Relative Strength Sector Rotation

for period ending October 31, 2024


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  Overview

t.srrs 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   Relative Strength Sector Rotation gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses U.S. sector exchange-traded funds to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic sector allocation algorithm which buys up to 9 sector ETFs. The algorithm buys each asset whose return is above its 10-month simple moving average, and sells when the asset's return falls below its 10-month simple moving average..

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

Ingredients Used   This portfolio recipe invests in up to nine exchange-traded funds (ETFs) chosen from a set of U.S. SPDR sector funds.

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 up to nine sector exchange-traded funds at a time. The Relative Strength Sector Rotation uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from a set of 9 U.S. sector funds that represent the major industrial sectors. The steps to create this portfolio are as follows:

  1. VizMetrics calculates the 10-month total return and 10-month simple moving average total return for each of the nine sector exchange-traded funds.

  2. VizMetrics chooses to invest equally in all the ETFs whose whose 10-month total return is above its 10-month simple moving average total return. VizMetrics sells any ETFs whose 10-month total return falls below its 10-month simple moving average total return.

  3. If less than 4 sectors are above their 10-month simple moving average total return, then invest in cash as follows: if 3 above=25% cash; 2 above=50% cash; 1 above=75% cash; 0 above=100% cash.

  4. VizMetrics repeats the process at the end of each month.

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.srrs ● 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.srrs 15.9% -1.8% 25.5% 6.8% 12.8% 9.8% 10.7%  
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.srrs 19.2% 14.5% 28.9% -4.1% 5.2%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending October 31, 2024

