Maximum Sharpe Portfolio

for period ending March 31, 2025


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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 March 31, 2025

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 2.4% -0.4% 5.3% 0.3% 10.4% 6.5% 9.5% 10.2%
Peer Group* average
60% Equity / 40% Bonds -1.8% -3.5% 6.4% 5.2% 10.7% 7.8% 8.8% 7.6%
Global Equities (ACWI) -0.9% -3.7% 7.5% 7.2% 15.2% 9.0% 8.9%  
U.S. Equities (SPY) -4.3% -5.6% 8.3% 9.0% 18.5% 12.4% 13.0% 10.1%
U.S. Bonds (BND) 2.8% 0.0% 4.9% 0.4% -0.3% 1.4% 2.4% 3.1%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -0.0388230032002612% -0.38192804785588% 7.31493757406732% 5.35388583929945% 4.29106426994004% 3.53147461992525% 5.13548687465823% 6.90739064343475%
t.dbnd 1.69433770866929% 0.44083242176165% 7.72787199203835% 7.36551980418574% 5.9390753676122% 4.96115894680309% 0% 0%
t.qaro -1.56293061929865% -2.70725195487051% 5.51205035779241% 7.23853176442253% 6.36387781590178% 5.48292400856565% 5.09696887321263% 4.73784538859703%
t.acap 5.62937962364889% 0.429828391495858% 18.9752014470471% 3.99492860418247% 7.17724959195849% 4.84636579935886% 7.05995799911876% 8.33011158739123%
t.trdd 2.89654782712392% -0.580219200031608% 7.84843406442821% -1.57371543886958% 4.80482498241301% 4.03796302656325% 7.64926572851639% 8.86366569357824%
t.shar 2.35661514157528% -0.42545417164226% 5.2980766664624% 0.338877485847% 10.3539430845335% 6.53905480886907% 9.50518668488951% 10.2201546119785%
t.tris 4.15930668166495% 0.12263535848353% 8.21001175701961% 4.56716018149677% 9.84289667580713% 4.90630742703149% 7.26807685190016% 8.40780597950446%
t.tret 3.52983125935433% -0.235404424130734% 10.1225343870929% -0.212773619665141% 5.28753783174292% 4.78998542264464% 8.15278680142595% 9.21292341607531%
t.rsop 2.59600445271528% -1.37860219511129% 9.62482833481833% 5.07616895487748% 10.9648509840277% 7.69824253810152% 8.9484718091817% 8.90611825382088%
t.rpcl 4.03123120496345% -0.173345310975739% 10.922621547912% 4.16604926108823% 6.43743040764657% 5.45864352806078% 6.88297974475198% 8.05266074874866%
t.risd 3.83974517963854% -0.399699984563726% 7.8602433956221% 5.1489965576248% 7.77345192567018% 7.09930633630766% 8.92642180911616% 8.81917466320712%
t.mva3 6.70878454669608% 1.05581721551224% 13.3087398604978% 6.03384396897679% 8.85257838031106% 7.39594905648082% 9.51003920638331% 9.74099751666471%
t.mva2 5.72560257427284% 0.738099551372558% 10.8732166002679% 3.86765277007377% 6.1532039622892% 5.80958331724604% 7.8406557417362% 8.41558653877872%
t.mca2 3.43688515990963% -0.864856058444432% 9.42061589900656% 3.89665450440713% 7.37248039057159% 6.26233113910462% 7.71809503153256% 8.2498896247416%
t.mca1 4.43557336006595% -0.162033532307111% 9.28729572557225% 2.65505196777642% 5.94127431798979% 5.53009001089888% 7.2341257948451% 7.93691334449267%
t.madd 5.37623753484706% 0.512050468497322% 13.9012843041598% 6.94293704968638% 8.00108005086275% 6.98912581139162% 9.2221927394351% 9.1229632397928%
t.loss 5.22855278000744% 0.0234022535724718% 15.0731749319611% 6.37232440347109% 6.72445919458584% 6.47977315056742% 8.80594121426301% 8.85802857170315%
t.eqrc 3.19658713941977% -0.930908139219128% 9.24311606297314% 3.85763607344809% 7.33546638421241% 6.34252882802857% 8.08729763939919% 8.5934237123555%
t.cvar 7.09183900699222% 1.54011240290194% 16.1026561218963% 7.25330069748893% 6.41140284249584% 6.71065345363226% 8.91805778456141% 8.75365135292532%
t.cdar 1.75800747602894% 0.123147632947443% 3.96495041145171% 3.36827149359307% 7.57481725814186% 6.52017232234057% 9.4273782258905% 9.62337567621894%
t.srt3 -4.44253780343596% -4.50179323341392% 1.58352628338698% 5.32665766575633% 13.5836514503173% 9.06696690597295% 11.440586059433% 0%
t.srt5 -4.35029341952312% -4.29796209052325% 11.6109533712629% 9.74535025969361% 21.4049879401254% 11.8476010926586% 13.3680577266233% 0%
t.srrs -0.222314555937808% -2.92296629659904% 5.6502512402882% 4.37603061487011% 13.739921496464% 9.30494099122521% 9.69581362415297% 0%
t.srqr -17.7251932525952% -6.68252595155711% 13.7485673961507% 43.8346267313258% 39.9880443011026% 19.1180188252743% 22.40852458333% 0%
t.pure -1.79603419972313% -1.20468851747341% -9.64453810578133% -0.623141270068528% 11.5921270072215% 6.15116420520194% 11.375735096744% 15.2678513540847%
t.frs4 1.20665529735666% -1.42580000275191% 4.52478454783427% 2.17590720707548% 8.57253801061839% 5.46424669644661% 5.53270165995565% 7.16034298987196%
t.frs3 0.645334191041447% -2.65835817680932% 4.95377585917092% 3.47807731846497% 11.2003198318232% 7.83583734577458% 8.08228920957947% 9.42723404566528%
t.frs2 -0.809666813964494% -4.07989793948943% 7.04606507003378% 4.84319354088054% 12.8997255238573% 7.12724038560861% 7.63719094560411% 9.09925519492933%
t.frs1 -4.26687342802018% -5.57192968240947% 6.81601205902977% 4.25546651908706% 12.0288927577888% 7.35281661175071% 7.30235008997062% 9.56202677143303%
t.eqwt 2.07366801620228% -1.59883669496867% 9.37090988736506% 4.60448230860624% 11.1176798609764% 7.78653933733917% 8.75743314002322% 8.62039423166348%
t.sort 1.76942135209714% -0.747010477840288% 2.60265989178301% -0.166819661633888% 10.1961934273969% 6.21522002887931% 9.11141868485461% 9.8685228461912%
t.rpba 2.87151876292906% -1.16975723165677% 10.4447096163858% 5.26410884102206% 11.0470789683841% 7.77015445703699% 9.11814008592533% 9.11960740357818%
t.mvar 4.32652390912527% -0.234308509443869% 10.9699598359044% 7.22012281843516% 8.79327220021313% 7.41821130525115% 9.41894886382661% 9.30290539791636%
t.madm 5.37623753484706% 0.512050468497322% 13.9012843041598% 6.94293704968638% 8.00108005086275% 6.98912581139162% 9.24727105435288% 9.14175434876037%
t.dist 3.57311913113147% -0.186208787797328% 11.470326394006% 3.77004864566699% 6.42032386729154% 5.57917333087676% 6.91636619459037% 8.09247144834626%
t.mdiv 3.93896752009082% 0.143998714701087% 10.043276172847% 3.02354106585132% 5.56277079297638% 4.78023141883883% 7.6706539387313% 8.18423261400167%
t.coco 3.18243154430637% -0.381483840770664% 11.5417187099009% 3.48800693931626% 7.79350819748132% 5.66894754495013% 7.95784051708663% 8.46909819511552%
