47.25
201501 SPY,38.08,TLT,61.92
201412 IYR,5.75,QQQ,42.91,TLT,51.34
201411 QQQ,41.17,TLT,58.83
201410 QQQ,55.33,TLT,44.67
201409 GLD,6.58,QQQ,58.06,TLT,35.36
201408 EEM,6.85,GLD,0.3,IYR,14.2,QQQ,35.61,TLT,43.04
201407 EEM,12.09,GLD,0.34,IYR,9.42,SPY,32.57,TLT,45.58
201406 EEM,5.74,EFA,2.77,IYR,22.1,SPY,29.87,TLT,39.52
201405 EFA,6.14,IYR,44.39,SPY,1.22,TLT,48.25
201404 GLD,1.17,IYR,42.19,SPY,13.72,TLT,42.92
201403 QQQ,58.91,TLT,41.09
201402 QQQ,64.6,TLT,35.4
201401 QQQ,80.45,SPY,18.87,TLT,0.68
201312 QQQ,100
201311 EFA,13.52,GLD,11.19,QQQ,73.82,TLT,1.47
201310 IWM,15.7,QQQ,84.3
201309 IWM,16.43,QQQ,83.57
201308 IWM,12.99,QQQ,87.01
201307 SPY,100
201306 QQQ,11.25,SPY,57.82,TLT,30.93
201305 IYR,15.64,SPY,42.22,TLT,42.14
201304 IWM,37.68,IYR,40.85,TLT,21.47
201303 EFA,12.16,IWM,20.43,IYR,40.33,TLT,27.08
201302 EFA,72.2,IYR,13.08,TLT,14.72
201301 EEM,57.55,EFA,13.67,TLT,28.78
201212 EFA,45.9,GLD,35.9,TLT,18.2
201211 EFA,14.39,GLD,80.2,TLT,5.41
201210 GLD,10.3,SPY,53.65,TLT,36.05
201209 GLD,1.77,QQQ,7.27,SPY,38.87,TLT,52.09
201208 IYR,34.62,SPY,8.06,TLT,57.32
201207 IYR,48.22,TLT,51.78
201206 IYR,22.95,QQQ,15.76,TLT,61.29
201205 IYR,30.63,QQQ,41.98,TLT,27.39
201204 IYR,15.46,QQQ,59.42,TLT,25.12
201203 QQQ,25.81,SPY,31.39,TLT,42.8
201202 IYR,9.5,SPY,43.81,TLT,46.69
201201 SPY,45.7,TLT,54.3
201112 SPY,45.49,TLT,54.51
201111 GLD,13.46,QQQ,27.69,SPY,5.82,TLT,53.03
201110 QQQ,31.24,TLT,68.76
201109 GLD,56.72,QQQ,18.82,TLT,24.46
201108 GLD,47.14,QQQ,12.46,TLT,40.4
201107 EEM,9.66,GLD,24.99,IYR,9.19,QQQ,4.4,TLT,51.76
201106 GLD,33.1,IYR,9.8,QQQ,14.33,TLT,42.77
201105 GLD,41.32,IYR,31.55,QQQ,7.98,TLT,19.15
201104 GLD,9.24,IYR,12.46,SPY,70.67,TLT,7.63
201103 GLD,6.08,SPY,93.92
201102 QQQ,50.74,SPY,49.26
201101 GLD,18.34,IWM,25.53,QQQ,56.13
201012 GLD,62.4,QQQ,36.49,TLT,1.11
201011 GLD,23.04,QQQ,47.72,TLT,29.24
201010 EEM,32.09,EFA,11.02,GLD,9,TLT,47.89
201009 EEM,15.4,EFA,1.17,GLD,3.31,IYR,12.85,TLT,67.27
201008 EEM,9.15,IYR,16.85,TLT,74
201007 GLD,13.73,IYR,21.01,TLT,65.26
201006 GLD,12.89,IWM,10.59,IYR,17.31,TLT,59.21
201005 GLD,3.98,IWM,27.67,IYR,16.52,TLT,51.83
201004 IWM,89.8,IYR,10.2
201003 GLD,6.61,IWM,22.63,IYR,33.94,QQQ,36.82
201002 GLD,64.17,IYR,22.13,QQQ,13.7
201001 GLD,23.71,QQQ,76.29
200912 GLD,53.63,QQQ,11.93,TLT,34.44
200911 GLD,30.64,IYR,8.66,QQQ,28.22,SPY,2.05,TLT,30.43
200910 EEM,2.13,EFA,2.59,GLD,2.73,IYR,4.12,QQQ,39.85,TLT,48.58
200909 EFA,25.22,QQQ,40.74,TLT,34.04
200908 EFA,20.01,GLD,25.1,QQQ,54.89
200907 EFA,23.47,QQQ,76.53
200906 EEM,41.81,GLD,58.19
200905 GLD,45.28,QQQ,54.72
200904 EEM,19.08,GLD,80.92
200903 GLD,55.59,TLT,44.41
200902 EEM,0.35,GLD,37.67,TLT,61.98
200901 EEM,6.38,GLD,8.28,TLT,85.34
200812 EEM,2.62,TLT,97.38
200811 TLT,100
200810 IYR,11.93,TLT,88.07
200809 IWM,27.34,TLT,72.66
200808 GLD,36.48,IWM,63.52
200807 IWM,3.92,QQQ,33.6,TLT,62.48
200806 EFA,21.18,GLD,15.98,QQQ,60.69,TLT,2.15
200805 GLD,26.31,IYR,35.6,TLT,38.09
200804 GLD,56.79,IYR,6.44,TLT,36.77
200803 GLD,57.1,TLT,42.9