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

Maximum Drawdown vs. Annual Return
● t.srrs ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.srrs ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.srrs ● 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.srrs risk vs. 60/40 Better Better Better Worse Worse
t.srrs return vs. 60/40 Worse Better Better Better Better
Risk-Return Quadrant
SW NW NW NE NE
Risk-Return Direction 203° 355° 357° 29° 46°
Risk-Return Magnitude 0.9 3.1 4.1 1.8 1.9
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
* compares t.srrs 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.srrs -6.9% -1.7% 1.0% -0.7% -0.7%  
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9.40444824344045% -5.55773093774018% -2.35853737984855% -6.7030974856836% -4.61834374565458% 0%
t.dbnd -12.2846834664965% -2.90160773600575% -3.98764845174436% -2.8162943398501% 0% 0%
t.qaro 0.848489412198155% -0.998393462491367% -4.82564106357126% -4.84925327771223% -6.48150954132662% -3.67203345613979%
t.acap 0.481410133931369% -8.60574474271138% -11.1956168513905% -6.24412903404191% -3.91299474552691% 0.147841216963672%
t.trdd -9.54356597780658% -14.4027252765764% -11.0504305915541% -7.26149336334368% -2.95155115605546% 1.59128171554189%
t.shar -10.1422228150226% -11.5960996457569% -1.79154012725438% -3.69447933340586% -1.0050256404952% 1.6394947944801%
t.tris -6.14075112107544% -5.87921175023266% -3.97146371976114% -5.90041071222122% -4.59494384688063% 0.495169044909421%
t.tret -6.39283157529656% -12.9947033267746% -10.5982597261209% -6.31685507386234% -2.1982271376479% 2.17582125382748%
t.rsop -7.15831017129853% -5.74217447145153% -5.7929433299697% -3.0743917833956% -2.18752546323387% 0.432587335857589%
t.rpcl -7.16033423942911% -6.54125061528899% -10.525298040187% -5.27308942988912% -4.36759128396666% 0.669770221888925%
t.risd -9.88608118229584% -5.57770065314828% -6.50239316959238% -2.23307329202965% -0.0857922852316531% 2.71650536634658%
t.mva3 -2.49463464472568% -5.07324434952966% -5.93275003595176% -2.16605331757127% 0.109278351001064% 3.48771851680667%
t.mva2 -9.26730554333007% -7.38019243774668% -8.98868297684508% -4.46319808961965% -2.4610201929751% 1.48383245253674%
t.mca2 -8.5400320124823% -7.2364044661216% -8.01448339545457% -4.02517819846525% -2.5789930769398% 1.28029300274873%
t.mca1 -10.4066763643167% -8.79733878667403% -9.42478168099476% -4.97907655429871% -3.28286710772138% 0.83247007770408%
t.madd -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.219612519268944% 3.1104863095751%
t.loss 3.57074915876328% -4.79263689132388% -7.24512974184397% -2.76288408450521% -0.46044894280878% 2.22669420988406%
t.eqrc -8.63352768653331% -7.52383268059995% -8.25031003074749% -3.92193956239781% -1.96148922899671% 1.73087685706718%
t.cvar 4.5521885837061% -2.7916080520525% -7.59582791990912% -2.89833179881657% -0.848288239715339% 1.83168118958129%
t.cdar -20.649280623594% -7.58477088528134% -6.56829584114014% -3.66326102748749% -0.345026375671534% 2.40994596208945%
t.srt3 -11.6923604771268% -0.80322265492593% 0.903133697022936% -1.73481362746734% -1.77688568412287% 0%
t.srt5 3.54932149257833% 2.32315422548285% 3.61111635020471% -0.463359264417358% -0.901076581764132% 0%
t.srrs -6.93216904928277% -1.70823246540571% 1.03423556581704% -0.730000001473536% -0.692376656060828% 0%
t.srqr 22.6617639596148% 10.3624361593228% 2.05179007794311% -2.59179505187005% -2.06093039252276% 0%
t.pure -27.6853384947599% -9.11143564996419% -3.31395678083531% -6.19625227027373% -2.65238634937558% 3.28947736991624%
t.frs4 -22.3244025295123% -10.5930728265758% -3.22983342008949% -3.24135512364595% -4.39248367207861% 1.36638236478908%
t.frs3 -19.9821281018179% -4.55562759354224% 2.27677382043526% 0.323993555186203% -0.817330307811909% 3.75072614101558%
t.frs2 -16.613192987354% -0.0875134949542886% 2.67062779178917% -2.86414289796887% -2.90888677337264% 0.925151603833292%
t.frs1 -9.83952778988743% -2.02915319101731% -2.59056773687926% -3.88416002091426% -5.05052390320044% -1.15141664144769%
t.eqwt -8.66243805832164% -6.38164728370061% -5.86269594224171% -3.38820231975362% -2.93694817594566% -0.71966122837239%
t.sort -13.6182939248041% -12.0355473902337% -1.83747122636443% -4.09601343055271% -1.7887555660553% 1.11811439277907%
t.rpba -6.56184456823716% -5.74821337333836% -5.68126639027697% -2.91322867958959% -1.93554524721242% 0.7684886320222%
t.mvar -4.15128378840632% -3.63441182453951% -6.00599573404293% -2.02970681483471% 0.506799837510128% 3.42570194241731%
t.madm -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.252218163688772% 3.13539203349962%
t.dist -8.59104248567647% -7.45619000092618% -11.1156850314497% -5.38613219143844% -4.62514934839201% 0.275033399191292%
t.mdiv -6.1594476658381% -8.79814965690413% -10.3448380407226% -6.13573770786779% -2.70410052420059% 1.1501298961726%
t.coco -4.64684540791329% -8.50663801663281% -7.63401479422673% -5.18573998502444% -2.41017683849803% 1.17311757714149%
t.aaaf 14.6220703626933% -0.122013586844411% 4.45737169501604% 4.13038370915809% 6.94606827423948% 7.68353953615619%
t.aaae -3.79260561830991% -8.19149691882702% -2.10771176822339% -3.25754629316821% -2.14288476095778% 2.92465818565687%
t.aaad -7.7084263257333% -7.64726372503215% -0.824783587331776% -3.86446205660381% -2.19063290143059% 3.48044519523307%
t.aaac 11.1521098243358% -9.88680115217637% -7.6431511617701% -5.78589541375077% -4.23311017788714% 2.06297220774676%
t.aaab 9.78295997187377% -10.0976619252049% -7.48909943959571% -5.6281091836464% -4.04472632143513% 2.18168370362958%
t.aaaa 7.11231079003949% -6.48607138334954% -3.21599534649307% -3.0129215878517% -2.83208284607484% 2.70432979858784%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.srrs 0.3% -0.9% 2.3% 0.8% 1.1%  
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.srrs 2.03 0.18 0.72 0.67 0.83  
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.srrs 4.35 0.25 1.13 1.01 1.27  
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.srrs 3.1% 11.9% 11.9% 11.9% 16.8%  
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.srrs 10.7% 14.0% 14.9% 12.7% 12.4%  
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.srrs 4.4% 8.8% 8.8% 8.0% 7.8%  
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.srrs 0.61 0.67 0.61 0.64 0.65  
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) 0.84 0.87 0.82 0.82 0.80
to S&P500 (SPY) 0.78 0.87 0.82 0.84 0.84
to U.S. Bonds (BND) 0.65 0.56 0.40 0.25 0.14
to Commodities (DBC) -0.44 0.41 0.50 0.39 0.44
to Gold (GLD) 0.13 0.24 0.18 0.03 0.06