t.aaaf 7.19455637313005% 0.927246611405484% 19.7424329734184% 7.80864679253976% 13.8410043556193% 11.6123516646741% 13.6512365406928% 14.0593093415777%
t.aaae 5.99773043882372% 1.43572262680275% 14.6096824742706% 3.48330539285358% 13.241819916909% 8.24023976353454% 9.06511290322425% 11.0435916974957%
t.aaad 4.45450879743221% 2.5398363634399% 10.7971699758663% 4.91926351010312% 14.2675795928677% 7.2509045970369% 9.57105206218445% 11.8036955695271%
t.aaac 5.71987264789109% 1.67341329240438% 15.3511585850838% 2.55960102479413% 9.11255098378485% 5.90150020095586% 7.56794082301251% 9.63742558109879%
t.aaab 5.42627780942051% 1.48723156321814% 13.5504477281992% 2.07906401273839% 8.97350379523807% 5.91709402818763% 7.56530482167006% 9.6696287086393%
t.aaaa 6.13581379918091% 1.88604186098465% 14.6646156402213% 5.42914314694993% 11.9199962868197% 7.6521832288468% 8.31574405194939% 10.2832775072027%
Historical Return
 
t.shar 31.9% 23.4% -21.9% 12.3% 9.4%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521% 11.5825590950859%
t.dbnd 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128% 6.77884085824092%
t.qaro 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938% 15.7258541483237%
t.acap -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014% 18.8919118413825%
t.trdd 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483% 12.330800445662%
t.shar 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971% 9.37014151732831%
t.tris 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608% 11.3116777031029%
t.tret 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361% 15.3676372978931%
t.rsop 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708% 12.2112091066751%
t.rpcl 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237% 10.0481112617687%
t.risd 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895% 11.5426178845947%
t.mva3 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745% 13.2038730305259%
t.mva2 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343% 9.43018592425233%
t.mca2 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823% 10.8635090904715%
t.mca1 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719% 8.89676094816407%
t.madd 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.loss 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609% 14.5631900085841%
t.eqrc 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003% 10.9020053462146%
t.cvar 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877% 16.8746265767511%
t.cdar 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302% 5.59945701004214%
t.srt3 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461% 26.2639170725895%
t.srt5 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008% 32.8389664356036%
t.srrs 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461% 15.4469423586743%
t.srqr 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702% 125.323401507358%
t.pure 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725% -5.72415932121767%
t.frs4 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433% 6.79526875321188%
t.frs3 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423% 9.46819022445564%
t.frs2 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841% 14.0715255505641%
t.frs1 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695% 23.1724247337602%
t.eqwt 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999% 11.7937656754764%
t.sort 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745% 6.89679953365077%
t.rpba 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314% 12.8699463678829%
t.mvar 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272% 15.3676372978931%
t.madm 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919% 15.8473972033613%
t.dist 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213% 10.0343657687947%
t.mdiv 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072% 11.7338690409823%
t.coco 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217% 13.3439354565112%
t.aaaf 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544% 21.8818661945352%
t.aaae 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437% 12.2647858438666%
t.aaad 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487% 9.9986742408138%
t.aaac 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292% 13.9750764888248%
t.aaab 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619% 12.9710561861616%
t.aaaa 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768% 13.3370641149433%


  Compare: Risk vs. Return

for period ending March 31, 2025

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

Maximum Drawdown vs. Annual Return
● t.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 Worse Better Better Worse
t.shar return vs. 60/40 Worse Worse Worse Worse Better Better
Risk-Return Quadrant
SW SW SE SW NW NE
Risk-Return Direction 229° 189° 162° 192° 341° 1°
Risk-Return Magnitude 1.7 4.9 0.3 1.3 0.8 2.6
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.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 -2.7% -11.4% -6.0% -4.2% -0.3% 2.3%
Peer Group* average
60% Equity / 40% Bonds -1.4% -3.9% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -0.2% -1.7% -2.5% -3.1% -4.3%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.2% -15.0% -24.7% -12.6% -8.7% -3.8%
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 2.0584758032315% -3.97298321251692% -12.8202732432608% -7.06505224990868% -4.1759129441841% 1.53397368939434%
t.dbnd 4.88120048644587% 0.0392305286924093% -9.5307863449057% -3.16989150654453% 0% 0%
t.qaro -2.47621489352842% -1.24296760967783% -11.002291512505% -5.55526963560753% -6.29232865602105% -3.96777461580714%
t.acap 14.9921589285659% -5.61081472951283% -9.60937239907707% -6.41644764722079% -3.74131810059729% 0.694669188188618%
t.trdd 1.01859956797019% -12.9508602147324% -13.1958697831899% -7.63436358218955% -2.41807366063616% 1.83795628782492%
t.shar -2.6963074772998% -11.3940791919499% -5.98506258067973% -4.18295241331387% -0.320345216970225% 2.3338656990836%
t.tris 1.5771725996092% -4.84008000062459% -5.97350284662513% -6.31937268634108% -3.57397729350182% 0.669619449871016%
