Target 12% Return Portfolio using Downside Deviation (Post Modern Portfolio)
for period ending February 28, 2025
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Overview
t.trdd 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 Target 12% Return Portfolio using Downside Deviation (Post Modern Portfolio) gives investors access to a dynamic portfolio that uses an asset allocation algorithm that targets a 12% return (if possible) while minimizing downside deviation. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm resulting in a new target allocation each month..
Category Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.
Ingredients Used This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 8 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe.
Peer Group Tactical: DIY
- Tactical: This is a Tactical (i.e., dynamic, active) portfolio that is updated at the beginning of each calendar month. Tactical means that the ingredients and allocation to each ingredient can change every month. This portfolio recipe is updated monthly to reflect the new allocation.
- DIY: do-it-yourself. This is a do-it-yourself portfolio, which you can buy and update at your favorite brokerage. See How to Invest, below.
You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Target 12% Return Portfolio using Downside Deviation (Post Modern Portfolio) uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 8 ETFs that represent major asset classes. The steps to create this portfolio are as follows:
- VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold.
- VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD.
- VizMetrics runs the VizMetrics Post-Modern investment algorithm to choose the optimal asset allocation portfolio based on a target portfolio return that minimize downside deviation.
- VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.
Cost Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.

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

Compare: Total Return
for period ending February 28, 2025
5-year graph
●
t.trdd
●
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.trdd |
3.5% |
0.7% |
13.3% |
-1.0% |
4.4% |
4.0% |
7.9% |
8.8% |
Peer Group* average |
|
|
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.8% |
-0.3% |
12.8% |
6.8% |
9.4% |
8.1% |
9.3% |
7.7% |
Global Equities (ACWI) |
2.8% |
-0.3% |
15.3% |
9.2% |
12.8% |
9.3% |
9.6% |
|
U.S. Equities (SPY) |
1.4% |
-1.3% |
18.4% |
12.4% |
16.7% |
12.9% |
13.9% |
10.4% |
U.S. Bonds (BND) |
2.8% |
2.2% |
5.8% |
-0.5% |
-0.6% |
1.5% |
2.4% |
3.1% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
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Rank: Group |
Ranking: All Recipes |
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t.dyhb |
0.344420483083074% |
-0.033593496133785% |
9.90335815633552% |
5.4657004978439% |
5.15458019658943% |
3.52407025344046% |
5.37407661506732% |
6.87801448928971% |
t.dbnd |
1.24800368205238% |
0.73605344950991% |
8.18948558740162% |
6.33371469221644% |
6.1079858598005% |
4.94112442576178% |
0% |
0% |
t.qaro |
1.17616303225505% |
-0.57638050900259% |
14.9163092000399% |
8.20087249914596% |
7.0583786434125% |
5.84376090309593% |
5.44020277791897% |
4.82033613783286% |
t.acap |
5.17729773656899% |
1.41729323044412% |
23.9566819694202% |
4.37219448428952% |
4.68877627448727% |
4.84548064170984% |
7.39703815818484% |
8.21320696311758% |
t.trdd |
3.49705762694321% |
0.65173534355119% |
13.3052286795473% |
-0.984859434420127% |
4.36494108870407% |
4.04958955418078% |
7.86193375687627% |
8.82281383165566% |
t.shar |
2.79395631692174% |
-0.182600193860151% |
9.09150372288201% |
0.906015218827338% |
10.7580045577488% |
6.5768435640164% |
10.0993113779595% |
9.79034737153204% |
t.tris |
4.03172700032148% |
0.279387675395817% |
11.9985716935033% |
5.05160637736453% |
10.711389405235% |
5.05903373522321% |
7.40385131226733% |
8.16982152697337% |
t.tret |
3.7741201292413% |
0.726621927915322% |
16.1517366067843% |
0.292109542469143% |
4.67547494696301% |
4.77497001134692% |
