Top 5 Sector Rotation

for period ending October 31, 2024


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  Overview

t.srt5 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 5 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 5 sector funds out of 38 possible Fidelity Select Sector funds. The algorithm buys the 5 top-ranked funds based on the 12-month return, and sells when the asset falls out of the Top 5..

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

Ingredients Used   This portfolio recipe invests in up to five 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 five sector funds at a time. The Top 5 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 the 12-month total return for each of the sector mutual funds.

  2. VizMetrics chooses the top 5 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 5 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

Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.



  How to Rebalance

Update frequency:   The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio



  Compare: Total Return

for period ending October 31, 2024

5-year graph ● t.srt5 ● 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.srt5 26.1% 2.6% 50.6% 11.8% 19.4% 13.0% 14.8%  
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 15.7590663794881% 1.83768002781722% 21.7043446600705% 4.44743250985871% 6.72316754370152% 3.88455572805746% 5.4088929435236% 0%
t.dbnd 6.90165728777112% -0.579071270819398% 19.3292159970185% 5.62191739847653% 6.56529225352751% 5.20013432918915% 0% 0%
t.qaro 19.3120877470438% 1.7735625321112% 37.3554484000675% 7.3012908539315% 8.11769943227731% 6.26924332311243% 5.70249396236124% 5.16135767436994%
t.acap 21.0653912963547% 0.0172250862325829% 34.8662984194723% 1.61265053926636% 3.7343832151123% 5.26312299898668% 7.82719615504508% 8.23830250526905%
t.trdd 15.0724198343464% -3.0607994550632% 20.9114503992682% -2.80169439972106% 3.82992445604373% 4.62143792908001% 8.08318830576937% 8.92894384861207%
t.shar 13.57893081084% -2.17553378945181% 19.4425545735126% -0.0131080472284495% 10.4500635470196% 7.2800536167712% 10.1386880934565% 10.0787670681658%
t.tris 15.3306541317294% -2.68690222296289% 21.8258146496809% 3.67843165799651% 8.62316664583735% 5.61266939705416% 7.3894842564094% 8.59686442377088%
t.tret 17.0018337266548% -2.94284612218476% 23.3904415104114% -1.85289228713365% 4.148371344985% 5.28442781300256% 8.48008572702679% 9.20733139743761%
t.rsop 14.0485381037893% -2.13542622975313% 30.7132226924027% 3.46266186534683% 8.21705185886132% 8.08695725320645% 9.64617751087662% 9.10294248493635%
t.rpcl 14.0181172330767% -1.91060741021552% 29.5839422880714% 2.97445958494245% 4.23092688295952% 5.95790744860591% 7.19374937062078% 8.15121402289849%
t.risd 14.4382980923947% -3.80113177826243% 23.1680401205203% 3.84267741543582% 6.79925595117179% 7.57785625895258% 9.12935279849096% 8.85457144314468%
t.mva3 16.3353905392198% -2.47879609347356% 29.0107446145683% 4.19844181984832% 7.23748133513522% 7.74670498136965% 9.68137463412237% 9.67046897418753%
t.mva2 12.7793212196063% -2.71752348466239% 24.7618261569421% 2.49646552576821% 5.12308152509193% 6.23754452384095% 7.95884390521995% 8.38421975108079%
t.mca2 13.3287000992942% -2.40713200961565% 28.303972637998% 2.39618895478919% 5.97148419900666% 6.68304914734068% 8.00202771248075% 8.34546514620462%
t.mca1 12.1115731303661% -2.56495124439137% 25.5709032058762% 1.2779808097273% 4.9152271899459% 5.98605752025421% 7.53961790039788% 7.9915078048296%
t.madd 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.16273157104848% 9.01696721311063%
t.loss 20.1396938009817% -1.30295367891098% 29.1853083839666% 4.43746831117833% 6.26236477594309% 7.27229580902624% 9.09622416924549% 8.84303168592333%
t.eqrc 13.1822887633156% -2.47009849477424% 28.3701881206162% 2.09754610819968% 5.85419263609599% 6.79133143121409% 8.41096503037839% 8.68577643415136%
t.cvar 23.4026925062269% -0.604532800074321% 32.0483723666388% 5.91676247262143% 6.12883029980882% 7.19835396896726% 8.94888129571068% 8.51498170504685%
t.cdar 6.15361559254666% -4.25683029845949% 18.4660188021502% 2.17606183933163% 6.96583248752249% 6.97256870589298% 9.66712328126704% 9.53615184583707%
t.srt3 23.5267028578046% 1.35620762836337% 31.4415959207071% 7.58455301342045% 14.4410093707102% 10.7172108429119% 11.6476804076852% 0%
t.srt5 26.0652255834072% 2.55347446056718% 50.6463811540822% 11.8131127221397% 19.372001935714% 12.9746909769403% 14.8219607035723% 0%
t.srrs 15.9343625060523% -1.77706789353366% 25.485410498686% 6.75551124608011% 12.7792397116649% 9.76837243085749% 10.7236881026987% 0%
t.srqr 115.716413345159% 9.9498425288697% 210.102078678852% 47.7117240561394% 37.4959706662472% 21.9363078525077% 25.6655818118756% 0%
t.pure -2.90191792024941% -3.07457479284779% 11.8862675090457% -0.850805644079566% 12.9728757871035% 7.4023585007255% 12.9565861735055% 16.388168194212%
t.frs4 7.38877694288882% -3.22766442040315% 13.0828786122935% 1.84925203052824% 7.6335579301404% 5.79365468073711% 6.16278475698939% 7.39665669359713%
t.frs3 10.7852838719165% -3.17427217409089% 17.8007631765456% 4.69511197975594% 11.3593325371542% 8.48342810326748% 9.13921193761804% 9.84215130004871%
t.frs2 14.7109731728234% -2.12447973099154% 19.5658822008256% 7.57918568789397% 12.3551023666371% 7.49381799817113% 8.77020993629842% 9.29149392168862%
t.frs1 19.1111398740127% -3.35660028741531% 25.8600394964775% 6.83637025695822% 11.5647784712377% 8.37358573968478% 8.84527471250329% 9.37829985523515%
t.eqwt 13.1481844962755% -2.02179799741296% 30.7544238341733% 2.80059156087327% 8.3790350295136% 8.1561163444634% 9.54196346098692% 8.84097723735584%
t.sort 12.0334996891003% -2.46366533144131% 17.3813364594919% -0.293441264645644% 10.6265080711176% 7.1124913746873% 9.85851509477243% 9.83840247892482%
t.rpba 14.4300700369914% -2.11547629332353% 31.0007931248691% 3.47008623766236% 8.26266577481389% 8.15081071268873% 9.7712836783133% 9.28229853830713%
t.mvar 17.0018337266548% -2.94284612218476% 27.1591333378255% 5.27860885764162% 7.20469777537389% 7.76225216958817% 9.4885811543292% 9.25542402749404%
t.madm 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.18779623319235% 9.03574006943158%
t.dist 13.0451524527479% -1.73923874761077% 30.3097952260712% 2.10784242460658% 3.83497198517544% 6.07364990282591% 7.26633460366188% 8.18752124479005%
t.mdiv 14.6419359597696% -2.54719775988181% 28.6223172660742% 1.02600828197257% 4.34683459506959% 5.27515553270799% 7.89901634756864% 8.16593594075512%
t.coco 15.2287071691062% -2.20213708229946% 31.0047118746371% 1.07579835775928% 6.47419811916825% 6.11086741359907% 8.36043685445511% 8.48274626881196%
t.aaaf 24.8423189285092% -1.30697840470806% 35.5866331541469% 7.72467459777033% 13.6508725109413% 11.8673536438158% 14.5400529567197% 13.5626776508813%
t.aaae 13.2056858695101% -0.860549743690144% 27.1438366044502% 1.77648361523703% 10.8081291088437% 7.85063228803282% 9.52590147567141% 11.016493552311%
t.aaad 11.1615842205212% -0.0777730474268477% 18.859859449025% 2.17739351947737% 11.9435456488435% 7.6569154468459% 10.0189012655473% 11.9786415348021%
t.aaac 15.9407906027131% 0.818252639167876% 26.3469015628899% 0.445117432333086% 6.53120839886168% 5.85562201246448% 7.81655501001364% 9.77177482284943%
t.aaab 15.3559023610931% 0.408549196210046% 25.6608679705087% 0.302133696043083% 6.60510740298188% 5.93632977956429% 7.92255832128201% 9.83800464772298%
t.aaaa 15.5791154583861% -0.201996518313386% 27.670620863161% 3.22933214363146% 9.42133866200514% 7.58129632724955% 8.62118122928754% 10.158367482592%
Historical Return
 
t.srt5 23.4% 42.4% 13.4% -0.0% 10.7%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending October 31, 2024