t.tret 4.1591491832114% -10.9666441240516% -12.5576367285666% -6.57382153777947% -1.58428835825469% 2.51006027567273%
t.rsop 2.83122635048299% -3.972128319932% -5.83758579077818% -3.14719135015265% -1.93925937136754% 0.588902294759675%
t.rpcl 4.30676942030758% -5.14776800450145% -10.9703065755454% -5.54778613186255% -3.71770865948313% 0.866419741376838%
t.risd 0.725011978596646% -3.96844413110232% -8.88976444770932% -2.55969251481439% 0.649058744440195% 2.96987710581826%
t.mva3 8.46811631290085% -2.78707202212158% -7.44562008509164% -2.27738409706156% 0.94020836475177% 3.91197811535871%
t.mva2 4.64766562768902% -5.66756869140289% -11.1361883595122% -4.67754867636881% -1.59556523087975% 1.84462759337%
t.mca2 2.48977395349558% -5.48406392187823% -9.73035573727631% -4.24140743219741% -1.98467359492831% 1.4892127656718%
t.mca1 2.29551005954609% -7.12470146082023% -11.5741473295965% -5.2295089856579% -2.71220077456162% 1.07562110046431%
t.madd 9.82204500310764% -1.55278294410595% -8.47286282941831% -2.67840785809631% 1.37878570566895% 3.5831469526424%
t.loss 10.976350549279% -2.22752417023718% -10.3497767294393% -3.59300033213932% 0.0497116851480719% 2.56514168757588%
t.eqrc 2.3024625294154% -5.48931773378732% -9.85541600707568% -4.17154992848224% -1.42987434918659% 1.94669728807666%
t.cvar 12.5093546654915% -1.17612394775882% -10.9634412374664% -3.31079451073187% 0.0531970044986263% 2.549670226253%
t.cdar -4.51771053821851% -6.22712323995305% -9.46973242676675% -3.85619941622996% 0.515851998194263% 2.88442768426577%
t.srt3 -5.57484733503802% -3.66341650615356% -4.9396762516167% -3.26293006502597% -1.35464103962451% 0%
t.srt5 1.9233396751095% 0.260930593502374% 1.41015434577596% -1.17059606036013% -0.975204141124857% 0%
t.srrs -2.58991649943914% -4.93811019140856% -1.81313817657623% -1.01143278724801% -0.97703612946645% 0%
t.srqr -0.512384950373008% 9.86288777936131% -0.759252679523287% -3.07526945789143% -2.36746698251942% 0%
t.pure -16.1731949562297% -8.72941960198557% -8.25729941206977% -6.72772580669983% -2.88733379882892% 2.87449659283989%
t.frs4 -3.8567976139388% -10.9785737758786% -5.35002985505523% -3.66250463737633% -4.25104416461839% 1.31059169330731%
t.frs3 -3.32733684381287% -7.1097007228628% -2.57022374510647% -0.602034346171434% -1.15314779049569% 3.44564355955229%
t.frs2 -1.26445972470372% -4.52978348920463% -0.928190268598636% -3.139175553504% -3.26031088451071% 1.03079648893623%
t.frs1 -1.6107833313354% -5.15287533557426% -5.99021833838339% -4.52597923828054% -5.43383169602417% -0.47758910256148%
t.eqwt 2.24244948982266% -4.46954349384137% -6.05084361041909% -3.39770553915401% -2.73352082813987% -0.563180145375897%
t.sort -6.74523675362395% -12.1555792415405% -6.43002855539724% -4.77571637219298% -1.18081549203162% 1.64552338504008%
t.rpba 3.96399544861436% -3.75745935246102% -5.66870754010502% -2.98025313126012% -1.63269867145311% 0.967250777291413%
t.mvar 5.41667332885624% -1.21162998963193% -7.5129091084829% -2.14235265870857% 1.47241136862462% 3.80797047744185%
t.madm 9.82204500310764% -1.55278294410595% -8.47286282941831% -2.67840785809631% 1.41160702750951% 3.6080905372102%
t.dist 5.06412577974394% -5.55635262796434% -11.0934161799284% -5.58418687417043% -4.01706990543591% 0.522197536613428%
t.mdiv 3.37306786901304% -6.44952377263827% -12.2425674511441% -6.45848710813349% -2.04282640487111% 1.48479346448253%
t.coco 5.56613138371684% -5.78754194979189% -9.59417487765396% -5.38649488236123% -1.97455570553574% 1.49164635247746%
t.aaaf 16.9121004703948% -0.206678912866104% -0.0586418453205511% 4.07964316177674% 7.32455185652361% 8.80797626710569%
t.aaae 11.6975116328646% -6.0545391479598% -2.8812673283786% -2.30183603402462% -1.5185836396488% 3.3307994744516%
t.aaad 8.1190034840797% -4.29099983362955% -1.65651215184482% -3.85747797775657% -1.3230923145285% 3.74926085848408%
t.aaac 16.3505676121639% -7.29353349685994% -7.96662456770204% -5.25376199446044% -3.19920562550305% 2.22882595555317%
t.aaab 12.898066243806% -7.94440528259282% -8.05778746374246% -5.18783191712936% -3.13707111624388% 2.30218907237622%
t.aaaa 12.4794834869364% -3.59493003379503% -3.69567360624954% -2.46347073206279% -1.88443153373725% 3.17288971564221%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar -0.8% -6.8% -1.5% -0.3% 3.8% 5.4%
Peer Group* average
60% Equity / 40% Bonds -1.0% -2.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -0.1% -1.6% -2.0% -2.8% -3.9%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -0.8% -6.2% -7.4% -2.3% -0.1% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 2.08959134434901% -0.909930817752422% -2.23114928879525% -0.104738904598168% 2.73471054956488% 4.32831009554826%
t.dbnd 2.21267825828821% 0.430722936431389% -2.15006108691237% 0.86403338430079% 0% 0%
t.qaro -1.07420143781733% -0.606672269077838% -5.40203554857204% -0.532090095108244% 0.196112825793317% 0.868282773621717%
t.acap 12.371020783074% -3.33548689869291% -4.23264187908927% -2.60913220605519% -0.0577957357313812% 2.88221865949112%
t.trdd 1.3484121379907% -8.92088351999985% -6.94623274023337% -3.23543645552414% 1.59436328184903% 4.11021731109444%
t.shar -0.805409550572327% -6.80143263666981% -1.49816516940589% -0.344954646521533% 3.81943997815636% 5.43493765664139%
t.tris 2.04801169837402% -2.59465043262429% -1.27806125761548% -1.64149840139284% 2.0254299843809% 3.95793317625013%
t.tret 3.52387061629484% -7.59724521369453% -6.47300829584457% -2.47237731414144% 2.06329243711332% 4.4590160150486%
t.rsop 2.70306643300628% -3.15015093958417% -3.69405329360813% -1.68797012818099% -0.52233966369484% 1.18179205444436%
t.rpcl 4.34236680802027% -3.5325312595197% -5.45732240570936% -1.68897516123508% 0.936594999640167% 3.3316797688273%
t.risd 1.39017879412526% -2.13043984638862% -3.13313158972784% 0.762104629128195% 3.62681210391733% 4.40030312980026%
t.mva3 7.06173853112319% -1.45985759971755% -2.70474858213293% 0.70539598101783% 3.53789221022503% 4.91731019332892%
t.mva2 4.50029268901589% -3.58767357226431% -4.92171392643577% -0.359674223048004% 2.71224385955997% 4.2621301802364%
