Maximum Sortino Portfolio
for period ending April 30, 2024
Quick Links
Overview
t.sort is the Recipe ID for this portfolio recipe
This Recipe ID appears in the scatterplots and comparisons below.
- For how to compare portfolio recipes based on risk and return, see the article "How to Choose"
- For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
- For how to keep the mix of ingredients up-to-date, see the article "How to Rebalance Your Portfolio"
Portfolio Recipe Provider VizMetrics (www.vizmetrics.com)
Description Maximum Sortino Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that maximizes risk-adjusted return as measured by the Sortino Ratio. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm to maximize the portfolio's Sortino 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
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
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 Sortino 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:
- 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.
- 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.
- VizMetrics runs the VizMetrics Max Sortino investment algorithm to choose the optimal asset allocation portfolio based on the Sortino Ratio.
- VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.
How to Invest
For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"
Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:
GLD=57.92%, SPY=42.08%
Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:
GLD,57.92,SPY,42.08
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 April 30, 2024
5-year graph
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t.sort
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Global equities (ACWI)
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U.S. equities (SPY)
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U.S. bonds (BND)
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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.sort | 3.3% | -2.6% | 8.8% | -0.0% | 10.3% | 7.2% | 10.2% | 9.4% |
| Peer Group* average | ||||||||
| 60% Equity / 40% Bonds | 1.9% | -3.6% | 12.4% | 2.4% | 7.5% | 7.7% | 9.7% | 7.4% |
| Global Equities (ACWI) | 4.4% | -3.6% | 17.0% | 4.2% | 9.4% | 8.1% | 10.5% | |
| U.S. Equities (SPY) | 5.9% | -4.0% | 22.4% | 7.9% | 13.1% | 12.3% | 14.5% | 9.9% |
| U.S. Bonds (BND) | -3.1% | -2.4% | -1.4% | -3.6% | -0.2% | 1.2% | 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 | ||||||||
| Historical Return | ||||||
| t.sort | 12.3% | 34.2% | 22.7% | -21.9% | 13.5% | |
| 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 | ||||||
Compare: Risk vs. Return
for period ending April 30, 2024
Maximum Drawdown vs. Annual Return
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t.sort
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
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t.sort
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
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t.sort
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Peer group
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All other recipes