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -1.8% 2.1% 2.7% 3.2% 0.2% 3.2% -3.1% 4.1% 5.1% -0.3%
2023 4.5% 3.6% -2.7% -3.8% -2.3% 2.7% 7.3% -3.1% 0.6% 0.2% -2.8% 1.4%
2022 -3.1% 3.6% 6.1% -5.8% -1.1% 4.0% -8.2% 4.4% -5.1% 5.3% -0.7% -2.3%
2021 5.8% -1.7% 7.3% -3.3% 2.1% 1.2% 0.4% 1.7% 4.2% 5.5% 4.1% -1.0%
2020 3.2% 9.4% -2.7% -1.7% 5.1% 6.4% 2.4% 2.6% 0.3% -1.2% -8.7% -0.1%
2019 2.6% 3.0% 1.4% 2.4% -0.7% 1.0% 6.3% -6.2% 2.9% 2.4% 2.1% 1.1%
2018 -7.5% 3.6% -6.2% 0.5% 1.7% 2.7% 0.1% 2.2% 1.7% -3.3% -4.9% 4.5%
2017 1.1% 2.8% 1.9% 1.5% 0.6% 1.7% 0.7% 1.7% 1.3% -0.1% 3.4% 1.9%
2016 1.4% 4.2% -1.6% -0.0% -0.4% 2.9% 1.2% 1.1% -0.4% 3.2% 0.6% -2.2%
2015 -1.4% 0.0% -0.1% 0.1% -6.6% 4.0% -1.8% 1.5% 0.0% -1.8% 4.0% -2.0%
2014 0.2% 3.4% 3.1% -1.6% 4.1% -2.3% 2.2% 2.0% 1.2% 1.0% 4.8% -3.1%
2013 2.5% 2.3% 4.5% 3.2% -2.9% 5.2% -1.3% 1.3% 2.0% 3.8% 1.3% 6.1%
2012 1.4% 0.3% -1.1% 2.5% 1.6% 0.8% 3.8% -5.6% -0.3% 2.6% 3.0% 2.1%
2011 2.2% 0.5% 0.9% -1.9% -3.4% -2.0% -1.4% -0.8% 3.1% 0.5% 3.4% 1.9%
2010 6.1% 0.2% 4.1% 0.8% -4.0% 0.2% -6.1% -7.8% 1.7% 5.8% 3.1% -3.6%
2009 2.3% 6.3% -2.2% 3.7% 3.5% 7.9% -1.9% 0.0% -0.2% 0.5% -0.1% -0.4%
2008 0.6% 1.3% -2.3% -1.6% 0.5% -6.2% -5.1% 3.9% 2.2% -0.8% 1.0% -7.5%
2007 0.9% -2.2% 3.0% 5.1% 1.0% -3.2% -1.7% 3.5% 4.3% 1.6% -0.9% 1.8%
2006 0.9% 2.4% 3.6% 0.6% 1.4% -0.1% 0.9% -2.9% 1.6% 1.3% -0.3% 3.3%
2005 0.3% 2.7%
Monthly Allocation
Month Allocations
202411 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
202410 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
202409 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202408 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202407 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202406 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202405 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202404 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202403 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5
202402 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29
202401 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202312 XLY,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29
202311 XLE,25,XLK,25,SHY,50
202310 XLY,25,XLE,25,XLK,25,SHY,25
202309 XLY,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29
202308 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202307 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29
202306 XLY,25,XLI,25,XLK,25,SHY,25
202305 XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
202304 XLY,16.67,XLP,16.67,XLE,16.67,XLI,16.67,XLB,16.65,XLK,16.67
202303 XLE,20,XLF,20,XLI,20,XLB,20,XLK,20
202302 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5
202301 XLP,16.67,XLE,16.65,XLF,16.67,XLV,16.67,XLI,16.67,XLU,16.67
202212 XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLU,14.29
202211 XLE,25,XLV,25,XLI,25,SHY,25
202210 XLE,25,SHY,75
202209 XLE,25,XLU,25,SHY,50
202208 XLP,25,XLE,25,XLV,25,XLU,25
202207 XLE,25,XLU,25,SHY,50
202206 XLP,20,XLE,20,XLV,20,XLB,20,XLU,20
202205 XLP,25,XLE,25,XLB,25,XLU,25
202204 XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
202203 XLP,25,XLE,25,XLF,25,XLU,25
202202 XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLB,14.26,XLK,14.29,XLU,14.29
202201 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202112 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202111 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202110 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202109 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202108 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202107 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202106 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202105 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202104 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202103 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5
202102 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202101 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202012 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.12,XLK,11.11,XLU,11.11
202011 XLY,14.29,XLP,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29,XLU,14.29
202010 XLY,16.67,XLP,16.67,XLV,16.67,XLI,16.67,XLB,16.65,XLK,16.67