t.mca2 2.61674511406299% -3.98388150143797% -5.40226159088431% -1.25266468168795% 1.14652058350414% 2.91871364731625%
t.mca1 2.65737529619904% -5.02366682946834% -6.02807789051076% -1.28926975063775% 1.31189601921799% 3.00956011863897%
t.madd 7.44834808929931% -0.392247117713762% -2.81747357221281% 0.651886252726355% 3.9396915531747% 4.72501298362398%
t.loss 9.80231401328703% -0.420825903380677% -3.023921205716% 0.516579525928091% 3.79713027128112% 4.38231781514086%
t.eqrc 2.41476242404234% -4.12571381156358% -5.7793576630535% -1.47801631428264% 1.17676185747463% 2.97184317207135%
t.cvar 10.5695553135376% 0.374444102639057% -3.04993633227069% 1.1465183805517% 4.13927927669278% 4.58575035965506%
t.cdar -2.71590580735171% -3.89426996313613% -3.51952611776474% -0.253642779703056% 3.78351300193088% 4.96615513919124%
t.srt3 -7.93560410641679% -2.07753474669506% 1.77511530678982% 0.594968741599767% 2.81635225508573% 0%
t.srt5 2.8323702299035% 0.722284768847235% 3.6553649089344% 0.0317267150856075% 0.504517698204483% 0%
t.srrs -1.9335877670654% -3.49821251569559% 0.44242849902299% 0.514269653116305% 0.730555357081233% 0%
t.srqr 4.10869709399725% 31.9971510289445% 12.6512728177778% 1.48211526439446% 3.86947160566835% 0%
t.pure -17.5557801483908% -9.50372462570799% -6.16363367938336% -3.14949212286567% 4.02527700506087% 8.98517620657735%
t.frs4 -2.13766943680148% -4.41350546749446% -0.255530018762614% -0.0567856068736941% -0.159094935348058% 2.5115395540818%
t.frs3 -2.41113820709178% -3.37347501636565% 1.38645819333426% 1.6774214165433% 1.69359259460931% 4.29924832481302%
t.frs2 -0.890068050184102% -2.13151026361938% 3.14679519897668% 0.320153121441137% 0.577270759168434% 3.4057978544274%
t.frs1 -1.62738514538133% -2.77081534036841% 0.480460046957907% 0.178902305328078% -0.128583023446414% 4.11133025659137%
t.eqwt 2.29080758782912% -3.79141487420466% -4.22030203919835% -2.13147767634443% -1.38684778597127% 0.144901994967392%
t.sort -3.53207409682939% -7.30518327209151% -1.77730840207584% -0.671739875688979% 3.41166108639605% 5.06994996160755%
t.rpba 3.54739144217712% -2.93153674580958% -3.49200008760015% -1.50916611768716% -0.246670195395271% 1.50715992178218%
t.mvar 4.46211243274182% -0.136195036952305% -2.25877695386764% 0.939410955192025% 4.03183232967013% 4.84071635301015%
t.madm 7.44834808929931% -0.392247117713762% -2.81747357221281% 0.651886252726355% 3.96110810813924% 4.74180198865055%
t.dist 4.83761434649235% -4.08943477842583% -5.98331902847448% -2.03832972242744% 0.403926888880238% 2.7242895710126%
t.mdiv 3.36534304114558% -4.73195061051493% -6.51299664807155% -2.12567690693788% 2.01556395987339% 3.49362384097768%
t.coco 4.73409898509369% -4.50115434834296% -5.49562799699821% -2.10794464565802% 1.33513911007367% 2.85672801028184%
t.aaaf 13.3375733050854% 0.552586717125961% 3.06998839964899% 5.26520263816773% 7.91166637807118% 9.05625194828834%
t.aaae 8.41696779033151% -4.28975496289033% -0.375287110519761% -0.310474688053318% 0.890533241494516% 4.31850175865327%
t.aaad 5.15012781243394% -2.43957478291058% 1.49714000984362% -0.623293846564974% 2.0464040215792% 5.62041349737906%
t.aaac 9.63826749646747% -4.91587908721002% -2.68698072559404% -1.34699951915138% 1.06577558984266% 4.27486918195175%
t.aaab 7.85230018102781% -5.38437142273484% -2.85677340299035% -1.32367190909325% 1.07956221920026% 4.30574736485593%
t.aaaa 8.73717449954403% -1.86367301184009% 0.472412097784741% 0.508065984328818% 1.91135491683598% 4.95467479312936%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 0.11 -0.37 0.54 0.41 0.76 0.72
Peer Group* average
60% Equity / 40% Bonds 0.21 0.03 0.59 0.54 0.74 0.60
Global Equities (ACWI) 0.31 0.17 0.74 0.50 0.54  
U.S. Equities (SPY) 0.33 0.26 0.87 0.69 0.81 0.60
U.S. Bonds (BND) 0.06 -0.57 -0.49 -0.12 0.20 0.30
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.461631738223336 -0.00162182127075588 0.15401946964846 0.223220267768913 0.518028212405597 0.667205056801676
t.dbnd 0.671919275375859 0.213985411278832 0.329009920636132 0.445401955791235 0 0
t.qaro 0.127707057985485 0.17520466415757 0.281319416498841 0.336461605985967 0.392828234561813 0.329306694808863
t.acap 1.40010600017567 -0.0601603740345573 0.351796865631433 0.283258936280893 0.557165701258997 0.622285944772257
t.trdd 0.391927599646302 -0.452271885149296 0.159998977312554 0.206651865571284 0.629680496299909 0.683045829144683
t.shar 0.106694454123283 -0.366567217899128 0.539970191025801 0.414353403901725 0.762547393057758 0.719995700040746
t.tris 0.433553050111515 -0.0206729857129646 0.543675458625993 0.287923608666116 0.566968736875137 0.621038713371571
t.tret 0.627212752054767 -0.342660128526736 0.195078124284615 0.271343177399247 0.681596487099786 0.723012133502071
t.rsop 0.531103077079435 0.0394884544026255 0.558786586663501 0.484433607514984 0.671921149825968 0.619322297635824
t.rpcl 0.641271329074581 -0.0284841726048026 0.281926083624964 0.334665482239398 0.555001496672946 0.628684056516893
t.risd 0.372220288875557 0.0292499379899117 0.390710405458499 0.508974284951861 0.821718863662765 0.751316437682803
t.mva3 0.941251694733423 0.0928313340298943 0.467779403832006 0.527032313005865 0.842030488408577 0.809419655646119
t.mva2 0.664425873327123 -0.060346182574741 0.269669320689739 0.383335123161869 0.684457456245849 0.685258348022481
t.mca2 0.506084735659432 -0.0462549810496289 0.348254309955163 0.410983217462734 0.659944446055394 0.664070539304445
t.mca1 0.491741958594154 -0.136116762293445 0.247672741280547 0.35051885929235 0.614239369149278 0.638543591186741
t.madd 1.03842626623022 0.156374451929426 0.412862519462801 0.502521614867218 0.866771950340145 0.788355922432714
t.loss 1.12471941336291 0.117989289299616 0.318034722543649 0.45389534334847 0.794111560610081 0.733293610137593
t.eqrc 0.491929873329916 -0.0450498515748069 0.342078303497609 0.415085867461974 0.69364260743222 0.691281234283252
t.cvar 1.23076954271488 0.177783511495689 0.284706096368006 0.468293852855651 0.790846496273754 0.729767351708169
t.cdar -0.0258640042660533 -0.0877306336685816 0.361914674743354 0.433444510874824 0.81392673556517 0.749849310088395