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

Maximum Drawdown vs. Annual Return
● t.srt5 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.srt5 ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.srt5 ● 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.srt5 risk vs. 60/40 Worse Worse Worse Worse Worse
t.srt5 return vs. 60/40 Better Better Better Better Better
Risk-Return Quadrant
NE NE NE NE NE
Risk-Return Direction 5° 28° 21° 40° 45°
Risk-Return Magnitude 24.4 9.3 11.4 6.3 7.7
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.srt5 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.srt5 3.5% 2.3% 3.6% -0.5% -0.9%  
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9.40444824344045% -5.55773093774018% -2.35853737984855% -6.7030974856836% -4.61834374565458% 0%
t.dbnd -12.2846834664965% -2.90160773600575% -3.98764845174436% -2.8162943398501% 0% 0%
t.qaro 0.848489412198155% -0.998393462491367% -4.82564106357126% -4.84925327771223% -6.48150954132662% -3.67203345613979%
t.acap 0.481410133931369% -8.60574474271138% -11.1956168513905% -6.24412903404191% -3.91299474552691% 0.147841216963672%
t.trdd -9.54356597780658% -14.4027252765764% -11.0504305915541% -7.26149336334368% -2.95155115605546% 1.59128171554189%
t.shar -10.1422228150226% -11.5960996457569% -1.79154012725438% -3.69447933340586% -1.0050256404952% 1.6394947944801%
t.tris -6.14075112107544% -5.87921175023266% -3.97146371976114% -5.90041071222122% -4.59494384688063% 0.495169044909421%
t.tret -6.39283157529656% -12.9947033267746% -10.5982597261209% -6.31685507386234% -2.1982271376479% 2.17582125382748%
t.rsop -7.15831017129853% -5.74217447145153% -5.7929433299697% -3.0743917833956% -2.18752546323387% 0.432587335857589%
t.rpcl -7.16033423942911% -6.54125061528899% -10.525298040187% -5.27308942988912% -4.36759128396666% 0.669770221888925%
t.risd -9.88608118229584% -5.57770065314828% -6.50239316959238% -2.23307329202965% -0.0857922852316531% 2.71650536634658%
t.mva3 -2.49463464472568% -5.07324434952966% -5.93275003595176% -2.16605331757127% 0.109278351001064% 3.48771851680667%
t.mva2 -9.26730554333007% -7.38019243774668% -8.98868297684508% -4.46319808961965% -2.4610201929751% 1.48383245253674%
t.mca2 -8.5400320124823% -7.2364044661216% -8.01448339545457% -4.02517819846525% -2.5789930769398% 1.28029300274873%
t.mca1 -10.4066763643167% -8.79733878667403% -9.42478168099476% -4.97907655429871% -3.28286710772138% 0.83247007770408%
t.madd -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.219612519268944% 3.1104863095751%
t.loss 3.57074915876328% -4.79263689132388% -7.24512974184397% -2.76288408450521% -0.46044894280878% 2.22669420988406%
t.eqrc -8.63352768653331% -7.52383268059995% -8.25031003074749% -3.92193956239781% -1.96148922899671% 1.73087685706718%
t.cvar 4.5521885837061% -2.7916080520525% -7.59582791990912% -2.89833179881657% -0.848288239715339% 1.83168118958129%
t.cdar -20.649280623594% -7.58477088528134% -6.56829584114014% -3.66326102748749% -0.345026375671534% 2.40994596208945%
t.srt3 -11.6923604771268% -0.80322265492593% 0.903133697022936% -1.73481362746734% -1.77688568412287% 0%
t.srt5 3.54932149257833% 2.32315422548285% 3.61111635020471% -0.463359264417358% -0.901076581764132% 0%
t.srrs -6.93216904928277% -1.70823246540571% 1.03423556581704% -0.730000001473536% -0.692376656060828% 0%
t.srqr 22.6617639596148% 10.3624361593228% 2.05179007794311% -2.59179505187005% -2.06093039252276% 0%
t.pure -27.6853384947599% -9.11143564996419% -3.31395678083531% -6.19625227027373% -2.65238634937558% 3.28947736991624%
t.frs4 -22.3244025295123% -10.5930728265758% -3.22983342008949% -3.24135512364595% -4.39248367207861% 1.36638236478908%
t.frs3 -19.9821281018179% -4.55562759354224% 2.27677382043526% 0.323993555186203% -0.817330307811909% 3.75072614101558%
t.frs2 -16.613192987354% -0.0875134949542886% 2.67062779178917% -2.86414289796887% -2.90888677337264% 0.925151603833292%
t.frs1 -9.83952778988743% -2.02915319101731% -2.59056773687926% -3.88416002091426% -5.05052390320044% -1.15141664144769%
t.eqwt -8.66243805832164% -6.38164728370061% -5.86269594224171% -3.38820231975362% -2.93694817594566% -0.71966122837239%
t.sort -13.6182939248041% -12.0355473902337% -1.83747122636443% -4.09601343055271% -1.7887555660553% 1.11811439277907%
t.rpba -6.56184456823716% -5.74821337333836% -5.68126639027697% -2.91322867958959% -1.93554524721242% 0.7684886320222%
t.mvar -4.15128378840632% -3.63441182453951% -6.00599573404293% -2.02970681483471% 0.506799837510128% 3.42570194241731%
t.madm -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.252218163688772% 3.13539203349962%
t.dist -8.59104248567647% -7.45619000092618% -11.1156850314497% -5.38613219143844% -4.62514934839201% 0.275033399191292%
t.mdiv -6.1594476658381% -8.79814965690413% -10.3448380407226% -6.13573770786779% -2.70410052420059% 1.1501298961726%
t.coco -4.64684540791329% -8.50663801663281% -7.63401479422673% -5.18573998502444% -2.41017683849803% 1.17311757714149%
t.aaaf 14.6220703626933% -0.122013586844411% 4.45737169501604% 4.13038370915809% 6.94606827423948% 7.68353953615619%
t.aaae -3.79260561830991% -8.19149691882702% -2.10771176822339% -3.25754629316821% -2.14288476095778% 2.92465818565687%
t.aaad -7.7084263257333% -7.64726372503215% -0.824783587331776% -3.86446205660381% -2.19063290143059% 3.48044519523307%
t.aaac 11.1521098243358% -9.88680115217637% -7.6431511617701% -5.78589541375077% -4.23311017788714% 2.06297220774676%
t.aaab 9.78295997187377% -10.0976619252049% -7.48909943959571% -5.6281091836464% -4.04472632143513% 2.18168370362958%
t.aaaa 7.11231079003949% -6.48607138334954% -3.21599534649307% -3.0129215878517% -2.83208284607484% 2.70432979858784%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 8.7% 3.1% 5.2% 0.9% 0.8%  
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.0134788815896% -1.5446409839005% 1.79013887326465% 0.525402878961247% 2.9779378388221% 0%
t.dbnd -2.37018569330909% -1.06139410036858% 0.332254382709604% 1.24375029899981% 0% 0%
t.qaro 8.31270839451433% -0.376210495452769% -0.77200346242872% 0.487572798201596% 0.60022686119085% 1.27527042809459%
t.acap 6.3659289214845% -5.693945188816% -6.36928793531807% -2.21072665519% -0.0151813299062544% 2.59409181307738%
t.trdd -0.407462438694079% -10.0119037326006% -5.56855292758743% -2.65480867464143% 1.58380101778608% 4.08116593983559%
t.shar -0.43079961340997% -6.98275764657826% 1.31912409575419% 0.422378030979507% 3.825761592998% 5.11703474666904%
t.tris 1.15463402174416% -3.31856792163234% 0.166973700273707% -0.750947070934284% 1.74855943802743% 4.00265531125371%
t.tret 2.49753106661644% -9.08752207727928% -5.26278481483856% -1.97800453011146% 1.97856181762107% 4.36822854995049%
t.rsop -3.69381422089346% -4.7607752301772% -4.03754495268633% -1.54478674449689% -0.678598220370791% 1.07649280982403%
