Top 3 Sector Rotation

for period ending April 30, 2024


Quick Links



  Overview

t.srt3 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   Top 3 Sector Rotation gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses U.S. sector mutual funds (from Fidelity) to invest in based on recent returns. This portfolio recipe uses mutual funds and uses a dynamic sector allocation algorithm which buys up to 3 sector funds out of 38 possible Fidelity Select Sector funds. The algorithm buys the 3 top-ranked funds based on the 3-, 6-, and 12-month return, and sells when the asset falls out of the Top 3.

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

Ingredients Used   This portfolio recipe invests in up to three mutual funds chosen from a set of 38 Fidelity Select 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 three sector funds at a time. The Top 3 Sector Rotation uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from a set of 38 sector funds that represent the major industrial sectors. The steps to create this portfolio are as follows:

  1. VizMetrics calculates a momentum score based on the 3-, 6-, and 12-month total return for each of the sector mutual funds.

  2. VizMetrics chooses the Top 3 funds in the list to invest in during the upcoming month.

  3. VizMetrics repeats the ranking the next month.

  4. VizMetrics chooses a new fund only if the current fund has fallen out of the Top 3 in the ranking. Otherwise the current fund is kept for another 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

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:

FSELX=33.34%, FSRBX=33.33%, FSPTX=33.33%

Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:

FSELX,33.34,FSRBX,33.33,FSPTX,33.33



  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 ● t.srt3 ● 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.srt3 12.7% -5.1% 21.9% 5.8% 10.9% 11.0% 12.7%  
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
t.dyhb 3.23246192873452% -0.67723908079634% 10.9015463308612% 0.26464649807072% 5.76927770581417% 3.19882895796024% 5.29598473607413% 0%
t.dbnd -0.110629712651755% -0.901887640530463% 4.25514862904055% 3.4742571701609% 5.83411680874719% 4.27510382341649% 0% 0%
t.qaro 5.3832443667454% -2.39219268521117% 10.3442180536332% 5.14025738374817% 8.44504749134964% 4.75015877033809% 5.20710879994968% 4.71212707013335%
t.acap 2.39415228650053% -2.99490087996263% 6.36503804935606% -0.824220966693956% 2.29257112629142% 4.43142376380958% 7.6078041225091% 7.88250605483272%
t.trdd 4.82755524961296% -2.18856218136949% 3.23716862267009% -3.1625999980749% 3.76841771750973% 4.1604495734793% 8.36897627241804% 8.58431657600858%
t.shar 3.80213704217083% -2.36353578230796% 7.43845858800376% -0.0971148530958699% 10.2586279588894% 7.29470867308686% 10.4690327763849% 9.58210543092519%
t.tris 5.47577949413038% -1.55778457233087% 6.79622998524556% 3.92589134042847% 7.2552408927085% 5.6405899864391% 7.2720576909135% 8.45617693934706%
t.tret 6.30488770899231% -1.98784769405059% 5.00550842369067% -2.3822740628012% 4.53602836548102% 4.69180419668336% 8.69837061419094% 8.84584509563437%
t.rsop 1.59833202482724% -3.25493637476395% 11.1630869094269% 1.57467914490714% 7.32985819215191% 7.3254571710935% 9.97808789420711% 8.91101574786672%
t.rpcl 0.677505844007276% -2.45472409158599% 6.18082212617355% 0.585231933847363% 4.00706833330899% 4.90084984307761% 7.06457028439775% 7.93860730640086%
t.risd 5.04516290696992% -2.1787950513828% 11.6214441404612% 3.36762325012381% 7.23443035082847% 6.87141132703868% 9.17416759721297% 8.78140435517214%
t.mva3 4.76985325181989% -1.72607846524083% 11.133683696292% 2.66454081205731% 7.43415348139542% 6.99018639108278% 9.71828553800145% 9.49028751228238%
t.mva2 1.72380163458135% -2.51631820001372% 6.30132930068252% 0.976822243444508% 5.60264008872458% 5.51366848754911% 7.87955652053784% 8.29077711894353%
t.mca2 1.41326478699038% -3.23242355541843% 7.72812630596054% 0.619596119881982% 5.69916317828438% 5.89893451630761% 7.95071957045066% 8.19891765237288%
t.mca1 0.767207152668781% -3.16653245366506% 4.50095195424505% -0.392315382695518% 5.0630487468337% 5.20711832807181% 7.52686635430928% 7.90692294775648%
t.madd 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.55608055971559% 9.00893549718784% 8.77879082412998%
t.loss 7.89406376505666% 2.98950029165856% 12.1315095300006% 3.29404262964677% 5.98934116513461% 6.58911517944176% 9.21868576273097% 8.6794169112485%
t.eqrc 1.39192933231371% -3.21841448455612% 7.93321037605024% 0.337815634579641% 5.46715618768254% 6.05571937482081% 8.45166748932502% 8.53422291185095%
t.cvar 7.59649517919552% -0.192387348375243% 14.8360871237472% 1.67070386567683% 5.0479803424659% 6.12829824713541% 8.32655790763654% 8.32210057028922%
t.cdar -0.14138041787134% -3.38551807307684% 12.7849974081819% 1.54335278597113% 7.22687393707864% 6.77573319683387% 10.0158071169224% 9.35800228566086%
t.srt3 12.7057243150248% -5.10891918461111% 21.8597406959332% 5.77174931524989% 10.9419281264835% 10.9561322064448% 12.7084596197417% 0%
t.srt5 8.44935119331591% -4.73691402652741% 22.3196056349305% 7.96933384358196% 15.8255901550637% 12.6002218031281% 13.4442027483723% 0%
t.srrs 5.64171002591476% -3.10751456367663% 11.7120982161519% 6.65419102027218% 11.5326619029523% 9.54951606832408% 10.8127992643226% 0%
t.srqr 49.2175837167167% -8.44274380397389% 168.133760771224% 32.817239806681% 21.4193447830409% 18.0246545818173% 25.4083852544079% 0%
t.pure -3.73015827321642% -6.04601006470166% 20.7806334920126% 1.08581997952761% 12.6120907738173% 8.73547329997011% 14.6925958008243% 16.6597842987857%
t.frs4 -0.112874586573841% -3.40209432433414% 2.9025542700114% 3.10679570443464% 6.79913254052709% 5.3006146339279% 6.37454212307227% 7.678659936157%
t.frs3 -0.350793512180669% -5.07287500798046% 4.48945631154647% 5.1813669217619% 10.1479897857123% 7.89750316228772% 9.01662214995291% 10.165595685164%
t.frs2 1.85530012996471% -3.6375703430877% 3.41411747026765% 8.47010121183269% 10.3432224719784% 7.13173158218743% 8.54422868088629% 9.67299465372074%
t.frs1 5.94146542122156% -4.03196512895024% 6.28456223406617% 5.04504103227894% 11.1972855125168% 7.23620102802123% 8.29615556617396% 10.0665136334656%
t.eqwt 0.419241691501337% -3.75294360106826% 10.2392503502668% 0.660369985226006% 7.18069232647851% 7.35002820480115% 10.0151337426874% 8.6602272693457%
t.sort 3.30733683284614% -2.56661796133965% 8.78975177607544% -0.00935646037639737% 10.3072649797753% 7.21895626260407% 10.2256723383971% 9.41688830187162%
t.rpba 1.79968466249238% -3.16822786023281% 11.4614089164658% 1.47316466761589% 7.28759338735396% 7.37168890638247% 10.0916298233158% 9.08063716558083%
t.mvar 6.30488770899231% -1.98784769405059% 14.3541052020987% 4.47488018831084% 7.60373093533679% 7.08858533381367% 9.48032087838757% 9.09005627319459%
t.madm 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.59278189665446% 9.0339648464866% 8.79752266618274%
t.dist -0.649494361907432% -2.82513305284189% 5.24453724321481% -0.431773854409245% 3.64507390181545% 5.09656468440172% 7.25828821762065% 8.06649373990003%
t.mdiv 2.68636141741085% -2.69995501705987% 8.31260366650119% -0.680617176068365% 4.23539591269255% 4.40252911533152% 7.8491845718857% 8.03390504299297%
t.coco 2.23156840568524% -2.49692557894063% 8.05843962181923% -1.13562174489948% 5.878169357671% 5.04716001974226% 8.46055899099634% 8.32709500470747%
t.aaaf 7.79297227065336% -1.20688054814109% 15.8404049522795% 6.29402004088766% 11.6872222067887% 10.9840468606075% 13.776735554647% 13.3101284881264%
t.aaae 2.97981558839571% -0.817899792479078% 14.768846841399% -0.808285492221783% 8.18528835642915% 7.19173967413409% 9.64171483431204% 10.9907864989807%
t.aaad 2.03680179336241% -1.60549088029757% 6.39575929925629% 1.83676933727044% 11.0241745991645% 7.42196640477395% 10.9973360351419% 11.9552103807212%
t.aaac 4.98324743223739% 0.502170219100294% 9.52724258701661% -2.36731214374344% 4.09255858281059% 5.32350178597438% 7.44702312618397% 9.87510647298555%
t.aaab 5.42045351120499% 0.50731438794352% 10.6715230899145% -2.19867995703465% 4.4077372202844% 5.42284197285581% 7.62145400396401% 9.9803601034276%
t.aaaa 4.67618143490987% -0.220027891944141% 17.2515117084643% 1.40004790661539% 7.19418901251994% 6.60599157293742% 8.18256776808086% 10.0328011872198%
Historical Return
 
t.srt3 6.5% 33.3% 12.7% -4.7% 3.8%
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 April 30, 2024