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)
| Risk vs. Return Compass* | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort risk vs. 60/40 | Worse | Better | Better | Better | Worse | Worse |
| t.sort return vs. 60/40 | Worse | Worse | Better | Worse | Better | Better |
| Risk-Return Quadrant | 
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| SE | SW | NW | SW | NE | NE | |
| Risk-Return Direction | 174° | 186° | 342° | 186° | 40° | 20° |
| Risk-Return Magnitude | 3.7 | 2.4 | 2.9 | 0.5 | 0.7 | 2.1 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * compares t.sort 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.sort | -12.1% | -9.9% | -0.0% | -3.3% | -1.9% | 1.1% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | -8.2% | -6.2% | -3.6% | -1.9% | -0.5% | 0.5% |
| Global Equities (ACWI) | -5.4% | -3.8% | -3.5% | -4.0% | -4.4% | |
| U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| U.S. Bonds (BND) | -30.4% | -22.7% | -19.0% | -12.5% | -9.7% | -3.9% |
| 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 | ||||||
| Alpha | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | -6.1% | -6.2% | 2.6% | 0.7% | 3.6% | 4.7% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | -6.3% | -4.5% | -2.4% | -1.1% | -0.2% | 0.4% |
| Global Equities (ACWI) | -5.1% | -3.5% | -3.2% | -3.6% | -4.1% | |
| U.S. Equities (SPY) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| U.S. Bonds (BND) | -13.2% | -8.9% | -4.9% | -2.0% | -0.0% | 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 | ||||||
| Sharpe | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 0.37 | -0.27 | 0.56 | 0.49 | 0.78 | 0.65 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 0.61 | -0.07 | 0.39 | 0.58 | 0.85 | 0.60 |
| Global Equities (ACWI) | 0.78 | 0.07 | 0.42 | 0.48 | 0.64 | |
| U.S. Equities (SPY) | 1.09 | 0.27 | 0.59 | 0.71 | 0.91 | 0.59 |
| U.S. Bonds (BND) | -0.84 | -0.95 | -0.41 | -0.10 | 0.24 | 0.29 |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Sortino | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 0.53 | -0.33 | 0.92 | 0.79 | 1.35 | 1.09 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 1.09 | -0.10 | 0.57 | 0.85 | 1.33 | 0.87 |
| Global Equities (ACWI) | 1.51 | 0.10 | 0.62 | 0.70 | 0.99 | |
| U.S. Equities (SPY) | 2.15 | 0.39 | 0.90 | 1.09 | 1.44 | 0.87 |
| U.S. Bonds (BND) | 1.09 | -0.10 | 0.57 | 0.85 | 1.33 | 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 | ||||||
Compare: Risk & Volatility
for period ending April 30, 2024
| Maximum Drawdown | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 8.9% | 22.3% | 22.3% | 22.3% | 22.3% | 22.3% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 7.3% | 20.7% | 20.7% | 20.7% | 20.7% | 32.2% |
| Global Equities (ACWI) | 9.4% | 25.7% | 25.7% | 25.7% | 25.7% | |
| U.S. Equities (SPY) | 8.3% | 23.9% | 23.9% | 23.9% | 23.9% | 50.8% |
| U.S. Bonds (BND) | 4.9% | 16.5% | 17.3% | 17.3% | 17.3% | 17.3% |
| Ranking: Peer Group* | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group | Rank: Group |
| Ranking: All Recipes | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All | Rank: All |