t.rpcl -0.195930758040106% -4.59177743293751% -5.86840218962746% -1.12759384652648% 0.864490737800299% 3.30983126563805%
t.risd -2.92477749089554% -3.25838292503781% -2.04570013195199% 1.29234977014011% 3.51511641165233% 4.35435104408358%
t.mva3 1.0953299839331% -3.18011482639877% -2.19581617959384% 1.06106948754512% 3.25075042675562% 4.71445515363649%
t.mva2 -3.25366833520783% -4.80838882718598% -3.8031796936589% 0.162713361048187% 2.5341876697903% 4.14748338858472%
t.mca2 -4.32432411875469% -5.39478437080355% -4.34356079226944% -0.847957025762448% 1.00003854413899% 2.86348850287289%
t.mca1 -4.92645035411075% -6.27025082371352% -4.70467121757909% -0.764465507704827% 1.22367218494596% 2.93689197020726%
t.madd 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.58258709428312% 4.54331417282464%
t.loss 14.4846965929057% -2.34431213614207% -1.84814542372012% 1.25614634614931% 3.72508208439676% 4.23057688532488%
t.eqrc -4.72706628736238% -5.81633038977997% -4.7679267689432% -1.0727192230744% 1.02609642496609% 2.89989820760417%
t.cvar 12.798734997949% -0.892586270516573% -1.66150543215367% 1.54151872238071% 3.83072086003359% 4.20072344561717%
t.cdar -15.7709405124869% -4.83325594581648% -1.91480907474064% 0.282291974579926% 3.67078537602178% 4.79203418564346%
t.srt3 2.89384400985682% 0.91119146673554% 5.87494372512454% 2.35739747083782% 2.95177936792571% 0%
t.srt5 8.70470881276742% 3.11005648649148% 5.2195235863079% 0.894585661343491% 0.808844508981501% 0%
t.srrs 0.302125616720115% -0.925932169102712% 2.32740605662083% 0.791726319614718% 1.07285361150257% 0%
t.srqr 0% 34.9539228482614% 15.0440558918943% 2.80744483066021% 5.21721748560238% 0%
t.pure -33.5946720850701% -9.65806520975677% 0.317719899952154% -1.64975186553324% 4.97273575547903% 9.89109490777806%
t.frs4 -6.5705105046282% -4.48372754940404% 0.65411548781691% 0.374548924709792% -0.0503786255215539% 2.6507666788325%
t.frs3 -5.81845749361391% -1.90168228855446% 3.88105861808801% 2.45855554861598% 2.18783618564511% 4.61501378819009%
t.frs2 -1.04266610487362% 0.98279243895% 4.87573041782654% 0.921245021153092% 1.15480939853729% 3.51583528601696%
t.frs1 -0.147756355489104% -0.0474238371062001% 3.05033695689777% 1.59078290551358% 0.812264972119329% 3.91935339588374%
t.eqwt -5.21606558552745% -5.6150606482454% -4.37119563473881% -2.04552711070438% -1.53616811242694% 0.0180671128985121%
t.sort -3.25103240966476% -7.26590279396649% 1.52024606279281% 0.264768117738281% 3.50046207629316% 4.86571268353961%
t.rpba -3.04126527307429% -4.71647655184263% -3.88593194293002% -1.37358139289189% -0.438493888653902% 1.37371651048525%
t.mvar 0.821508207744699% -1.88170718197146% -1.88295209453359% 1.3406983991651% 3.80232443123157% 4.71765646292139%
t.madm 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.60371015421973% 4.55998626342315%
t.dist -1.30243068103495% -5.65455939226269% -6.7976042933601% -1.50261381125296% 0.290019253005271% 2.64932032590653%
t.mdiv -1.71182099461704% -6.57889519552273% -5.3931024970352% -1.60376205395194% 1.92091106309272% 3.37819040105976%
t.coco -0.630351592663022% -6.77892500234896% -4.19324524231788% -1.70273730821862% 1.28339742041355% 2.71573013028352%
t.aaaf 11.8177046652082% 0.662658146953459% 5.37469256616385% 5.52773032866832% 8.17598539025746% 8.42438758018939%
t.aaae 4.63565510075184% -5.85797633919155% -0.281498053634452% -0.847531617913262% 0.524542653105234% 4.06456678190449%
t.aaad 0.382759017711793% -5.23965135350643% 1.67898226871968% -0.346434769153167% 1.59110963141133% 5.52224397198942%
t.aaac 10.2081026574549% -6.90354126770465% -3.11310392696179% -1.47294913013115% 0.586451968156029% 4.28476685416674%
t.aaab 9.31551520592172% -7.0367013167598% -3.05216979931898% -1.38644760522742% 0.70186430191572% 4.34997489884569%
t.aaaa 8.43613466223264% -3.95676753129121% -0.0348956980414528% 0.385208887276669% 1.55083882486435% 4.72188852533435%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 2.62 0.41 0.86 0.71 0.83  
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.28874354252572 -0.0610232079002085 0.523788889384823 0.292424352561648 0.569180438453303 0
t.dbnd 1.64719469880844 0.0903440574806203 0.432513681286796 0.509987884173268 0 0
t.qaro 2.52291940607829 0.212633146994752 0.427149875296747 0.423417726385005 0.459314401142673 0.374139309229256
t.acap 2.51468225136411 -0.198710158132251 0.103065578737426 0.336578558291307 0.623812893299638 0.615890665570944
t.trdd 1.85542843701704 -0.514049927699859 0.107376660655572 0.271854348652974 0.673290706558808 0.69505946851857
t.shar 1.81388451152347 -0.357485453861823 0.56630553605632 0.48786026716877 0.798853095311253 0.706143529007729
t.tris 2.11337407852741 -0.0518111224800458 0.464991272987989 0.35853438072365 0.580320527432525 0.637750217829041
t.tret 2.08419857409662 -0.434891212848682 0.130875751062356 0.329346652963909 0.719517869072859 0.729781615998533
t.rsop 1.98225187328795 -0.0309541652025128 0.387303141506726 0.532292165442139 0.732716579685888 0.636796502729989
t.rpcl 1.98749755650509 -0.0810339101257743 0.13814478558334 0.394640138054393 0.59117687790218 0.643619374164492
t.risd 1.81881244986195 -0.0332456755841145 0.337137299630821 0.572714574244552 0.85268722353576 0.763327383698876
t.mva3 2.34108333862982 -0.00520837995017324 0.366630847729904 0.57753512542542 0.866566658385507 0.811176435848109
t.mva2 1.85555550674586 -0.130569431510384 0.209899192086011 0.439768077384761 0.706729971900461 0.690180690115568
t.mca2 1.89232845786584 -0.11805508159158 0.264395892790193 0.467228343073292 0.699119426499809 0.678467787109597
t.mca1 1.76546016241946 -0.205545916046507 0.189965471109523 0.408871006425768 0.65490135742628 0.650549119531615
t.madd 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.8710522131224 0.786956909563482
t.loss 2.7968942718075 0.00743923220309922 0.304232317373249 0.548680274341377 0.839157899111427 0.740130175336616
t.eqrc 1.88509581687262 -0.132155102183588 0.25338838709248 0.473268431052449 0.736645653346385 0.705374737618731
t.cvar 2.83905350967977 0.117389509514275 0.285617924126264 0.536783960863554 0.811070640377405 0.713285544137732
t.cdar 1.01208571224272 -0.137873001069912 0.336328340590271 0.488964380349424 0.8375539044202 0.748452809591125
t.srt3 1.64681346261397 0.231033917778653 0.72691968747615 0.629322937621596 0.771635889105463 0
t.srt5 2.62014120935276 0.412749793789233 0.858301535157491 0.706707574499973 0.832225385007983 0
t.srrs 2.02817700047481 0.175647375290398 0.716133603306125 0.673289759715383 0.827833871652027 0
t.srqr 2.86655964903744 0.907321541118686 0.86710876189274 0.664828893365046 0.814208313037868 0
t.pure 0.477253719429657 -0.199788366290755 0.535721696601379 0.372104885970733 0.723844456052943 0.826477843515486