200802 GLD,44.3,TLT,55.7
200801 EEM,1.31,GLD,33.34,QQQ,12.6,TLT,52.75
200712 EEM,6.92,GLD,18.64,QQQ,2.47,TLT,71.97
200711 GLD,31.85,QQQ,16.89,TLT,51.26
200710 EEM,12.17,GLD,34.84,QQQ,6.52,TLT,46.47
200709 EEM,8.03,QQQ,29.53,TLT,62.44
200708 EEM,11.65,QQQ,51.2,TLT,37.15
200707 EEM,49.42,QQQ,50.58
200706 EFA,38.14,QQQ,19.21,SPY,2.65,TLT,40
200705 EFA,20.38,GLD,17.7,QQQ,15.17,TLT,46.75
200704 EFA,100
200703 EFA,22.85,GLD,19.33,IYR,16.03,TLT,41.79
200702 EFA,35.25,GLD,22.77,IYR,38.37,SPY,3.61
200701 EEM,3.43,EFA,24.85,GLD,0.58,IYR,6.51,SPY,42.58,TLT,22.05
200612 GLD,3.59,IYR,13.92,QQQ,6.19,SPY,37.1,TLT,39.2
200611 IYR,10.05,SPY,31.88,TLT,58.07
200610 IYR,11.67,SPY,20.03,TLT,68.3
200609 IYR,9.94,TLT,90.06
200608 GLD,46.95,IYR,49.4,TLT,3.65
200607 EFA,4.69,GLD,64.41,IYR,30.9
200606 EFA,42.09,GLD,48.56,IYR,9.35
200605 EFA,24.01,GLD,30.09,IWM,22.15,IYR,23.75
200604 EFA,17.35,GLD,20.98,IWM,5.68,IYR,55.99
200603 EEM,4.49,GLD,17.79,IWM,14.19,IYR,29.59,TLT,33.94
200602 EEM,20.04,GLD,51.03,IWM,15.21,IYR,6.44,TLT,7.28
200601 EEM,19.62,GLD,75.69,QQQ,4.69
200512 GLD,61.6,QQQ,38.4
200511 EEM,1.36,EFA,6.02,GLD,64.99,QQQ,27.63
200510 EEM,61.26,GLD,38.74
200509 EEM,26.45,GLD,0.12,IWM,2.46,QQQ,18.39,TLT,52.58
200508 IYR,69.39,QQQ,7.59,TLT,23.02
200507 IYR,26.22,TLT,73.78
200506 GLD,4.16,IYR,35.27,QQQ,2.16,TLT,58.41
200505 EEM,10.36,GLD,11,TLT,78.64
200504 EEM,27.89,TLT,72.11
200503 EEM,100
200502 EEM,7.79,EFA,45.56,TLT,46.65
200501 EEM,33.7,GLD,20.53,IYR,10.65,QQQ,15.19,TLT,19.93
200412 EEM,33,GLD,24.48,IWM,3.93,IYR,12.68,TLT,25.91
200411 EEM,30.56,IYR,14.27,TLT,55.17
200410 EEM,3.77,GLD,9.3,IYR,22.22,TLT,64.71
200409 GLD,4.45,IYR,41.67,TLT,53.88
200408 EEM,52.08,GLD,29.26,IWM,18.66
200407 QQQ,100
200406 EFA,67.1,IWM,32.9
200405 EEM,5.99,GLD,57.27,IYR,3.25,QQQ,33.49
200404 EEM,8.76,GLD,1.04,IYR,59.12,TLT,31.08
200403 EEM,7.79,EFA,5.63,GLD,3.9,IYR,44.32,SPY,13.5,TLT,24.86
200402 EEM,9.24,GLD,19.66,IYR,28.28,SPY,23.13,TLT,19.69
200401 EFA,27.2,GLD,23.67,IYR,26.25,TLT,22.88
200312 EEM,12.71,EFA,21.42,GLD,27.01,IWM,4.44,IYR,17.16,TLT,17.26
200311 EEM,22.19,EFA,15.76,GLD,32.7,IYR,29.35
200310 EEM,40.26,GLD,24.26,IYR,35.48
200309 EEM,53.73,GLD,24.27,IWM,4.95,IYR,17.05
200308 EEM,20.61,GLD,27.81,IWM,28.06,IYR,22.28,TLT,1.24
200307 EEM,18.5,IWM,24.66,IYR,12.58,TLT,44.26
200306 EEM,6.35,IWM,19.99,IYR,19.5,QQQ,0.58,TLT,53.58
200305 EEM,0.51,GLD,0.19,IYR,14.52,QQQ,16.13,TLT,68.65
200304 GLD,14.36,IYR,24.69,QQQ,3.28,TLT,57.67
200303 GLD,20.71,IYR,24.27,QQQ,9.44,TLT,45.58
200302 EEM,23.26,GLD,45.21,IYR,1.53,QQQ,11.49,TLT,18.51
200301 EEM,9.34,GLD,36.58,QQQ,15.14,TLT,38.94
200212 EEM,10.04,GLD,18.23,QQQ,19.86,TLT,51.87
200211 QQQ,16.09,TLT,83.91
200210 IYR,3.52,SPY,1.8,TLT,94.68
200209 IYR,15.81,TLT,84.19
200208 IYR,2.06,TLT,97.94
200207 EFA,7.27,GLD,41.35,IYR,33.64,TLT,17.74
200206 EEM,5.39,EFA,19.52,GLD,41.66,IYR,33.43
200205 EEM,22.62,GLD,28.74,IYR,36.29,TLT,12.35

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