202009 XLY,16.67,XLP,16.67,XLV,16.67,XLI,16.67,XLB,16.65,XLK,16.67
202008 XLY,16.67,XLP,16.67,XLV,16.67,XLB,16.65,XLK,16.67,XLU,16.67
202007 XLY,25,XLV,25,XLB,25,XLK,25
202006 XLY,25,XLV,25,XLB,25,XLK,25
202005 XLV,25,XLK,25,SHY,50
202004 SHY,100
202003 XLK,25,SHY,75
202002 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
202001 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201912 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201911 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201910 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201909 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201908 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201907 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201906 XLY,25,XLP,25,XLK,25,XLU,25
201905 XLY,14.29,XLP,14.29,XLF,14.29,XLI,14.29,XLB,14.26,XLK,14.29,XLU,14.29
201904 XLY,14.29,XLP,14.29,XLV,14.29,XLI,14.29,XLB,14.26,XLK,14.29,XLU,14.29
201903 XLY,16.67,XLP,16.67,XLV,16.67,XLI,16.65,XLK,16.67,XLU,16.67
201902 XLY,25,XLP,25,XLV,25,XLU,25
201901 XLU,25,SHY,75
201812 XLV,25,XLP,25,XLY,25,XLU,25
201811 SHY,25,XLU,25,XLP,25,XLV,25
201810 XLP,14.29,XLK,14.29,XLY,14.29,XLU,14.29,XLV,14.29,XLI,14.29,XLE,14.26
201809 XLV,11.11,XLK,11.11,XLI,11.11,XLP,11.11,XLU,11.11,XLF,11.11,XLY,11.11,XLE,11.11,XLB,11.12
201808 XLY,11.11,XLE,11.11,XLB,11.12,XLV,11.11,XLK,11.11,XLI,11.11,XLF,11.11,XLP,11.11,XLU,11.11
201807 XLY,20,XLU,20,XLE,20,XLK,20,XLV,20
201806 XLI,25,XLY,25,XLE,25,XLK,25
201805 XLY,20,XLE,20,XLK,20,XLF,20,XLV,20
201804 XLK,20,XLE,20,XLI,20,XLF,20,XLY,20
201803 XLK,16.67,XLI,16.67,XLB,16.65,XLY,16.67,XLV,16.67,XLF,16.67
201802 XLV,12.5,XLI,12.5,XLY,12.5,XLP,12.5,XLF,12.5,XLE,12.5,XLB,12.5,XLK,12.5
201801 XLK,11.11,XLI,11.11,XLF,11.11,XLV,11.11,XLP,11.11,XLY,11.11,XLB,11.12,XLU,11.11,XLE,11.11
201712 XLK,11.11,XLP,11.11,XLB,11.12,XLU,11.11,XLI,11.11,XLV,11.11,XLY,11.11,XLE,11.11,XLF,11.11
201711 XLI,12.5,XLB,12.5,XLK,12.5,XLV,12.5,XLF,12.5,XLY,12.5,XLE,12.5,XLU,12.5
201710 XLP,11.11,XLK,11.11,XLY,11.11,XLV,11.11,XLU,11.11,XLB,11.12,XLF,11.11,XLE,11.11,XLI,11.11
201709 XLB,12.5,XLU,12.5,XLK,12.5,XLI,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLY,12.5
201708 XLF,12.5,XLV,12.5,XLP,12.5,XLB,12.5,XLY,12.5,XLK,12.5,XLI,12.5,XLU,12.5
201707 XLU,12.5,XLY,12.5,XLV,12.5,XLB,12.5,XLI,12.5,XLK,12.5,XLF,12.5,XLP,12.5
201706 XLB,12.5,XLP,12.5,XLY,12.5,XLV,12.5,XLK,12.5,XLU,12.5,XLF,12.5,XLI,12.5
201705 XLY,12.5,XLU,12.5,XLK,12.5,XLF,12.5,XLI,12.5,XLV,12.5,XLP,12.5,XLB,12.5
201704 XLP,12.5,XLF,12.5,XLI,12.5,XLU,12.5,XLK,12.5,XLV,12.5,XLB,12.5,XLY,12.5
201703 XLF,11.11,XLI,11.11,XLE,11.11,XLB,11.12,XLU,11.11,XLY,11.11,XLK,11.11,XLP,11.11,XLV,11.11
201702 XLY,11.11,XLV,11.11,XLB,11.12,XLI,11.11,XLP,11.11,XLK,11.11,XLE,11.11,XLU,11.11,XLF,11.11
201701 XLY,16.67,XLE,16.67,XLF,16.67,XLI,16.67,XLB,16.66,XLK,16.66
201612 XLY,16.67,XLE,16.67,XLF,16.67,XLI,16.67,XLB,16.66,XLK,16.66,XLY,16.67,XLE,16.67,XLF,16.67,XLI,16.67,XLB,16.66,XLK,16.66
201611 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,16.67,XLE,16.67,XLF,16.67,XLI,16.67,XLB,16.66,XLK,16.66
201610 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201609 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201608 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201607 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201606 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201605 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201604 XLY,16.67,XLP,16.67,XLI,16.67,XLB,16.67,XLK,16.66,XLU,16.66,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201603 SHY,50,XLP,25,XLU,25,XLY,16.67,XLP,16.67,XLI,16.67,XLB,16.67,XLK,16.66,XLU,16.66
201602 SHY,50,XLP,25,XLU,25,SHY,50,XLP,25,XLU,25
201601 XLY,20,XLP,20,XLV,20,XLK,20,XLU,20,SHY,50,XLP,25,XLU,25
201512 XLY,20,XLP,20,XLF,20,XLI,20,XLK,20,XLY,20,XLP,20,XLV,20,XLK,20,XLU,20
201511 XLY,16.67,XLP,16.67,XLF,16.67,XLI,16.67,XLK,16.66,XLU,16.66,XLY,20,XLP,20,XLF,20,XLI,20,XLK,20
201510 SHY,100,XLY,16.67,XLP,16.67,XLF,16.67,XLI,16.67,XLK,16.66,XLU,16.66
201509 SHY,75,XLY,25,SHY,100
201508 XLY,20,XLP,20,XLF,20,XLV,20,XLK,20,SHY,75,XLY,25
201507 XLY,20,XLP,20,XLF,20,XLV,20,XLK,20,XLY,20,XLP,20,XLF,20,XLV,20,XLK,20
201506 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLB,14.28,XLK,14.28,XLY,20,XLP,20,XLF,20,XLV,20,XLK,20