t.frs4 0.880135871094676 -0.324097227863597 0.486000996353044 0.501114810226786 0.583821938488769 0.682546559521568
t.frs3 1.06147295281541 0.00957880162279552 0.761997800241917 0.722817859792218 0.814887846998853 0.833598060054719
t.frs2 1.31405448660074 0.250935502028101 0.786621565678712 0.54213609898925 0.690466246883012 0.669606031933853
t.frs1 1.80769266775482 0.175303224573615 0.555540224529155 0.496640541630556 0.569153232453931 0.554786888983703
t.eqwt 1.87108748315743 -0.0624557143375337 0.386996414655468 0.516624675394215 0.689199728810498 0.572271820736893
t.sort 1.55232945188871 -0.381590170889935 0.566243020601866 0.465396961267168 0.75276571001337 0.67596330401918
t.rpba 2.0247326577047 -0.0318105465282866 0.392111727230147 0.541205056235536 0.747800721939722 0.656409693710142
t.mvar 2.23055731926842 0.0715957298426396 0.363878763564308 0.585860117752073 0.889625581001233 0.806190582105639
t.madm 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.87308298894008 0.788469589687705
t.dist 1.87775908846513 -0.127952382673219 0.110757289021394 0.390439659913437 0.576758042462538 0.622031171414164
t.mdiv 2.06877864309236 -0.202266670831074 0.145866410170993 0.339518517798983 0.689864121100731 0.668593162317569
t.coco 2.16652366753094 -0.183513046706059 0.288249438158923 0.399775642331741 0.710017837164325 0.672714733742025
t.aaaf 3.55177230529254 0.251775038138307 0.868306811963121 0.94726386906175 1.281839279491 1.06642274279291
t.aaae 2.25463858575368 -0.17256365392608 0.56498169875568 0.520967955931893 0.73511948571071 0.787136934591662
t.aaad 2.00275185197119 -0.140648576161516 0.62424580307242 0.486020915029824 0.733480666045902 0.820635632591423
t.aaac 3.39834312894351 -0.268935973265341 0.291985416163496 0.368501761765803 0.604953147732471 0.732518749158672
t.aaab 3.30365630908828 -0.281076508100783 0.298998007812615 0.377640230975592 0.616607391013529 0.739612645271189
t.aaaa 3.07672563736495 -0.084167824024894 0.507956526336258 0.532658375947713 0.691622462283301 0.770659908515177
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 7.28 0.60 1.40 1.10 1.30  
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 10.0490736994396 -0.0797024000615623 0.811919946181881 0.428633596490141 0.963385319134119 0
t.dbnd 7.05235046350124 0.136939907000908 0.692619863069766 0.82777133616571 0 0
t.qaro 9.28206609062705 0.332885709804178 0.70812922651665 0.691416914450061 0.728785219339319 0.593067776787486
t.acap 6.42910190517579 -0.26338755149314 0.13776439145351 0.467122421506678 0.926815648947528 0.923639610676041
t.trdd 3.31278709981531 -0.609412037397431 0.149404994981072 0.383497770772009 1.02072994731522 1.11735412411491
t.shar 3.43109104650959 -0.428053919412105 0.892847016272196 0.762185435789307 1.35428877350497 1.20400084540989
t.tris 4.13929250052934 -0.0708130065835103 0.715785555540243 0.540022651806171 0.933084800927453 1.05234978420166
t.tret 4.01861458017141 -0.525077594708743 0.181755241394393 0.464795586364714 1.08401123276813 1.17062642683136
t.rsop 4.6909869148307 -0.0427435054284037 0.564856427831824 0.793496652547283 1.15447435742535 0.954278266343218
t.rpcl 4.89162017487034 -0.11504202601022 0.199617583427186 0.593937178088191 0.930769594198434 1.03050669513529
t.risd 3.31949669869453 -0.045750560052202 0.511004409349762 0.901770780782991 1.40103123921866 1.24370345905564
t.mva3 5.70780154721293 -0.00733910785571066 0.559572485120464 0.913049872933956 1.45343058007357 1.37842952368266
t.mva2 3.86982789518569 -0.180142677776999 0.310184199096636 0.681280862967444 1.14898895579996 1.15075868854698
t.mca2 4.19127469896069 -0.162550717202308 0.389691854545171 0.70907741323462 1.10605825378041 1.0678791482965
t.mca1 3.67861773749864 -0.279039840155146 0.278242968072574 0.622699012948706 1.04281337791594 1.03008030975648
t.madd 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.4203763251586 1.27972950784963
t.loss 7.21050207934445 0.0109434656524012 0.473372700724375 0.866623207734731 1.40199392952994 1.19797943146117
t.eqrc 4.18253683159441 -0.180387462745646 0.368844114098744 0.710979713939973 1.15736091972422 1.09899529596335
t.cvar 11.5172370089755 0.173250550315594 0.44273660559365 0.840298585820107 1.34219070241138 1.18418866321542
t.cdar 1.74230079898997 -0.186232496762556 0.496563135264635 0.73765586559846 1.34945564489869 1.19971898301416
t.srt3 3.51616742127888 0.362754730572778 1.37815315989754 1.03281854286633 1.3229244559657 0
t.srt5 7.28095773124676 0.597384653874334 1.39821060203556 1.09962898727975 1.29575976047517 0
t.srrs 4.34537307021363 0.250337767785454 1.13116075789497 1.01004966365752 1.2708515512989 0
t.srqr 9.61794076368188 1.74559495596084 1.62631258245942 1.15233308609565 1.43679913566474 0
t.pure 0.816333322884958 -0.273546057318319 0.882900323223728 0.593840544418228 1.23141158497155 1.46964172858037
t.frs4 1.41741967882909 -0.426529554148416 0.774143020759162 0.770879609941786 0.901944908855491 1.0742176224125
t.frs3 1.78060946715508 0.0139975408971119 1.33727620346931 1.18305216949657 1.34899892914125 1.35488618874651
t.frs2 2.51818790473915 0.37497185239592 1.28016786000615 0.799207627279304 1.06138628014159 1.00294739888228
t.frs1 3.22080101157742 0.24653492229111 0.875422171354912 0.752165303235315 0.859117485995185 0.85230794001982
t.eqwt 4.30246132493634 -0.0854550134445847 0.561518099294476 0.766476199713625 1.07744605421239 0.844591768973051
t.sort 2.71637685398745 -0.456264489584498 0.919234754359171 0.740503941519893 1.28246425638433 1.15075407206602
t.rpba 4.84566224555838 -0.0438844367392462 0.57278141442429 0.8071156602095 1.18116715858717 0.988964767358694
t.mvar 4.78183312269416 0.100691024318456 0.550693426376246 0.92223483503065 1.46883883200161 1.32247884598945
t.madm 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.42469863580247 1.28282361758215
t.dist 4.6351723406681 -0.179279027132534 0.155849301573477 0.575761055371521 0.887664523766256 0.945750361260607
t.mdiv 4.67891573395466 -0.277534096825228 0.213447462539826 0.502646160473927 1.0753401314335 1.04178374807315
t.coco 5.46764241438081 -0.253787841492228 0.434050728400958 0.60192205884358 1.11923302005983 1.02366212333635
t.aaaf 11.143237557009 0.36548850250193 1.43311108747145 1.54512647115775 2.28000247859425 1.89064724733318
t.aaae 6.6023566053257 -0.222786873880724 0.863123756602406 0.771840938601714 1.15242152065843 1.25904894185122
t.aaad 4.1194926451335 -0.180885788355828 0.954947045658285 0.729702087257287 1.15018812589916 1.34198461943705
t.aaac 10.9746605152798 -0.34089488971155 0.430924667005966 0.541711540687735 0.934780654978307 1.19272876801491
t.aaab 12.6873256733783 -0.354965083707186 0.437897434973175 0.552500138113103 0.952160762559365 1.20286272020418
t.aaaa 16.36631890044 -0.110162264046812 0.77261988041013 0.800549480560356 1.10361365432583 1.30643758469904