Maximum Drawdown vs. Annual Return
● t.srt3 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.srt3 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.srt3 ● 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.srt3 risk vs. 60/40 Worse Worse Worse Worse Worse
t.srt3 return vs. 60/40 Better Better Better Better Better
Risk-Return Quadrant
NE NE NE NE NE
Risk-Return Direction 37° 9° 10° 35° 35°
Risk-Return Magnitude 11.8 3.4 3.5 4.0 3.7
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
* compares t.srt3 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.srt3 -4.5% -1.9% -1.0% -0.8% -1.2%  
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
t.dyhb -3.65692038130746% -14.3224551994345% -2.87716831193435% -7.35142294261245% -5.07968004850551% 0%
t.dbnd -18.7435624077485% -5.20053002048074% -3.00115248417838% -4.21249935962463% 0% 0%
t.qaro -12.051065268614% -2.49713311869159% -2.33466702997039% -6.34515876412419% -7.43534948489613% -3.71876715408025%
t.acap -15.9767536819327% -10.6557743138978% -11.089850140461% -6.74193023181707% -4.51821153310798% 0.292845642408157%
t.trdd -20.2853961377868% -13.6713250250701% -8.92446316129463% -7.21029612059205% -2.7883945285185% 1.54670361717419%
t.shar -13.8904677514203% -10.0668476984743% 0.235817007213051% -2.99366239963343% -1.15876544875261% 1.49957978423584%
t.tris -14.701342486566% -4.13241211470891% -3.74476111744327% -5.14144490894548% -5.01700424754866% 0.911584826430726%
t.tret -17.548418019048% -12.5000937746209% -7.81121976798964% -6.44232694133207% -2.10139408386449% 2.08505308648584%
t.rsop -11.0844617573508% -6.81693353211649% -4.629941712937% -3.40835802358573% -2.14396675561996% 0.78912365152347%
t.rpcl -16.1602724877137% -8.45343338624127% -8.60988458017085% -6.07099221365638% -4.77941809630003% 1.01481606809797%
t.risd -8.48720656075244% -4.92247404737026% -3.46567663843292% -2.5850465886523% -0.0763608652201615% 3.30983155177068%
t.mva3 -9.73149876943685% -5.83349690891052% -3.3210716238997% -2.60308970278365% -0.0465425012146383% 3.87280444272139%
t.mva2 -15.8600623778225% -8.21608114002105% -5.98550549834133% -4.84234571450566% -2.76910437071283% 2.00073222611582%
t.mca2 -14.4387432369838% -8.33886312763928% -6.10732960896505% -4.47247476399559% -2.89499840508445% 1.70809767329254%
t.mca1 -18.0639649839243% -9.86318902011665% -6.94351524958904% -5.42934129056193% -3.53670042417519% 1.35785962948853%
t.madd -7.28843296613328% -6.06642879171207% -5.39132924087346% -3.01683639350554% -0.151737542062845% 3.41039057145628%
t.loss -7.61286390019549% -5.01374596968902% -5.32863792276571% -3.11790617149972% -0.500963473336229% 2.63438056407872%
t.eqrc -14.2488297498159% -8.58971855380388% -6.50636975458712% -4.29271539844737% -2.1554162594798% 2.14937455460716%
t.cvar -4.79953148351439% -7.10982333812937% -6.87721864469979% -3.82018165029538% -2.02368173069015% 2.16521633767958%
t.cdar -8.85432468796807% -7.25216881053319% -3.78856551124386% -3.19632817523052% 0.0350966202421095% 2.8333344053012%
t.srt3 -4.48366379659123% -1.92189285696725% -0.960694044262492% -0.778998322123185% -1.21878181600738% 0%
t.srt5 -4.07600912738492% -0.190022153016106% 2.30074302593119% -0.279989729658974% -2.4166574152675% 0%
t.srrs -10.0853063870546% -0.580152839961209% 1.36094994337031% -0.395800761234382% -0.983814636616108% 0%
t.srqr 31.043089444815% 6.43024971846229% -2.4686592203559% -3.56932838795411% -2.51951069292691% 0%
t.pure -4.5773257495415% -6.45790761095924% -1.74528054888661% -4.47117782784417% -1.87368975958871% 4.00355176881923%
t.frs4 -21.2977720566002% -6.03425533518686% -2.14954574007753% -3.41643486514573% -4.32836196364388% 2.51582969049705%
t.frs3 -18.1931569568831% -2.09545184678237% 3.19276881882082% 0.0621885855156634% -1.28101836563767% 4.8697435812493%
t.frs2 -19.4195424002561% 2.87362279684719% 2.17387115508571% -2.75752445996818% -3.5284245186482% 1.96638837618775%
t.frs1 -15.9836675581249% -2.84106919074473% -0.540615311891465% -4.53300980794052% -5.95865333421134% 0.00239115125382838%
t.eqwt -12.2962011664282% -7.71400457134281% -5.05880712835796% -3.74561837844022% -2.8122325904128% -0.346319246013499%
t.sort -12.1053144841423% -9.92004063994935% -0.0462959838718966% -3.28374818580969% -1.86299442619995% 1.09012013174964%
t.rpba -10.7174658991415% -6.96044151730999% -4.64030321150569% -3.27650737269875% -1.90389113423743% 1.11153738319728%
t.mvar -5.20875168486778% -3.38356711258417% -3.07388845766785% -2.3167920466924% 0.384989466959016% 3.85602601169401%
t.madm -7.28843296613328% -6.06642879171207% -5.39132924087346% -2.9660093374084% -0.118917193066038% 3.43536029210875%
t.dist -17.1953909956096% -9.52345594943354% -9.18076716158603% -6.04047267464422% -4.90827151310442% 0.739263195220774%
t.mdiv -13.6661245046804% -9.84977845046483% -8.27195212222687% -6.71077237752967% -3.00360021921153% 1.60231740836137%
t.coco -14.2055030439872% -10.1247524305766% -6.15022938739635% -5.98496934728923% -2.55745988612182% 1.57801601251058%
t.aaaf -1.80384723309279% -0.797903494758455% 4.01620568127472% 3.54864145292095% 5.46437584219796% 7.95928738275477%
t.aaae -6.57619029164545% -10.2706031253002% -3.43404476807883% -3.52518923015443% -2.5074013020375% 3.37463698295205%
t.aaad -15.5521707656434% -6.73222902519973% 0.0199623632091228% -3.55769286721255% -1.71939551911725% 3.92203553824661%
t.aaac -11.7171104998714% -12.1786149368184% -8.65090239246625% -5.873951033187% -5.08362126027069% 2.69452823221095%
t.aaab -10.1030286402622% -11.994495968745% -8.21834697687775% -5.69441388784845% -4.81134957896288% 2.86187886768879%
t.aaaa -1.33970166238788% -7.61440330908435% -4.15463672387348% -3.74798866108195% -3.77100164828742% 3.06459608718586%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 0.6% 0.0% 3.4% 3.1% 3.7%  
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
t.dyhb -0.412695778432139% -4.80317541429599% 1.45572623242185% 0.0729507255255104% 2.83427177283149% 0%
t.dbnd -9.31727647657003% -2.16494484798287% 0.566240487309801% 0.619076654752413% 0% 0%
t.qaro -10.0013582654389% -1.512918491178% 1.25323155804664% -0.752084771902583% 0.190106732952963% 1.05172220417248%
t.acap -13.764866335996% -7.23641530601677% -6.15224199582046% -2.65309962281025% -0.372330101664373% 2.56855042552876%
t.trdd -11.6148436843065% -9.43817626164701% -4.03544421033319% -2.70584749751166% 1.78355233248593% 3.971238815177%
t.shar -7.6199692769936% -6.24291140628956% 2.57336169869733% 0.810577216293468% 3.84909350344034% 4.84445555062696%
t.tris -7.91445528151993% -2.25299972656684% 0.0857653248358368% -0.312859887275154% 1.59109278543778% 4.11506032249993%
t.tret -9.97634736676933% -8.6791794621576% -3.25241439310108% -2.15226699562892% 2.1312805426475% 4.23962560304767%
t.rsop -9.92434064857752% -5.6016624299198% -3.09818719752143% -1.8420423893829% -0.635343674031251% 1.32096145380841%