201505 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLB,14.28,XLK,14.28
201504 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLK,14.28,XLU,14.28,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201503 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLK,14.28,XLU,14.28
201502 XLY,16.67,XLP,16.67,XLV,16.67,XLI,16.67,XLK,16.66,XLU,16.66,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201501 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,16.67,XLP,16.67,XLV,16.67,XLI,16.67,XLK,16.66,XLU,16.66
201412 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201411 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201410 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201409 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201408 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201407 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201406 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201405 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201404 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201403 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201402 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201401 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201312 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201311 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201310 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201309 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201308 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201307 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201306 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201305 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201304 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201303 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201302 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201301 XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.28,XLI,14.28,XLB,14.28,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201212 XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.28,XLI,14.28,XLB,14.28,XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.28,XLI,14.28,XLB,14.28
201211 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLU,12.5,XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.28,XLI,14.28,XLB,14.28
201210 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLU,12.5
201209 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201208 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLK,12.5,XLU,12.5,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201207 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLK,12.5,XLU,12.5
201206 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLK,14.28,XLU,14.28,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201205 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLI,14.28,XLK,14.28,XLU,14.28
201204 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201203 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201202 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201201 XLY,20,XLP,20,XLV,20,XLK,20,XLU,20,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201112 XLP,25,XLV,25,XLK,25,XLU,25,XLY,20,XLP,20,XLV,20,XLK,20,XLU,20
201111 XLY,20,XLP,20,XLV,20,XLK,20,XLU,20,XLP,25,XLV,25,XLK,25,XLU,25
201110 SHY,75,XLU,25,XLY,20,XLP,20,XLV,20,XLK,20,XLU,20
201109 SHY,25,XLP,25,XLV,25,XLU,25,SHY,75,XLU,25
201108 XLY,16.67,XLP,16.67,XLE,16.67,XLV,16.67,XLK,16.66,XLU,16.67,SHY,25,XLP,25,XLV,25,XLU,25
201107 XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,16.67,XLP,16.67,XLE,16.67,XLV,16.67,XLK,16.66,XLU,16.67
201106 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201105 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201104 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201103 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201102 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201101 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201012 XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201011 XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201010 XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201009 SHY,75,XLU,25,XLY,12.5,XLP,12.5,XLE,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