  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.8% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.7% 10% 13.1% 13.8% 13.8% 0%
t.dbnd 0.9% 10.8% 10.8% 10.8% 0% 0%
t.qaro 2.4% 17.8% 18.6% 18.6% 18.6% 18.6%
t.acap 3% 25.2% 25.2% 25.2% 25.2% 25.2%
t.trdd 3.1% 27.2% 27.2% 27.2% 27.2% 27.2%
t.shar 2.4% 22.1% 22.1% 22.1% 22.1% 22.1%
t.tris 2.7% 21.4% 21.4% 21.4% 21.4% 21.4%
t.tret 2.9% 27.2% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.3% 24.7% 24.7% 24.7% 24.7% 33.1%
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.risd 3.8% 24.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 2.7% 22.5% 22.5% 22.5% 22.5% 22.5%
t.mca2 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.loss 2% 23.8% 23.8% 23.8% 23.8% 23.8%
t.eqrc 3.2% 24.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 1.3% 25.9% 27% 27% 27% 27%
t.cdar 4.3% 24.6% 26.3% 26.3% 26.3% 26.3%
t.srt3 5.1% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 3.1% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 6% 34.9% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.4% 9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 3.6% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.8% 25.5% 25.5% 25.5% 25.5% 42.1%
t.sort 2.6% 22.1% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.2% 25% 25% 25% 25% 31.2%
t.mvar 2.9% 24.5% 24.5% 24.5% 24.5% 24.5%
t.madm 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.dist 2.8% 24.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 2.7% 26.9% 26.9% 26.9% 26.9% 26.9%
t.coco 2.5% 26.8% 26.8% 26.8% 26.8% 26.8%
t.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 2% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
t.aaac 1.3% 25.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 1% 25.3% 27.6% 27.6% 27.6% 27.6%
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 20.3% 20.9% 22.3% 18.1% 19.0%  
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 5.2% 6.9% 7% 6.9% 7.5% 0%
t.dbnd 9% 9.7% 8.1% 6.2% 0% 0%
t.qaro 14.2% 14% 13.4% 11.3% 10.6% 10.6%
t.acap 13% 12.8% 13.2% 11.1% 11.4% 11.8%
t.trdd 8.9% 12.6% 13.1% 11.4% 10.7% 11.3%
t.shar 8.2% 11.3% 14.1% 11.9% 11.9% 13.2%
t.tris 8.3% 12.6% 13.2% 11.5% 11.5% 12%
t.tret 9.3% 12.9% 13.1% 11.4% 10.6% 11.1%
t.rsop 14.1% 15.6% 15.9% 12.7% 12.4% 13.1%
t.rpcl 13.4% 14.1% 13.6% 11.3% 10.8% 11%
t.risd 10.5% 13.1% 12.7% 10.4% 9.7% 10.1%
t.mva3 11% 13.4% 12.9% 10.7% 10.2% 10.6%
t.mva2 11.3% 13% 12.3% 10.5% 10% 10.5%
t.mca2 13.3% 14.1% 13.4% 11% 10.2% 10.6%
t.mca1 12.5% 13.5% 12.8% 10.8% 10.1% 10.5%
t.madd 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.loss 9.2% 12.9% 12.4% 10.5% 9.9% 10.5%
t.eqrc 13.4% 14.4% 13.6% 11.1% 10.2% 10.7%
t.cvar 10.3% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 14.3% 13.8% 13.4% 11.1% 10.6% 11.4%
t.srt3 17.9% 14.9% 18% 16% 15.2% 0%
t.srt5 20.3% 20.9% 22.3% 18.1% 19% 0%
t.srrs 10.7% 14% 14.9% 12.7% 12.4% 0%
t.srqr 125.8% 85.7% 66.1% 47.9% 43.7% 0%
t.pure 16.6% 19.6% 23.2% 19% 18.9% 21.3%
t.frs4 9.5% 8.4% 9.8% 7.8% 8.8% 8.9%
t.frs3 12.8% 10.6% 11.4% 9.4% 10.3% 10.6%
t.frs2 11.7% 12% 12.6% 11.1% 11.8% 12.7%
t.frs1 12.4% 17.3% 17.9% 15% 15.4% 16.5%
t.eqwt 15.1% 16.2% 16.6% 13.5% 13.2% 14.4%
t.sort 8.2% 11.3% 14.6% 12.2% 12.3% 13.5%
t.rpba 14% 15.5% 15.7% 12.6% 12.4% 12.9%
t.mvar 10.6% 13.5% 13% 10.6% 9.7% 10%
t.madm 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.dist 14.7% 14.7% 14.2% 11.9% 11.3% 11.5%
t.mdiv 12.3% 14.4% 13.4% 10.9% 10.1% 10.5%
t.coco 13% 15.1% 14.5% 11.5% 10.6% 11%
t.aaaf 9.4% 12.8% 12.9% 11.1% 11% 12.2%
t.aaae 10.4% 13.4% 15.4% 12.5% 12.2% 13.2%
t.aaad 7.1% 13.6% 15.8% 13.1% 13.1% 14%
t.aaac 6.6% 13.4% 14.8% 12.1% 11.8% 12.2%
t.aaab 6.5% 13.3% 14.6% 12% 11.8% 12.1%
t.aaaa 7.8% 12.6% 14% 11.5% 11.5% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 7.0% 13.5% 13.0% 11.2% 11.9%  
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.1% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.3% 7.8% 7.3% 6.4% 6.3% 6.3%
t.acap 4.5% 8.7% 9.3% 7.6% 7.4% 7.6%
t.trdd 4.5% 9.7% 8.7% 7.6% 6.7% 6.6%
t.shar 3.8% 8.6% 8.1% 7.1% 6.6% 7.4%
t.tris 3.7% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.8% 8.7% 7.6% 6.6% 6.5%
t.rsop 5.3% 10.2% 10.2% 8% 7.5% 8.4%
t.rpcl 4.8% 8.8% 8.7% 7% 6.5% 6.5%
t.risd 5.3% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.9% 8.4% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.8% 8.4% 7.5% 6.3% 5.7% 5.9%
t.mca2 5.4% 9.2% 8.3% 6.7% 6% 6.4%
t.mca1 5.4% 8.9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.loss 3% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.4% 9.5% 8.6% 6.8% 6.1% 6.5%
t.cvar 1.8% 8.2% 7.5% 6.2% 5.7% 5.9%
t.cdar 7.8% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 7.9% 8.7% 8.9% 9.4% 8.6% 0%
t.srt5 7% 13.5% 13% 11.2% 11.9% 0%
t.srrs 4.4% 8.8% 8.8% 8% 7.8% 0%
t.srqr 36.1% 41.8% 33.4% 26.6% 24% 0%
t.pure 9.2% 13.4% 13.3% 11.4% 10.7% 11.6%
t.frs4 5.4% 5.5% 5.5% 4.7% 5.4% 5.4%
t.frs3 7.2% 6.2% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.5% 7% 7% 7.1% 7.4% 8.2%
t.frs1 6.5% 11.5% 10.8% 9.5% 9.9% 10.4%
t.eqwt 5.9% 10.8% 10.8% 8.6% 8.1% 9.5%
t.sort 4.1% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 5.2% 10.2% 10.1% 7.9% 7.4% 8.3%
t.mvar 4.4% 8.5% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.dist 5.3% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.8% 9.4% 8.4% 6.8% 6.1% 6.3%
t.coco 4.5% 9.8% 8.8% 7.1% 6.3% 6.9%
t.aaaf 2.4% 7.7% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.5% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.6% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.8% 9.5% 7.8% 7.4% 7.2%
t.aaab 1.2% 9.8% 9.4% 7.8% 7.3% 7.2%
t.aaaa 0.7% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.srt5 1.13 0.93 0.92 0.92 0.99  
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.170406400645237 0.230306382068844 0.147355422653219 0.118233756029236 0.0805785918200209 0
t.dbnd 0.50707831265244 0.40882028279759 0.255656970239765 0.173405646515618 0 0
t.qaro 0.731658199651057 0.665572236507974 0.476979198899224 0.342024616490902 0.29066866674121 0.244050696311525
t.acap 0.71507098794002 0.569784955175558 0.578112822243851 0.498347200707478 0.506169512985236 0.445262428722737
t.trdd 0.495441896107219 0.54489293352999 0.51936433317904 0.480092738776108 0.400547664443246 0.354113186345998
t.shar 0.451232657125643 0.482767795625681 0.497076204675935 0.441425376633822 0.385883124744129 0.367154912655155
t.tris 0.475632427948672 0.489830994738784 0.44086422496479 0.395784465033481 0.333032359307052 0.325093030281718
t.tret 0.482413547768037 0.551199576179953 0.520420580383089 0.478816584922272 0.40071570282862 0.353120352700068
t.rsop 0.89571344832047 0.80656147447465 0.757302767802959 0.697692302187821 0.701402130604577 0.71790223333052
t.rpcl 0.754201796016257 0.636837951525566 0.577751091149916 0.46247179129476 0.387167594291709 0.353381281246522
t.risd 0.641441296998426 0.516704940029012 0.473251418401593 0.388568707796722 0.330933400222573 0.314336315839667
t.mva3 0.697181427038684 0.588369037802802 0.522265138868694 0.425532406852997 0.395139669878165 0.36650044809821
t.mva2 0.700242149972179 0.569335240801529 0.480024810476482 0.369106636184742 0.316023532612301 0.28418139151789
t.mca2 0.841314584178777 0.694876651119635 0.595722016145091 0.503627288724686 0.440075681702039 0.426695248981738
t.mca1 0.776144362981441 0.632188017079394 0.537810540751164 0.431526681834836 0.386120576267952 0.377785140374287
t.madd 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328252181424106 0.311295764678628
t.loss 0.293035682824877 0.434250128905079 0.412065985426169 0.363685652780317 0.3118148172246 0.32718119224577
t.eqrc 0.855656624787349 0.726616695146869 0.621303861431283 0.534393756090675 0.470187914839261 0.461475835170566
t.cvar 0.432157647021937 0.441369708538483 0.385392797006024 0.330492401625733 0.291918626252369 0.293053530284964
t.cdar 0.890511998210423 0.493012201357985 0.476224314759578 0.425961161838579 0.360984452565265 0.342249594942345
t.srt3 0.716520075054028 0.406250683384489 0.450017532069395 0.58019204532741 0.573296388398393 0
t.srt5 1.12614373770149 0.930424287192977 0.915412039357156 0.923870584196925 0.991478215054075 0
t.srrs 0.613625234489375 0.66659028461507 0.607117646248344 0.637174717048497 0.648398825186864 0
t.srqr 2.77015192306483 1.97757206571109 1.60682392217648 1.57503097324845 1.49758973026036 0
t.pure 1.23438445950563 0.957335051322734 0.790672660704488 0.644146063731632 0.517295902994477 0.542869886546484
t.frs4 0.444505508185493 0.318346210285991 0.317838661104748 0.308531081062211 0.378037077202067 0.342452435382535
t.frs3 0.565791762998926 0.386476996998251 0.359395460010694 0.364491487236596 0.436095099706749 0.397529707023364
t.frs2 0.473716955823223 0.386373432768794 0.359486934994544 0.4150877532702 0.488318507972117 0.460306234941768
t.frs1 0.638841093070744 0.460595401985915 0.445716813809029 0.434508672711467 0.521162125184476 0.424059516418594
t.eqwt 0.943528212143626 0.856201496369185 0.798593178108113 0.750339302965522 0.760651138407589 0.809054641986441
t.sort 0.474445455480992 0.483493983398941 0.495020369024799 0.440505985928221 0.389432179876755 0.368408961288126
t.rpba 0.884551381394465 0.797038595009559 0.748472164220806 0.687775192995934 0.692357895793607 0.704412649557759
t.mvar 0.648928197712805 0.532007868855207 0.493469823541042 0.401136681404951 0.336597567440967 0.318633471558316
t.madm 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328562175728077 0.311536190748473
t.dist 0.810240287067465 0.687497989306475 0.622175005714139 0.507808155654349 0.438056518725899 0.433129941558996
t.mdiv 0.771152781237718 0.646823659027927 0.547810758677648 0.443387701078217 0.359550515732539 0.347242669368582
t.coco 0.810938723727676 0.711340253018288 0.625079722882502 0.529733588386993 0.445978143100995 0.459317128160566
t.aaaf 0.570370248093986 0.506621760297906 0.425867649121224 0.393567990671672 0.389905204681802 0.387361395122977
t.aaae 0.531813068331197 0.654456691283591 0.660251134746362 0.611448682944061 0.597319658072602 0.594926445894443
t.aaad 0.408531300168416 0.598308716229552 0.591516479283624 0.54726217355915 0.552210448160419 0.538214677132186
t.aaac 0.337019479534794 0.580647820273759 0.539844422614154 0.484926451113822 0.45801610230467 0.427271068440004
t.aaab 0.343336476022793 0.578110829085586 0.540924504344621 0.484391226930655 0.457276113024964 0.427388007989144
t.aaaa 0.431694281806052 0.538666555559665 0.524175968302758 0.472687678987166 0.44545144331597 0.421488181038392


