Top 3 Sector Rotation
for period ending August 31, 2026
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
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses 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:
- VizMetrics calculates a momentum score based on the 3-, 6-, and 12-month total return for each of the sector mutual funds.
- VizMetrics chooses the Top 3 funds in the list to invest in during the upcoming month.
- VizMetrics repeats the ranking the next month.
- 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 step-by-step instructions on buying the underlying funds, see "How to Choose and Invest".
Since this Portfolio Recipe is "Tactical: DIY," the percentage allocations below can change every month. RecipeInvesting calculates returns by rebalancing this Portfolio Recipe to the updated target allocation every month.
Recipe ingredients, updated August 31, 2026 and used for September 2026 allocation:
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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 Choose and Invest
Compare: Total Return
for period ending August 31, 2026
5-year graph
●
t.srt3
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
13.7% |
3.3% |
22.0% |
13.2% |
10.5% |
11.3% |
11.7% |
10.9% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.0% |
1.8% |
12.7% |
13.9% |
6.9% |
9.5% |
9.7% |
8.2% |
| Global Equities (ACWI) |
14.3% |
2.7% |
22.3% |
20.5% |
10.9% |
12.7% |
11.2% |
|
| U.S. Equities (SPY) |
13.1% |
2.7% |
20.2% |
20.9% |
12.7% |
15.3% |
15.0% |
11.3% |
| U.S. Bonds (BND) |
-0.2% |
0.4% |
1.8% |
4.1% |
-0.4% |
1.4% |
2.0% |
3.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-1.41951742951749% |
0.172234101373459% |
4.78087383680739% |
8.42690035166536% |
3.49477756109156% |
5.23483773634694% |
3.86948359522639% |
6.30966662179253% |
| t.dbnd |
0.810950668985333% |
0.172234101373459% |
2.14883463607078% |
5.69661583532242% |
4.15438867533966% |
4.88436747406973% |
0% |
0% |
| t.qaro |
-3.63934507928557% |
1.43589027792119% |
5.02265997819593% |
11.3323961246817% |
5.72857826294919% |
6.51964509854526% |
4.78951514247592% |
5.38120334265662% |
| t.acap |
4.63699646792211% |
0.292149846888101% |
14.2506621657193% |
17.0094547549141% |
6.5837245969419% |
6.50170389160998% |
6.7623201222105% |
8.15433618140249% |
| t.trdd |
6.50936579273924% |
0.553806255123232% |
13.7836811437559% |
10.7240388822011% |
2.33993124360379% |
5.96382929152293% |
6.74618821144859% |
9.12924235811361% |
| t.shar |
9.13253082967185% |
0.96735219257775% |
19.5515977104484% |
12.4130748351908% |
5.30061116212246% |
10.4701382574072% |
8.84639102195073% |
10.5895218842723% |
| t.tris |
6.01431416721272% |
0.652291228239123% |
17.5533929859602% |
13.0345368464684% |
7.13752072495211% |
8.55841069779355% |
6.92061386819813% |
8.32819849535609% |
| t.tret |
6.77264489735636% |
0.598331601668094% |
14.8193169021839% |
11.7745576663807% |
3.12922495190249% |
6.44433855755042% |
7.35703194604538% |
9.40349298827603% |
| t.rsop |
11.8383872926082% |
2.20901254429102% |
19.8705190816015% |
17.4851439802566% |
8.16631734203575% |
10.1049475608567% |
9.58943209148462% |
9.2940897086327% |
| t.rpcl |
6.84744409002973% |
1.11600335217742% |
13.6621172508304% |
13.6982022150077% |
5.84089736181683% |
6.64352036515901% |
6.07534165810584% |
8.02848572749737% |
| t.risd |
2.53018467328257% |
0.537819365778826% |
10.5246031257568% |
12.3748323084355% |
5.68944530054383% |
8.07298158316336% |
7.93872001864089% |
8.94164428993443% |
| t.mva3 |
6.50077405646605% |
0.942507691454767% |
14.2427225173204% |
15.5344098600345% |
7.14992143488051% |
8.54342231593912% |
8.58633096220511% |
9.95820983025244% |
| t.mva2 |
4.20871534633338% |
0.729088889606687% |
11.599633181823% |
12.5600540880036% |
5.22430697970344% |
6.65771386716041% |
6.72230069174671% |
8.46361413129613% |
| t.mca2 |
9.48679398726537% |
1.41902640450583% |
17.5662654417037% |
15.2041114197017% |
6.52309435629985% |
7.97251417191058% |
7.59818526312803% |
8.48467986335681% |
| t.mca1 |
6.68602104391804% |
1.15289136120098% |
14.9743647617316% |
13.2941431571214% |
5.15784281854053% |
6.87707300537326% |
6.72970721328392% |
8.02204530561368% |
| t.madd |
2.91197632890048% |
0.613509499641606% |
9.64571685021098% |
14.3444978661041% |
6.13409748423319% |
7.9086515659698% |
8.16581265553995% |
9.1447059819147% |
| t.loss |
12.4250959492734% |
1.01960201710851% |
21.8305560901306% |
18.3189825314096% |
8.22294036949887% |
8.70813045265804% |
8.23486536429781% |
9.42444659507002% |
| t.eqrc |
9.67272391264531% |
1.64784903657413% |
18.3282674477131% |
15.6764635142095% |
6.64355044625267% |
8.29357972326226% |
8.03594850631293% |
8.93436487549904% |
| t.cvar |
5.55146456534448% |
1.5811893715343% |
13.0234037854714% |
17.7771865764083% |
8.07502009714467% |
7.86342815155723% |
8.00206765657314% |
9.03867061466015% |
| t.cdar |
2.15190525568967% |
0.577880182633092% |
9.30788704592234% |
11.310131325234% |
4.11363062554675% |
8.1099300375719% |
8.28512116317932% |
9.61867713978661% |
| t.srt3 |
13.6576020055385% |
3.2857039% |
22.0192226999627% |
13.1744309681984% |
10.4562633374466% |
11.2651127360203% |
11.7250513705248% |
10.9374798410402% |
| t.srt5 |
35.4562271394137% |
5.005% |
48.7888435379221% |
29.9201789450378% |
18.7580873079307% |
18.1049845845146% |
16.6159318948069% |
13.7687211427198% |
| t.srrs |
12.4916309891391% |
3.11560812194337% |
16.4451502070216% |
12.7178957751818% |
9.00093348331712% |
11.4335858519221% |
11.5531421066983% |
9.86526967378662% |
| t.srqr |
49.8297113135743% |
6.066% |
79.7422339185279% |
57.1717384239857% |
41.9567311120041% |
27.0468598222884% |
27.6781526569285% |
22.1711683977369% |
| t.pure |
21.7731933679227% |
0.937500000000013% |
24.754542474807% |
11.7043018216656% |
5.89133849211365% |
12.3294852524527% |
11.1749210824507% |
15.9460442277921% |
| t.frs4 |
13.809441096775% |
2.04907841336667% |
19.1689468724654% |
11.2368665018591% |
6.44733491769349% |
7.7597536326339% |
6.54080055433726% |
7.08816368842749% |
| t.frs3 |
16.8327106428276% |
1.83923354920162% |
23.5620570944601% |
13.4516483611857% |
9.09062484520566% |
10.6224990388842% |
9.66413723491111% |
9.37939031197337% |
| t.frs2 |
17.3356071032148% |
4.02650119913255% |
25.0946481042735% |
13.853410360557% |
11.6942321484838% |
10.6211153788848% |
8.88194660992976% |
9.52989402022357% |
| t.frs1 |
-0.969663306779234% |
6.28183361629882% |
6.49796633183568% |
6.61979561028712% |
4.68983276663166% |
8.27265894637113% |
6.066735082494% |
9.68709338431484% |
| t.eqwt |
12.5200105979782% |
2.80748520628045% |
21.1804429137566% |
18.1665962096329% |
8.23344210042443% |
10.4803857109314% |
9.72505432057065% |
9.01192262915773% |
| t.sort |
10.520107461867% |
0.992958255332477% |
20.0645007177846% |
11.1980995844449% |
4.79789122395178% |
10.2606175305516% |
8.42360056490947% |
10.2787814940923% |
| t.rpba |
11.4166466822363% |
2.13030791119832% |
19.5594582554119% |
17.5972477190455% |
8.14510870923484% |
10.1064222538245% |
9.65292997882188% |