t.srt3 -0.0666498325868876 0.0626223324561607 0.628936219796139 0.497309470984675 0.724135659237371 0
t.srt5 0.484183666531391 0.286552648945268 0.943314402547678 0.62307608169441 0.753552581755304 0
t.srrs 0.130936425169048 -0.0189666920026224 0.765185457625878 0.612626240836776 0.73463128787637 0
t.srqr 0.385162942682544 0.854026792911468 0.911211399373119 0.596360833397979 0.728391950824529 0
t.pure -0.973170235625978 -0.198754660132101 0.464984537107182 0.29647759753237 0.634677704714344 0.775404460449116
t.frs4 0.0194887258828284 -0.365384469747042 0.560733778539709 0.432235286763301 0.513779674081192 0.651286235853493
t.frs3 0.0735686336389142 -0.152902680264384 0.715504139809829 0.623382031360214 0.716228049292449 0.786954249062415
t.frs2 0.235852311409079 -0.00847755351125547 0.80361031696833 0.482291026336923 0.591011971292802 0.648924177178742
t.frs1 0.212675798256625 -0.032302152927491 0.567089508374197 0.414579624829801 0.467074723686352 0.568546020075092
t.eqwt 0.488694946925687 0.0163784304029909 0.550612256239048 0.472671801060121 0.625560084355854 0.555114459406867
t.sort -0.208701203303452 -0.407583042733756 0.519084403560244 0.380488600587344 0.711197299981494 0.680053780460847
t.rpba 0.614644316344233 0.0503134000501882 0.566980191319292 0.493666428035314 0.690459996195101 0.641437515894859
t.mvar 0.719615588857062 0.174702078971222 0.46468052990251 0.534969632865039 0.873049070777335 0.801870162425657
t.madm 1.03842626623022 0.156374451929426 0.412862519462801 0.502521614867218 0.868808609295732 0.789860723864279
t.dist 0.69634930325707 -0.0477979881391645 0.276417327915361 0.334900308365036 0.538127904391662 0.610140292771492
t.mdiv 0.571681208018965 -0.0956792723311753 0.214757137795049 0.27752798204954 0.655056046091027 0.662205411133529
t.coco 0.732491481838903 -0.0571579869547446 0.360210450315693 0.344912627171855 0.661200063211515 0.665181693504977
t.aaaf 1.5336545859799 0.222435439126444 0.84731425267903 0.89857623934066 1.22966333542216 1.10380231994512
t.aaae 1.17207040336247 -0.0777570817570171 0.710752877127175 0.534108200496262 0.697642699992922 0.784334097376765
t.aaad 0.911385540222577 0.0117242252443263 0.767217340705457 0.442702229787593 0.709768750005195 0.808969152826736
t.aaac 1.50875077614369 -0.147042288300893 0.450764025395887 0.357454359526251 0.591808352233206 0.715493980631198
t.aaab 1.26222320776317 -0.183190009157919 0.445147055691916 0.360944952889013 0.595351376979343 0.719771888162719
t.aaaa 1.22875086420897 0.0479318034279824 0.668299649133099 0.521394526327768 0.673357380876563 0.771926530948552
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 0.16 -0.44 0.85 0.64 1.28 1.25
Peer Group* average
60% Equity / 40% Bonds 0.31 0.05 0.90 0.79 1.14 0.87
Global Equities (ACWI) 0.46 0.23 1.19 0.74 0.82  
U.S. Equities (SPY) 0.50 0.37 1.43 1.04 1.26 0.88
U.S. Bonds (BND) 0.31 0.05 0.90 0.79 1.14 0.87
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 0.766653318253176 -0.00215552305488879 0.224541824064549 0.333022382668554 0.869644453248799 1.21097153988072
t.dbnd 1.09668119133352 0.328607594006712 0.520818223407999 0.713224031420789 0 0
t.qaro 0.171580263329776 0.268844408839772 0.45038327923816 0.538955019368176 0.609944119981401 0.514804849255623
t.acap 2.37796712957635 -0.0810885170073725 0.504947707483983 0.388709472206605 0.804925857239582 0.933581115433616
t.trdd 0.555371302359677 -0.540464555718511 0.223721571408568 0.287941416648944 0.942036003004931 1.09430260614234
t.shar 0.160706309019582 -0.443325430260974 0.85298643779615 0.640677524452721 1.28355087120931 1.24957047341986
t.tris 0.644842637652533 -0.0288940901377427 0.850213859994024 0.423500562392276 0.908818285914819 1.02307692620281
t.tret 0.919333765264045 -0.418434489959913 0.272808227554289 0.378668726715518 1.01465912536053 1.15596205948095
t.rsop 0.785601971906227 0.0547549704686099 0.861082173015357 0.717779276036626 1.04366125663628 0.92457269720197
t.rpcl 0.963287170771142 -0.0401949506400525 0.425968640314781 0.493881699625129 0.859020642551068 1.00055236176203
t.risd 0.504661347489794 0.0401268136733232 0.592617806563011 0.786982265595051 1.32832347295544 1.21660081667859
t.mva3 1.38976407260577 0.130319814870059 0.717030309637259 0.814826398862687 1.38583101320644 1.36590149907309
t.mva2 0.934123482394254 -0.0828820865106861 0.396862109610454 0.578719543859886 1.09626775137663 1.13383490506427
t.mca2 0.729753641409487 -0.0637508583977135 0.520659969930461 0.614592002063149 1.02921055634622 1.04000804769848
t.mca1 0.685863243448169 -0.184538578028014 0.363525254354193 0.522229526909103 0.960727661708858 1.00452451439344
t.madd 1.59357717131497 0.217484674997565 0.619799991475338 0.766560353313726 1.39577697216156 1.27695667661368
t.loss 1.98435452598743 0.17696344378208 0.494001493101419 0.702768586146093 1.30911328730238 1.18403684960694
t.eqrc 0.70873735217038 -0.0617090968528668 0.506513528753877 0.615211433985451 1.07468922960475 1.07236679473328
t.cvar 2.17058386681133 0.263565269524324 0.436717323372307 0.723809630041067 1.29507141799219 1.21218347552846
t.cdar -0.0353502811859979 -0.119323021389644 0.536846025516584 0.647270482343662 1.29765319508873 1.20050785280815
t.srt3 -0.102108229960877 0.094233006133838 1.15234511823168 0.797277002911837 1.22283934662112 0
t.srt5 0.832806036504457 0.419395314912879 1.62415880461648 0.967655734470853 1.16414297659115 0
t.srrs 0.187716860096208 -0.0257002382149033 1.2501426002053 0.907779572691737 1.10629639089514 0
t.srqr 0.780941836025847 1.70478894023603 1.75220187284661 1.02142101207535 1.27137230030279 0
t.pure -1.12375461453771 -0.271560907461944 0.759293057213634 0.462731839319257 1.05892146838997 1.3618033918169
t.frs4 0.0255743667857535 -0.462209923623496 0.920259565699651 0.655258225631125 0.780677170443524 1.01694001178625
t.frs3 0.0979038403601246 -0.205893812413949 1.23314977929962 0.994819954339129 1.14690706834365 1.26352108623844
t.frs2 0.337938259723104 -0.0117419623717639 1.3344945932612 0.702381633332061 0.883040546239705 0.967390920480822
t.frs1 0.31509026884071 -0.0423954464649092 0.909345086099396 0.620169251778885 0.686689466098445 0.878082659600847