| * Peer Group is Tactical: DIY | ||||||
| Standard Deviation | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 10.9% | 12.0% | 14.8% | 12.2% | 12.7% | 13.6% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 12.9% | 13.2% | 13.9% | 11.1% | 10.6% | 10.6% |
| Global Equities (ACWI) | 16.7% | 17.6% | 19.5% | 16.0% | 17.0% | |
| U.S. Equities (SPY) | 17.5% | 19.1% | 20.9% | 17.1% | 16.8% | 16.5% |
| U.S. Bonds (BND) | 7.1% | 7.0% | 6.3% | 5.0% | 4.5% | 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 | ||||||
| Downside Deviation | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 7.0% | 8.9% | 8.1% | 7.1% | 6.9% | 7.7% |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 6.6% | 9.1% | 9.0% | 7.1% | 6.5% | 7.0% |
| Global Equities (ACWI) | 8.0% | 11.7% | 12.7% | 10.4% | 10.6% | |
| U.S. Equities (SPY) | 8.3% | 12.5% | 13.2% | 10.8% | 10.2% | 11.0% |
| U.S. Bonds (BND) | 4.2% | 5.2% | 4.3% | 3.3% | 2.9% | 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 | ||||||
| Beta | ||||||
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| t.sort | 0.56 | 0.51 | 0.47 | 0.44 | 0.41 | 0.37 |
| Peer Group* average | ||||||
| 60% Equity / 40% Bonds | 0.79 | 0.72 | 0.69 | 0.67 | 0.65 | 0.65 |
| Global Equities (ACWI) | 0.98 | 0.93 | 0.94 | 0.94 | 1.00 | |
| U.S. Equities (SPY) | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 | 1.00 |
| U.S. Bonds (BND) | 0.79 | 0.72 | 0.69 | 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 | ||||||
Compare: Correlation
for period ending April 30, 2024
| 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
| to Global Stocks (ACWI) | 0.77 | 0.75 | 0.66 | 0.59 | 0.53 | |
| to S&P500 (SPY) | 0.81 | 0.75 | 0.65 | 0.59 | 0.52 | 0.45 |
| to U.S. Bonds (BND) | 0.51 | 0.66 | 0.51 | 0.50 | 0.47 | 0.52 |
| to Commodities (DBC) | -0.02 | 0.11 | 0.27 | 0.19 | 0.26 | 0.17 |
| to Gold (GLD) | 0.22 | 0.46 | 0.36 | 0.32 | 0.40 | 0.42 |
History
| Monthly Total Return | ||||||||||||
| Month | Dec | Nov | Oct | Sept | Aug | Jul | Jun | May | Apr | Mar | Feb | Jan |
| 2024 | -2.6% | 3.2% | 3.0% | -0.3% | ||||||||
| 2023 | 2.2% | 2.5% | -2.1% | -5.2% | -1.9% | 3.3% | 2.7% | 4.0% | 0.8% | 3.1% | -3.1% | 6.9% |
| 2022 | -1.8% | 2.2% | -2.6% | -9.7% | -2.9% | 2.0% | -1.6% | -3.3% | -3.2% | 1.3% | 0.6% | -4.8% |
| 2021 | 0.0% | -0.2% | 6.1% | -4.7% | 0.9% | 4.2% | 1.9% | 1.0% | 4.2% | 1.3% | 3.5% | 2.9% |
| 2020 | 8.6% | 14.9% | -2.4% | -3.1% | 1.1% | 7.0% | 2.2% | 0.6% | 4.6% | 2.6% | -3.6% | -1.2% |
| 2019 | 1.2% | 0.1% | 0.8% | -1.6% | 6.9% | 0.6% | 2.6% | -2.2% | -0.7% | 2.4% | -0.8% | 2.8% |
| 2018 | -1.2% | 1.4% | -6.4% | -1.1% | 3.2% | -0.0% | 0.6% | 5.7% | -1.4% | -1.7% | -3.3% | 4.8% |
| 2017 | 1.0% | 1.6% | 0.9% | -1.7% | 0.7% | 1.4% | -0.6% | 2.8% | 2.5% | 0.1% | 3.8% | 0.3% |
| 2016 | 2.9% | 0.4% | -2.4% | 0.2% | -1.1% | 2.9% | 3.5% | -2.1% | 0.3% | -0.4% | 2.5% | -2.3% |
| 2015 | -1.0% | -0.3% | -0.2% | 2.0% | -6.8% | -1.8% | -2.6% | -0.1% | -3.0% | -0.1% | -3.7% | 5.2% |
| 2014 | 0.8% | 3.6% | 2.7% | -1.6% | 4.4% | 0.1% | 0.9% | 2.8% | 2.2% | -1.4% | 3.7% | -2.7% |