9.50596503146473% |
| t.mvar |
2.78239740824517% |
0.553298303503852% |
10.5283536932942% |
13.7564707819412% |
6.65274075137705% |
8.29285265433972% |
8.38622336141619% |
9.35268906215909% |
| t.madm |
2.91197632890048% |
0.613509499641606% |
9.64571685021098% |
14.3444978661041% |
6.13409748423319% |
7.9086515659698% |
8.19064841689101% |
9.16350083500932% |
| t.dist |
5.5236205922516% |
2.69604609961405% |
14.7494614659861% |
14.42656126658% |
5.72192156075928% |
6.89494710143255% |
6.35151243844676% |
7.94500324824006% |
| t.mdiv |
4.83138013549307% |
0.947351982592463% |
14.2511229923482% |
13.8107614906385% |
4.76711011541797% |
6.14801644358918% |
6.88879590946039% |
8.35429364542222% |
| t.coco |
3.8160726801191% |
2.13258058673442% |
15.2803908042132% |
15.2487610747379% |
5.43702349261495% |
7.47451213792159% |
7.59328559277293% |
8.58690231131685% |
| t.aaaf |
11.8075976535363% |
1.1425992937151% |
26.7368090392267% |
22.2399590163072% |
11.6706419534412% |
13.4562622109003% |
13.5955865569715% |
14.4602825379838% |
| t.aaae |
17.2538870346098% |
1.80333001748383% |
25.9368794534461% |
20.5745640945176% |
8.8292739726856% |
11.6925747537732% |
9.76246661710221% |
12.0712526157362% |
| t.aaad |
4.13420717290396% |
2.47208942855651% |
13.8144193702799% |
12.7016409574818% |
6.76032269722946% |
11.2613248837456% |
9.41243982145448% |
12.1743704106551% |
| t.aaac |
13.0965230812262% |
1.93462908432021% |
21.1954267215847% |
16.8965602463045% |
5.94981057234965% |
8.1590744900212% |
7.76376611804979% |
10.337938158175% |
| t.aaab |
12.2794933331215% |
1.84514562037866% |
20.7621305897657% |
16.0966970410596% |
5.54241319997881% |
8.10053411640988% |
7.67011788698206% |
10.3307958338926% |
| t.aaaa |
6.97508862882941% |
1.88613953914786% |
13.7684724714738% |
16.4857257399438% |
6.43911528625167% |
9.18810516209201% |
8.35397740307666% |
10.7675865701918% |
| |
|
|
|
|
|
| t.srt3 |
12.7% |
-4.7% |
3.8% |
26.3% |
9.0% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| 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 |
| t.dyhb |
-0.424179698869009% |
-7.18336076125052% |
8.04433480523521% |
11.5825590950859% |
12.604733007092% |
| t.dbnd |
3.44397661063878% |
-1.76737936783778% |
10.6400593174128% |
6.77884085824092% |
3.62278977555321% |
| t.qaro |
4.59240204628992% |
-11.1438326553824% |
15.3386927829938% |
15.7258541483237% |
15.8600100026313% |
| t.acap |
20.4432160619124% |
-22.45403221641% |
7.40184469105014% |
18.8919118413825% |
26.4699260358452% |
| t.trdd |
9.8715230096464% |
-26.0476121532499% |
6.36635125071481% |
12.330800445662% |
15.9385121885547% |
| t.shar |
23.4411606259803% |
-21.87479682622% |
12.3218052604971% |
9.37014151732829% |
21.8450856482229% |
| t.tris |
15.142112269322% |
-13.2151489279659% |
10.3892915506608% |
11.3116777031029% |
22.6349617036042% |
| t.tret |
8.47801777380575% |
-26.0296350385374% |
7.36180722098361% |
15.3676372978931% |
15.3131897842288% |
| t.rsop |
12.9632353675667% |
-19.3414043196725% |
18.2419777264708% |
12.2112091066751% |
21.161915795348% |
| t.rpcl |
6.10522651436409% |
-17.3138973124509% |
14.2355921052369% |
10.0481112617687% |
18.0004394967869% |
| t.risd |
6.27488285821167% |
-17.0795987959738% |
15.6705918175895% |
11.5426178845946% |
17.1459466596711% |
| t.mva3 |
8.29647793772843% |
-16.6430053414138% |
14.1334152915745% |
13.2038730305259% |
20.5290566501333% |
| t.mva2 |
5.32238855516889% |
-17.0409959438868% |
12.7837931445344% |
9.43018592425238% |
18.8086083301498% |
| t.mca2 |
8.90685136563052% |
-18.9457469665729% |
14.7510299013823% |
10.8635090904715% |
19.1999737707901% |
| t.mca1 |
6.1041098694232% |
-18.751642966597% |
11.8822854915719% |
8.89676094816405% |
19.6934119086921% |
| t.madd |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
17.920228604251% |
| t.loss |
3.0941441769055% |
-18.479249626044% |
13.031568361609% |
14.5631900085841% |
21.1835330963081% |
| t.eqrc |
8.82676076930244% |
-19.5964571862675% |
14.9855260511004% |
10.9020053462146% |
20.5615109488186% |
| t.cvar |
0.759134878710643% |
-18.0142669945866% |
16.2212575296876% |
16.8746265767511% |
23.6075094903774% |
| t.cdar |
7.55527382881924% |
-15.8396274872416% |
20.5750399487302% |
5.59945701004212% |
14.3403460936941% |
| t.srt3 |
12.6920037171253% |
-4.6611053775261% |
3.76595072486459% |
26.2639170725895% |
8.97406104641032% |
| t.srt5 |
13.3683816400023% |
-0.0377534476435404% |
10.7408896298008% |
32.8389664356036% |
14.1706910929661% |
| t.srrs |
28.890913509327% |
-4.05917982551872% |
5.15194903910463% |
15.4469423586743% |
8.83322906229633% |
| t.srqr |
9.25312744122633% |
20.7261796509901% |
35.7843164035702% |
125.323401507358% |
0.911525386975143% |
| t.pure |
29.8707683196271% |
-30.1397064440225% |
39.2701153505725% |
-5.72415932121768% |
13.5578799407787% |
| t.frs4 |
28.9596335134098% |
-8.711034625884% |
6.76423807600433% |
6.79526875321181% |
10.3607219213205% |
| t.frs3 |
31.6871352500162% |
-9.40291629311235% |
11.1850931254423% |
9.46819022445564% |
11.2505636147613% |
| t.frs2 |
33.6879639179315% |
-2.17216987170259% |
9.48474896909841% |
14.0715255505641% |
12.6578328521242% |
| t.frs1 |
24.8239629975502% |
-1.66592365448265% |
4.02750319776692% |
23.1724247337602% |
0.909739918377106% |
| t.eqwt |
13.021617406844% |
-20.392117109815% |
18.7871213530998% |
11.7937656754764% |
22.8060763178412% |
| t.sort |
22.673599865263% |
-21.8579334248415% |
13.4524209330745% |
6.89679953365077% |
19.6141651028591% |
| t.rpba |
13.0003607484082% |
-19.5380347547834% |
18.2281640302314% |
12.8699463678829% |
21.279368583808% |
| t.mvar |
6.25177770078322% |
-16.5887215609709% |
17.3063290729272% |
15.3676372978931% |
16.1626126676796% |
| t.madm |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
17.920228604251% |
| t.dist |
6.57477338910428% |
-19.2648644355954% |
14.8065928418213% |
10.0343657687946% |
20.988701895117% |
| t.mdiv |
4.9292667911002% |
-22.903221678147% |
15.3975078542072% |
11.7338690409823% |
19.9797010630046% |
| t.coco |
6.21247145397235% |
-23.2582939265105% |
16.1944748615217% |
13.3439354565112% |
23.9954406153067% |
| t.aaaf |
24.95926567125% |
-12.8611500959783% |
15.2553856004545% |
21.8818661945351% |
26.4143538337339% |
| t.aaae |
17.9844768345203% |
-20.6677076909989% |
17.3619246036438% |
12.2647858438665% |
26.7808906078919% |
| t.aaad |
25.6368061423383% |
-15.1236057862516% |
13.4736870831487% |
9.9986742408138% |
25.7320278693447% |
| t.aaac |
14.5779268357424% |
-17.7181609028232% |
7.59856380212918% |
13.9750764888248% |
20.7629152770174% |
| t.aaab |
15.0698785073506% |
-18.0799629226466% |
8.03786160945619% |
12.9710561861617% |
20.3708072430778% |
| t.aaaa |
20.1360239536609% |
-16.2467835025164% |
14.2840037094768% |
13.3370641149433% |
20.5437211185207% |
Compare: Risk vs. Return
for period ending August 31, 2026
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Paid subscribers get the investable percentage allocations for all 200+ recipes. Tactical allocations update at the start of each month.