t.eqwt 0.721623339572707 0.0225764153662531 0.844039373301908 0.697804016688995 0.965638855698841 0.816465835058735
t.sort -0.285901410343 -0.490646864907353 0.841105901468339 0.597926633519439 1.20341573802645 1.17516615463312
t.rpba 0.92551222826177 0.069765461474077 0.873771095108331 0.731922880865229 1.07527290816339 0.963089194260292
t.mvar 1.0500581321706 0.24596249243558 0.712871317639413 0.829462889178122 1.42286997318533 1.30910020668125
t.madm 1.59357717131497 0.217484674997565 0.619799991475338 0.766560353313726 1.4000579820626 1.28001648125236
t.dist 1.0980762190714 -0.0672736222225477 0.413614549688312 0.486090596064284 0.816873903576409 0.925096918165243
t.mdiv 0.794426972439297 -0.131144930820527 0.315910600065135 0.403752544546501 1.00473376586355 1.0249494331641
t.coco 1.09021670869194 -0.0794554684987409 0.550421223110421 0.512900346010046 1.02652246690697 1.00842774251729
t.aaaf 2.95902078252274 0.321123210587138 1.38812961461929 1.45283773350042 2.15179223804775 1.96760288202416
t.aaae 1.79391122016579 -0.101343244053595 1.1035686086723 0.788647312039399 1.07457492969223 1.24912071673117
t.aaad 1.42186003826131 0.0154485468252859 1.20756833452942 0.657971624136719 1.10191242411922 1.31921039978588
t.aaac 2.21028059352897 -0.188995279036539 0.683076063301061 0.522256122412049 0.894224347653287 1.15787826257009
t.aaab 1.8103359867423 -0.233897219691404 0.667147619811731 0.524467422181777 0.895379886933111 1.16274323362631
t.aaaa 1.82746314696648 0.063155401690121 1.02972880877837 0.776211008049903 1.04177234967212 1.30045056448721
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 12.8 -0.0 17.9 13.6 25.4 27.6
Peer Group* average
60% Equity / 40% Bonds 8.2 6.5 14.5 11.1 12.9 11.2
Global Equities (ACWI) 9.0 7.3 16.3 9.3 8.7  
U.S. Equities (SPY) 8.0 8.6 18.1 12.1 12.7 9.8
U.S. Bonds (BND) 8.2 6.5 14.5 11.1 12.9 11.2
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 48.5851751188241 24.2846156953158 19.1349137262933 23.4664350637187 62.8386613279107 69.689119522978
t.dbnd 32.9370570937094 17.4289153279868 18.0322509055164 25.4811323222484 0 0
t.qaro 9.89337069371522 10.2970531816663 10.8600776071627 13.8909272233932 16.216429479423 17.6697002177398
t.acap 35.3255609033518 7.03838853123529 12.8761584231271 8.79879449902447 13.8359672378478 18.248007926086
t.trdd 15.0574617241477 -3.66052162924678 8.06213025082128 7.48119433692634 18.5784827707025 24.0326131525592
t.shar 12.7694816877784 -0.00967409518646732 17.87307314141 13.6011862937737 25.3633959476599 27.5630433418766
t.tris 19.4571841708963 8.99808148911475 18.5696968683223 10.80154167515 21.4530480020423 25.3452802081125
t.tret 18.595261678874 -1.04018859850158 8.92426356505758 9.02381127608392 19.7085162287345 25.0138613831167
t.rsop 15.0706554233442 6.0577512420389 14.230283574983 10.4799081739162 12.479031337594 12.0561601003954
t.rpcl 20.3146525251319 6.10001209620165 10.8257515426523 10.624259160245 17.0377161534449 21.9861451965268
t.risd 15.3378489192166 9.53741228133651 14.9399155533138 16.8181372637376 26.1897385381614 26.9525675241337
t.mva3 30.294737302396 10.0424026198083 15.7424719075435 16.1576914167564 23.7437654975869 25.8930306746096
t.mva2 22.7407975188105 6.34547282339588 11.4253401025958 14.1914995352468 23.9625749296168 28.5547556681567
t.mca2 15.5689325377073 5.22561170132833 11.3129342084047 11.4347196225548 16.8347833432221 18.6605345062513
t.mca1 16.7301601569954 3.72343087974542 9.85764837305121 11.5475498079859 18.0511016108673 20.2304382581599
t.madd 27.9361767202143 12.6865000977145 15.5806727791055 16.5437024111999 27.2154782793729 28.1427689787682
t.loss 94.3217711680614 16.6820398756746 15.176717261533 16.816981401175 27.9754572589713 26.5025799138278
t.eqrc 15.088070713558 4.94899993392511 10.8588495045094 10.9532747305569 16.5656622334677 17.9946195243236
t.cvar 68.76172584586 17.8775957835361 15.1171906138308 19.5546010240257 30.3480188942642 29.5697243879532
t.cdar 6.59931793107821 6.06289102817098 14.1850416660299 13.890463527149 25.4034956295781 27.0546935421137
t.srt3 0.926115072888128 9.22112190795561 23.7621531779118 14.2583256017726 18.0112468303572 0
t.srt5 9.94579008009475 9.26573720652779 22.1339247390413 12.2261995562391 13.2381623939637 0
t.srrs 6.63178446286256 5.9467236289796 20.4205369169393 13.9329966959842 14.4839746487643 0
t.srqr 9.76537285248305 23.6462481396511 24.9663734791313 12.4024015242593 14.9471784481047 0
t.pure -11.2048880594054 -0.993357194336752 11.8164101033624 8.37599364500277 21.8190129615513 27.7598861417144
t.frs4 7.69127145733951 6.07376834234768 22.8991947337983 15.9343693578959 14.3452183209477 19.9326038160485
t.frs3 6.23652485716475 8.28163137073247 25.5578318521714 19.5061316171903 18.3299543510812 22.7452259242889
t.frs2 7.4613941022603 10.8535812838473 29.8424433349078 15.1441136015389 15.1819471542134 18.746034646242
t.frs1 6.22629530040556 9.10416393326421 21.6424463216138 14.4805457223452 13.5755458936156 21.0465264001699
t.eqwt 13.6790604888983 5.12793471610701 13.6129483641794 9.86961028480217 11.2489535800694 10.3439957631753
t.sort 5.69504646656004 -1.10298560166513 17.3419344695793 12.8820712927332 24.1918992961268 26.4636508812418
t.rpba 16.5852231465925 6.37159365504115 14.4949078960963 10.7434320106233 12.897063319265 12.5942814549518
t.mvar 21.2273884354633 13.0638517162126 16.6669135869522 17.0214625119169 27.0656903749058 28.0285351612988
t.madm 27.9361767202143 12.6865000977145 15.5806727791055 16.5437024111999 27.2658010708359 28.1813487610052
t.dist 20.7834268076753 5.08554932852265 10.1842477677362 9.92155850801396 15.1824137705368 18.0997315438718
t.mdiv 17.7015844090664 4.16602666254091 9.07820296584999 9.69423559438841 20.4351650417937 22.5957143367339
t.coco 19.1726312975242 4.41787532890411 11.3659608218826 9.80033201943152 17.2078478859135 17.7661802636454
t.aaaf 41.1057582498049 15.0199826171983 27.6402433725506 27.9846245607404 36.371105186182 35.6798602944665
t.aaae 34.555001560223 4.84193738742946 19.0453769832402 12.7456769733691 15.1125107154217 18.1175911991293