t.rpcl -12.9445130395964% -5.97915567067187% -4.41614028602988% -1.79102837853302% 0.675975948578367% 3.38277685565916%
t.risd -3.00477320830461% -2.76153898456553% -0.110655770556996% 0.975266892131308% 3.59205675613354% 4.56153013215395%
t.mva3 -5.96076217280885% -3.74861490129391% -0.467918568875675% 0.693473303265184% 3.21983635748816% 4.82399019479985%
t.mva2 -10.7397770473401% -5.34962097670067% -1.81438517001843% -0.195529444177925% 2.441052428484% 4.31261909178814%
t.mca2 -11.9922513573492% -6.15205135865329% -2.94923495704562% -1.22481989649116% 0.844925660228712% 3.0293905670115%
t.mca1 -14.097537101951% -6.93143766290937% -2.94801975069479% -1.1623164448934% 1.12845105567066% 3.15042028570877%
t.madd -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.672716763766199% 3.44982678603468% 4.57909751791186%
t.loss 0.686094866640015% -2.61288323913064% -0.887712109883765% 0.926253729659591% 3.78708019974439% 4.33999768589958%
t.eqrc -12.0956859041873% -6.54099660075334% -3.45941028275759% -1.39036449818178% 0.935252015426701% 3.07484750529797%
t.cvar 2.37456956975487% -4.17961627817098% -1.5348339698552% 0.851730724473323% 3.23165605271092% 4.27992170473706%
t.cdar -3.58858911507373% -4.51381401168401% -0.281740853291357% 0.456533497106093% 3.94679688205079% 4.87083873341253%
t.srt3 0.552484469646462% 0.0190226823575408% 3.35108536131033% 3.06711466500388% 3.73830719708994% 0%
t.srt5 -4.26086990741178% 0.392798154732592% 3.54946711745333% 1.01695314593968% -0.64528221293517% 0%
t.srrs -7.40562689778588% -0.122387655724079% 2.25308422030118% 0.977004632843506% 0.921704228306508% 0%
t.srqr 0% 21.9569531202551% 2.03120110731179% -0.0403349811428875% 4.32618300051539% 0%
t.pure -2.12322933189905% -6.78141223692815% 1.8791475117084% 0.123350575392684% 6.14430412777552% 10.4497135558571%
t.frs4 -9.35472868672854% -2.38304537658728% 0.807663899499238% 0.213395355699699% 0.0890774404543748% 3.20674085321747%
t.frs3 -10.0136781237429% -0.542668872581663% 3.82124209512417% 2.2248363282133% 1.97218894245338% 5.2499658743944%
t.frs2 -12.4088230926435% 2.80101078817347% 3.91532481483768% 0.935945641951329% 0.840768437571677% 4.24941655920628%
t.frs1 -10.8922429009047% -0.929532589952459% 4.16093384579531% 0.863435911908431% 0.319456173028574% 4.99174526364316%
t.eqwt -11.6729148656813% -6.68230868616398% -3.71098348649295% -2.37633694457141% -1.43353072145716% 0.31218365400125%
t.sort -6.14545420073343% -6.15561316637376% 2.61686944276917% 0.749472786045389% 3.57201275506529% 4.66864584192241%
t.rpba -9.4975449454052% -5.67033640895522% -3.07038152153979% -1.69149531982519% -0.404213191613419% 1.6020741044886%
t.mvar -0.903406830117273% -1.73004601755252% 0.0662213660995414% 1.05876875989261% 3.81061255987689% 4.82938029965722%
t.madm -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.704754481277711% 3.47086515005186% 4.59581013739115%
t.dist -14.7735828354109% -7.1602043650726% -5.23241141288225% -2.09507837404184% 0.147507758924367% 2.84782675989702%
t.mdiv -10.4752457631912% -7.24818445451552% -3.82362399310781% -2.08653300800028% 1.81303032852792% 3.52840633989252%
t.coco -12.0915992319229% -7.91544915594893% -3.03834273001535% -2.33924700068815% 1.23873600229216% 2.8902071136824%
t.aaaf 0.823028143008212% 0.10074459774841% 4.63462745649285% 5.0355842360889% 7.38258309606513% 8.4695017606719%
t.aaae -3.63957777605033% -7.47193322668185% -1.56938567680121% -1.12535554820225% 0.306109460305876% 4.37717724153425%
t.aaad -9.51440509168696% -4.72095051462174% 2.20341097229742% -0.221065047713196% 2.09438492259864% 5.80509711226216%
t.aaac -6.69608388659695% -8.77605187976085% -4.38651816953233% -1.67595950515885% 0.0633831314769431% 4.66234463784249%
t.aaab -5.46789415556142% -8.60274769195439% -4.08264835312295% -1.56813772885264% 0.245449177979652% 4.76439167354619%
t.aaaa 1.71666284023392% -4.86310364919205% -1.10935457284824% -0.230201616850776% 0.982517791135585% 4.87338743847937%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 0.85 0.17 0.54 0.67 0.83  
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
t.dyhb 0.869792782088818 -0.541150958903706 0.403429324963406 0.228861562227161 0.568098974240819 0
t.dbnd -0.0564275598785789 -0.0384523320506125 0.385455199020515 0.406511818249682 0 0
t.qaro 0.386948296589229 0.121517187634626 0.45768845660329 0.310606135946957 0.428208484445703 0.340769404827065
t.acap 0.139647600568616 -0.313412784931142 0.0155096460839738 0.284014880414865 0.613798013469111 0.595239825785982
t.trdd -0.153941967529467 -0.470074958370757 0.124415234300751 0.253657388086383 0.710791168066243 0.665057661142327
t.shar 0.25422104126652 -0.276341712493036 0.569327307187227 0.509293753688796 0.81759831168799 0.67038909475398
t.tris 0.200533606799071 0.035075309404688 0.382649207770758 0.383373663420911 0.582896978169385 0.634593236753177
t.tret 0.0238919951456307 -0.406224427136631 0.180303939556411 0.300445507763735 0.752259964552104 0.697113801426218
t.rsop 0.445087244254419 -0.0966107099966294 0.350909617864537 0.492056714157674 0.762831106237518 0.629884984394703
t.rpcl 0.126892194012713 -0.19127769275026 0.143260253818316 0.324465304730459 0.593501111338958 0.635487350003796
t.risd 0.590269430274414 -0.00757673923167725 0.393218755721431 0.531288661585603 0.878462177730269 0.770688273165042
t.mva3 0.517621389793184 -0.0536774062944427 0.401646130628142 0.530999818513847 0.882401192924313 0.806070109793321
t.mva2 0.138760643016047 -0.181515460807587 0.268717015026833 0.395735760711714 0.714521808500163 0.692835851948271
t.mca2 0.234835423693616 -0.183958141507027 0.266477525277984 0.419362890621343 0.706634519419585 0.675628520110345
t.mca1 0.00277426374067478 -0.267964162274985 0.222827535726578 0.360494312612624 0.666720376838419 0.65364756341722
t.madd 0.662628289953886 -0.0672117350762078 0.299302331015983 0.504981589913025 0.873086569793249 0.776386000650182
t.loss 0.642494997816542 -0.0122786542641571 0.306088086467856 0.506254019955838 0.862443107969736 0.73620796198251
t.eqrc 0.247386367909306 -0.195944417369783 0.247488065214381 0.430159033978679 0.751425855554208 0.702058687294112
t.cvar 0.811280644923323 -0.121884996279544 0.226733633798296 0.459633528728263 0.763930595551926 0.704539028904885
t.cdar 0.576368404977689 -0.126954973773618 0.379279186717328 0.496436353322644 0.886784907970299 0.745871191868631
t.srt3 0.846122156146149 0.165112782710503 0.542070823137337 0.665723995769604 0.833231146597011 0
t.srt5 0.867033245905615 0.270300984644948 0.704265768087899 0.698322421295285 0.767719938629723 0
t.srrs 0.502201613658702 0.223329178180958 0.637911620132909 0.673703884357977 0.837009141454775 0
t.srqr 2.14868296984008 0.720056685374742 0.58880531223793 0.588386783069645 0.812935012753298 0
t.pure 0.837443560783367 -0.0551051330700783 0.522198194480333 0.456124087562739 0.800014024353451 0.841996902703404
t.frs4 -0.225234549886 -0.0836422572323649 0.441227600159024 0.469820698376483 0.617263795355545 0.724729492512508