| 2013 | 2.9% | 1.7% | 4.5% | 5.2% | -0.4% | 5.5% | -2.2% | -3.3% | 3.0% | 2.1% | -0.6% | -0.6% |
| 2012 | 0.5% | -0.1% | -1.5% | -0.1% | -0.4% | 3.1% | 0.6% | -2.6% | 0.4% | 0.8% | 0.7% | 1.8% |
| 2011 | 2.4% | 0.9% | 0.1% | -4.7% | 9.1% | 4.4% | -2.4% | 0.1% | 3.6% | 0.1% | 3.3% | 0.7% |
| 2010 | 3.2% | -0.2% | -0.4% | 0.9% | 6.0% | 0.6% | 2.3% | -0.2% | 5.6% | 8.6% | 4.1% | -5.4% |
| 2009 | -6.6% | 7.7% | -2.8% | 4.3% | 1.6% | 8.3% | -3.9% | 6.4% | -0.1% | 0.2% | -0.6% | -11.8% |
| 2008 | 13.5% | 14.4% | -5.3% | -0.9% | -0.7% | 0.2% | -6.5% | -0.5% | -2.8% | -2.6% | 2.0% | 3.1% |
| 2007 | 0.4% | 1.0% | 5.3% | 2.5% | 2.1% | 0.8% | -0.5% | -0.7% | 3.8% | -0.9% | -0.7% | 1.3% |
| 2006 | -0.5% | 2.3% | 1.9% | 1.9% | 1.3% | 3.0% | -1.7% | -3.6% | 1.1% | 2.2% | -1.0% | 9.9% |
| 2005 | 2.9% | 5.5% | -4.3% | 0.5% | -2.9% | -1.0% | 3.0% | 2.4% | 2.4% | -7.9% | 1.7% | -1.6% |
| 2004 | 2.6% | 2.2% | 2.4% | 0.7% | 1.8% | -7.6% | 3.7% | -0.2% | -12.1% | 3.1% | 1.4% | 2.1% |
| 2003 | 5.8% | 3.0% | 4.6% | 1.1% | 4.0% | -0.2% | 0.2% | 6.5% | ||||
| Monthly Allocation | ||||||||||||
| Month | Allocations | |||||||||||
| 202405 | GLD,57.92,SPY,42.08 | |||||||||||
| 202404 | EFA,36.62,GLD,18.92,QQQ,44.46 | |||||||||||
| 202403 | SPY,99.04,TLT,0.96 | |||||||||||
| 202402 | GLD,39.37,SPY,55.89,TLT,4.74 | |||||||||||
| 202401 | EFA,18.43,GLD,52.09,QQQ,29.48 | |||||||||||
| 202312 | GLD,78.98,QQQ,21.02 | |||||||||||
| 202311 | GLD,100 | |||||||||||
| 202310 | QQQ,100 | |||||||||||
| 202309 | IWM,12.46,QQQ,87.54 | |||||||||||
| 202308 | IWM,12.33,QQQ,87.67 | |||||||||||
| 202307 | GLD,30.9,QQQ,68.45,TLT,0.65 | |||||||||||
| 202306 | GLD,41.94,QQQ,58.06 | |||||||||||
| 202305 | EFA,2.06,GLD,30.95,QQQ,59.45,TLT,7.54 | |||||||||||
| 202304 | EFA,3.2,GLD,66.77,QQQ,30.03 | |||||||||||
| 202303 | EFA,100 | |||||||||||
| 202302 | EFA,99.74,GLD,0.26 | |||||||||||
| 202301 | EFA,35.4,GLD,64.6 | |||||||||||
| 202212 | EFA,100 | |||||||||||
| 202211 | IWM,100 | |||||||||||
| 202210 | EEM,46.89,EFA,4.56,GLD,23.79,TLT,24.76 | |||||||||||
| 202209 | IWM,100 | |||||||||||
| 202208 | EEM,34.75,GLD,32.7,TLT,32.55 | |||||||||||
| 202207 | GLD,36.85,IWM,4.43,QQQ,10.33,TLT,48.39 | |||||||||||
| 202206 | GLD,100 | |||||||||||
| 202205 | GLD,100 | |||||||||||
| 202204 | GLD,82.92,SPY,17.08 | |||||||||||
| 202203 | GLD,100 | |||||||||||
| 202202 | GLD,38.56,SPY,58.44,TLT,3 | |||||||||||
| 202201 | GLD,19.24,IYR,16.99,SPY,46.26,TLT,17.51 | |||||||||||
| 202112 | QQQ,64.3,TLT,35.7 | |||||||||||
| 202111 | IYR,18.1,QQQ,15.85,SPY,54.11,TLT,11.94 | |||||||||||
| 202110 | QQQ,67.66,TLT,32.34 | |||||||||||
| 202109 | IYR,31.26,QQQ,35.05,TLT,33.69 | |||||||||||
| 202108 | IYR,39.03,SPY,11.61,TLT,49.36 | |||||||||||
| 202107 | IYR,64.63,QQQ,5.97,SPY,9.74,TLT,19.66 | |||||||||||
| 202106 | EFA,11.58,IYR,88.42 | |||||||||||
| 202105 | IYR,100 | |||||||||||
| 202104 | IWM,59.83,IYR,40.17 | |||||||||||
| 202103 | EEM,4.19,IWM,94.14,QQQ,1.67 | |||||||||||
| 202102 | EEM,18.7,IWM,66.75,TLT,14.55 | |||||||||||
| 202101 | EEM,32.39,IWM,50.71,TLT,16.9 | |||||||||||
| 202012 | EEM,2.82,IWM,97.18 | |||||||||||
| 202011 | GLD,14.12,IWM,85.88 | |||||||||||