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)
Beta vs. Annual Return
●
t.srt3
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
-4.6% |
-10.3% |
-2.3% |
-4.1% |
-3.6% |
-0.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.3% |
-3.4% |
-4.8% |
-2.7% |
-1.6% |
0.2% |
| Global Equities (ACWI) |
2.8% |
0.9% |
-1.4% |
-2.1% |
-3.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-24.2% |
-17.3% |
-20.4% |
-16.7% |
-12.9% |
-5.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
-14.9304535954417% |
-9.05499924643309% |
-10.4927654460752% |
-6.89237326136819% |
-8.81302276474099% |
-0.550877745440415% |
| t.dbnd |
-22.199057646278% |
-13.8149838124116% |
-8.93112182935371% |
-7.01015896515944% |
0% |
0% |
| t.qaro |
-15.3109868560705% |
-9.29179124521476% |
-6.63172715142637% |
-7.3801639863891% |
-9.17944818737542% |
-4.2666368389183% |
| t.acap |
-6.31868447893771% |
-2.56582110371626% |
-5.51656341391886% |
-7.29384831620827% |
-6.49434575892153% |
-0.70610509523892% |
| t.trdd |
-4.41464295972661% |
-7.79496051193667% |
-11.0743056874566% |
-8.07273866523225% |
-6.17625916358342% |
1.08082364991595% |
| t.shar |
-3.57434792251668% |
-7.62933968322427% |
-7.16798766924286% |
-2.38971566138619% |
-3.92691425418945% |
1.69527082148745% |
| t.tris |
-2.76940719888362% |
-5.66576580287708% |
-4.74775586569865% |
-4.36391770043028% |
-6.28581693927013% |
-0.531407718388147% |
| t.tret |
-2.72478491603844% |
-6.37332120010864% |
-10.0069276995753% |
-7.39631347697907% |
-5.25329964435961% |
1.66331212576636% |
| t.rsop |
1.11622729364787% |
-1.4876546960902% |
-3.8920725534251% |
-3.16883232700821% |
-3.4775671927059% |
-0.0271997480454136% |
| t.rpcl |
-4.37481469773696% |
-5.29272482891155% |
-6.46234512479134% |
-6.98092635126724% |
-7.18955021159299% |
-0.299357251718478% |
| t.risd |
-8.15947310473441% |
-5.86160316348446% |
-6.5468947043633% |
-4.39910212793437% |
-3.59576488536292% |
1.96828998376274% |
| t.mva3 |
-3.41370994604341% |
-1.8343841272424% |
-4.62000151496192% |
-3.83790056192376% |
-3.01426799048542% |
3.07886767113716% |
| t.mva2 |
-6.25193460916155% |
-5.75586083264609% |
-7.19614846775402% |
-6.58019125774707% |
-5.73500793336571% |
0.795235456068193% |
| t.mca2 |
-0.263829330930591% |
-3.46767790143117% |
-5.62012898555932% |
-4.98980848991428% |
-4.74938878274635% |
0.688917130778847% |
| t.mca1 |
-2.68275186740614% |
-5.4656798648395% |
-7.32651018535141% |
-6.4361377788803% |
-5.94738520655294% |
0.0580439319321986% |
| t.madd |
-9.06508761431548% |
-2.98341610361603% |
-5.93182884862899% |
-4.59341163447776% |
-3.03998013384145% |
2.43541965514353% |
| t.loss |
2.92158268224623% |
1.27270533806244% |
-3.21656943615165% |
-3.66841802286434% |
-3.50483523217465% |
2.16985546521738% |
| t.eqrc |
0.178665882549133% |
-3.09673738552545% |
-5.52693886799068% |
-4.64060059297186% |
-4.16437086184658% |
1.28407994989312% |
| t.cvar |
-4.08802047231567% |
1.39466393828086% |
-3.34007983263294% |
-4.89962511885008% |
-3.69187121423547% |
1.9225335416778% |
| t.cdar |
-9.6386490828482% |
-8.39029170690979% |
-8.70059016659975% |
-4.72035558801577% |
-3.80115547123908% |
1.78305307236088% |
| t.srt3 |
-4.60742742011244% |
-10.3051693489264% |
-2.33847418038462% |
-4.11302430771076% |
-3.56508774138794% |
-0.902585600698075% |
| t.srt5 |
14.4853481306059% |
2.47035017311631% |
4.26535132457497% |
1.48647460025953% |
-0.0403647530396487% |
1.20242375214908% |
| t.srrs |
6.22924356442932% |
-5.80251159993445% |
-2.36826317361932% |
-1.20971642204691% |
-0.46801869693077% |
1.69782412330634% |
| t.srqr |
0.812892502472423% |
-1.75264175000003% |
4.13016079971085% |
-3.13857788525631% |
-2.85871086131215% |
-0.285468077104829% |
| t.pure |
-4.18815889555205% |
-11.21165835435% |
-7.06723611377685% |
-4.52159980114997% |
-5.35967839639326% |
2.52073856399449% |
| t.frs4 |
15.6826484425899% |
-4.38835650193177% |
-4.36662484097093% |
-2.49518495971094% |
-4.11199291391034% |
0.372554773525296% |
| t.frs3 |
17.9205540459244% |
-4.06699139747507% |
-0.767736534307333% |
0.928045310659329% |
-0.358282969711974% |
2.6117329026637% |
| t.frs2 |
11.6879234171004% |
-5.34102010469773% |
1.96835983011291% |
-1.21210915695606% |
-3.64718660095486% |
0.726910149461386% |
| t.frs1 |
-14.5876762192655% |
-14.6464000573188% |
-8.01259161898748% |
-6.79088035790666% |
-8.92514868833015% |
-1.49878851438171% |
| t.eqwt |
1.404635900195% |
-1.59462986649333% |
-4.0179158441742% |
-3.20918746167163% |
-3.83457807281799% |
-1.20201476218366% |
| t.sort |
-3.56980090269975% |
-9.15783568593313% |
-7.81589783834126% |
-2.93127076555819% |
-4.74748789929867% |
1.03008482796903% |
| t.rpba |
0.937749007650599% |
-1.19412660860568% |
-3.88266019724994% |
-3.07276639410519% |
-3.30295786022083% |
0.354308732429445% |
| t.mvar |
-7.91638048791286% |
-4.01903968433169% |
-5.25028457221434% |
-4.15652540665741% |
-2.87583490456948% |
2.68917958406548% |
| t.madm |
-9.06508761431548% |
-2.98341610361603% |
-5.93182884862899% |
-4.59341163447776% |
-3.00727996937873% |
2.46047491154651% |
| t.dist |
-4.98086522920725% |
-5.38376777077236% |
-6.70325996350361% |
-6.98140669778102% |
-7.17893881683297% |
-0.844506463013182% |
| t.mdiv |
-4.17012584655403% |
-5.00748458044742% |
-7.8590053557304% |
-7.71531852510434% |
-5.71723142442855% |
0.569321164150166% |
| t.coco |
-4.93656044653696% |
-4.3159862528316% |
-7.09015178628621% |
-6.23501970345716% |
-5.12835471256836% |
0.428066549366353% |
| t.aaaf |
2.58461624726619% |
2.71405040375634% |
0.663238459455693% |
2.3836072033957% |
3.48493955992441% |
8.07990608011604% |
| t.aaae |
5.8349874081145% |
2.65287099774417% |
-2.84560130299087% |
-1.11098117492629% |
-3.16335015914274% |
3.46744532892862% |
| t.aaad |
-8.73344176467674% |
-7.28228672180772% |
-5.53144231709416% |
-2.13076625835291% |
-4.00080064352644% |
3.12618780766699% |
| t.aaac |
1.47763041464709% |
0.287809486702393% |
-6.36326280662945% |
-5.46273230512634% |
-5.38727668301548% |
1.98462529363206% |
| t.aaab |
0.57406625409277% |
-1.00996666752518% |
-6.87928143737757% |
-5.49298691002305% |
-5.47089708818564% |
1.98895114258928% |
| t.aaaa |
-5.16650999989539% |
-0.328538910389472% |
-5.57965938392522% |
-3.53892281980056% |
-4.24887631396883% |
2.65845483014379% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
10.7% |
-4.4% |
1.8% |
1.5% |
1.7% |
2.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.3% |
-2.2% |
-3.4% |
-1.7% |
-0.9% |
0.3% |
| Global Equities (ACWI) |
3.2% |
1.3% |
-1.1% |
-1.7% |
-3.3% |
|
| U.S. Equities (SPY) |
-0.0% |
0.0% |
-0.0% |
-0.0% |
-0.0% |
-0.0% |
| U.S. Bonds (BND) |
-3.3% |
-4.1% |
-6.9% |
-3.3% |
-1.4% |
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 |
| t.dyhb |
-3.74594351950325% |
0.37113356341979% |
-2.74090533717065% |
0.640973659930732% |
0.269168616315294% |
3.61931883508741% |
| t.dbnd |
-3.96548525607134% |