t.frs3 -0.0123111324062225 0.127434370631964 0.703506154060255 0.686689530188348 0.812534609479736 0.873175669487733
t.frs2 -0.0868927169958459 0.384117890786183 0.662692387327961 0.527984458663484 0.679811213687596 0.704794996670856
t.frs1 0.135632668137928 0.122269990414069 0.558039044583234 0.437164826351103 0.541831897774815 0.59731273919712
t.eqwt 0.374367053649908 -0.142072761179957 0.333268604344291 0.47500964933677 0.725111417479251 0.566348139843996
t.sort 0.367091332624219 -0.268708997196128 0.558847244451084 0.49366221913524 0.776796274270635 0.646876329445269
t.rpba 0.466792754080738 -0.104778161328295 0.3497129456525 0.499239323482381 0.776980370976899 0.64870684414966
t.mvar 0.787059046704036 0.0743183791428244 0.414612656734454 0.548126944203375 0.907031952495059 0.803696426121794
t.madm 0.662628289953886 -0.0672117350762078 0.299302331015983 0.508080487684129 0.875116994194471 0.777908400359514
t.dist 0.0651292642126926 -0.246712309133876 0.117811226503763 0.329394655201509 0.58755226257059 0.621311917625939
t.mdiv 0.281108544072422 -0.264430556260541 0.159106674352865 0.283143776035289 0.698391754052081 0.667184224435204
t.coco 0.252081780043817 -0.277630273736342 0.268803685490597 0.330173049180515 0.728002749124746 0.668494800200173
t.aaaf 0.9853341617923 0.204888937490143 0.747257593746742 0.893449582211694 1.21556349875702 1.05535920486824
t.aaae 0.710398956668334 -0.290538321967277 0.408481265409789 0.485393066104692 0.741300173665125 0.78691140385118
t.aaad 0.152271069019615 -0.0956511315499498 0.572918955488888 0.484774575596908 0.79144687091676 0.820152751474859
t.aaac 0.395919421521957 -0.399485562664897 0.148778749304152 0.342746608284106 0.581187888502405 0.743124065587158
t.aaab 0.493534056444886 -0.3893850018447 0.170084261288617 0.353316693627039 0.598146013439646 0.753260922048704
t.aaaa 1.0125051583658 -0.150224715363747 0.368026136153928 0.468436981432 0.661637003191856 0.764720436004014
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 1.38 0.26 0.96 1.09 1.48  
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
t.dyhb 1.57011709062452 -0.660604522505954 0.649596345316502 0.333074628428115 0.966268173879677 0
t.dbnd -0.108831226356904 -0.0575618619838994 0.614304760881147 0.648655484321031 0 0
t.qaro 0.737818746161739 0.188791092449443 0.790683279635922 0.497291283200715 0.677363302583946 0.537972213316477
t.acap 0.220884228270139 -0.411230044653257 0.020408749420209 0.39287321277404 0.918872732691352 0.889577561833046
t.trdd -0.209502069254087 -0.568046602422024 0.176029526787432 0.35834871271711 1.09316690723772 1.05649685355183
t.shar 0.350430531143964 -0.341500888523899 0.911402778133325 0.800325101439571 1.4116241809515 1.12583135010451
t.tris 0.290253386028751 0.0493926274207623 0.589094378544733 0.580190597028879 0.941151448127322 1.04828395092521
t.tret 0.0344080484241524 -0.498688356258415 0.254845503541076 0.423319757350777 1.14736829612487 1.10438696917027
t.rsop 0.7744978813798 -0.132331052855826 0.512434655472669 0.729627077245784 1.22053001732303 0.942572285174431
t.rpcl 0.205851886069919 -0.266481898673516 0.207273888670568 0.482153942739464 0.938052605967495 1.01529253379173
t.risd 0.929817481049475 -0.0105654193162637 0.611640148160948 0.833595157834216 1.46255531435373 1.26217046435841
t.mva3 0.838604368625577 -0.0753519927854724 0.625502268374826 0.833270629089881 1.49602322403006 1.37101746495338
t.mva2 0.207868075032229 -0.249128157052044 0.408011927343851 0.608769446739797 1.17078963353309 1.15773431133653
t.mca2 0.382115353170928 -0.250805734628456 0.395880829364876 0.631273110370714 1.12676404461536 1.06273586032025
t.mca1 0.00420274660605533 -0.360650316696744 0.331733009538767 0.544520628471354 1.07144639189233 1.03605740260831
t.madd 1.05969281818039 -0.0924579783994397 0.448790621628401 0.779776862899647 1.43210027130309 1.26238028456597
t.loss 0.992532379320704 -0.0180828533437617 0.47835566612974 0.789480194317356 1.45228131431046 1.18844264603855
t.eqrc 0.405055651775638 -0.265025664188406 0.362383993111913 0.641973754572367 1.19293361782693 1.09307874566808
t.cvar 1.474802427384 -0.173298371375221 0.348471055456285 0.706291299060792 1.25475574960277 1.16830739219505
t.cdar 0.966773062555465 -0.171740761212789 0.569182506565702 0.751271399312019 1.45116515231421 1.19754874396439
t.srt3 1.38109087696765 0.257914329970327 0.955402157588664 1.09181896634269 1.47883162127902 0
t.srt5 1.62209781361814 0.389616759774149 1.12768022322512 1.08738055831183 1.1893321927413 0
t.srrs 0.880859215453608 0.327194210673278 0.994300488387387 1.01339576971158 1.30240807566318 0
t.srqr 5.80940240538887 1.33619200687493 1.00996192276926 0.998270193700056 1.43777111382192 0
t.pure 1.52265564618245 -0.0771594477927082 0.861252826176391 0.733358827110154 1.41420681720929 1.48902586657196
t.frs4 -0.332110976969993 -0.119772042921217 0.704219883623289 0.724059073155334 0.977257576340293 1.15227426587662
t.frs3 -0.019031271675987 0.196477462393481 1.23529067838556 1.12187404516913 1.36192339289103 1.43084798873366
t.frs2 -0.1330574197581 0.594382051455002 1.05418522854251 0.780952890171147 1.05052409662425 1.06199657196737
t.frs1 0.198347044442962 0.171967768420539 0.878718267959374 0.654665119832724 0.819727545620389 0.930553599439366
t.eqwt 0.643776325525556 -0.192338636936102 0.483026289250104 0.700819545928317 1.15488530886655 0.834726641599958
t.sort 0.527679692422034 -0.333946949763832 0.9209925708877 0.791213883112456 1.34580082019408 1.08626745524728
t.rpba 0.816392838028734 -0.143232720950185 0.510946912868167 0.740337107335479 1.24626107682862 0.975831089844939
t.mvar 1.31017765971722 0.105238164520342 0.640711245764421 0.861001337181092 1.51327202198069 1.32096747034303
t.madm 1.05969281818039 -0.0924579783994397 0.448790621628401 0.785307924774845 1.43645055193708 1.26549140651564
t.dist 0.107198976005776 -0.33843221368869 0.166257790354953 0.481734687215252 0.910567505534053 0.943273142623172
t.mdiv 0.448733363799027 -0.360503027754709 0.235151601024896 0.415719362319601 1.09765857427498 1.04000315942384
t.coco 0.409020332193331 -0.378984968363175 0.406424065080707 0.491259183250905 1.1618305301982 1.01685439869169
t.aaaf 1.63509068150369 0.295694714882821 1.21811545995362 1.44910434206723 2.15818925924303 1.86772409799321
t.aaae 1.33307846610307 -0.371385102094915 0.610650419256947 0.718285758918006 1.17254575301751 1.25586668507917
t.aaad 0.215901733788394 -0.125316885411181 0.880099745840158 0.730839712570317 1.28560786070883 1.33923422162777
t.aaac 0.633715697336595 -0.50308900960762 0.216715482446253 0.50565675163447 0.896715502489486 1.2152816888565
t.aaab 0.813918094657251 -0.489218271937054 0.246268769169369 0.517928620729745 0.922366653384543 1.23015010162313
t.aaaa 1.83161483368924 -0.196679753798369 0.551234272970436 0.700427495593062 1.05158193895914 1.29650747196006