t.aaad 40.0660657902145 8.68071180663626 22.4204709722295 12.4913460639835 17.7202859989817 21.7990056952357
t.aaac 53.7432068608432 3.94835839331068 15.7548370673934 11.3107954842169 16.7218524320726 21.7425118419964
t.aaab 48.0005055324719 3.11181839856199 15.4483812749454 11.360126254946 16.7710517702292 21.8097537608193
t.aaaa 42.2465612584778 10.0154838725643 21.7099189077811 15.191033435356 18.8222136177764 23.4766890938405


  Compare: Risk & Volatility

for period ending March 31, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 5.8% 17.3% 22.1% 22.1% 22.1% 22.1%
Peer Group* average
60% Equity / 40% Bonds 4.2% 10.3% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 4.0% 14.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 6.8% 12.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 7.9% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.6% 5.1% 13.1% 13.1% 13.8% 13.8%
t.dbnd 1.8% 7.7% 10.8% 10.8% 0% 0%
t.qaro 6.2% 9.6% 18.6% 18.6% 18.6% 18.6%
t.acap 4.1% 15.4% 25.2% 25.2% 25.2% 25.2%
t.trdd 5.4% 20% 27.2% 27.2% 27.2% 27.2%
t.shar 5.8% 17.3% 22.1% 22.1% 22.1% 22.1%
t.tris 6.1% 15.8% 21.4% 21.4% 21.4% 21.4%
t.tret 4.3% 20% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.9% 14.4% 24.7% 24.7% 24.7% 33.1%
t.rpcl 5.3% 14.2% 22.9% 22.9% 22.9% 22.9%
t.risd 6.2% 16.3% 24.4% 24.4% 24.4% 24.4%
t.mva3 5.1% 15.2% 22.9% 22.9% 22.9% 22.9%
t.mva2 5.6% 14.9% 22.5% 22.5% 22.5% 22.5%
t.mca2 4.5% 14% 23.4% 23.4% 23.4% 23.4%
t.mca1 5.4% 14.7% 23.4% 23.4% 23.4% 23.4%
t.madd 3.8% 16.4% 26.4% 26.4% 26.4% 26.4%
t.loss 5.9% 13.4% 23.8% 23.8% 23.8% 23.8%
t.eqrc 4.4% 14.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 5.9% 19.5% 27% 27% 27% 27%
t.cdar 4.8% 20.2% 26.3% 26.3% 26.3% 26.3%
t.srt3 10.8% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 7.9% 15.4% 16.3% 16.3% 27.5% 0%
t.srrs 6% 11.1% 11.9% 11.9% 16.8% 0%
t.srqr 17.7% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 10% 22.8% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.8% 7.5% 9% 9% 10.2% 12.6%
t.frs3 4.3% 9.1% 9.5% 9.5% 14.2% 17.3%
t.frs2 6.2% 10% 10% 13.7% 16.3% 26.1%
t.frs1 6.8% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.9% 14.5% 25.5% 25.5% 25.5% 42.1%
t.sort 6.9% 17% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.8% 14.7% 25% 25% 25% 31.2%
t.mvar 4.3% 16% 24.5% 24.5% 24.5% 24.5%
t.madm 3.8% 16.4% 26.4% 26.4% 26.4% 26.4%
t.dist 4.4% 14.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 5% 17.3% 26.9% 26.9% 26.9% 26.9%
t.coco 4.4% 16.6% 26.8% 26.8% 26.8% 26.8%
t.aaaf 3.7% 15.2% 18.9% 18.9% 18.9% 18.9%
t.aaae 4.6% 17.5% 25.3% 25.3% 25.3% 25.3%
t.aaad 3.1% 19.5% 23.9% 23.9% 23.9% 23.9%
t.aaac 4.2% 19.4% 27.5% 27.5% 27.5% 27.5%
t.aaab 4.3% 19.7% 27.6% 27.6% 27.6% 27.6%
t.aaaa 4.7% 17.5% 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% 14.2% 11.7% 11.3% 13.1%
Peer Group* average
60% Equity / 40% Bonds 9.6% 13.6% 13.4% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.6% 17.7% 18.2% 16.1% 16.2%  
U.S. Equities (SPY) 12.9% 18.8% 19.9% 17.3% 16.5% 16.7%
U.S. Bonds (BND) 5.9% 7.6% 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 5.9% 6.6% 6.8% 6.5% 7.5% 8.3%
t.dbnd 4.5% 9.6% 8.1% 6.2% 0% 0%
t.qaro 9% 14.2% 13% 11.3% 10.4% 10.6%
t.acap 10.8% 12.7% 12.4% 11.1% 11.1% 11.8%
t.trdd 8.7% 12.7% 13.1% 11.3% 10.5% 11.3%
t.shar 8.2% 11.3% 14.2% 11.7% 11.3% 13.1%
t.tris 8.7% 12.5% 13% 11.1% 11.3% 11.9%
t.tret 9.1% 13.2% 13.3% 11.4% 10.5% 11.2%
t.rsop 10% 15.7% 15.3% 12.8% 12.3% 13%
t.rpcl 10.3% 14.4% 13.2% 11.2% 10.7% 11%
t.risd 9.3% 13.4% 12.8% 10.4% 9.6% 10.1%
t.mva3 9.6% 13.8% 13% 10.7% 10.2% 10.7%
t.mva2 9.8% 13.4% 12.4% 10.5% 10% 10.6%
t.mca2 10.1% 14.4% 13.4% 11% 10.2% 10.7%
t.mca1 10.1% 13.9% 12.9% 10.7% 10.1% 10.6%
t.madd 9.2% 13.6% 12.6% 10.4% 9.4% 10%
t.loss 9.7% 12.5% 12.6% 10.5% 9.9% 10.6%
t.eqrc 10% 14.7% 13.6% 11.1% 10.2% 10.8%
t.cvar 9.7% 13.9% 13.1% 10.6% 10.1% 10.4%
t.cdar 10% 13.9% 13.5% 11% 10.4% 11.5%
t.srt3 19.5% 17% 19.3% 16.6% 15.8% 0%
t.srt5 16.7% 21.7% 22.3% 18.4% 18.6% 0%
t.srrs 11.8% 13.9% 14.8% 12.9% 12.4% 0%
t.srqr 42.5% 80% 65.5% 46.6% 42.8% 0%
t.pure 12.5% 20.3% 22.8% 18.7% 18.6% 21%
t.frs4 8.7% 7.8% 9.6% 8% 8.4% 8.9%
t.frs3 11.6% 10% 11.6% 9.6% 9.9% 10.6%
t.frs2 12.8% 11.5% 12.7% 11.4% 11.6% 12.8%
t.frs1 13.6% 13.4% 17.9% 15% 14.9% 16.3%
t.eqwt 10.4% 16.3% 16% 13.5% 13% 14.4%
t.sort 8.2% 11.3% 14.5% 12% 11.6% 13.3%
t.rpba 9.9% 15.6% 15.2% 12.7% 12.2% 12.9%
t.mvar 9.1% 13.9% 13% 10.6% 9.6% 10.1%
t.madm 9.2% 13.6% 12.6% 10.4% 9.4% 10%
t.dist 10.3% 15% 13.6% 11.8% 11.2% 11.5%
t.mdiv 10% 14.9% 13.5% 11% 10.1% 10.5%
t.coco 9.9% 15.6% 14.5% 11.6% 10.6% 11%
t.aaaf 10.3% 13% 13.2% 11.2% 10.6% 12.2%
t.aaae 8.8% 14% 15.3% 12.6% 11.9% 13.2%
t.aaad 6.8% 13.2% 15.5% 13.1% 12.6% 13.9%
t.aaac 7.3% 13.7% 14.7% 12.1% 11.4% 12.2%
t.aaab 7.2% 13.5% 14.5% 12% 11.3% 12.2%
t.aaaa 8.4% 13% 14% 11.6% 11.1% 12.2%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 4.9% 8.3% 8.1% 7.0% 6.3% 7.1%
Peer Group* average
60% Equity / 40% Bonds 6.1% 9.1% 8.0% 7.3% 6.5% 7.1%
Global Equities (ACWI) 6.6% 11.6% 10.4% 10.5% 10.4%  
U.S. Equities (SPY) 8.1% 12.2% 11.3% 10.9% 10.2% 11.0%
U.S. Bonds (BND) 4.0% 5.2% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 2.9% 4.1% 4.1% 4% 4.2% 4.3%
t.dbnd 2.2% 5% 4.1% 3.2% 0% 0%
t.qaro 6.3% 8.1% 7.3% 6.5% 6.4% 6.4%
t.acap 5.9% 8.4% 7.9% 7.7% 7.3% 7.5%
t.trdd 5.7% 9.7% 8.6% 7.6% 6.6% 6.7%
t.shar 4.9% 8.3% 8.1% 7% 6.3% 7.1%
t.tris 5.4% 7.8% 7.6% 7.1% 6.7% 6.9%
t.tret 5.7% 9.9% 8.7% 7.6% 6.6% 6.6%
t.rsop 6.2% 10.2% 9.1% 8.1% 7.5% 8.4%
t.rpcl 6.5% 9.1% 7.9% 7.1% 6.5% 6.6%
t.risd 6.5% 8.7% 7.6% 6.2% 5.5% 5.9%
t.mva3 6.1% 8.7% 7.7% 6.4% 5.7% 5.9%
t.mva2 6.6% 8.7% 7.7% 6.4% 5.8% 6%
t.mca2 6.5% 9.3% 8.1% 6.8% 6.1% 6.4%
t.mca1 6.8% 9.1% 8% 6.6% 6% 6.3%
t.madd 5.5% 8.7% 7.6% 6.2% 5.4% 5.8%
t.loss 5.1% 7.3% 7.5% 6.3% 5.7% 6.3%
t.eqrc 6.4% 9.6% 8.3% 6.9% 6.1% 6.6%
t.cvar 5.1% 8.3% 7.8% 6.3% 5.7% 5.9%
t.cdar 6.8% 9.1% 8.2% 6.8% 6.1% 6.8%
t.srt3 12.3% 10.4% 9.9% 10% 9.1% 0%
t.srt5 9.3% 13.8% 12.1% 11.3% 11.7% 0%
t.srrs 7.8% 9.3% 8.3% 8.3% 7.9% 0%
t.srqr 20.4% 37.3% 32.2% 26.2% 23.7% 0%
t.pure 10.5% 13.9% 13.2% 11.4% 10.7% 11.5%
t.frs4 6.1% 5.2% 5.2% 4.8% 5.3% 5.4%
t.frs3 8.3% 6.4% 6% 5.6% 5.9% 6.3%