| 202010 | EEM,10.89,GLD,15.28,QQQ,17.85,TLT,55.98 | |||||||||||
| 202009 | EEM,18.51,GLD,12.44,IWM,2.58,QQQ,43.82,TLT,22.65 | |||||||||||
| 202008 | EEM,5.6,GLD,33.85,IWM,8.21,QQQ,20.24,TLT,32.1 | |||||||||||
| 202007 | GLD,20.95,QQQ,43.69,TLT,35.36 | |||||||||||
| 202006 | GLD,30.14,QQQ,18.69,TLT,51.17 | |||||||||||
| 202005 | GLD,5.2,QQQ,25.16,TLT,69.64 | |||||||||||
| 202004 | GLD,12.5,QQQ,19.15,TLT,68.35 | |||||||||||
| 202003 | GLD,4.9,QQQ,25.46,TLT,69.64 | |||||||||||
| 202002 | GLD,44.55,QQQ,55.17,TLT,0.28 | |||||||||||
| 202001 | EEM,23.62,EFA,14.31,GLD,24.5,IWM,25.69,QQQ,11.88 | |||||||||||
| 201912 | EFA,43.89,IWM,2.36,QQQ,22.13,TLT,31.62 | |||||||||||
| 201911 | EFA,27.63,GLD,12.67,IWM,10.55,IYR,3.42,QQQ,0.17,TLT,45.56 | |||||||||||
| 201910 | GLD,16.07,QQQ,0.6,SPY,38.38,TLT,44.95 | |||||||||||
| 201909 | GLD,11.41,SPY,24.18,TLT,64.41 | |||||||||||
| 201908 | GLD,18.15,SPY,28.45,TLT,53.4 | |||||||||||
| 201907 | GLD,14.39,SPY,30.86,TLT,54.75 | |||||||||||
| 201906 | SPY,27.06,TLT,72.94 | |||||||||||
| 201905 | IYR,13.71,SPY,61.29,TLT,25 | |||||||||||
| 201904 | EFA,23.89,IYR,5.88,TLT,70.23 | |||||||||||
| 201903 | EEM,9.29,GLD,35.02,IWM,1.47,IYR,11.26,TLT,42.96 | |||||||||||
| 201902 | EEM,5.29,GLD,47.17,IYR,11.31,TLT,36.23 | |||||||||||
| 201901 | GLD,96.57,TLT,3.43 | |||||||||||
| 201812 | GLD,51.83,IYR,48.17 | |||||||||||
| 201811 | TLT,53.55,IWM,21.63,EFA,13.8,GLD,11.02 | |||||||||||
| 201810 | IYR,1.52,SPY,88.47,TLT,10.01 | |||||||||||
| 201809 | QQQ,0.62,TLT,30.86,IWM,6.69,SPY,50.68,IYR,11.15 | |||||||||||
| 201808 | SPY,40.04,QQQ,0.1,IWM,26.6,IYR,33.26 | |||||||||||
| 201807 | IWM,4.94,IYR,56.01,TLT,39.05 | |||||||||||
| 201806 | TLT,45.63,IWM,54.37 | |||||||||||
| 201805 | QQQ,100 | |||||||||||
| 201804 | EEM,24.22,GLD,75.78 | |||||||||||
| 201803 | GLD,49.45,QQQ,50.55 | |||||||||||
| 201802 | GLD,15.41,SPY,79.85,QQQ,4.74 | |||||||||||
| 201801 | GLD,1.4,TLT,8.62,SPY,89.98 | |||||||||||
| 201712 | GLD,5.79,IWM,20.68,TLT,25.7,SPY,47.83 | |||||||||||
| 201711 | EFA,12.26,IWM,6.42,GLD,23.6,TLT,9.58,EEM,9.37,SPY,38.77 | |||||||||||
| 201710 | EEM,19.61,IWM,47.18,GLD,5.95,TLT,27.26 | |||||||||||
| 201709 | SPY,8.76,TLT,25.97,IYR,9.69,EEM,19.89,GLD,35.69 | |||||||||||
| 201708 | TLT,19.63,EEM,4.25,EFA,76.12 | |||||||||||
| 201707 | TLT,37.96,EFA,62.04 | |||||||||||
| 201706 | EFA,33.39,QQQ,36.71,GLD,2.54,TLT,27.36 | |||||||||||
| 201705 | QQQ,71.56,TLT,0.74,GLD,27.7 | |||||||||||
| 201704 | GLD,18.86,QQQ,80.01,IYR,1.13 | |||||||||||
| 201703 | GLD,3.81,TLT,1.6,SPY,94.59 | |||||||||||
| 201702 | IWM,4.35,SPY,95.65 | |||||||||||
| 201701 | IWM,100 | |||||||||||
| 201612 | IWM,100 | |||||||||||
| 201611 | QQQ,100 | |||||||||||
| 201610 | GLD,41.11,QQQ,46.74,TLT,12.15 | |||||||||||
| 201609 | EEM,5.76,GLD,8.03,IWM,14.16,QQQ,24.15,TLT,47.9 | |||||||||||
| 201608 | GLD,21.37,IWM,27.81,IYR,16.54,TLT,34.28 | |||||||||||
| 201607 | GLD,6.92,IYR,22.96,SPY,26.34,TLT,43.78 | |||||||||||
| 201606 | GLD,13.77,SPY,56.4,TLT,29.83 | |||||||||||
| 201605 | EEM,12.15,GLD,36.33,SPY,18.24,TLT,33.28 | |||||||||||
| 201604 | EEM,5.67,GLD,21.45,IYR,25.39,TLT,47.49 | |||||||||||