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 15.2% 15.2% 15.2% 20.2% 20.2%  
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
t.dyhb 3.1818502782275% 13.0568277027014% 13.0568277027014% 13.7505105637516% 13.7505105637516% 0%
t.dbnd 6.05304737549535% 10.7656709303033% 10.7656709303033% 10.7656709303033% 0% 0%
t.qaro 9.57660407319685% 17.9401537635114% 18.6185056702595% 18.6185056702595% 18.6185056702595% 18.6185056702595%
t.acap 10.5117626805204% 25.2368599832353% 25.2368599832353% 25.2368599832354% 25.2368599832353% 25.2368599832353%
t.trdd 8.40289827350832% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864%
t.shar 9.10602281574676% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348%
t.tris 6.96741048362104% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792%
t.tret 8.41862842217561% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946%
t.rsop 9.87307779781741% 24.7390854999211% 24.7390854999211% 24.7390854999211% 24.7390854999211% 33.0577793967064%
t.rpcl 9.60052369212903% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911%
t.risd 6.60048607563598% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117%
t.mva3 7.59705536868808% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798%
t.mva2 8.0368341658545% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586956%
t.mca2 9.42059101843975% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136%
t.mca1 9.16082108694984% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216%
t.madd 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.loss 6.67596893690509% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129%
t.eqrc 9.69848159095712% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794%
t.cvar 6.25774060645863% 25.9058588778841% 27.0434954429347% 27.0434954429347% 27.0434954429347% 27.0434954429347%
t.cdar 6.49862062046101% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953%
t.srt3 15.2451456058123% 15.2451456058123% 15.2451456058123% 20.2197383518712% 20.2197383518712% 0%
t.srt5 13.2469177136451% 16.2636675636462% 16.2636675636462% 16.2636675636462% 27.450580236696% 0%
t.srrs 8.50496892366382% 11.8995447034588% 11.8995447034588% 11.8995447034588% 16.7522961327295% 0%
t.srqr 22.1764372605866% 30.3767332555564% 30.3767332555564% 50.7359272673712% 50.7359272673712% 0%
t.pure 8.59176770077439% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561%
t.frs4 4.82041983213289% 9.00174435339898% 9.00174435339898% 9.00174435339897% 10.2310330371151% 12.5827990951762%
t.frs3 5.49578933588996% 9.54826464148639% 9.54826464148637% 9.54826464148638% 14.2437320943028% 17.3252273065182%
t.frs2 9.34743914901497% 10.030548451412% 10.030548451412% 14.8660040035447% 16.2656162388656% 26.1215592298563%
t.frs1 8.32580963134446% 18.351329348156% 18.351329348156% 18.351329348156% 22.6002645796696% 24.9737330214859%
t.eqwt 10.6039084794715% 25.4957547252758% 25.4957547252758% 25.4957547252758% 25.4957547252758% 42.0533763996757%
t.sort 8.92432337978504% 22.2884481668295% 22.2884481668295% 22.2884481668296% 22.2884481668295% 22.2884481668295%
t.rpba 9.72343334363634% 24.9744841542585% 24.9744841542585% 24.9744841542585% 24.9744841542585% 31.2121188566069%
t.mvar 6.78079678109097% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513%
t.madm 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.dist 10.3760417636857% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299%
t.mdiv 8.91277440144189% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664%
t.coco 10.4750859044509% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753%
t.aaaf 6.26303244620529% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307%
t.aaae 9.63872865017724% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098%
t.aaad 9.37209902945941% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021%
t.aaac 8.57088934977643% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532%
t.aaab 8.44796181111893% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495%
t.aaaa 6.17113336623883% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 23.0% 16.1% 17.8% 15.9% 15.8%  
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
t.dyhb 6.60169897658743% 6.57213904791441% 7.61563837471657% 6.8421873698006% 7.62746175327418% 0%
t.dbnd 9.57650000079124% 9.30539701083454% 7.92578100412292% 6.15429512580132% 0% 0%
t.qaro 15.7655501150798% 13.7831979001241% 14.0573554592258% 11.2545545928112% 10.5093409371611% 10.506741522641%
t.acap 14.1136666910818% 12.7370160359277% 12.7474667687951% 11.0585800499877% 11.4850422808816% 11.7102862481312%
t.trdd 9.64855538291009% 12.711577911183% 13.1086057949199% 11.3040219210216% 10.7911051439822% 11.4271756876161%
t.shar 10.2255761505432% 11.9852707011994% 14.2724584689467% 11.894876288551% 12.3238942297497% 13.2801578383998%
t.tris 9.52276929838916% 13.3526009139516% 13.3132183681735% 11.4645020916886% 11.505281583134% 11.9883707538413%
t.tret 10.2322551139054% 12.9841304706533% 13.2341051090174% 11.2911371912922% 10.6212186139521% 11.2639076493908%
t.rsop 15.4994297211309% 15.3457431845839% 15.7508748123711% 12.6819285637597% 12.6588085074061% 13.0340050703053%
t.rpcl 13.8561901951827% 13.6415931782161% 13.4127672191878% 11.1116501264469% 10.7684286543859% 10.8888066903231%
t.risd 11.6983066306535% 12.993078906746% 12.6899189264893% 10.347135078665% 9.58819897431873% 9.95981523695836%
t.mva3 12.5690453377744% 13.3493295264372% 13.0210565303444% 10.6296573223599% 10.2771825021045% 10.5118251564931%
t.mva2 12.1029360532912% 12.8519902523856% 12.4798284508622% 10.4687188893062% 9.98008656861642% 10.4192070845721%
t.mca2 13.9850715242554% 13.8561406479254% 13.32975146482% 10.8934739357286% 10.2188783766795% 10.5706695447645%
t.mca1 12.9130145851678% 13.2097776210927% 12.87878490147% 10.6885039868624% 10.1685075965524% 10.438833718793%
t.madd 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2325131886749% 9.42785006861509% 9.86915014664506%
t.loss 11.5262228341194% 13.0991046025397% 12.3775017845615% 10.4513918083161% 9.97120836256449% 10.4228173026119%
t.eqrc 14.1929474557593% 14.1387166146775% 13.5236385455216% 11.0007538925173% 10.2941380906944% 10.6731478306571%
t.cvar 12.6971637007989% 13.498201125571% 12.5295267228016% 10.393443230611% 9.98247215084825% 10.304598788185%
t.cdar 14.6363146108871% 13.5860822847528% 13.3140586235261% 11.0035176828375% 10.6027961710035% 11.3015408200552%
t.srt3 22.9999639123554% 16.0521698168111% 17.8043204050947% 15.8942733597633% 15.7513569956566% 0%
t.srt5 22.9689535662972% 20.3596202542118% 22.1499132698192% 18.1481763379368% 18.8294976771314% 0%
t.srrs 14.6005105892405% 14.4745488909959% 15.2916873555332% 12.7245568774739% 12.642690425874% 0%
t.srqr 137.212625877413% 74.6074115962474% 59.1389548076505% 44.9446412392624% 43.522993564963% 0%
t.pure 21.4289464816487% 20.6404792202515% 24.0966557956828% 19.1940830097617% 19.995811654163% 21.46029094717%
t.frs4 8.4421568818549% 8.79855156430513% 9.49166866608972% 7.83311876925215% 8.93963424768521% 8.94384463062062%
t.frs3 11.3898407402019% 10.7234345236718% 10.9032300993735% 9.3958716904828% 10.3390342648126% 10.6122637037508%
t.frs2 12.2843459132152% 12.1726976522648% 12.1538869831564% 11.1612931022033% 11.9336288780349% 12.8223067918065%
t.frs1 13.1455382713736% 17.446477750667% 17.6046508039351% 14.877595267179% 15.423472174495% 16.8114586186495%
t.eqwt 16.2138844420366% 15.8905219472689% 16.4868514140985% 13.3942246063921% 13.5480726046025% 14.3896968764028%
t.sort 10.8597199088283% 12.0303001119354% 14.7808907670978% 12.2002085511084% 12.7224325271456% 13.5597542833372%
t.rpba 15.3924016975169% 15.2124390862813% 15.6214256298895% 12.5569727915446% 12.5619642061862% 12.8954052716605%
t.mvar 12.4197495040619% 13.4923081190035% 13.0579152167738% 10.4587598197257% 9.64652342383621% 9.94861592454648%
t.madm 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2455609652819% 9.43665710537564% 9.87561918199862%
t.dist 14.7100289173409% 14.1139122919085% 14.0627077932324% 11.7696294590307% 11.3256811918898% 11.4724934790063%
t.mdiv 13.5509836414243% 14.0438758854343% 13.3585887777382% 10.8385977350513% 10.1614912192888% 10.3977031253045%
t.coco 14.6655460852129% 14.6401534643723% 14.3668455339289% 11.4377432749416% 10.7004352440777% 10.9375418085486%
t.aaaf 11.3679049466036% 13.1612525242057% 12.6304906597936% 10.9476163806257% 11.0923609736608% 12.0926854510474%
t.aaae 14.7513548472884% 13.4586781361594% 15.5760907170874% 12.565058229733% 12.5465361748383% 13.2737835166204%
t.aaad 10.7019039917677% 14.235062422513% 16.2354132860417% 13.2042230419697% 13.7506447519044% 14.1144373186093%
t.aaac 12.2862925333865% 13.4578002524282% 14.8387461063315% 12.162532329073% 11.9612495822061% 12.2817400881426%
t.aaab 12.1365129183587% 13.4256272834681% 14.6982389088247% 12.047106274885% 11.9175435624509% 12.2622676543035%
t.aaaa 12.6613986527084% 12.957139874367% 14.021234356532% 11.4881009321143% 11.5919386926731% 12.1212421378733%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 13.7% 9.6% 9.6% 9.4% 8.6%  
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
t.dyhb 2.97769344864264% 4.71160547171887% 4.20950634500127% 4.40111371205407% 4.26359065437313% 0%
t.dbnd 4.20098688759034% 5.06396187980037% 4.04141156627449% 3.23543212657595% 0% 0%
t.qaro 7.54970508128897% 7.79940250998185% 7.31323857219623% 6.5504230198915% 6.30618727436207% 6.32577594694231%