-3.45571989589595% |
-2.8972475110165% |
-0.190562278502012% |
0% |
0% |
| t.qaro |
-4.15505266811749% |
-2.03310872214809% |
-3.37316031449675% |
-1.02404597093622% |
-1.4856827603764% |
1.22570026951671% |
| t.acap |
-0.847110235908684% |
1.80275669535832% |
-2.65934622629668% |
-3.0303777386278% |
-1.62429073541701% |
2.17743998562143% |
| t.trdd |
1.84479736390981% |
-1.28392115924482% |
-6.40674860759782% |
-3.03565410593218% |
-1.05605231040168% |
3.97405893628472% |
| t.shar |
4.54197468468118% |
0.23921897333596% |
-3.2429533004013% |
1.81754755804069% |
1.28477979696969% |
5.43270646126885% |
| t.tris |
6.03354576475702% |
1.81685467403299% |
-1.26039369408705% |
0.601807734113605% |
-0.039341899367682% |
3.60027359372833% |
| t.tret |
3.38352271671566% |
-0.208330660078879% |
-5.64524125061399% |
-2.52530892771386% |
-0.372212890736943% |
4.25809282683717% |
| t.rsop |
3.063898719316% |
0.755371583284306% |
-2.60414972224434% |
-1.46039668938109% |
-1.60259144525953% |
0.789692232178214% |
| t.rpcl |
0.0515560793881811% |
-0.778728621863694% |
-3.56692297575059% |
-2.4387451893087% |
-1.72967400432218% |
2.86861585723595% |
| t.risd |
-0.148186548204804% |
0.825182659967291% |
-2.70466380454391% |
0.265837322085194% |
1.17748502524745% |
4.17351522146219% |
| t.mva3 |
0.630438578373095% |
2.41348486224505% |
-1.87453931192082% |
0.136093981529158% |
1.02946046218373% |
4.69502908960079% |
| t.mva2 |
-0.166323998765929% |
-0.0203729186822414% |
-3.54543135318963% |
-1.08238902310269% |
0.0199627513728808% |
3.95641448178579% |
| t.mca2 |
2.69141642268702% |
-0.103278302429445% |
-3.35782578050312% |
-1.49159316912338% |
-0.793167841934098% |
2.64027013182818% |
| t.mca1 |
1.94006638487023% |
-0.7402593907889% |
-4.14799345156716% |
-1.69171251809863% |
-0.800736540822174% |
2.6443167855633% |
| t.madd |
-2.90014190788559% |
2.00393005432247% |
-2.46970702969285% |
-0.0445246465613831% |
1.35703420167295% |
4.35219661580866% |
| t.loss |
5.95171581780405% |
6.45669072931845% |
-0.106773268782324% |
1.01679490573338% |
1.5355656633076% |
4.43088662973812% |
| t.eqrc |
2.89966585399207% |
-0.0195563628341819% |
-3.47988567726553% |
-1.52467937503767% |
-0.72968054455044% |
2.7567483479653% |
| t.cvar |
4.02281706855528% |
8.08469840524285% |
0.280131620693907% |
0.951149753910061% |
1.86556132411828% |
4.58139134511704% |
| t.cdar |
-1.41608078632581% |
-0.867170063337587% |
-4.14506496746917% |
-0.0741550812428002% |
1.17915015236974% |
4.61260032003554% |
| t.srt3 |
10.7334255878803% |
-4.42238823817599% |
1.76088906298974% |
1.52526538697104% |
1.72276655231477% |
2.94283132717148% |
| t.srt5 |
28.6859657438778% |
7.39434135926948% |
6.53913767302903% |
3.56073736038018% |
2.18270826864407% |
3.95427628979352% |
| t.srrs |
8.54927900685686% |
-1.13232557842464% |
-0.730580100374768% |
0.790612364388927% |
1.50412929122422% |
2.83490740133694% |
| t.srqr |
13.2188722500825% |
9.73600694677517% |
21.3868390581747% |
3.33633941924821% |
4.81526410944363% |
6.86600961455948% |
| t.pure |
-1.4717119036308% |
-11.1550009394802% |
-6.99982830775625% |
-0.0500411377065753% |
0.994909943933216% |
8.86854310855462% |
| t.frs4 |
12.0607322920891% |
1.39511204602607% |
-0.77881412231953% |
1.00460216721187% |
0.418104781723719% |
2.15954166906224% |
| t.frs3 |
16.0094299264575% |
1.95696065957891% |
1.29703524282663% |
3.17505568853497% |
2.77200016290007% |
3.91327856733466% |
| t.frs2 |
16.9054201833496% |
0.821460951171527% |
3.70553371422395% |
2.45467508177328% |
1.08121400189579% |
3.44503218992814% |
| t.frs1 |
-9.48944982598122% |
-11.1189793045823% |
-4.5464355343835% |
-1.02079782932546% |
-2.45672602318045% |
3.78278576126166% |
| t.eqwt |
3.70240250182306% |
0.607235872474423% |
-2.9301958760819% |
-1.74927324782812% |
-2.1525467591881% |
-0.329161125499554% |
| t.sort |
4.24716328608605% |
-1.34306966775968% |
-3.80642818199803% |
1.56998500078818% |
0.7873569610877% |
5.09251504029318% |
| t.rpba |
2.9173206923553% |
1.04136401792117% |
-2.54977948582038% |
-1.32921788951502% |
-1.41304487832828% |
1.12820787341597% |
| t.mvar |
-0.638462759278661% |
1.88354431360383% |
-1.8710392474029% |
0.279794896219311% |
1.52769937410092% |
4.53366491582521% |
| t.madm |
-2.90014190788559% |
2.00393005432247% |
-2.46970702969285% |
-0.0445246465613831% |
1.37769329727794% |
4.36885168358272% |
| t.dist |
0.259526195584677% |
-0.746511573662522% |
-4.03890619617345% |
-2.81457924929378% |
-2.01754350250413% |
2.06190106016382% |
| t.mdiv |
1.19931505749579% |
-0.303754210972624% |
-4.59954609808604% |
-2.52729790076941% |
-0.489636498359079% |
3.24998156234199% |
| t.coco |
0.92973051319979% |
-0.175060448679371% |
-4.47604201799736% |
-2.32029730344439% |
-0.784506063490754% |
2.4396000939541% |
| t.aaaf |
8.03760919363355% |
7.17887106278356% |
2.49749970132214% |
5.18154931958066% |
6.12585023647658% |
8.92724440529809% |
| t.aaae |
11.040233334587% |
6.16270219102005% |
-0.98836539697047% |
0.920931618137683% |
-0.3099210219053% |
4.674951212377% |
| t.aaad |
-3.87459741256006% |
-1.08989269407481% |
-2.76452253506713% |
1.43679571957457% |
0.0488125282967147% |
5.40823180059467% |
| t.aaac |
8.51030726324771% |
4.8161195705771% |
-3.14489067827222% |
-0.971514671107545% |
-0.320244744282105% |
4.46993277252027% |
| t.aaab |
7.88334171533885% |
3.95547822524619% |
-3.54277889483318% |
-1.0251615913415% |
-0.405573831668791% |
4.46216869995218% |
| t.aaaa |
2.47924816947759% |
4.56229981278967% |
-2.35225065545682% |
0.206291326993661% |
0.440784293594726% |
4.94266659051727% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
0.90 |
0.53 |
0.42 |
0.59 |
0.70 |
0.61 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.04 |
0.98 |
0.25 |
0.64 |
0.81 |
0.65 |
| Global Equities (ACWI) |
1.36 |
1.27 |
0.46 |
0.70 |
0.68 |
|
| U.S. Equities (SPY) |
1.19 |
1.21 |
0.54 |
0.82 |
0.92 |
0.66 |
| U.S. Bonds (BND) |
-0.55 |
-0.04 |
-0.68 |
-0.23 |
0.04 |
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 |
| t.dyhb |
0.159293882887632 |
0.580603951181168 |
-0.105060211032453 |
0.378814380302301 |
0.327390847844591 |
0.598484181963856 |
| t.dbnd |
-0.39859675254153 |
0.229992301173337 |
-0.00921753276588718 |
0.35388470763533 |
0 |
0 |
| t.qaro |
0.15631452898875 |
0.582280966231264 |
0.150995942323868 |
0.369478977800361 |
0.32024036179216 |
0.380026839477393 |
| t.acap |
0.777712436075536 |
1.04025110939414 |
0.215373181126523 |
0.373933745447777 |
0.497322206709475 |
0.59905992006354 |
| t.trdd |
0.900115004565376 |
0.675922385346022 |
-0.112868764706259 |
0.322128644578863 |
0.508697119958248 |
0.697739164959989 |
| t.shar |
0.961111586044419 |
0.693174423235333 |
0.117701324705983 |
0.658770118779995 |
0.657832666215555 |
0.740912278048284 |
| t.tris |
1.01139052200806 |
0.826616951324619 |
0.257965796087641 |
0.545965193278991 |
0.509572885636699 |
0.609613391883168 |
| t.tret |