  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.85 0.84 0.88 0.87 0.86
to S&P500 (SPY) 0.90 0.86 0.88 0.88 0.87
to U.S. Bonds (BND) 0.60 0.56 0.49 0.32 0.18
to Commodities (DBC) -0.49 0.37 0.48 0.40 0.48
to Gold (GLD) -0.32 0.15 0.15 0.04 0.08


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 2.6% 0.7% 1.6% 2.0% 1.9% 6.6% -4.7% 1.9% 6.7% 4.7%
2023 6.9% 11.8% -5.1% -5.9% -2.9% 4.4% 4.5% -0.3% -0.7% -0.7% -3.6% 3.2%
2022 -2.9% 3.5% 11.7% -9.3% 0.6% 6.9% -13.3% 5.7% -6.4% 4.2% 1.8% 0.3%
2021 3.4% -3.1% 5.8% -1.9% 2.9% -2.8% -0.6% 1.5% 2.6% 2.4% 2.5% 0.3%
2020 6.9% 15.5% -1.4% -2.4% 7.9% 3.5% 4.4% 7.0% 11.7% -10.4% -5.6% 1.8%
2019 2.8% 4.7% 1.2% 0.2% -1.6% 2.1% 5.3% -6.7% 3.2% 2.1% 1.8% 6.9%
2018 -9.5% 2.5% -9.0% 1.0% 3.8% 1.9% -0.9% 3.8% -0.6% -2.2% -0.5% 8.5%
2017 -0.2% 2.6% 3.2% 2.9% 0.6% 2.9% -2.6% 3.1% 0.5% 0.8% 3.1% 1.0%
2016 1.6% -0.7% -2.6% 2.2% -0.2% 2.6% -1.3% 2.0% -0.2% 2.5% -0.5% -6.5%
2015 -2.4% 0.0% 5.8% -6.1% -7.0% 3.5% -1.2% 6.5% -2.7% 0.8% 5.4% -0.7%
2014 1.2% 4.3% 3.7% -1.1% 4.5% -2.7% 3.6% 4.1% -3.6% -4.7% 5.0% 3.2%
2013 1.4% 5.1% 3.3% 6.5% -2.5% 7.8% -1.3% 2.5% 3.0% 5.7% 1.1% 5.9%
2012 0.5% 1.1% -1.3% 4.3% 2.8% 1.4% 3.5% -6.3% 0.4% 4.6% 3.2% 3.1%
2011 2.2% 0.3% 7.7% -14.5% -10.7% -0.5% -1.7% -2.8% 1.8% -0.4% 2.7% 1.1%
2010 4.0% 1.8% 7.4% 11.2% -6.1% 10.6% -6.8% -7.4% 4.8% 8.0% 5.6% -7.8%
2009 7.9% 7.6% -4.6% 1.0% 0.5% 0.1% -0.1% 0.1% -0.2% 0.5% -0.1% -0.4%
2008 0.6% 1.3% -2.9% -18.1% -1.5% -15.1% 3.3% 7.2% 9.9% -2.0% 8.4% -10.4%
2007 4.6% -5.9% 3.5% 8.5% 2.2% -1.6% -0.8% 3.7% 3.4% 1.6% -0.3% 3.7%
2006 -0.6% 3.1% 3.6% 1.7% -3.6% -2.7% 1.3% -4.9% 4.3% 4.1% -8.8% 15.5%
Monthly Allocation
Month Allocations
202411 FSELX,20,FSRBX,20,FSLBX,20,FSPTX,20,FIDSX,20
202410 FSELX,20,FSRBX,20,FSLBX,20,FSHOX,20,FSUTX,20
202409 FSRBX,20,FSELX,20,FSPCX,20,FSLBX,20,FIDSX,20
202408 FSELX,20,FSRBX,20,FSLBX,20,FSPCX,20,FIDSX,20
202407 FSELX,20,FSRBX,20,FBMPX,20,FSPTX,20,FSLBX,20
202406 FSELX,20,FSRBX,20,FSLBX,20,FBMPX,20,FSPCX,20
202405 FSELX,20,FSPTX,20,FBMPX,20,FSRBX,20,FSLBX,20
202404 FSELX,20,FBMPX,20,FSPTX,20,FSHOX,20,FSLBX,20
202403 FSELX,20,FSPTX,20,FBMPX,20,FSCSX,20,FSCPX,20
202402 FSELX,20,FSPTX,20,FSCSX,20,FBMPX,20,FDCPX,20
202401 FSELX,20,FSPTX,20,FBMPX,20,FSCSX,20,FSCPX,20
202312 FSELX,20,FSPTX,20,FBMPX,20,FSCSX,20,FSCPX,20
202311 FSELX,20,FBMPX,20,FSPTX,20,FSCSX,20,FDCPX,20
202310 FSELX,20,FSPTX,20,FNARX,20,FBMPX,20,FSCSX,20
202309 FSELX,20,FSPTX,20,FBMPX,20,FSHOX,20,FSCSX,20
202308 FSELX,20,FSPTX,20,FBMPX,20,FDLSX,20,FSHOX,20
202307 FSELX,20,FSPTX,20,FDLSX,20,FSHOX,20,FSCPX,20
202306 FSELX,20,FBIOX,20,FSPTX,20,FSCSX,20,FPHAX,20
202305 FBIOX,20,FSELX,20,FSENX,20,FNARX,20,FSDAX,20
202304 FSENX,20,FNARX,20,FDFAX,20,FSDAX,20,FSELX,20
202303 FSENX,20,FNARX,20,FSPCX,20,FPHAX,20,FSDAX,20
202302 FSENX,20,FNARX,20,FSDAX,20,FSPCX,20,FSHCX,20
202301 FSENX,20,FNARX,20,FSPCX,20,FSDAX,20,FSUTX,20
202212 FSENX,20,FNARX,20,FSHCX,20,FSPCX,20,FSUTX,20
202211 FSENX,20,FNARX,20,FSHCX,20,FSUTX,20,FSPCX,20
202210 SHY,20,FSENX,20,FNARX,20,FSHCX,20,FSUTX,20
202209 FSENX,20,FNARX,20,FSUTX,20,FSHCX,20,FSRFX,20
202208 FSENX,20,FNARX,20,FSUTX,20,FSHCX,20,FSPCX,20
202207 FSENX,20,FNARX,20,FSUTX,20,FSPCX,20,FSHCX,20
202206 FSENX,20,FNARX,20,FSUTX,20,FSPCX,20,FSELX,20
202205 FSENX,20,FNARX,20,FSUTX,20,FDFAX,20,FSPCX,20
202204 FSENX,20,FNARX,20,FSELX,20,FSPCX,20,FSUTX,20
202203 FSENX,20,FNARX,20,FSPCX,20,FSELX,20,FSRBX,20
202202 FSENX,20,FNARX,20,FSRBX,20,FIDSX,20,FSHOX,20
202201 FSELX,20,FSHOX,20,FSENX,20,FSLBX,20,FNARX,20
202112 FSELX,20,FSENX,20,FSHOX,20,FSRBX,20,FSLBX,20
202111 FSENX,20,FSESX,20,FSNGX,20,FSRBX,20,FSLBX,20
202110 FSESX,20,FSENX,20,FSRBX,20,FSNGX,20,FSVLX,20
202109 FSRBX,20,FSVLX,20,FIDSX,20,FSELX,20,FSLBX,20
202108 FSAVX,20,FSVLX,20,FSRBX,20,FSELX,20,FIDSX,20
202107 FSAVX,20,FSESX,20,FSVLX,20,FSRBX,20,FSELX,20
202106 FSAVX,20,FSRBX,20,FSESX,20,FSVLX,20,FIDSX,20
202105 FSAVX,20,FSVLX,20,FSHOX,20,FSRBX,20,FDCPX,20
202104 FSAVX,20,FSESX,20,FSHOX,20,FSVLX,20,FSELX,20
202103 FSAVX,20,FSELX,20,FSPTX,20,FDCPX,20,FSRPX,20
202102 FSAVX,20,FSPTX,20,FSELX,20,FSRPX,20,FBIOX,20
202101 FSPTX,20,FSAVX,20,FDCPX,20,FSCSX,20,FSRPX,20
202012 FSPTX,20,FSAVX,20,FSELX,20,FSRPX,20,FDCPX,20
202011 FSPTX,20,FBIOX,20,FSAVX,20,FSELX,20,FSCSX,20
202010 FSPTX,20,FBIOX,20,FSCSX,20,FSELX,20,FSAVX,20
202009 FSPTX,20,FSAVX,20,FSCSX,20,FSELX,20,FDCPX,20