| 201603 | GLD,40.16,TLT,59.84 | |||||||||||
| 201602 | QQQ,12.81,TLT,87.19 | |||||||||||
| 201601 | IYR,73.7,QQQ,6.36,TLT,19.94 | |||||||||||
| 201512 | QQQ,58.23,TLT,41.77 | |||||||||||
| 201511 | QQQ,38.55,TLT,61.45 | |||||||||||
| 201510 | IYR,3.64,TLT,96.36 | |||||||||||
| 201509 | TLT,100 | |||||||||||
| 201508 | QQQ,100 | |||||||||||
| 201507 | GLD,13.28,IWM,86.72 | |||||||||||
| 201506 | EFA,12.74,QQQ,87.26 | |||||||||||
| 201505 | EEM,5.08,EFA,91.88,TLT,3.04 | |||||||||||
| 201504 | IWM,49.18,TLT,50.82 | |||||||||||
| 201503 | IWM,8.39,QQQ,11.07,SPY,32.86,TLT,47.68 | |||||||||||
| 201502 | IWM,4.39,IYR,52.85,TLT,42.76 | |||||||||||
| 201501 | SPY,36.31,TLT,63.69 | |||||||||||
| 201412 | IYR,4.72,QQQ,41.87,TLT,53.41 | |||||||||||
| 201411 | QQQ,38.65,TLT,61.35 | |||||||||||
| 201410 | QQQ,53.08,TLT,46.92 | |||||||||||
| 201409 | GLD,6.35,QQQ,59.48,TLT,34.17 | |||||||||||
| 201408 | EEM,8.15,GLD,0.13,IYR,22.19,QQQ,27.38,TLT,42.15 | |||||||||||
| 201407 | EEM,12.23,GLD,0.11,IYR,10.63,SPY,27.63,TLT,49.4 | |||||||||||
| 201406 | EEM,5.61,EFA,5.59,IYR,24.19,SPY,25.18,TLT,39.43 | |||||||||||
| 201405 | EFA,6.1,IYR,42.16,SPY,0.36,TLT,51.38 | |||||||||||
| 201404 | GLD,0.52,IYR,34.53,SPY,16.12,TLT,48.83 | |||||||||||
| 201403 | QQQ,61.89,TLT,38.11 | |||||||||||
| 201402 | QQQ,68.97,TLT,31.03 | |||||||||||
| 201401 | QQQ,47.92,SPY,51.99,TLT,0.09 | |||||||||||
| 201312 | EFA,2.47,QQQ,97.53 | |||||||||||
| 201311 | EFA,42.43,GLD,6.02,QQQ,50.61,TLT,0.94 | |||||||||||
| 201310 | IWM,16.51,QQQ,83.49 | |||||||||||
| 201309 | IWM,24.04,QQQ,75.96 | |||||||||||
| 201308 | IWM,2.07,QQQ,97.93 | |||||||||||
| 201307 | QQQ,23.78,SPY,76.22 | |||||||||||
| 201306 | QQQ,29.65,SPY,40.19,TLT,30.16 | |||||||||||
| 201305 | IYR,17.35,SPY,37.57,TLT,45.08 | |||||||||||
| 201304 | IWM,41.5,IYR,37.84,TLT,20.66 | |||||||||||
| 201303 | EFA,14.86,IWM,19.26,IYR,39.61,TLT,26.27 | |||||||||||
| 201302 | EFA,73.53,IYR,8.41,TLT,18.06 | |||||||||||
| 201301 | EEM,59.78,EFA,13.02,TLT,27.2 | |||||||||||
| 201212 | EFA,42.86,GLD,41.22,TLT,15.92 | |||||||||||
| 201211 | EFA,8.48,GLD,87.06,TLT,4.46 | |||||||||||
| 201210 | GLD,9.46,SPY,60.19,TLT,30.35 | |||||||||||
| 201209 | GLD,3.38,QQQ,8.26,SPY,37.28,TLT,51.08 | |||||||||||
| 201208 | EFA,0.97,IYR,27.5,SPY,10.01,TLT,61.52 | |||||||||||
| 201207 | IYR,47.31,TLT,52.69 | |||||||||||
| 201206 | IYR,20.8,QQQ,15.97,TLT,63.23 | |||||||||||
| 201205 | IYR,25.45,QQQ,51.61,TLT,22.94 | |||||||||||
| 201204 | IYR,8.83,QQQ,69.91,TLT,21.26 | |||||||||||
| 201203 | QQQ,30.87,SPY,29.73,TLT,39.4 | |||||||||||
| 201202 | IYR,11.98,SPY,43.33,TLT,44.69 | |||||||||||
| 201201 | SPY,42.57,TLT,57.43 | |||||||||||
| 201112 | SPY,44.18,TLT,55.82 | |||||||||||
| 201111 | GLD,9.74,QQQ,11.68,SPY,19.26,TLT,59.32 | |||||||||||
| 201110 | QQQ,27.49,TLT,72.51 | |||||||||||
| 201109 | GLD,61.55,QQQ,16.84,TLT,21.61 | |||||||||||
| 201108 | GLD,46.05,QQQ,11.81,TLT,42.14 | |||||||||||
| 201107 | EEM,8.27,GLD,23.31,IYR,7.7,QQQ,5.84,TLT,54.88 | |||||||||||
| 201106 | GLD,32.81,IYR,10.4,QQQ,12.43,TLT,44.36 | |||||||||||
| 201105 | GLD,43.69,IYR,34.63,QQQ,4.91,TLT,16.77 | |||||||||||