t.acap 8.27323359721875% 8.89926000102372% 9.18143051937206% 7.61542784426715% 7.38468951983851% 7.54109817947899%
t.trdd 6.46914570477687% 9.77664775356628% 8.55516961304178% 7.5321627255283% 6.61653587056656% 6.82877262217008%
t.shar 6.87782742865746% 8.90010087415505% 8.08170956178767% 7.03783842733043% 6.7166690161682% 7.53573477872071%
t.tris 5.99067656178813% 8.62219075350258% 7.96893099151659% 7.14627181024517% 6.80005831522394% 6.91180008901891%
t.tret 6.48388207164533% 9.8051014562875% 8.65233664152107% 7.54187364348553% 6.56162930764456% 6.74060551378868%
t.rsop 8.22827872019349% 10.2809558322599% 10.1212397181939% 8.07440194551042% 7.53405118106104% 8.3938623694032%
t.rpcl 7.8868089833179% 8.82027425645942% 8.59250444501592% 6.99814360831749% 6.43957679322283% 6.47091289282396%
t.risd 6.85411099252993% 8.36575147170338% 7.38084238329207% 6.06129480966026% 5.33032085667775% 5.7258738132615%
t.mva3 7.18882413164207% 8.57023816081079% 7.59627065562245% 6.251550457846% 5.64429201219259% 5.81877496729587%
t.mva2 7.51816988581038% 8.44772256871973% 7.46633911278177% 6.29485123658912% 5.68791561760213% 5.86984667742102%
t.mca2 7.95150179466899% 9.24038621622858% 8.23368977914233% 6.72706823119462% 6.00085390607339% 6.37173122972155%
t.mca1 7.92864638441084% 8.90438436545779% 7.90209471217273% 6.5641385837967% 5.92084169207748% 6.23557960781204%
t.madd 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10105660307971% 5.32216466856547% 5.71380741559194%
t.loss 6.88304235739238% 8.12150627903365% 7.34396117793711% 6.31723488038826% 5.6178437745884% 6.18616218594791%
t.eqrc 8.01668500464486% 9.52906917273013% 8.49766292267205% 6.85202794933111% 6.06319706306074% 6.50105006898656%
t.cvar 6.3820197455283% 8.58874809621315% 7.43894737371528% 6.28514276991759% 5.70338919225426% 5.86314084934837%
t.cdar 8.10090839651661% 9.08394535325487% 8.08872822411101% 6.74555122576103% 6.0535088574494% 6.69801443255215%
t.srt3 13.6526692012785% 9.63358390233123% 9.61129545094004% 9.38733601242829% 8.63124771530118% 0%
t.srt5 11.6985598363126% 13.235829762353% 13.1318108689942% 11.1921210579005% 11.8424492316863% 0%
t.srrs 7.5855963299268% 8.97646574600931% 9.17653134833265% 8.0445920138197% 7.82266269469224% 0%
t.srqr 48.8663446535334% 37.8987717060322% 32.9558112187621% 25.5579692832614% 23.8460176681966% 0%
t.pure 11.1946078229957% 13.8858373072463% 13.8542361014148% 11.4332252711811% 10.8983572661823% 11.7071607001602%
t.frs4 4.98582061681554% 5.32250957485311% 5.37319087737376% 4.7102290502259% 5.42136614548261% 5.35989307879637%
t.frs3 6.69613449137049% 6.03884484190171% 5.50053925489315% 5.34322649610948% 5.90992749305265% 6.18831253354256%
t.frs2 7.28366963468876% 6.93310289186195% 7.02074383535434% 7.19446076131841% 7.48086081290547% 8.2422942218683%
t.frs1 8.40723487296462% 11.7325070451044% 10.6216827604837% 9.57240215469103% 9.94681039196473% 10.4636253930985%
t.eqwt 8.76015360144978% 10.8347082934058% 10.7182875425029% 8.60168838918822% 8.13183730911628% 9.45245556666155%
t.sort 6.99294312058495% 8.86426513447648% 8.09936491266019% 7.06892333890811% 6.93050853535551% 7.7072432301239%
t.rpba 8.12126233709992% 10.207272395033% 10.0236946134602% 7.98766599046927% 7.45176055040795% 8.25461160853575%
t.mvar 6.89729952476126% 8.55301375644386% 7.68129044485836% 6.11523289223841% 5.34312774924604% 5.68887457989694%
t.madm 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10302969797444% 5.32331002716968% 5.71472974456813%
t.dist 8.27118450372929% 9.33213325264463% 9.31713143392114% 7.5801161111442% 6.94106579416349% 7.22482164050434%
t.mdiv 7.90662340477618% 9.3383980790381% 8.26415289667327% 6.86466066351636% 6.04222537103022% 6.30139674098193%
t.coco 8.42989906681342% 9.75767148883778% 8.7124831872359% 7.16056534629338% 6.26974207580595% 6.83197820921279%
t.aaaf 6.28311824295232% 8.1724364758165% 6.94060101408492% 6.23224150791394% 5.84256598337106% 6.4501853536825%
t.aaae 7.14222135945245% 9.75036513458362% 9.80419562921279% 8.06830716874557% 7.60403153863228% 8.00050094129158%
t.aaad 6.94813108264802% 10.0206416055934% 9.85763118480595% 8.28826186201551% 8.10561835702236% 8.27886973725163%
t.aaac 7.00268253096224% 9.99950520833758% 9.64529377252201% 7.85703053831892% 7.46270701730034% 7.19368284867638%
t.aaab 6.66754480835866% 10.0060568330195% 9.61699775871723% 7.83572073166279% 7.44065384541215% 7.19514149115795%
t.aaaa 6.39240788086459% 9.13220356761432% 8.76542790293958% 7.27638009924055% 6.98794653139115% 6.82472308411065%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt3 0.93 0.41 0.46 0.58 0.58  
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
t.dyhb 0.352940911096158 0.220326119347265 0.141205602995493 0.12351105493884 0.0917158979910783 0
t.dbnd 0.484275121252264 0.375607124969824 0.234417214412757 0.174123317037381 0 0
t.qaro 0.878196458158332 0.651169537038805 0.422333846635905 0.350377913820445 0.28461633740781 0.241602251102761
t.acap 0.865653142087777 0.585679235912433 0.544717631685018 0.501435016314207 0.508305114669648 0.441861593189879
t.trdd 0.558694942272676 0.548551250576056 0.482114112788896 0.480601384991726 0.403017526547452 0.356979203162776
t.shar 0.570699914553843 0.513281692302658 0.47053053795954 0.444116795645217 0.405623111526051 0.372065967500362
t.tris 0.550475468815434 0.522275616542835 0.420151799856259 0.393453682813751 0.334739324709254 0.324042349347975
t.tret 0.56624654078131 0.554347759100167 0.480608078846196 0.478479524661201 0.401633490876816 0.356148607382458
t.rsop 0.921341963494879 0.793347563831219 0.738425545560257 0.700292599253193 0.707094446976024 0.717516886776111
t.rpcl 0.807228158277291 0.627040009642106 0.542607458695741 0.463949965142525 0.388158731482821 0.350046057287243
t.risd 0.545562878776401 0.508761069902462 0.43730418010533 0.387982846808317 0.327276766976682 0.309358843670675
t.mva3 0.68911317728261 0.585940503542164 0.491706573666101 0.426224337574566 0.396451745287944 0.363424553155867
t.mva2 0.686010991196562 0.562375099341115 0.444330679447562 0.370135436824501 0.316435799921508 0.280084915450037
t.mca2 0.841835378573941 0.683365949829762 0.564602356662408 0.505180324177097 0.442300594667106 0.424370043592657
t.mca1 0.776587188175422 0.620173783594237 0.502352565445976 0.433166931886113 0.388900122365185 0.37434920291917
t.madd 0.57694318769984 0.522374306470582 0.442782374839524 0.386762704684995 0.325540321200829 0.306914759575594
t.loss 0.360569807341803 0.44836504624711 0.391590086109504 0.365711785264248 0.315915025467279 0.323836780512574
t.eqrc 0.859778587312452 0.712489559550502 0.591771845976227 0.535952475184224 0.473298684061684 0.459473189739518
t.cvar 0.41966558071185 0.432981602192635 0.362850933072736 0.32883307411275 0.290497043156479 0.287838394364276
t.cdar 0.647188544524933 0.489195243668974 0.45327648846573 0.428371089586936 0.364033119467784 0.341729900190474
t.srt3 0.93412703209455 0.406459120275294 0.461307927708546 0.578238469528968 0.583042233548468 0
t.srt5 1.24081346759758 0.902106241008331 0.918932524857001 0.930921259119914 0.96950398254441 0
t.srrs 0.806785563435218 0.684706075768562 0.626251451119022 0.643490269058985 0.652564791498795 0
t.srqr 2.53418867606724 1.79451420544791 1.61358372823903 1.54971823278881 1.49738876727382 0
t.pure 1.02698446073123 0.981107327467789 0.768205784506812 0.647271879864601 0.551195690685065 0.550388907299045
t.frs4 0.407787451454636 0.335016078339899 0.305092526133233 0.310756374679291 0.380373406765459 0.339883662710545
t.frs3 0.538404469891247 0.398661960001485 0.337840180716447 0.366647885755756 0.437668435237207 0.393620881066388
t.frs2 0.615163393155254 0.383729741802245 0.347719784497574 0.416589023991587 0.487418815579482 0.455137824707948
t.frs1 0.693903129713261 0.466749325080476 0.407149211303866 0.433484873107428 0.508045817037272 0.412893941103684
t.eqwt 0.969308080088917 0.838552133198434 0.783709642423305 0.753646382935654 0.770146722508724 0.809315969184038
t.sort 0.563533423004853 0.513406745641706 0.471031528956713 0.44271838217272 0.408168679728653 0.373348820787321
t.rpba 0.913870030779493 0.784422672077459 0.731581563199716 0.690333822241477 0.698217610468409 0.704014331271175
t.mvar 0.582278498707065 0.529351051098709 0.45609872337377 0.40074425944672 0.3338895576247 0.314300289616038
t.madm 0.57694318769984 0.522374306470582 0.442782374839524 0.387207931134875 0.32584160328018 0.307159304946112
t.dist 0.859151851600825 0.67162109878707 0.586977950452764 0.511661517841896 0.442677032460567 0.430321311125119
t.mdiv 0.787600243861593 0.627904133121532 0.507036115333526 0.444587516550436 0.361552799260109 0.343950446017136
t.coco 0.866824147496654 0.685588967631542 0.590789805929586 0.530255245033992 0.451059705403914 0.45674975652862
t.aaaf 0.568312416291456 0.526184783785975 0.408735719291641 0.392977560075045 0.388578317791719 0.384537357020957
t.aaae 0.765533184588344 0.654015419950586 0.67265545758146 0.619106192358168 0.610630514967913 0.599260922126564
t.aaad 0.620236264831317 0.62522794911934 0.581437782515371 0.55475466798582 0.577969162861372 0.543127537006304
t.aaac 0.638449534015179 0.584740396303099 0.548064257515188 0.493314307628005 0.463275376623735 0.429606146855114
t.aaab 0.633569436954737 0.583470710814608 0.549168822105332 0.49250458719353 0.46269899276194 0.429994493295319
t.aaaa 0.598408198720109 0.545174652236775 0.530919435828517 0.477727427464896 0.449416046559384 0.423145230794097