1.01250950912466 |
0.775827287365378 |
-0.0495625733038966 |
0.362799810720211 |
0.568010200583799 |
0.731572640999353 |
| t.rsop |
1.26172144128995 |
1.1112783840312 |
0.312975938880214 |
0.620758149930156 |
0.692910352910958 |
0.643402005878007 |
| t.rpcl |
0.902472839769517 |
0.854150759615506 |
0.15884469617061 |
0.389468673601046 |
0.447922053480509 |
0.619429152493128 |
| t.risd |
0.644906919280489 |
0.814274238781274 |
0.149861454050404 |
0.53875815798555 |
0.674787677769412 |
0.750451398784614 |
| t.mva3 |
0.966613449095601 |
1.09013137635721 |
0.262500558146787 |
0.573269711323598 |
0.714302431080599 |
0.81751855273769 |
| t.mva2 |
0.774230306695003 |
0.820862477741346 |
0.112404991737458 |
0.409595936125194 |
0.538592640402647 |
0.682151731895536 |
| t.mca2 |
1.17427213957509 |
0.978223497249516 |
0.208539557931253 |
0.50663079108163 |
0.603828243584882 |
0.676574865348459 |
| t.mca1 |
1.01560836138871 |
0.841304450840186 |
0.107342447829582 |
0.419228959729039 |
0.52567034964144 |
0.638249948744509 |
| t.madd |
0.581427293896249 |
1.01313570907569 |
0.185855980151114 |
0.527887117225427 |
0.710111924488813 |
0.777983623478046 |
| t.loss |
1.3756394319223 |
1.29698109322583 |
0.348811530225335 |
0.591479061433121 |
0.690450203303121 |
0.769700357298793 |
| t.eqrc |
1.20263653582654 |
1.00329171136266 |
0.215159473842562 |
0.527514801207307 |
0.641016804499254 |
0.711747482060725 |
| t.cvar |
0.920311853014983 |
1.30887634409293 |
0.33695993708647 |
0.514197136252496 |
0.673455252776801 |
0.751171137172113 |
| t.cdar |
0.542472521729354 |
0.640618534469573 |
0.0271099694804706 |
0.520121060634931 |
0.662759131806361 |
0.742546403714152 |
| t.srt3 |
0.903141142568617 |
0.533211548861669 |
0.420450572800839 |
0.585992058329184 |
0.704180930538852 |
0.610553299468689 |
| t.srt5 |
1.99710598285158 |
1.35516066545406 |
0.783918776827553 |
0.905298883305755 |
0.924434750787643 |
0.73671486033562 |
| t.srrs |
1.61045248710386 |
0.817174096017334 |
0.394378167701062 |
0.734752516720971 |
0.881662201824883 |
0.742089889477575 |
| t.srqr |
1.21144961578149 |
1.10850953907226 |
0.864334799371868 |
0.726249363468088 |
0.810363537890635 |
0.706095846250744 |
| t.pure |
0.929608082582112 |
0.466671292832041 |
0.160832979078869 |
0.569456223539275 |
0.596054574905369 |
0.810283745547382 |
| t.frs4 |
2.23564612640722 |
0.907611292268687 |
0.258414619513456 |
0.640120028436866 |
0.636801475108885 |
0.653532736155667 |
| t.frs3 |
2.3539275375299 |
0.933774967026077 |
0.473161852441272 |
0.847447965180983 |
0.883747215395509 |
0.793499097056821 |
| t.frs2 |
1.93490329271394 |
0.848829348332139 |
0.632500863692528 |
0.732706170906561 |
0.682898850128911 |
0.690187364309405 |
| t.frs1 |
0.230362643976937 |
0.213334207946968 |
0.0918046130866916 |
0.42217660698985 |
0.355505689226263 |
0.569775237929133 |
| t.eqwt |
1.27875515970472 |
1.10381568106395 |
0.309331458054793 |
0.621496761053345 |
0.67296995979323 |
0.578877105882319 |
| t.sort |
0.961695851791329 |
0.587418350586345 |
0.0807901782324217 |
0.629005830060906 |
0.60715293963261 |
0.703110209366942 |
| t.rpba |
1.25050946256217 |
1.13097202301924 |
0.312926477774847 |
0.625703657811166 |
0.70344590455261 |
0.665309278742801 |
| t.mvar |
0.660796920885527 |
0.942332312962898 |
0.225454506989134 |
0.554190101511451 |
0.72100499259132 |
0.793108960037965 |
| t.madm |
0.581427293896249 |
1.01313570907569 |
0.185855980151114 |
0.527887117225427 |
0.712216879173015 |
0.779472152738559 |
| t.dist |
0.865191101528632 |
0.849508184551139 |
0.148532797527165 |
0.39309760956078 |
0.451741347850961 |
0.589237718013151 |
| t.mdiv |
0.916843333849629 |
0.873764744791556 |
0.0792856219588704 |
0.344643491362148 |
0.539699869898426 |
0.667935243818486 |
| t.coco |
0.868801775101565 |
0.922234017459339 |
0.12840819776598 |
0.43690825657072 |
0.580673329033347 |
0.662325996751126 |
| t.aaaf |
1.3453066186154 |
1.38607043627871 |
0.567968640336877 |
0.9381218840628 |
1.12472976079782 |
1.1126814737469 |
| t.aaae |
1.5530333687652 |
1.38229440894238 |
0.370877450443709 |
0.74078932967766 |
0.714082214344724 |
0.850170762333098 |
| t.aaad |
0.625967347208996 |
0.71783818589189 |
0.219001620647912 |
0.680851115914997 |
0.660022331313575 |
0.829108772089781 |
| t.aaac |
1.28252783440936 |
1.22928218466358 |
0.168205288919892 |
0.486609252359746 |
0.57014844352562 |
0.760494063871664 |
| t.aaab |
1.22495468348698 |
1.14228080531607 |
0.138107405109582 |
0.484433410501918 |
0.564490135446888 |
0.760649217572411 |
| t.aaaa |
0.849961530592543 |
1.19173923333729 |
0.209534210515285 |
0.596056568041194 |
0.641387084484742 |
0.799608229105242 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
1.42 |
0.81 |
0.66 |
0.94 |
1.15 |
0.95 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.08 |
1.72 |
0.35 |
0.95 |
1.23 |
0.95 |
| Global Equities (ACWI) |
2.68 |
2.39 |
0.68 |
1.04 |
1.04 |
|
| U.S. Equities (SPY) |
2.84 |
2.35 |
0.83 |
1.26 |
1.47 |
0.98 |
| U.S. Bonds (BND) |
2.08 |
1.72 |
0.35 |
0.95 |
1.23 |
0.95 |
| 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 |
| t.dyhb |
0.214071312875704 |
0.838594509206855 |
-0.135851168537769 |
0.566074118686667 |
0.476129820871265 |
1.03208587561246 |
| t.dbnd |
-0.493877485465594 |
0.404960260622997 |
-0.0136352382959303 |
0.563487664432259 |
0 |
0 |
| t.qaro |
0.220368713647822 |
0.918084699299803 |
0.222932207465483 |
0.57461515226571 |
0.484792280615437 |
0.589771675111561 |
| t.acap |
1.21562135085217 |
1.65714540644056 |
0.300713843102599 |
0.516013157630791 |
0.697820122040402 |
0.890379918813363 |
| t.trdd |
1.462438569207 |
1.00505813961097 |
-0.143289051200253 |
0.456278860943509 |
0.7433415170976 |
1.11567723989077 |
| t.shar |
1.62148495078489 |
1.10821291264864 |
0.160960396506791 |
1.05973891248148 |
1.06412490159652 |
1.273050168704 |
| t.tris |
1.63841803241753 |
1.27823869146067 |
0.371115276696407 |
0.830064922184182 |
0.774906708370977 |
0.99271349479671 |
| t.tret |
1.76346027599039 |
1.2018806664848 |
-0.0640603432170583 |
0.514861352455818 |
0.832231453943733 |
1.17021313475992 |
| t.rsop |
2.22080342620335 |
1.90535605341241 |
0.449016003772061 |
0.924085442094214 |
1.06633448015658 |
0.964679170523718 |
| t.rpcl |
1.45986628804733 |
1.37674380545861 |
0.227500224619902 |
0.568472944304719 |
0.673442615602582 |
0.983199075613477 |
| t.risd |
1.00412097540531 |
1.22152512979137 |
0.209247863110646 |
0.826898375159523 |
1.05656558414368 |
1.21083862457195 |
| t.mva3 |
1.60853160419441 |
1.7358843279922 |
0.376609335236057 |
0.881240720563316 |
1.14041509252442 |
1.37771825028664 |
| t.mva2 |
1.25171557111534 |
1.24535942103416 |
0.157193228244324 |
0.610491045098139 |
0.833200271151156 |
1.12597462892657 |
| t.mca2 |
1.98324692613675 |
1.59135114199227 |
0.295670261848796 |
0.757119088057511 |
0.928785946276188 |
1.06109961047058 |
| t.mca1 |
1.67172959053026 |
1.30263668462715 |
0.149328433269091 |