202008 FSPTX,20,FSCSX,20,FWRLX,20,FSELX,20,FBIOX,20
202007 FSPTX,20,FSELX,20,FSCSX,20,FBIOX,20,FWRLX,20
202006 FSELX,20,FSPTX,20,FBIOX,20,FSPHX,20,FPHAX,20
202005 FSPHX,20,FPHAX,20,FSHCX,20,FSPTX,20,FBIOX,20
202004 FSPTX,20,FWRLX,20,FSELX,20,FPHAX,20,FDCPX,20
202003 FSPTX,20,FSELX,20,FWRLX,20,FSCSX,20,FDCPX,20
202002 FSPTX,20,FSELX,20,FSCSX,20,FBSOX,20,FWRLX,20
202001 FSELX,20,FSPTX,20,FBSOX,20,FSHOX,20,FWRLX,20
201912 FSELX,20,FSHOX,20,FSPTX,20,FBSOX,20,FSCSX,20
201911 FSELX,20,FSHOX,20,FBSOX,20,FSPTX,20,FSCSX,20
201910 FSUTX,20,FSHOX,20,FSELX,20,FSPCX,20,FDFAX,20
201909 FDLSX,20,FSUTX,20,FBSOX,20,FSHOX,20,FBMPX,20
201908 FBSOX,20,FDLSX,20,FSVLX,20,FBMPX,20,FSMEX,20
201907 FBSOX,20,FSMEX,20,FSPCX,20,FDLSX,20,FSCSX,20
201906 FBSOX,20,FBMPX,20,FSUTX,20,FDFAX,20,FSMEX,20
201905 FBMPX,20,FBSOX,20,FSCSX,20,FSELX,20,FSMEX,20
201904 FSMEX,20,FBSOX,20,FSCSX,20,FSUTX,20,FBMPX,20
201903 FSMEX,20,FSUTX,20,FBSOX,20,FPHAX,20,FSPHX,20
201902 FSMEX,20,FSHCX,20,FSUTX,20,FSPHX,20,FSDCX,20
201901 FSMEX,20,FSHCX,20,FSUTX,20,FSPHX,20,FPHAX,20
201812 FPHAX,20,FSPHX,20,FSRPX,20,FSHCX,20,FSMEX,20
201811 FBSOX,20,FSRPX,20,FSDCX,20,FSMEX,20,FSHCX,20
201810 FSCSX,20,FSHCX,20,FSRPX,20,FSMEX,20,FBSOX,20
201809 FBSOX,20,FSCPX,20,FSRPX,20,FSHCX,20,FSCSX,20
201808 FSRPX,20,FBSOX,20,FSELX,20,FSDAX,20,FSCSX,20
201807 FSPTX,20,FBSOX,20,FSCSX,20,FSELX,20,FSRPX,20
201806 FSDAX,20,FSELX,20,FBSOX,20,FSPTX,20,FSCSX,20
201805 FSDAX,20,FSCSX,20,FBSOX,20,FSPTX,20,FSLBX,20
201804 FSELX,20,FSCSX,20,FSPTX,20,FSDAX,20,FBSOX,20
201803 FSCSX,20,FSELX,20,FBSOX,20,FSDAX,20,FSPTX,20
201802 FSELX,20,FBSOX,20,FSPTX,20,FSDAX,20,FSCSX,20
201801 FSELX,20,FSCSX,20,FSPTX,20,FBSOX,20,FSDAX,20
201712 FSPTX,20,FSCSX,20,FSELX,20,FBSOX,20,FDCPX,20
201711 FSLBX,20,FSCHX,20,FSPTX,20,FSDAX,20,FSELX,20
201710 FSRBX,20,FSDAX,20,FSPTX,20,FSAIX,20,FSCHX,20
201709 FDCPX,20,FSAIX,20,FSDAX,20,FSPTX,20,FSELX,20
201708 FSRBX,20,FSPTX,20,FSLBX,20,FSELX,20,FDCPX,20
201707 FSPTX,20,FSRBX,20,FDCPX,20,FSLBX,20,FSELX,20
201706 FDLSX,20,FSPTX,20,FDCPX,20,FSCSX,20,FSELX,20
201705 FSELX,20,FSRBX,20,FSCSX,20,FDCPX,20,FSPTX,20
201704 FSELX,20,FSCHX,20,FDCPX,20,FSPTX,20,FSRBX,20
201703 FDCPX,20,FSPTX,20,FSELX,20,FIDSX,20,FSRBX,20
201702 FSRFX,20,FSRBX,20,FSELX,20,FSCHX,20,FSDPX,20
201701 FSELX,20,FSRBX,20,FSRFX,20,FSNGX,20,FSTCX,20
201612 FSELX,20,FSDAX,20,FSRFX,20,FSUTX,20,FSDCX,20
201611 FSELX,20,FSMEX,20,FSUTX,20,FSCSX,20,FSPTX,20
201610 FSELX,20,FSMEX,20,FSPTX,20,FSCSX,20,FSTCX,20
201609 FSELX,20,FSMEX,20,FSCSX,20,FSPTX,20,FSTCX,20
201608 FSELX,20,FSTCX,20,FSMEX,20,FSUTX,20,FSCSX,20
201607 FSUTX,20,FSTCX,20,FDFAX,20,FSRPX,20,FSMEX,20
201606 FSRPX,20,FSCSX,20,FSTCX,20,FSPCX,20,FBSOX,20
201605 FSRPX,20,FSTCX,20,FBSOX,20,FSPCX,20,FSCGX,20
201604 FSRPX,20,FSTCX,20,FSCSX,20,FBSOX,20,FDFAX,20
201603 SHY,60,FSRPX,20,FSTCX,20
201602 FSRPX,20,FBSOX,20,FSCSX,20,FSPCX,20,FSTCX,20
201601 FSRPX,20,FBSOX,20,FSCSX,20,FPHAX,20,FSPTX,20
201512 FSRPX,20,FBSOX,20,FSCSX,20,FSCPX,20,FSELX,20
201511 FSRPX,20,FBSOX,20,FSCPX,20,FSCSX,20,FDLSX,20
201510 FSRPX,20,FBSOX,20,FBIOX,20,FSHCX,20,FSHOX,20
201509 FBIOX,20,FSRPX,20,FBSOX,20,FPHAX,20,FSMEX,20
201508 FBIOX,20,FSPHX,20,FPHAX,20,FSRPX,20,FSHCX,20
201507 FBIOX,20,FSHCX,20,FSPHX,20,FPHAX,20,FSRPX,20
201506 FBIOX,20,FSPHX,20,FSHCX,20,FSELX,20,FSMEX,20
201505 FBIOX,20,FSPHX,20,FSMEX,20,FSHCX,20,FSELX,20
201504 FBIOX,20,FSPHX,20,FSMEX,20,FSHCX,20,FSELX,20
201503 FSELX,20,FSMEX,20,FSHCX,20,FSRFX,20,FSPHX,20
201502 FSELX,20,FBIOX,20,FSPHX,20,FDFAX,20,FSRFX,20
201501 FSELX,20,FBIOX,20,FSRFX,20,FSPHX,20,FSAIX,20
201412 FSELX,20,FSPHX,20,FSRFX,20,FBIOX,20,FPHAX,20
201411 FSPHX,20,FBIOX,20,FSELX,20,FSRFX,20,FPHAX,20
201410 FSPHX,20,FSELX,20,FPHAX,20,FSRFX,20,FSAIX,20
201409 FSPHX,20,FSELX,20,FSRFX,20,FSAIX,20,FBIOX,20
201408 FSELX,20,FSPHX,20,FSRFX,20,FSNGX,20,FPHAX,20
201407 FSPHX,20,FSELX,20,FSNGX,20,FBIOX,20,FSAIX,20
201406 FSPHX,20,FSAIX,20,FSRFX,20,FSELX,20,FPHAX,20
201405 FSELX,20,FSPHX,20,FSAIX,20,FSDAX,20,FSRFX,20
201404 FSPHX,20,FBIOX,20,FSELX,20,FSCSX,20,FSAVX,20
201403 FBIOX,20,FSPHX,20,FSCSX,20,FPHAX,20,FSAVX,20
201402 FBIOX,20,FSPHX,20,FSCSX,20,FSAIX,20,FSDAX,20
201401 FBIOX,20,FSPHX,20,FBSOX,20,FSCSX,20,FSAIX,20
201312 FBIOX,20,FSAVX,20,FSAIX,20,FSPHX,20,FSRFX,20
201311 FSAVX,20,FBIOX,20,FSAIX,20,FSPHX,20,FSRFX,20
201310 FSAVX,20,FBIOX,20,FSAIX,20,FSRFX,20,FSDAX,20
201309 FSAVX,20,FBIOX,20,FSLBX,20,FSPHX,20,FSAIX,20