| 201104 | GLD,8.24,IYR,16.3,SPY,67.95,TLT,7.51 | |||||||||||
| 201103 | GLD,4.17,SPY,95.83 | |||||||||||
| 201102 | QQQ,47.34,SPY,52.66 | |||||||||||
| 201101 | GLD,4.14,IWM,53.65,QQQ,42.21 | |||||||||||
| 201012 | GLD,57.96,QQQ,39.53,TLT,2.51 | |||||||||||
| 201011 | GLD,18.24,QQQ,53.07,TLT,28.69 | |||||||||||
| 201010 | EEM,34.57,EFA,12.5,GLD,5.33,TLT,47.6 | |||||||||||
| 201009 | EEM,16.86,GLD,1.55,IYR,12.76,TLT,68.83 | |||||||||||
| 201008 | EEM,9.35,IYR,14.01,TLT,76.64 | |||||||||||
| 201007 | EEM,0.22,GLD,11.92,IYR,19.06,TLT,68.8 | |||||||||||
| 201006 | GLD,12.5,IWM,7.92,IYR,18.79,TLT,60.79 | |||||||||||
| 201005 | GLD,3.41,IWM,25.82,IYR,18.5,TLT,52.27 | |||||||||||
| 201004 | IWM,90.27,IYR,3.76,TLT,5.97 | |||||||||||
| 201003 | GLD,2.86,IWM,33.6,IYR,48.3,QQQ,15.24 | |||||||||||
| 201002 | GLD,61.32,IYR,37.49,QQQ,1.19 | |||||||||||
| 201001 | GLD,19.8,IYR,0.84,QQQ,79.11,TLT,0.25 | |||||||||||
| 200912 | GLD,70.59,QQQ,2.94,TLT,26.47 | |||||||||||
| 200911 | GLD,40.25,IYR,10.69,QQQ,18.26,SPY,5.23,TLT,25.57 | |||||||||||
| 200910 | EEM,6.71,GLD,1.4,IYR,3.81,QQQ,38.95,TLT,49.13 | |||||||||||
| 200909 | EFA,22.23,QQQ,47.28,TLT,30.49 | |||||||||||
| 200908 | EFA,15.99,GLD,22.99,QQQ,61.02 | |||||||||||
| 200907 | EEM,7.08,GLD,5.27,QQQ,87.65 | |||||||||||
| 200906 | EEM,45.03,GLD,54.97 | |||||||||||
| 200905 | GLD,45.36,QQQ,54.64 | |||||||||||
| 200904 | EEM,16.69,GLD,82.75,QQQ,0.56 | |||||||||||
| 200903 | GLD,58.39,TLT,41.61 | |||||||||||
| 200902 | EEM,0.76,GLD,32.91,TLT,66.33 | |||||||||||
| 200901 | EEM,5.88,GLD,5.5,TLT,88.62 | |||||||||||
| 200812 | EEM,3.38,TLT,96.62 | |||||||||||
| 200811 | TLT,100 | |||||||||||
| 200810 | IYR,11.47,TLT,88.53 | |||||||||||
| 200809 | IWM,27.82,TLT,72.18 | |||||||||||
| 200808 | GLD,35.21,IWM,64.79 | |||||||||||
| 200807 | IWM,6.57,QQQ,33.62,TLT,59.81 | |||||||||||
| 200806 | EFA,9.03,GLD,13.31,QQQ,68.56,TLT,9.1 | |||||||||||
| 200805 | GLD,21.72,IYR,43.12,TLT,35.16 | |||||||||||
| 200804 | GLD,57.28,IYR,6.63,TLT,36.09 | |||||||||||
| 200803 | GLD,57.91,TLT,42.09 | |||||||||||
| 200802 | GLD,42.98,TLT,57.02 | |||||||||||
| 200801 | EEM,1.08,GLD,32.49,QQQ,11.8,TLT,54.63 | |||||||||||
| 200712 | EEM,5.94,GLD,15.71,IYR,0.71,QQQ,1.96,TLT,75.68 | |||||||||||
| 200711 | GLD,36.13,QQQ,14.93,TLT,48.94 | |||||||||||
| 200710 | EEM,11.67,GLD,38.49,QQQ,6.04,TLT,43.8 | |||||||||||
| 200709 | EEM,8.13,QQQ,27.82,TLT,64.05 | |||||||||||
| 200708 | EEM,13.07,QQQ,47.96,TLT,38.97 | |||||||||||
| 200707 | EEM,62.51,QQQ,37.49 | |||||||||||
| 200706 | EFA,42.79,QQQ,14.94,TLT,42.27 | |||||||||||
| 200705 | EFA,18.72,GLD,18.35,QQQ,13.06,TLT,49.87 | |||||||||||
| 200704 | EFA,100 | |||||||||||
| 200703 | EFA,16.48,GLD,23.31,IYR,17.67,TLT,42.54 | |||||||||||
| 200702 | EFA,36.89,GLD,23.89,IYR,39.22 | |||||||||||
| 200701 | EEM,0.82,EFA,28.72,GLD,0.67,IYR,3.77,SPY,50.47,TLT,15.55 | |||||||||||
| 200612 | GLD,2.85,IYR,11.69,QQQ,2.86,SPY,48.24,TLT,34.36 | |||||||||||
| 200611 | IYR,6.93,SPY,34.89,TLT,58.18 | |||||||||||
| 200610 | IYR,9.49,SPY,21.75,TLT,68.76 | |||||||||||
| 200609 | IYR,7.53,TLT,92.47 | |||||||||||
| 200608 | GLD,40.49,IYR,59.51 | |||||||||||