0.620029253093173 |
0.804858113464999 |
1.00283030279737 |
| t.madd |
0.901851895029529 |
1.57897238594315 |
0.260625487148837 |
0.798121321751718 |
1.10855328968599 |
1.25576392363455 |
| t.loss |
2.80997097144025 |
2.33324226771129 |
0.54373306753609 |
0.955880181662602 |
1.11967531746547 |
1.25990812191868 |
| t.eqrc |
2.08027618547593 |
1.65328350311028 |
0.304475381746778 |
0.785041942814277 |
0.984082746463523 |
1.1084947590213 |
| t.cvar |
1.63285208800868 |
2.35989516333662 |
0.506997002137759 |
0.802376387223036 |
1.06353979914565 |
1.25310977380081 |
| t.cdar |
0.806135903243414 |
0.983217346333555 |
0.0369369508883142 |
0.778264263887253 |
1.02683629111311 |
1.17851324664152 |
| t.srt3 |
1.41927987478228 |
0.810419324125816 |
0.65800241291089 |
0.940569213450362 |
1.15321017431888 |
0.948178669845889 |
| t.srt5 |
4.0769252109522 |
2.62585833160335 |
1.2476847283144 |
1.47704053225267 |
1.47080537632651 |
1.10710912949512 |
| t.srrs |
2.58863965759427 |
1.22982413881491 |
0.573846563493439 |
1.09509295202047 |
1.35201737756479 |
1.12167660371521 |
| t.srqr |
3.02962443420708 |
2.61778924373293 |
1.73663635032835 |
1.33059809914493 |
1.49500787208966 |
1.26540284598117 |
| t.pure |
1.75026897434774 |
0.765903399405791 |
0.237506414205583 |
0.932805861775521 |
0.987881198248444 |
1.43891536107503 |
| t.frs4 |
5.33794300325646 |
1.4820837509635 |
0.382152090847882 |
0.997122083085612 |
0.990821017716268 |
1.02041113745904 |
| t.frs3 |
4.99318007899356 |
1.49845213918845 |
0.741553723429911 |
1.39342941705202 |
1.46490290855174 |
1.26795323810248 |
| t.frs2 |
3.46887320360776 |
1.32656101480906 |
0.982490290495762 |
1.10391579348771 |
1.0289977239406 |
1.02371135536251 |
| t.frs1 |
0.314844030637583 |
0.286313500803474 |
0.124398236208274 |
0.613750271502097 |
0.500043898361252 |
0.867144117364879 |
| t.eqwt |
2.23329072361608 |
1.89355133809849 |
0.441925628356533 |
0.922107476692227 |
1.02997606427911 |
0.854174610189624 |
| t.sort |
1.65839635229503 |
0.935956483302492 |
0.110901909056454 |
1.0322424124986 |
0.990459727303505 |
1.20894555928621 |
| t.rpba |
2.20958811455698 |
1.94926615487611 |
0.44873687265021 |
0.932059819045699 |
1.08402619776037 |
1.00340313267977 |
| t.mvar |
1.04504238057126 |
1.47517246386935 |
0.32065381694782 |
0.850995875521028 |
1.13896168124313 |
1.28939871317558 |
| t.madm |
0.901851895029529 |
1.57897238594315 |
0.260625487148837 |
0.798121321751718 |
1.11265052203304 |
1.25875437796751 |
| t.dist |
1.32838090813653 |
1.37339562579146 |
0.21089585474096 |
0.564786463869869 |
0.669613291128467 |
0.888646393615704 |
| t.mdiv |
1.56234420920704 |
1.37919165923281 |
0.111237093825039 |
0.503604154865908 |
0.809801467839389 |
1.03519721468768 |
| t.coco |
1.41066498598918 |
1.47435632592751 |
0.181907441874952 |
0.651372683796466 |
0.883567245502283 |
1.00280893323545 |
| t.aaaf |
2.56616049387201 |
2.4207219554415 |
0.882247841755636 |
1.5218308224001 |
1.91924030048494 |
1.99023375690855 |
| t.aaae |
2.90792131211687 |
2.47356315154215 |
0.521640569009965 |
1.12323543471311 |
1.0995273220555 |
1.36628096081976 |
| t.aaad |
0.965543181884448 |
1.06938943469034 |
0.299437364353148 |
1.04014732550742 |
1.00450197058742 |
1.33902360675085 |
| t.aaac |
2.42125829132097 |
2.10733005955985 |
0.22921092347161 |
0.72282455941353 |
0.860201766849979 |
1.24051815897749 |
| t.aaab |
2.23932032759529 |
1.92226884102988 |
0.186948387469494 |
0.714322196374524 |
0.845974917338788 |
1.23692769053936 |
| t.aaaa |
1.38656207465044 |
1.91957327751089 |
0.285023788311955 |
0.8895743855306 |
0.976340838362545 |
1.3456466020024 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
4.0 |
1.1 |
1.2 |
1.5 |
1.6 |
1.4 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.4 |
1.3 |
0.3 |
1.0 |
1.2 |
1.0 |
| Global Equities (ACWI) |
2.0 |
1.8 |
0.7 |
1.1 |
1.0 |
n/m |
| U.S. Equities (SPY) |
1.7 |
1.7 |
0.8 |
1.2 |
1.3 |
0.9 |
| U.S. Bonds (BND) |
n/m |
-0.2 |
-1.9 |
n/m |
n/m |
n/m |
| 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 |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| t.dyhb |
0.4 |
1.8 |
-0.5 |
0 |
0 |
0 |
| t.dbnd |
0 |
0.4 |
-0.1 |
0 |
0 |
0 |
| t.qaro |
0.4 |
1.3 |
0.2 |
1 |
0.9 |
1.4 |
| t.acap |
1.5 |
1.9 |
0.4 |
0.7 |
1 |
1.4 |
| t.trdd |
2 |
1.4 |
-0.4 |
0.6 |
1.1 |
2.1 |
| t.shar |
2.3 |
1.7 |
0.2 |
1.6 |
1.6 |
2.5 |
| t.tris |
2.9 |
2.1 |
0.6 |
1.4 |
1.3 |
2.1 |
| t.tret |
2.4 |
1.6 |
-0.3 |
0.7 |
1.2 |
2.2 |
| t.rsop |
2 |
1.8 |
0.5 |
1 |
1.1 |
1.1 |
| t.rpcl |
1.7 |
1.5 |
0.2 |
0.8 |
0.9 |
1.8 |
| t.risd |
1.6 |
1.8 |
0.3 |
1.3 |
1.6 |
2.3 |
| t.mva3 |
1.8 |
2.1 |
0.5 |
1.3 |
1.6 |
2.2 |
| t.mva2 |
1.6 |
1.6 |
0.1 |
1 |
1.3 |
2.3 |
| t.mca2 |
2.1 |
1.6 |
0.3 |
1 |
1.2 |
1.6 |
| t.mca1 |
2 |
1.5 |
0.1 |
0.9 |
1.1 |
1.6 |
| t.madd |
1.1 |
2.1 |
0.3 |
1.2 |
1.7 |
2.3 |
| t.loss |
2.5 |
3.1 |
0.8 |
1.5 |
1.7 |
2.3 |
| t.eqrc |
2.1 |
1.6 |
0.3 |
1 |
1.2 |
1.5 |
| t.cvar |
2.9 |
4.2 |
0.9 |
1.5 |
1.9 |
2.6 |
| t.cdar |
1.3 |
1.5 |
-0.1 |
1.2 |
1.6 |
2.3 |
| t.srt3 |
4 |
1.1 |
1.2 |
1.5 |
1.6 |
1.4 |
| t.srt5 |
4.5 |
2.3 |
1.5 |
1.6 |
1.5 |
1.4 |
| t.srrs |
5 |
1.5 |
0.7 |
1.4 |
1.6 |
1.5 |
| t.srqr |
2 |
2 |
1.9 |
1.4 |
1.6 |
1.4 |
| t.pure |
1.5 |
0.7 |
0.1 |
1.2 |
1.5 |
2.5 |
| t.frs4 |
7.5 |
2.1 |
0.6 |
1.6 |
1.4 |
1.6 |
| t.frs3 |
8.5 |
2.1 |
1.1 |
2.1 |
2 |
2 |
| t.frs2 |
7.9 |
1.8 |
1.7 |
1.8 |
1.6 |
1.7 |
| t.frs1 |
0.4 |
0.3 |
0 |
1.1 |
0.8 |
1.8 |
| t.eqwt |
2.1 |
1.7 |
0.5 |
1 |
1 |
0.9 |
| t.sort |
2.2 |
1.4 |
0.1 |
1.6 |
1.5 |
2.4 |
| t.rpba |
2 |
1.8 |
0.5 |
1.1 |
1.1 |
1.1 |
| t.mvar |
1.5 |
2.1 |
0.4 |
1.3 |
1.7 |
2.4 |
| t.madm |
1.1 |
2.1 |
0.3 |
1.2 |
1.7 |
2.3 |
| t.dist |
1.7 |
1.5 |
0.2 |
0.7 |
0.9 |
1.4 |
| t.mdiv |
1.9 |
1.6 |
0 |
0.7 |
1.2 |
1.9 |
| t.coco |
1.8 |
1.6 |
0.1 |
0.8 |
1.2 |
1.5 |
| t.aaaf |
2.5 |
2.8 |
1.3 |
2.4 |
2.8 |
3.2 |
| t.aaae |
3.3 |
2.7 |
0.7 |
1.4 |
1.3 |
1.7 |
| t.aaad |
1.2 |
1.5 |
0.4 |
1.5 |
1.3 |
2 |
| t.aaac |
3.2 |
2.7 |
0.3 |
1.1 |
1.2 |
2 |
| t.aaab |
3.1 |
2.5 |
0.2 |
1 |
1.2 |
2 |
| t.aaaa |
2.2 |
2.7 |
0.4 |
1.3 |
1.4 |
2.1 |
Compare: Risk & Volatility
for period ending August 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
11.7% |
11.7% |
15.2% |
20.2% |
20.2% |
46.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
2.3% |
3.1% |
15.8% |
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 |
| t.dyhb |
5.8% |
5.8% |
11% |
13.1% |
13.8% |
13.8% |
| t.dbnd |
1.8% |
2.1% |
10.8% |
10.8% |
0% |
0% |
| t.qaro |
14.5% |
14.5% |
17.8% |
18.6% |
18.6% |
18.6% |
| t.acap |
7.4% |
7.4% |
25.2% |
25.2% |
25.2% |
25.2% |
| t.trdd |
5.9% |
5.9% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.shar |
7.5% |
7.5% |
22.1% |
22.1% |
22.1% |
22.1% |
| t.tris |
7.6% |
7.6% |
21.4% |
21.4% |
21.4% |
21.4% |
| t.tret |
5.1% |
5.1% |
27.2% |
27.2% |
27.2% |
27.2% |
| t.rsop |
6.2% |
6.2% |
24.7% |
24.7% |
24.7% |
33.1% |
| t.rpcl |
6% |
6% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.risd |