201308 FSAVX,20,FBIOX,20,FSLBX,20,FSPHX,20,FBMPX,20
201307 FSAVX,20,FSLBX,20,FBMPX,20,FBIOX,20,FSPCX,20
201306 FSLBX,20,FBIOX,20,FBMPX,20,FSHOX,20,FSAVX,20
201305 FBIOX,20,FBMPX,20,FSLBX,20,FSPHX,20,FSTCX,20
201304 FBIOX,20,FBMPX,20,FSHOX,20,FSPCX,20,FSPHX,20
201303 FSHOX,20,FBIOX,20,FBMPX,20,FSVLX,20,FSPCX,20
201302 FSHOX,20,FBMPX,20,FSVLX,20,FBIOX,20,FSLBX,20
201301 FSHOX,20,FBIOX,20,FSVLX,20,FBMPX,20,FSCHX,20
201212 FBIOX,20,FSHOX,20,FBMPX,20,FSVLX,20,FSRPX,20
201211 FSHOX,20,FBIOX,20,FBMPX,20,FSVLX,20,FSRBX,20
201210 FBIOX,20,FSHOX,20,FBMPX,20,FSRBX,20,FSCHX,20
201209 FBIOX,20,FSHOX,20,FBMPX,20,FSRBX,20,FSVLX,20
201208 FBIOX,20,FSHOX,20,FSVLX,20,FDFAX,20,FBMPX,20
201207 FBIOX,20,FSHOX,20,FSRPX,20,FDFAX,20,FSVLX,20
201206 FBIOX,20,FSRPX,20,FDLSX,20,FSHOX,20,FSUTX,20
201205 FSRPX,20,FBIOX,20,FDLSX,20,FSHOX,20,FSCSX,20
201204 FBIOX,20,FDLSX,20,FSRPX,20,FDFAX,20,FSCSX,20
201203 FBIOX,20,FDLSX,20,FSRPX,20,FDFAX,20,FPHAX,20
201202 FBIOX,20,FDLSX,20,FPHAX,20,FSRPX,20,FSCHX,20
201201 FBIOX,20,FPHAX,20,FSUTX,20,FSHCX,20,FDFAX,20
201112 FBIOX,20,FSHCX,20,FPHAX,20,FSUTX,20,FSPHX,20
201111 FSHCX,20,FSRPX,20,FBIOX,20,FSENX,20,FNARX,20
201110 FSHCX,20,FSRPX,20,FBIOX,20,FSPHX,20,FSUTX,20
201109 FSESX,20,FSHCX,20,FSENX,20,FNARX,20,FSRPX,20
201108 FSESX,20,FSENX,20,FSHCX,20,FNARX,20,FSCHX,20
201107 FSESX,20,FSCHX,20,FSENX,20,FSAVX,20,FSDPX,20
201106 FSESX,20,FSCHX,20,FSENX,20,FNARX,20,FSDPX,20
201105 FSCHX,20,FSESX,20,FNARX,20,FSENX,20,FSHCX,20
201104 FSESX,20,FNARX,20,FSENX,20,FSAVX,20,FSCHX,20
201103 FSAVX,20,FSESX,20,FSDCX,20,FNARX,20,FSPTX,20
201102 FSAVX,20,FSRFX,20,FSPTX,20,FSDCX,20,FSCGX,20
201101 FSAVX,20,FSRFX,20,FDLSX,20,FSCGX,20,FSAIX,20
201012 FSAIX,20,FSRFX,20,FSAVX,20,FDLSX,20,FSCPX,20
201011 FSAIX,20,FSRFX,20,FSAVX,20,FDLSX,20,FBMPX,20
201010 FSRFX,20,FSAIX,20,FSAVX,20,FDLSX,20,FBMPX,20
201009 FSAIX,20,FSRFX,20,FBMPX,20,FDLSX,20,FSPTX,20
201008 FSAIX,20,FSRFX,20,FBMPX,20,FSDAX,20,FDLSX,20
201007 FSAIX,20,FSRFX,20,FBMPX,20,FSAVX,20,FDCPX,20
201006 FSAIX,20,FSRFX,20,FSAVX,20,FDCPX,20,FBMPX,20
201005 FSAVX,20,FSRFX,20,FSAIX,20,FSRBX,20,FBMPX,20
201004 FSAVX,20,FSAIX,20,FSRFX,20,FBMPX,20,FSRBX,20
201003 FSAVX,20,FSAIX,20,FSPTX,20,FSDCX,20,FSDPX,20
201002 FSAVX,20,FSPTX,20,FSELX,20,FSDPX,20,FSDCX,20
201001 FSAVX,20,FSPTX,20,FSELX,20,FDCPX,20,FSDCX,20
200912 FSAVX,20,FSPTX,20,FSDPX,20,FSDCX,20,FSELX,20
200911 FSAVX,20,FSPTX,20,FSDCX,20,FSDPX,20,FSTCX,20
200910 FSELX,20,FSPTX,20,FSDCX,20,FDCPX,20,FSRPX,20
200909 SHY,80,FSRPX,20
200908 SHY,60,FSRPX,20,FSAVX,20
200907 SHY,100
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,80,FSMEX,20
200809 FSMEX,20,FSNGX,20,FNARX,20,FSENX,20,FSCHX,20
200808 FSESX,20,FBIOX,20,FNARX,20,FSCHX,20,FSMEX,20
200807 FSESX,20,FNARX,20,FSENX,20,FSNGX,20,FSCHX,20
200806 FSESX,20,FNARX,20,FSENX,20,FSNGX,20,FSCHX,20
200805 FSESX,20,FNARX,20,FSENX,20,FSNGX,20,FSCHX,20
200804 FSESX,20,FNARX,20,FSNGX,20,FSENX,20,FSCHX,20
200803 FSESX,20,FNARX,20,FSENX,20,FSNGX,20,FSCHX,20
200802 FNARX,20,FSESX,20,FSENX,20,FSNGX,20,FSCHX,20
200801 FSESX,20,FNARX,20,FSENX,20,FSNGX,20,FSDPX,20
200712 FSESX,20,FNARX,20,FWRLX,20,FSCHX,20,FSENX,20
200711 FSESX,20,FNARX,20,FWRLX,20,FSENX,20,FSNGX,20
200710 FSESX,20,FNARX,20,FWRLX,20,FSENX,20,FSDPX,20
200709 FSESX,20,FWRLX,20,FSCHX,20,FNARX,20,FSDAX,20
200708 FDCPX,20,FWRLX,20,FSTCX,20,FSCHX,20,FSPTX,20
200707 FSTCX,20,FWRLX,20,FSAVX,20,FSCHX,20,FSCSX,20
200706 FSUTX,20,FSTCX,20,FSCSX,20,FWRLX,20,FSNGX,20
200705 FSUTX,20,FDFAX,20,FSCSX,20,FSTCX,20,FSAVX,20
200704 FSUTX,20,FDFAX,20,FSDPX,20,FSTCX,20,FSCSX,20
200703 FSUTX,20,FSTCX,20,FSDPX,20,FSCSX,20,FSAIX,20
200702 FSTCX,20,FSUTX,20,FSAIX,20,FDFAX,20,FSCSX,20
200701 FSUTX,20,FSTCX,20,FSCSX,20,FSAIX,20,FSLBX,20
200612 FSAIX,20,FSCSX,20,FSUTX,20,FNARX,20,FSDPX,20
200611 FSAIX,20,FSUTX,20,FSTCX,20,FSLBX,20,FSDPX,20
200610 FSLBX,20,FSTCX,20,FSAIX,20,FIDSX,20,FSUTX,20
200609 FSDPX,20,FSLBX,20,FNARX,20,FSAIX,20,FSTCX,20
200608 FNARX,20,FSESX,20,FSENX,20,FSNGX,20,FSDPX,20
200607 FNARX,20,FSESX,20,FSENX,20,FSDPX,20,FSAIX,20
200606 FSESX,20,FNARX,20,FSENX,20,FSDPX,20,FSNGX,20
200605 FSESX,20,FNARX,20,FSENX,20,FSLBX,20,FSNGX,20
200604 FSLBX,20,FSESX,20,FNARX,20,FSENX,20,FSLEX,20
200603 FSLBX,20,FBIOX,20,FSESX,20,FNARX,20,FSENX,20
200602 FSESX,20,FSENX,20,FNARX,20,FSNGX,20,FSLBX,20
200601 FSESX,20,FSENX,20,FNARX,20,FSNGX,20,FSLBX,20

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