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.66 0.48 0.55 0.61 0.60
to S&P500 (SPY) 0.71 0.47 0.53 0.61 0.61
to U.S. Bonds (BND) 0.34 0.27 0.13 0.09 0.07
to Commodities (DBC) 0.03 0.17 0.37 0.29 0.33
to Gold (GLD) -0.20 0.21 0.05 -0.03 0.08


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -5.1% 3.2% 8.3% 6.2%
2023 5.3% 1.1% -7.9% -5.5% -2.7% 5.5% 6.8% 6.4% -2.1% 2.1% -4.7% 0.8%
2022 -3.5% 0.7% -0.1% -1.2% -0.8% 0.4% -0.6% 0.6% -2.2% -1.4% 5.8% -2.1%
2021 4.0% -2.0% 7.9% -3.4% 1.4% -7.1% -1.5% 7.6% 1.0% 0.2% 3.6% 1.3%
2020 6.2% 17.0% -0.7% -3.7% 9.7% 2.5% 4.8% -0.1% 0.3% 1.2% -5.6% -0.8%
2019 3.6% 3.2% 2.4% -1.0% -1.9% 2.8% 0.5% -8.7% 2.6% 3.1% 0.1% 0.3%
2018 -10.0% 0.4% -8.9% 2.2% 5.8% 2.3% 0.8% 1.8% -0.1% -2.6% -1.0% 8.0%
2017 -0.6% 1.6% 3.0% 2.5% 1.3% 2.2% -3.1% 5.1% -0.5% 0.9% 3.1% 1.4%
2016 3.1% 0.2% -3.9% 3.0% 1.0% 2.8% 2.7% 1.0% -0.2% 6.7% -0.0% -5.7%
2015 -2.1% 0.8% 7.1% -5.1% -7.2% 1.7% 1.0% 6.8% -3.7% 1.4% 6.4% -0.5%
2014 1.3% 4.4% 2.6% -0.7% 4.8% -0.1% 2.9% 2.1% -4.0% -6.4% 6.7% 0.2%
2013 -0.2% 0.1% 0.1% 0.2% -0.1% 10.0% -0.1% -0.1% 0.1% 3.2% 0.8% 5.1%
2012 1.2% 0.1% -0.1% 0.0% 0.0% 0.2% 5.1% -5.4% -0.3% 4.5% 2.3% 7.2%
2011 2.1% -0.7% 6.2% -6.2% 0.3% 0.3% -0.0% 0.4% 0.5% -0.1% -0.1% 0.1%
2010 -0.2% 2.5% 6.6% 8.0% -6.4% 10.3% 0.4% 0.5% 0.3% -0.3% 0.2% 0.8%
2009 -0.8% 0.6% 0.1% 0.2% 1.5% 15.2% 5.0% 2.5% 8.5% 11.9% -9.2% -6.9%
2008 5.8% -8.6% -12.8% -8.5% -1.1% -17.0% 5.1% 7.1% 9.8% -2.9% 9.6% -12.9%
2007 5.5% -6.0% 2.9% 9.4% 1.9% 0.9% 0.5% -0.1% 0.3% 2.5% -1.5% 3.0%
2006 -0.5% 1.9% 3.1% 2.2% -2.1% -1.1% 1.2% 0.2% 2.9% 0.2% -10.8% 17.8%
Monthly Allocation
Month Allocations
202405 FSELX,33.34,FSRBX,33.33,FSPTX,33.33
202404 FSELX,33.34,FSHOX,33.33,FSPTX,33.33
202403 FSELX,33.33,FSPTX,33.33,FBMPX,33.34
202402 FSELX,33.33,FSCSX,33.34,FSPTX,33.33
202401 FSELX,33.33,FSCSX,33.33,FBMPX,33.34
202312 FSCSX,33.33,FBMPX,33.34,FSPTX,33.33
202311 SHY,100
202310 FSELX,33.33,FNARX,33.34,FSENX,33.33
202309 FSELX,33.33,FSPTX,33.33,FBMPX,33.34
202308 FSELX,33.33,FSPTX,33.33,FBMPX,33.34
202307 FSELX,33.33,FSPTX,33.33,FBMPX,33.34
202306 FSELX,33.33,FSPTX,33.33,FSCSX,33.34
202305 FSELX,33.33,FDLSX,33.33,FBMPX,33.34
202304 FSELX,33.33,FSPTX,33.33,FDLSX,33.34
202303 FNARX,33.34,FSELX,33.33,FSENX,33.33
202302 FNARX,33.34,FSENX,33.33,FSDPX,33.33
202301 SHY,100
202212 FSENX,33.33,FNARX,33.34,FSPCX,33.33
202211 SHY,100
202210 SHY,100
202209 SHY,100
202208 SHY,100
202207 SHY,100
202206 SHY,100
202205 SHY,100
202204 FSENX,33.33,FNARX,33.34,FSUTX,33.33
202203 SHY,100
202202 FSENX,33.33,FNARX,33.34,FSRBX,33.33
202201 FSELX,33.34,FSHOX,33.33,FSENX,33.33
202112 FSELX,33.34,FSENX,33.33,FSHOX,33.33
202111 FSENX,33.34,FSNGX,33.33,FSESX,33.33
202110 FSNGX,33.33,FSENX,33.34,FSESX,33.33
202109 FSVLX,33.33,FSLBX,33.33,FSELX,33.34
202108 FSVLX,33.33,FSAVX,33.34,FSELX,33.33
202107 FSESX,33.33,FSAVX,33.34,FSNGX,33.33
202106 FSRBX,33.33,FSVLX,33.33,FSESX,33.34
202105 FSRBX,33.33,FSVLX,33.33,FSESX,33.34
202104 FSESX,33.33,FSRBX,33.33,FSAVX,33.34
202103 FSESX,33.33,FSAVX,33.34,FSELX,33.33
202102 FSAVX,33.33,FSELX,33.33,FDCPX,33.34
202101 FSAVX,33.33,FDCPX,33.34,FSPTX,33.33
202012 FSAVX,33.34,FSELX,33.33,FSPTX,33.33
202011 FSAVX,33.34,FSPTX,33.33,FSELX,33.33
202010 FSPTX,33.33,FSAVX,33.34,FSELX,33.33
202009 FSPTX,33.33,FSAVX,33.34,FSCSX,33.33
202008 FSPTX,33.33,FSCSX,33.34,FWRLX,33.33
202007 FSPTX,33.33,FSCSX,33.33,FBIOX,33.34
202006 FSPTX,33.33,FBIOX,33.34,FSPHX,33.33
202005 SHY,100
202004 SHY,100
202003 SHY,100
202002 FSPTX,33.33,FSELX,33.33,FSCSX,33.34
202001 FSELX,33.33,FSPTX,33.33,FBIOX,33.34
201912 FSELX,33.34,FSPTX,33.33,FSHOX,33.33
201911 FSHOX,33.33,FSELX,33.34,FWRLX,33.33
201910 FSHOX,33.33,FSUTX,33.33,FSELX,33.34
201909 FSHOX,33.33,FDLSX,33.33,FBSOX,33.34
201908 FBSOX,33.34,FDLSX,33.33,FSVLX,33.33
201907 FBSOX,33.34,FSPCX,33.33,FDLSX,33.33
201906 SHY,100
201905 FSELX,33.33,FBSOX,33.34,FSCSX,33.33
201904 FBSOX,33.34,FSCSX,33.33,FSMEX,33.33
201903 FSUTX,33.33,FBSOX,33.34,FSMEX,33.33
201902 SHY,100
201901 SHY,100
201812 FPHAX,33.34,FSHCX,33.33,FSMEX,33.33
201811 SHY,100
201810 FSMEX,33.33,FSHCX,33.34,FSRPX,33.33
201809 FSMEX,33.33,FSHCX,33.34,FSRPX,33.33
201808 FSRPX,33.33,FSCSX,33.33,FBSOX,33.34
201807 FBSOX,33.34,FSCSX,33.33,FSRPX,33.33
201806 FSCSX,33.33,FSENX,33.33,FBSOX,33.34
201805 FSRPX,33.33,FBSOX,33.34,FSDCX,33.33
201804 FSDAX,33.33,FSPTX,33.33,FBSOX,33.34
201803 FSDAX,33.34,FSRPX,33.33,FSPTX,33.33
201802 FSRPX,33.33,FSDAX,33.34,FSPTX,33.33
201801 FSELX,33.33,FSCSX,33.34,FSPTX,33.33
201712 FSPTX,33.33,FSELX,33.33,FBSOX,33.34
201711 FSPTX,33.33,FSELX,33.33,FSCHX,33.34
201710 FSPTX,33.33,FSDAX,33.33,FSAIX,33.34
201709 FBIOX,33.34,FSDAX,33.33,FSPTX,33.33
201708 FSPTX,33.33,FSLBX,33.33,FDCPX,33.34
201707 FSPTX,33.33,FSLBX,33.34,FSMEX,33.33
201706 FSPTX,33.33,FSELX,33.33,FDCPX,33.34
201705 FSELX,33.33,FDCPX,33.34,FSPTX,33.33
201704 FDCPX,33.34,FSRBX,33.33,FSELX,33.33
201703 FSRBX,33.33,FDCPX,33.34,FSELX,33.33
201702 FSRBX,33.33,FSELX,33.34,FSRFX,33.33