5.2% |
6.2% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.mva3 |
5.5% |
5.5% |
22.9% |
22.9% |
22.9% |
22.9% |
| t.mva2 |
5.3% |
5.6% |
22.5% |
22.5% |
22.5% |
22.5% |
| t.mca2 |
6.1% |
6.1% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.mca1 |
5.9% |
5.9% |
23.4% |
23.4% |
23.4% |
23.4% |
| t.madd |
5% |
5% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.loss |
4.9% |
5.9% |
23.8% |
23.8% |
23.8% |
23.8% |
| t.eqrc |
6% |
6% |
24.4% |
24.4% |
24.4% |
24.4% |
| t.cvar |
5.3% |
5.9% |
25.9% |
27% |
27% |
27% |
| t.cdar |
5.3% |
5.3% |
25.4% |
26.3% |
26.3% |
26.3% |
| t.srt3 |
11.7% |
11.7% |
15.2% |
20.2% |
20.2% |
46.5% |
| t.srt5 |
8.3% |
8.7% |
16.3% |
16.3% |
16.3% |
34.5% |
| t.srrs |
4.3% |
9.7% |
11.9% |
11.9% |
11.9% |
16.8% |
| t.srqr |
18.5% |
21.1% |
30.4% |
50.7% |
50.7% |
50.7% |
| t.pure |
9.3% |
11.2% |
34.9% |
34.9% |
34.9% |
34.9% |
| t.frs4 |
2.1% |
3.8% |
9% |
9% |
9% |
12.6% |
| t.frs3 |
3.3% |
5.1% |
9.5% |
9.5% |
9.5% |
17.3% |
| t.frs2 |
5.3% |
8.5% |
10% |
13.7% |
14.9% |
26.1% |
| t.frs1 |
15.1% |
15.1% |
18.4% |
18.4% |
18.4% |
25% |
| t.eqwt |
6.7% |
6.7% |
25.5% |
25.5% |
25.5% |
42.1% |
| t.sort |
7.6% |
7.6% |
22.3% |
22.3% |
22.3% |
22.3% |
| t.rpba |
6.1% |
6.1% |
25% |
25% |
25% |
31.2% |
| t.mvar |
5.1% |
5.1% |
24.5% |
24.5% |
24.5% |
24.5% |
| t.madm |
5% |
5% |
26.4% |
26.4% |
26.4% |
26.4% |
| t.dist |
7% |
7% |
24.3% |
24.3% |
24.3% |
24.3% |
| t.mdiv |
5.6% |
5.6% |
26.9% |
26.9% |
26.9% |
26.9% |
| t.coco |
6.6% |
6.6% |
26.8% |
26.8% |
26.8% |
26.8% |
| t.aaaf |
6.6% |
6.6% |
18.9% |
18.9% |
18.9% |
18.9% |
| t.aaae |
6.5% |
6.5% |
24% |
25.3% |
25.3% |
25.3% |
| t.aaad |
10.1% |
10.1% |
23.9% |
23.9% |
23.9% |
23.9% |
| t.aaac |
5.5% |
5.5% |
26.1% |
27.5% |
27.5% |
27.5% |
| t.aaab |
6% |
6% |
26.2% |
27.6% |
27.6% |
27.6% |
| t.aaaa |
5.7% |
5.7% |
23.9% |
25.3% |
25.3% |
25.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
24.0% |
20.6% |
17.8% |
17.3% |
16.3% |
18.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.0% |
10.5% |
12.2% |
11.5% |
10.4% |
10.9% |
| Global Equities (ACWI) |
14.8% |
14.1% |
16.7% |
16.4% |
15.7% |
|
| U.S. Equities (SPY) |
15.2% |
15.4% |
17.9% |
17.7% |
16.3% |
17.1% |
| U.S. Bonds (BND) |
3.1% |
5.6% |
6.3% |
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 |
| t.dyhb |
9% |
7.4% |
7.1% |
7% |
6.7% |
8.2% |
| t.dbnd |
3.5% |
6.4% |
7.7% |
6.1% |
0% |
0% |
| t.qaro |
14.6% |
13.6% |
13.2% |
11.9% |
10.9% |
11.1% |
| t.acap |
15% |
13.4% |
13.1% |
11.7% |
11.1% |
12% |
| t.trdd |
12% |
10.2% |
12.2% |
11.7% |
10.6% |
11.6% |
| t.shar |
18.6% |
12.9% |
13% |
12.8% |
11.6% |
13.3% |
| t.tris |
15% |
11.4% |
13% |
11.8% |
11.1% |
12.1% |
| t.tret |
11.7% |
10.3% |
12.4% |
11.7% |
10.5% |
11.4% |
| t.rsop |
13.8% |
13% |
14.6% |
13.2% |
12.4% |
13.3% |
| t.rpcl |
11.8% |
12% |
13% |
11.4% |
10.6% |
11.2% |
| t.risd |
11.4% |
10.7% |
12.1% |
10.8% |
9.7% |
10.4% |
| t.mva3 |
11.6% |
11.1% |
12.5% |
11% |
10.2% |
10.9% |
| t.mva2 |
10.9% |
10.8% |
12.1% |
10.7% |
9.9% |
10.7% |
| t.mca2 |
12.6% |
12.1% |
13.2% |
11.4% |
10.4% |
10.9% |
| t.mca1 |
11.8% |
11.6% |
12.6% |
11% |
10.2% |
10.8% |
| t.madd |
11.1% |
10.7% |
12.1% |
10.7% |
9.5% |
10.3% |
| t.loss |
14.3% |
11.7% |
12.8% |
11.1% |
10.1% |
10.9% |
| t.eqrc |
13.1% |
12.3% |
13.6% |
11.6% |
10.5% |
11% |
| t.cvar |
10.7% |
11.1% |
12.6% |
11% |
9.9% |
10.6% |
| t.cdar |
11.3% |
12.1% |
12.6% |
11.3% |
10.5% |
11.6% |
| t.srt3 |
24% |
20.6% |
17.8% |
17.3% |
16.3% |
18.2% |
| t.srt5 |
27.1% |
22.2% |
21.5% |
19.8% |
18.6% |
19.6% |
| t.srrs |
8.2% |
11.1% |
13.3% |
13% |
12% |
12.1% |
| t.srqr |
114.3% |
78.4% |
76.2% |
54.5% |
48.1% |
43.7% |
| t.pure |
27.3% |
19.9% |
21% |
20.8% |
19% |
21% |
| t.frs4 |
7.2% |
8% |
8.5% |
8.2% |
7.8% |
8.8% |
| t.frs3 |
8.9% |
10.5% |
10.6% |
9.8% |
9.4% |
10.4% |
| t.frs2 |
11.9% |
12.2% |
12.4% |
11.7% |
11.4% |
12.7% |
| t.frs1 |
19.7% |
16.3% |
17.6% |
16% |
15% |
16.7% |
| t.eqwt |
14.9% |
13.8% |
15.3% |
14% |
13.1% |
14.6% |
| t.sort |
19.3% |
13.1% |
13.1% |
13.2% |
12% |
13.6% |
| t.rpba |
13.7% |
12.9% |
14.5% |
13.1% |
12.3% |
13.1% |
| t.mvar |
11.1% |
10.8% |
12.3% |
10.9% |
9.7% |
10.3% |
| t.madm |
11.1% |
10.7% |
12.1% |
10.7% |
9.5% |
10.3% |
| t.dist |
13.9% |
13.1% |
13.7% |
12.2% |
11.3% |
11.7% |
| t.mdiv |
12.3% |
11.8% |
13.3% |
11.4% |
10.2% |
10.8% |
| t.coco |
14.6% |
13% |
14.2% |
12.3% |
10.9% |
11.4% |
| t.aaaf |
19.3% |
14.4% |
14.3% |
12.4% |
11.3% |
12.5% |
| t.aaae |
15.7% |
12.9% |
13.9% |
13.3% |
12.3% |
13.6% |
| t.aaad |
18.9% |
12.9% |
14.4% |
13.9% |
12.8% |
14.1% |
| t.aaac |
14.8% |
11% |
13.3% |
12.7% |
11.6% |
12.5% |
| t.aaab |
15.2% |
11.1% |
13.3% |
12.6% |
11.5% |
12.5% |
| t.aaaa |
12.8% |
11% |
12.5% |
11.9% |
11.2% |
12.5% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
15.3% |
13.0% |
10.7% |
10.3% |
9.6% |
11.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.2% |
5.4% |
7.9% |
7.2% |
6.4% |
7.1% |
| Global Equities (ACWI) |
7.4% |
6.9% |
10.4% |
10.5% |
10.0% |
|
| U.S. Equities (SPY) |
6.1% |
7.3% |
10.8% |
10.9% |
9.8% |
11.2% |
| U.S. Bonds (BND) |
2.2% |
3.3% |
4.5% |
3.5% |
3.0% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| t.dyhb |
6.6% |
4.7% |
4.8% |
4.3% |
4.3% |
4.5% |
| t.dbnd |
2.5% |
3% |
4.2% |
3.1% |
0% |
0% |
| t.qaro |
10.3% |
8.1% |
8% |
7.1% |
6.8% |
6.8% |
| t.acap |
9.5% |
7.9% |
8.6% |
7.9% |
7.6% |
7.7% |
| t.trdd |
7.2% |
6.3% |
8.8% |
7.7% |
6.8% |
6.8% |
| t.shar |
10.9% |
7.6% |
8.7% |
7.3% |
6.7% |
7.3% |
| t.tris |
9.2% |
6.9% |
8.2% |
7.2% |
6.9% |
7.1% |
| t.tret |
6.5% |
6.1% |
8.7% |
7.7% |
6.7% |
6.7% |
| t.rsop |
7.7% |
7% |
9.3% |
8.3% |
7.6% |
8.5% |
| t.rpcl |
7.1% |
6.9% |
8.1% |
7.2% |
6.6% |
6.7% |
| t.risd |
7.1% |
6.6% |
7.8% |
6.4% |
5.7% |
6% |
| t.mva3 |
6.8% |
6.4% |
7.9% |
6.6% |
5.9% |
6.1% |
| t.mva2 |
6.5% |
6.6% |
7.8% |
6.6% |
5.9% |
6.1% |
| t.mca2 |
7.3% |
6.9% |
8.5% |
7% |
6.3% |
6.6% |
| t.mca1 |
7% |
6.9% |
8.2% |
6.9% |
6.2% |
6.5% |
| t.madd |
6.9% |
6.3% |
7.8% |
6.5% |
5.6% |
6% |
| t.loss |
6.7% |
6% |
7.4% |
6.4% |
5.8% |
6.4% |
| t.eqrc |
7.4% |
6.9% |
8.7% |
7.2% |
6.3% |
6.7% |
| t.cvar |
5.7% |
5.6% |
7.4% |
6.5% |
5.8% |
6% |
| t.cdar |
7.4% |
7.2% |
8.3% |
6.9% |
6.3% |
7% |
| t.srt3 |
15.3% |
13% |
10.7% |
10.3% |
9.6% |
11.4% |
| t.srt5 |
13.2% |
10.8% |
12.6% |
11.6% |
11.3% |
12.7% |
| t.srrs |
5% |
6.8% |
8.3% |
8.2% |
7.5% |
7.7% |
| t.srqr |
44.2% |
31.3% |
35.5% |
28.4% |
25.1% |
23.5% |
| t.pure |
14.4% |
11.5% |
13.4% |
12% |
11% |
11.4% |
| t.frs4 |
2.7% |
4.3% |
4.9% |
4.8% |
4.6% |
5.3% |
| t.frs3 |
4% |
5.9% |
5.9% |
5.4% |
5.3% |
6.2% |
| t.frs2 |
6.5% |
7.2% |
7.2% |
7.3% |
7.2% |
8.3% |
| t.frs1 |
14.5% |
11.6% |
12.3% |
10.5% |
10.3% |
10.6% |
| t.eqwt |
8.4% |
7.5% |
9.8% |
8.9% |
8.1% |
9.5% |
| t.sort |
11.1% |
7.7% |
8.7% |
7.4% |
6.8% |
7.5% |
| t.rpba |
7.6% |
6.9% |
9.2% |
8.2% |
7.5% |
8.4% |
| t.mvar |