| 200607 | EFA,8.12,GLD,58.23,IYR,33.65 | |||||||||||
| 200606 | EFA,39.94,GLD,48.82,IYR,11.24 | |||||||||||
| 200605 | EFA,20.65,GLD,29.24,IWM,30.99,IYR,19.12 | |||||||||||
| 200604 | EFA,26.03,GLD,15.41,IWM,1.26,IYR,57.3 | |||||||||||
| 200603 | EEM,5.71,GLD,14.81,IWM,5.77,IYR,44.84,TLT,28.87 | |||||||||||
| 200602 | EEM,15.89,GLD,54.14,IWM,13.51,IYR,11.47,TLT,4.99 | |||||||||||
| 200601 | EEM,14.91,GLD,77.34,QQQ,7.75 | |||||||||||
| 200512 | GLD,65.43,QQQ,34.57 | |||||||||||
| 200511 | EFA,9.97,GLD,66.1,QQQ,23.93 | |||||||||||
| 200510 | EEM,64.75,GLD,35.25 | |||||||||||
| 200509 | EEM,25.08,IWM,4.87,QQQ,18.79,TLT,51.26 | |||||||||||
| 200508 | IYR,81.48,QQQ,1.94,TLT,16.58 | |||||||||||
| 200507 | IYR,24.26,TLT,75.74 | |||||||||||
| 200506 | GLD,3.83,IYR,36.14,QQQ,1.7,TLT,58.33 | |||||||||||
| 200505 | EEM,9.99,GLD,10.34,TLT,79.67 | |||||||||||
| 200504 | EEM,28.21,TLT,71.79 | |||||||||||
| 200503 | EEM,100 | |||||||||||
| 200502 | EEM,1.62,EFA,55.77,TLT,42.61 | |||||||||||
| 200501 | EEM,41.46,EFA,7.52,GLD,13.86,IYR,8,QQQ,11.65,TLT,17.51 | |||||||||||
| 200412 | EEM,41.89,GLD,21.76,IWM,2.76,IYR,10.82,TLT,22.77 | |||||||||||
| 200411 | EEM,30.07,IYR,14.24,TLT,55.69 | |||||||||||
| 200410 | EEM,1.24,GLD,7.39,IYR,17.99,TLT,73.38 | |||||||||||
| 200409 | GLD,2.01,IYR,34.84,TLT,63.15 | |||||||||||
| 200408 | EEM,53.46,GLD,27.39,IWM,19.15 | |||||||||||
| 200407 | QQQ,100 | |||||||||||
| 200406 | EFA,63.01,IWM,36.99 | |||||||||||
| 200405 | EEM,7.69,GLD,50.75,IYR,1.53,QQQ,40.03 | |||||||||||
| 200404 | EEM,7.86,IYR,63.1,TLT,29.04 | |||||||||||
| 200403 | EEM,12.13,EFA,6.42,GLD,1.57,IYR,52.49,SPY,7.02,TLT,20.37 | |||||||||||
| 200402 | EEM,11.98,GLD,16.49,IYR,33.31,SPY,20.38,TLT,17.84 | |||||||||||
| 200401 | EFA,35.63,GLD,20.01,IYR,23.7,TLT,20.66 | |||||||||||
| 200312 | EEM,10.1,EFA,35.05,GLD,25.45,IYR,16.28,TLT,13.12 | |||||||||||
| 200311 | EEM,17.68,EFA,26.64,GLD,30.12,IYR,25.56 | |||||||||||
| 200310 | EEM,44.67,GLD,25.53,IYR,29.8 | |||||||||||
| 200309 | EEM,66.79,GLD,20.98,IYR,12.23 | |||||||||||
| 200308 | EEM,25.49,GLD,23.7,IWM,28.04,IYR,19.36,TLT,3.41 | |||||||||||
| 200307 | EEM,21.86,IWM,28.18,IYR,10.6,TLT,39.36 | |||||||||||
| 200306 | EEM,6.75,IWM,23.34,IYR,19.79,TLT,50.12 | |||||||||||
| 200305 | EEM,0.49,GLD,0.33,IYR,15.57,QQQ,17.46,TLT,66.15 | |||||||||||
| 200304 | GLD,17.06,IYR,27.3,QQQ,2.51,TLT,53.13 | |||||||||||
| 200303 | GLD,24.51,IYR,27.25,QQQ,8.66,TLT,39.58 | |||||||||||
| 200302 | EEM,21.71,GLD,57.4,IYR,1.95,QQQ,8.79,TLT,10.15 | |||||||||||
| 200301 | EEM,8.88,GLD,46.58,QQQ,15.06,TLT,29.48 | |||||||||||
| 200212 | EEM,8.82,GLD,17.13,QQQ,23.75,TLT,50.3 | |||||||||||
| 200211 | QQQ,17.3,TLT,82.7 | |||||||||||
| 200210 | EFA,1.14,IWM,0.71,IYR,2.82,QQQ,0.98,SPY,1.43,TLT,92.92 | |||||||||||
| 200209 | IYR,14.46,QQQ,0.88,TLT,84.66 | |||||||||||
| 200208 | IYR,1.76,TLT,98.24 | |||||||||||
| 200207 | EFA,6.75,GLD,45.81,IYR,34.96,TLT,12.48 | |||||||||||
| 200206 | EEM,4.95,EFA,20.63,GLD,42.57,IYR,31.85 | |||||||||||
| 200205 | EEM,24.77,GLD,31.12,IYR,34.85,TLT,9.26 | |||||||||||
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