201701 FSRBX,33.33,FSELX,33.33,FSRFX,33.34
201612 FSELX,33.33,FSRFX,33.33,FSRBX,33.34
201611 FSELX,33.33,FSPTX,33.33,FSCSX,33.34
201610 FSELX,33.33,FSMEX,33.33,FSPTX,33.34
201609 FSELX,33.33,FSMEX,33.33,FSPTX,33.34
201608 FSELX,33.33,FSMEX,33.33,FSTCX,33.34
201607 #N/A
201606 FSTCX,33.33,FSUTX,33.33,FSCSX,33.34
201605 FSTCX,33.33,FSMEX,33.33,FSCGX,33.34
201604 FSTCX,33.33,FSUTX,33.33,FDFAX,33.34
201603 SHY,100
201602 SHY,100
201601 FSRPX,33.33,FSCSX,33.33,FBSOX,33.34
201512 FSRPX,33.33,FSCSX,33.33,FBSOX,33.34
201511 FSRPX,33.33,FBSOX,33.33,FSCSX,33.34
201510 SHY,100
201509 SHY,100
201508 FBIOX,33.33,FPHAX,33.33,FSRPX,33.34
201507 FBIOX,33.33,FSHCX,33.33,FSPHX,33.34
201506 FBIOX,33.33,FSPHX,33.33,FSHCX,33.34
201505 FBIOX,33.33,FSPHX,33.33,FSMEX,33.34
201504 FBIOX,33.33,FSMEX,33.33,FSPHX,33.34
201503 FBIOX,33.33,FSELX,33.33,FSMEX,33.34
201502 FBIOX,33.33,FSELX,33.33,FSPHX,33.34
201501 FBIOX,33.33,FSRFX,33.33,FSELX,33.34
201412 FBIOX,33.33,FSRFX,33.33,FSPHX,33.34
201411 FBIOX,33.33,FSPHX,33.33,FSRFX,33.34
201410 FSPHX,33.33,FSELX,33.33,FPHAX,33.34
201409 FSELX,33.33,FSPHX,33.33,FSRFX,33.34
201408 FSELX,33.33,FSPHX,33.33,FSNGX,33.34
201407 FSNGX,33.33,FSELX,33.33,FSPHX,33.34
201406 FSELX,33.33,FSRFX,33.33,FSAIX,33.34
201405 FSELX,33.33,FSNGX,33.33,FPHAX,33.34
201404 FSPHX,33.33,FSELX,33.33,FBIOX,33.34
201403 FBIOX,33.33,FSPHX,33.33,FPHAX,33.34
201402 FBIOX,33.33,FSPHX,33.33,FSCSX,33.34
201401 FSPHX,33.33,FBIOX,33.33,FBSOX,33.34
201312 FSAIX,33.33,FBIOX,33.33,FSPHX,33.34
201311 FSAVX,33.33,FSAIX,33.33,FBIOX,33.34
201310 FBIOX,33.33,FSAVX,33.33,FSPHX,33.34
201309 FBIOX,33.33,FSAVX,33.33,FSPHX,33.34
201308 FBIOX,33.33,FSAVX,33.33,FSPHX,33.34
201307 FSAVX,33.33,FBIOX,33.33,FSLBX,33.34
201306 FBIOX,33.33,FSLBX,33.33,FSAVX,33.34
201305 FBIOX,33.33,FBMPX,33.33,FSAVX,33.34
201304 FBIOX,33.33,FSAIX,33.33,FSRFX,33.34
201303 FSLBX,33.33,FSHOX,33.33,FBMPX,33.34
201302 FSHOX,33.33,FSLBX,33.33,FBMPX,33.34
201301 FSHOX,33.33,FSAVX,33.33,FBMPX,33.34
201212 FSHOX,33.33,FBIOX,33.33,FBMPX,33.34
201211 FSHOX,33.33,FBMPX,33.33,FSVLX,33.34
201210 FBIOX,33.33,FSHOX,33.33,FBMPX,33.34
201209 FBIOX,33.33,FSHOX,33.33,FBMPX,33.34
201208 FBIOX,33.33,FDFAX,33.33,FSVLX,33.34
201207 FBIOX,33.33,FSHOX,33.33,FSVLX,33.34
201206 FBIOX,33.33,FSRPX,33.33,FSHOX,33.34
201205 FSHOX,33.33,FSRPX,33.33,FBIOX,33.34
201204 FBIOX,33.33,FSHOX,33.33,FDCPX,33.34
201203 FBIOX,33.33,FDCPX,33.33,FSCSX,33.34
201202 FBIOX,33.33,FSHOX,33.33,FSCHX,33.34
201201 SHY,100
201112 SHY,100
201111 SHY,100
201110 SHY,100
201109 SHY,100
201108 FSESX,33.33,FSHCX,33.33,FBIOX,33.34
201107 FSCHX,33.33,FSESX,33.33,FBIOX,33.34
201106 FBIOX,33.33,FSCHX,33.33,FSESX,33.34
201105 FSESX,33.33,FSENX,33.33,FNARX,33.34
201104 FSESX,33.33,FSENX,33.33,FNARX,33.34
201103 FSESX,33.33,FSENX,33.33,FNARX,33.34
201102 FSESX,33.33,FSAVX,33.33,FSENX,33.34
201101 FSAVX,33.33,FSESX,33.33,FSCHX,33.34
201012 FSAVX,33.33,FSESX,33.33,FSAIX,33.34
201011 FSAIX,33.33,FSRFX,33.33,FSAVX,33.34
201010 FSAVX,33.33,FSRFX,33.33,FSPTX,33.34
201009 SHY,100
201008 FSRFX,33.33,FSAIX,33.33,FBMPX,33.34
201007 SHY,100
201006 FSRFX,33.33,FSAIX,33.33,FSAVX,33.34
201005 FSRFX,33.33,FSAIX,33.33,FSAVX,33.34
201004 FSAVX,33.33,FSAIX,33.33,FSRFX,33.34
201003 FSAVX,33.33,FSAIX,33.33,FBMPX,33.34
201002 FSAVX,33.33,FSAIX,33.33,FSPTX,33.34
201001 FSAVX,33.33,FSPTX,33.33,FSELX,33.34
200912 FSAVX,33.33,FSPTX,33.33,FSDPX,33.34
200911 FSAVX,33.33,FSPTX,33.33,FSLBX,33.34
200910 FSAVX,33.33,FSLBX,33.33,FSAIX,33.34
200909 FSAVX,33.33,FSELX,33.33,FSLBX,33.34
200908 FSAVX,33.33,FSELX,33.33,FSPTX,33.34
200907 FSAVX,33.33,FSDCX,33.33,FSPTX,33.34
200906 SHY,100
200905 SHY,100
200904 SHY,100
200903 SHY,100
200902 SHY,100
200901 SHY,100
200812 SHY,100
200811 SHY,100
200810 SHY,100
200809 SHY,100
200808 SHY,100
200807 SHY,100
200806 SHY,100
200805 SHY,100
200804 SHY,100
200803 SHY,100
200802 SHY,100
200801 SHY,100
200712 FSESX,33.33,FNARX,33.33,FSCHX,33.34
200711 FSESX,33.33,FNARX,33.33,FWRLX,33.34
200710 FSESX,33.33,FWRLX,33.33,FNARX,33.34
200709 FSESX,33.33,FWRLX,33.33,FNARX,33.34
200708 FSESX,33.33,FWRLX,33.33,FNARX,33.34
200707 FWRLX,33.33,FSESX,33.33,FSAVX,33.34
200706 FSTCX,33.33,FSUTX,33.33,FNARX,33.34
200705 FSUTX,33.33,FNARX,33.33,FSNGX,33.34
200704 FSUTX,33.33,FSDPX,33.33,FNARX,33.34
200703 FSTCX,33.33,FSUTX,33.33,FSDPX,33.34
200702 FSTCX,33.33,FSAIX,33.33,FDLSX,33.34
200701 FSUTX,33.33,FSCSX,33.33,FSTCX,33.34
200612 FSCSX,33.33,FSUTX,33.33,FSAIX,33.34
200611 FSCSX,33.33,FSUTX,33.33,FSRPX,33.34
200610 FSLBX,33.33,FSUTX,33.33,FSTCX,33.34
200609 FSUTX,33.33,FDFAX,33.33,FSCSX,33.34
200608 FSUTX,33.33,FNARX,33.33,FSENX,33.34
200607 FNARX,33.33,FSESX,33.33,FSENX,33.34
200606 FSESX,33.33,FNARX,33.33,FSENX,33.34
200605 FSESX,33.33,FNARX,33.33,FSENX,33.34
200604 FSLBX,33.33,FSESX,33.33,FSAIX,33.34
200603 FSLBX,33.33,FBIOX,33.33,FSAIX,33.34
200602 FSESX,33.33,FNARX,33.33,FSENX,33.34
200601 FSESX,33.33,FSENX,33.33,FNARX,33.34

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