6.8% |
6.3% |
7.8% |
6.5% |
5.6% |
6% |
| t.madm |
6.9% |
6.3% |
7.8% |
6.5% |
5.6% |
6% |
| t.dist |
8.9% |
7.5% |
8.8% |
7.9% |
7.2% |
7.4% |
| t.mdiv |
7% |
6.9% |
8.5% |
7.2% |
6.3% |
6.6% |
| t.coco |
8.8% |
7.6% |
9.1% |
7.6% |
6.6% |
7.1% |
| t.aaaf |
10% |
7.7% |
8.3% |
7% |
6.1% |
6.6% |
| t.aaae |
8.3% |
6.7% |
9.1% |
8.3% |
7.6% |
8.1% |
| t.aaad |
12.2% |
8.2% |
9.7% |
8.5% |
8% |
8.4% |
| t.aaac |
7.6% |
5.9% |
9% |
8% |
7.3% |
7.4% |
| t.aaab |
8.1% |
6.1% |
9.1% |
8% |
7.3% |
7.4% |
| t.aaaa |
7.6% |
6.4% |
8.4% |
7.5% |
7% |
7.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| t.srt3 |
0.46 |
0.80 |
0.51 |
0.56 |
0.62 |
0.65 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.62 |
0.71 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.93 |
0.89 |
0.92 |
0.93 |
0.96 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.62 |
0.71 |
0.71 |
0.67 |
0.66 |
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 |
| t.dyhb |
0.292673771710287 |
0.221068044749331 |
0.211861562039427 |
0.145168842017435 |
0.131227216766126 |
0.0954102793692013 |
| t.dbnd |
0.1468749528499 |
0.287475999126019 |
0.311444587104655 |
0.183655764531049 |
0 |
0 |
| t.qaro |
0.33201050299962 |
0.542624518700435 |
0.561649348550101 |
0.381165231986372 |
0.334415424043075 |
0.249657681524379 |
| t.acap |
0.689788172293571 |
0.654126741750726 |
0.578898243530561 |
0.540243372938354 |
0.494801588709295 |
0.441408794919557 |
| t.trdd |
0.498881347806585 |
0.460411928167058 |
0.51831620368612 |
0.497633667170513 |
0.450411922212245 |
0.354901199531314 |
| t.shar |
0.684460881768021 |
0.470458539594091 |
0.493526984576422 |
0.46988104823796 |
0.43213335195724 |
0.3550730119964 |
| t.tris |
0.473556954219908 |
0.412552888380762 |
0.475751123944792 |
0.414199615574006 |
0.386430681123906 |
0.309920631669422 |
| t.tret |
0.468477225219652 |
0.458893591070583 |
0.521707389137341 |
0.495246690719006 |
0.444867058078133 |
0.353871245564154 |
| t.rsop |
0.793062069147891 |
0.746363761374191 |
0.765309329037034 |
0.702911434254101 |
0.707905036280692 |
0.707496976900882 |
| t.rpcl |
0.599908848490129 |
0.609932212313987 |
0.599005099222285 |
0.504256526834739 |
0.450622726144592 |
0.355394575559606 |
| t.risd |
0.422365194755338 |
0.432656759773618 |
0.475286704375517 |
0.402242401016549 |
0.371335546495254 |
0.314153212576709 |
| t.mva3 |
0.600012963611964 |
0.527812821213822 |
0.552217975138953 |
0.450259208428013 |
0.431773239222165 |
0.366270851623736 |
| t.mva2 |
0.488430562139158 |
0.49508039142551 |
0.521130376254272 |
0.396878858839967 |
0.366861636063572 |
0.286683301780653 |
| t.mca2 |
0.676315840668846 |
0.660224604887622 |
0.656744567710343 |
0.534805194055146 |
0.495161817093902 |
0.42746099490077 |
| t.mca1 |
0.565082517664518 |
0.583132804386153 |
0.586558452956761 |
0.463176343515164 |
0.429765823092423 |
0.378330117667741 |
| t.madd |
0.535563763527685 |
0.480554575630615 |
0.500878982094242 |
0.413925463597524 |
0.374947020633021 |
0.316719901315167 |
| t.loss |
0.736991858386102 |
0.451590294237702 |
0.467427559154026 |
0.392977302239086 |
0.366630846742623 |
0.337885939426931 |
| t.eqrc |
0.709781770698583 |
0.683759954636693 |
0.686342433098196 |
0.563138562897593 |
0.523592391671045 |
0.462540063406404 |
| t.cvar |
0.321305931625249 |
0.320187502418475 |
0.40215481833269 |
0.330650028388382 |
0.323880199752974 |
0.281427825452761 |
| t.cdar |
0.425458136878784 |
0.470667199872567 |
0.458760161295681 |
0.432398976933287 |
0.397522222829999 |
0.339203678437387 |
| t.srt3 |
0.459412181025005 |
0.79887190993175 |
0.5120546141938 |
0.556865351011674 |
0.61753065944975 |
0.653832048713323 |
| t.srt5 |
0.992270751166482 |
1.09737209066208 |
0.942089395054912 |
0.941234003530207 |
0.954111563564704 |
0.845415057251729 |
| t.srrs |
0.254542662477275 |
0.571978835065064 |
0.638510243833634 |
0.629118574292172 |
0.621080189752082 |
0.552314722154169 |
| t.srqr |
3.79768373929908 |
2.60590934011805 |
1.96128022418311 |
1.67456764810541 |
1.59444183296772 |
1.42346188106611 |
| t.pure |
1.36233583380466 |
1.11756666237104 |
1.02413014391283 |
0.768048829176032 |
0.631031023180056 |
0.557277366540692 |
| t.frs4 |
0.206940786604509 |
0.329227033116208 |
0.332743009616697 |
0.318079328866275 |
0.32283112845698 |
0.331049456250446 |
| t.frs3 |
0.23379877560759 |
0.429328277343931 |
0.401996297237023 |
0.373465080651616 |
0.381279069049112 |
0.387634853427198 |
| t.frs2 |
0.272271619305917 |
0.522424480742175 |
0.425808356063357 |
0.430987330001657 |
0.450297378767251 |
0.452775111377659 |
| t.frs1 |
0.743553621080711 |
0.807468713875233 |
0.578068029655618 |
0.521152556981698 |
0.505196943331057 |
0.433766875408982 |
| t.eqwt |
0.833639210327021 |
0.796603409721317 |
0.813293875920355 |
0.756058914897185 |
0.759982557381773 |
0.795580940441499 |
| t.sort |
0.733274946077055 |
0.492702951151253 |
0.500941822095082 |
0.472924526605536 |
0.437802541859249 |
0.358173533171923 |
| t.rpba |
0.783121582906305 |
0.735833103311608 |
0.756085305384893 |
0.692534655865373 |
0.698330185356527 |
0.694164642572197 |
| t.mvar |
0.452221607819695 |
0.452234327096209 |
0.491112389552846 |
0.418716194924493 |
0.378725767609541 |
0.319511302340523 |
| t.madm |
0.535563763527685 |
0.480554575630615 |
0.500878982094242 |
0.413925463597524 |
0.375264286565575 |
0.316945171858107 |
| t.dist |
0.653053652523674 |
0.65209040646659 |
0.642087892323082 |
0.554439565987232 |
0.493468090328303 |
0.431534427226154 |
| t.mdiv |
0.566140704423998 |
0.587984437920033 |
0.593981223397272 |
0.471699018646963 |
0.418218808207665 |
0.349545608954133 |
| t.coco |
0.644636596011419 |
0.66727568708118 |
0.660667750094059 |
0.561262509015303 |
0.494131668654592 |
0.459348658621332 |
| t.aaaf |
0.907439745130549 |
0.645308628361563 |
0.570363810552367 |
0.439649513046887 |
0.425154393375841 |
0.394680674158593 |
| t.aaae |
0.677633144193016 |
0.605991653184967 |
0.649021466017037 |
0.639412592389541 |
0.622855777179352 |
0.590839758245783 |
| t.aaad |
0.846389526604019 |
0.568424721787305 |
0.613287403362873 |
0.563640189912984 |
0.569017254837593 |
0.524498002732817 |
| t.aaac |
0.543979957082406 |
0.464801338140233 |
0.560790477945938 |
0.508122582962469 |
0.471815629205865 |
0.429945078591285 |
| t.aaab |
0.555684330883697 |
0.46848204784827 |
0.559629932954968 |
0.507731089720914 |
0.471183694299294 |
0.43001053449125 |
| t.aaaa |
0.459619302586315 |
0.455292562311279 |
0.523769917931711 |
0.496220040900793 |
0.45884005084989 |
0.425409168981718 |
Compare: Correlation
for period ending August 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.38 |
0.56 |
0.49 |
0.56 |
0.60 |
|
| to S&P500 (SPY) |
0.30 |
0.57 |
0.50 |
0.55 |
0.60 |
0.61 |
| to U.S. Bonds (BND) |
0.61 |
0.34 |
0.31 |
0.14 |
0.11 |
0.11 |
| to Commodities (DBC) |
-0.48 |
-0.24 |
-0.06 |
0.20 |
0.23 |
0.36 |
| to Gold (GLD) |
0.21 |
0.02 |
0.11 |
0.04 |
0.10 |
0.08 |