t.frs2 8.5% 7.3% 6.9% 7.4% 7.5% 8.3%
t.frs1 8.7% 9.2% 10.5% 9.6% 9.8% 10.2%
t.eqwt 6.5% 10.8% 9.6% 8.6% 8% 9.4%
t.sort 5.4% 8.4% 8.1% 7% 6.4% 7.3%
t.rpba 6.1% 10.1% 9% 8% 7.4% 8.3%
t.mvar 5.8% 8.8% 7.6% 6.2% 5.4% 5.8%
t.madm 5.5% 8.7% 7.6% 6.2% 5.4% 5.8%
t.dist 6.1% 9.5% 8.2% 7.6% 7% 7.3%
t.mdiv 6.8% 9.7% 8.4% 7% 6.2% 6.4%
t.coco 6.2% 10.1% 8.6% 7.2% 6.3% 6.9%
t.aaaf 4.9% 7.8% 7.2% 6.4% 5.6% 6.4%
t.aaae 5.4% 9.8% 9.2% 8.1% 7.4% 8%
t.aaad 3.9% 8.9% 9.1% 8.3% 7.7% 8.2%
t.aaac 4.7% 9.8% 9.1% 7.8% 7.2% 7.2%
t.aaab 4.8% 9.8% 9.1% 7.8% 7.2% 7.2%
t.aaaa 5.4% 9% 8.4% 7.3% 6.8% 6.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.shar 0.39 0.46 0.56 0.46 0.36 0.36
Peer Group* average
60% Equity / 40% Bonds 0.74 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.80 0.93 0.91 0.94 0.98  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.74 0.74 0.71 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 0.143491916565824 0.206325198742383 0.206309087505027 0.135858596829364 0.0762608415553356 0.0941902123141247
t.dbnd 0.224200792786301 0.402902991520575 0.31031720428864 0.181224335277679 0 0
t.qaro 0.522440009398898 0.669625956396748 0.55437174153801 0.369994475266508 0.29313550184789 0.248701882593575
t.acap 0.527432354674889 0.518807807837875 0.530739968227091 0.511775575651536 0.485444942451491 0.437678125752724
t.trdd 0.498429052807169 0.523715828676883 0.553385664090143 0.493852342365449 0.393245677760966 0.354531068257548
t.shar 0.388012537080772 0.463112430433195 0.560093125885497 0.455526230982092 0.361222488668903 0.358334774933639
t.tris 0.404305885597021 0.469411452544121 0.511561339077709 0.422435045355419 0.322784863561574 0.318183434300408
t.tret 0.525896159806232 0.53464467890468 0.554015478825672 0.492766039428221 0.396246426225581 0.354586027348855
t.rsop 0.615863769326214 0.781281879396467 0.746400677715195 0.701808139581442 0.689565872286666 0.710239454597074
t.rpcl 0.520770111880722 0.62666950839122 0.562923756753103 0.481472239271106 0.383832082086228 0.350643689480659
t.risd 0.49008734899085 0.503872406506718 0.497331743246773 0.401706119457917 0.327726224415285 0.314471598152447
t.mva3 0.427974735397071 0.5666459018653 0.540526338602045 0.436485089050893 0.38606688259846 0.362940899239688
t.mva2 0.463038242699133 0.555403070595241 0.508505325052703 0.385176043172095 0.312875310110717 0.282692976014484
t.mca2 0.583036646696283 0.679977202271428 0.621335064935534 0.517631708944439 0.438065474416732 0.42370340155647
t.mca1 0.534599666832923 0.620850597971469 0.567875463453565 0.449163018784373 0.381736708584899 0.375352998684978
t.madd 0.485317900168078 0.520204888603933 0.491488556357535 0.401709845029095 0.326242110048952 0.311966657113072
t.loss 0.156165613410023 0.361404646483393 0.420453343436685 0.364893991650465 0.302500275736089 0.321277057547123
t.eqrc 0.589853968234313 0.710098694844764 0.643908795469329 0.547705713224861 0.467469386413844 0.458474046735065
t.cvar 0.229187069528217 0.386514109703243 0.401400320861411 0.325616245825116 0.282545629579827 0.284422457341897
t.cdar 0.548782884791089 0.498922675660321 0.509794736513085 0.444680239121386 0.357589391584859 0.343009540366535
t.srt3 1.33910854073287 0.540422308252523 0.557200926683859 0.611825642788475 0.616127716441489 0
t.srt5 1.13290101650471 1.01470529225551 0.951554254785842 0.940950076935962 0.983875228255331 0
t.srrs 0.800221055196427 0.678133571844002 0.656033867834797 0.643191375637595 0.645710598876936 0
t.srqr 1.37272891870802 1.83924607383345 1.58792331832492 1.51379239810691 1.47620950538306 0
t.pure 0.891387377759522 0.972962148117214 0.951961655802684 0.693387169543271 0.505631370062606 0.537628057921923
t.frs4 0.543658729437125 0.301715413595458 0.359365489778179 0.321373811654994 0.361747298944683 0.34200174614429
t.frs3 0.739260771853295 0.378514751328115 0.424799811464435 0.384108946521748 0.422201353138772 0.399375077491926
t.frs2 0.898318370346134 0.414594569628029 0.42075535516184 0.447955085686773 0.480428049968466 0.467079981477766
t.frs1 1.03956752244422 0.429705447769037 0.539935962162361 0.484060412264246 0.512612344647025 0.438013804110572
t.eqwt 0.659954111257174 0.830963119643637 0.791476019239637 0.754151526045521 0.747987392831811 0.800177875318618
t.sort 0.39671356949729 0.462542158705193 0.568150904104695 0.455816631958136 0.3624378928643 0.359933903653552
t.rpba 0.609057342642998 0.772295194554311 0.738447002597772 0.69128717621261 0.680370576551091 0.696844020469822
t.mvar 0.500608079445617 0.526396447865362 0.506987360110102 0.415643110615022 0.335317187868967 0.319658079409961
t.madm 0.485317900168078 0.520204888603933 0.491488556357535 0.401709845029095 0.3265597570979 0.312206372512367
t.dist 0.535377000982134 0.673809404790769 0.596702508256169 0.527721088079719 0.432935672439978 0.428134182542002
t.mdiv 0.547968942729096 0.643342830800704 0.574939019652844 0.457681649683252 0.358563106496306 0.347007172137669
t.coco 0.58408054984951 0.711801267718268 0.655479165787432 0.543409126834665 0.442500589730274 0.457371274801372
t.aaaf 0.471930846669868 0.497023818417125 0.488333134195292 0.402685194530082 0.365891517263204 0.384417190784905
t.aaae 0.412858461887954 0.648489945661916 0.677248985340567 0.619573373815554 0.577121524535497 0.590599153072229
t.aaad 0.260914369557053 0.527134863182979 0.621049483328585 0.552986594244836 0.520741842605344 0.525727551530056
t.aaac 0.279250193319544 0.561307542133929 0.556603236624561 0.491401557841854 0.432044426464061 0.427460634220097
t.aaab 0.275144811541281 0.557778800317984 0.558644039272493 0.490640352362268 0.430619810911854 0.427619272153942
t.aaaa 0.338992276152804 0.507792287629808 0.533241909212729 0.481127605989925 0.423562633719071 0.423395300244


  Compare: Correlation

for period ending March 31, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.77 0.76 0.78 0.64 0.50
to S&P500 (SPY) 0.59 0.71 0.73 0.64 0.51 0.45
to U.S. Bonds (BND) 0.77 0.75 0.60 0.52 0.53 0.56
to Commodities (DBC) -0.39 0.14 0.31 0.24 0.22 0.20
to Gold (GLD) 0.30 0.53 0.36 0.33 0.37 0.43


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