201008 XLY,14.29,XLP,14.29,XLF,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,SHY,75,XLU,25
201007 SHY,100,XLY,14.29,XLP,14.29,XLF,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
201006 XLY,25,XLP,25,XLI,25,XLK,25,SHY,100
201005 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,25,XLP,25,XLI,25,XLK,25
201004 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201003 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201002 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
201001 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200912 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200911 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200910 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200909 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200908 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200907 XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200906 XLY,25,XLE,25,XLB,25,XLK,25,XLY,14.29,XLP,14.29,XLF,14.29,XLV,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200905 SHY,75,XLY,25,XLY,25,XLE,25,XLB,25,XLK,25
200904 SHY,100,SHY,75,XLY,25
200903 SHY,100,SHY,100
200902 SHY,100,SHY,100
200901 SHY,100,SHY,100
200812 SHY,100,SHY,100
200811 SHY,100,SHY,100
200810 SHY,75,XLP,25,SHY,100
200809 SHY,50,XLP,25,XLV,25,SHY,75,XLP,25
200808 SHY,100,SHY,50,XLP,25,XLV,25
200807 SHY,25,XLE,25,XLB,25,XLU,25,SHY,100
200806 XLP,16.67,XLE,16.67,XLI,16.67,XLB,16.67,XLK,16.66,XLU,16.66,SHY,25,XLE,25,XLB,25,XLU,25
200805 XLP,25,XLE,25,XLB,25,XLU,25,XLP,16.67,XLE,16.67,XLI,16.67,XLB,16.67,XLK,16.66,XLU,16.66
200804 SHY,50,XLP,25,XLE,25,XLP,25,XLE,25,XLB,25,XLU,25
200803 SHY,50,XLE,25,XLB,25,SHY,50,XLP,25,XLE,25
200802 SHY,100,SHY,50,XLE,25,XLB,25
200801 XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,SHY,100
200712 XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200711 XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200710 XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200709 XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200708 XLP,20,XLE,20,XLI,20,XLB,20,XLK,20,XLP,14.29,XLE,14.29,XLV,14.29,XLI,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200707 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLP,20,XLE,20,XLI,20,XLB,20,XLK,20
200706 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200705 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200704 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200703 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200702 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200701 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200612 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200611 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200610 XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200609 XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLB,14.28,XLK,14.28,XLU,14.28,XLY,12.5,XLP,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5
200608 XLP,16.67,XLE,16.67,XLF,16.67,XLV,16.67,XLB,16.66,XLU,16.66,XLP,14.29,XLE,14.29,XLF,14.29,XLV,14.29,XLB,14.28,XLK,14.28,XLU,14.28
200607 XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLU,14.28,XLP,16.67,XLE,16.67,XLF,16.67,XLV,16.67,XLB,16.66,XLU,16.66
200606 XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLU,14.28,XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLU,14.28
200605 XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLK,14.28,XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLU,14.28
200604 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLY,14.29,XLP,14.29,XLE,14.29,XLF,14.29,XLI,14.28,XLB,14.28,XLK,14.28
200603 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLV,12.5,XLI,12.5,XLB,12.5,XLK,12.5
200602 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200601 XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200512 XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5,XLY,11.11,XLP,11.11,XLE,11.11,XLF,11.11,XLV,11.11,XLI,11.11,XLB,11.11,XLK,11.11,XLU,11.12
200511 XLP,20,XLE,20,XLF,20,XLK,20,XLU,20,XLY,12.5,XLP,12.5,XLE,12.5,XLF,12.5,XLI,12.5,XLB,12.5,XLK,12.5,XLU,12.5

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