8.34356955421194% |
9.15388991174155% |
t.rsop |
4.03016661322311% |
1.03813373655674% |
14.950751615561% |
5.89300700658735% |
8.94239967557666% |
7.78284663200319% |
9.3969152510976% |
8.84404959728231% |
t.rpcl |
4.21187760827717% |
0.76624590632244% |
15.4000854674243% |
4.05915304802915% |
4.5499032763169% |
5.46479050138089% |
6.97137443531486% |
7.94309912317812% |
t.risd |
4.25645822707887% |
2.16043782473087% |
13.6260792494586% |
5.08976660162916% |
7.20113929790676% |
7.09496479130727% |
9.02750269083647% |
8.76710347401% |
t.mva3 |
5.59390590957103% |
2.3492650610935% |
16.6733954744399% |
5.54702107645735% |
7.75760423741734% |
7.23444961631456% |
9.62890623415025% |
9.58894954188276% |
t.mva2 |
4.9509600092831% |
1.98225549702208% |
14.3319588819244% |
3.43704550252284% |
5.34271462438003% |
5.70247619008326% |
7.88656656143412% |
8.27871983284509% |
t.mca2 |
4.33926965485634% |
1.39633645410276% |
14.4614047702318% |
4.18971185006032% |
6.29958839051803% |
6.31138331900722% |
7.92490736913594% |
8.17534530684545% |
t.mca1 |
4.60506864776822% |
1.72410792063702% |
13.694911138588% |
2.55349439628321% |
4.98427381666897% |
5.51476376517599% |
7.40049164408922% |
7.84283672373085% |
t.madd |
4.8394068608463% |
1.97726652661378% |
18.5967399756377% |
6.29097155044431% |
6.95816867310468% |
6.91768202573175% |
9.23755892126925% |
9.02093829901265% |
t.loss |
5.20393268891139% |
4.20064883020334% |
19.8241288532018% |
6.27101251076709% |
6.017269413142% |
6.41223855345012% |
8.90666131718527% |
8.78828511727652% |
t.eqrc |
4.16627951373487% |
1.24195949824876% |
14.1718255170623% |
4.15867235130847% |
6.23214806079324% |
6.40736321847224% |
8.32534023413063% |
8.5232126662445% |
t.cvar |
5.46752064057356% |
3.92957869783173% |
22.34110209802% |
6.82962086035424% |
5.7354465644585% |
6.56301775470125% |
8.8123050888091% |
8.4715676251647% |
t.cdar |
1.63284902815373% |
-0.989000432419105% |
8.01832323591545% |
3.36406993940253% |
6.98769418644059% |
6.47067879733387% |
9.51649085320197% |
9.5492367510456% |
t.srt3 |
0.0620487357660959% |
-6.349816% |
9.75677445970728% |
6.4543737836265% |
14.9187084008728% |
9.71905494052903% |
11.7632200762615% |
0% |
t.srt5 |
-0.0546815199999884% |
-3.708% |
18.8590353783347% |
12.8986140485086% |
19.8202956461588% |
12.4284416765715% |
14.2826168449385% |
0% |
t.srrs |
2.781967719484% |
-0.148427521644125% |
13.2648359946132% |
7.25114793691062% |
14.1344690694577% |
9.4318975479273% |
10.3262375901457% |
0% |
t.srqr |
-11.83344% |
-1.95% |
35.6411398283037% |
53.6695588111969% |
36.5197013900556% |
19.2610980772521% |
23.5364728715176% |
0% |
t.pure |
-0.598556422745133% |
-2.70347891018399% |
-7.3777752573136% |
0.19919686550558% |
13.2548092053722% |
6.46733802248687% |
12.0555416725693% |
14.8634723656329% |
t.frs4 |
2.67053174175602% |
1.37993368937418% |
8.51415441659562% |
3.08969051397756% |
9.28771468182674% |
5.60515701556921% |
6.01477375833936% |
7.22534664388788% |
t.frs3 |
3.39391477888931% |
1.79451083817237% |
10.9157855517257% |
5.14554406487011% |
12.2603022859942% |
8.16367345579046% |
8.80351945699969% |
9.59182130130427% |
t.frs2 |
3.40932823805997% |
1.21506545184008% |
15.3104467137438% |
7.66890386066426% |
14.404156795829% |
7.58343986716992% |
8.50094122133975% |
9.39860289989785% |
t.frs1 |
1.38206388206388% |
-1.26948256953908% |
16.8206102926293% |
9.42229016209162% |
14.152348628473% |
8.15673706937954% |
8.41197630152435% |
10.1590629508227% |
t.eqwt |
3.73217611237648% |
0.775728453573221% |
14.6817555416314% |
5.57848985700542% |
8.98919882185947% |
7.89204869818849% |
9.26188496393181% |
8.55961199467385% |
t.sort |
2.53537131934511% |
-0.247443777681772% |
6.73298698247902% |
0.505764255295738% |
10.9243169392282% |
6.28312480016251% |
9.77042692380337% |
9.45778758675551% |
t.rpba |
4.08910863859611% |
1.07042639112395% |
15.5913476628075% |
5.95995068613577% |
9.05695048707007% |
7.82860220416988% |
9.56321382673189% |
9.04590822356324% |
t.mvar |
4.57154393502186% |
2.00966104928203% |
17.0442728165604% |
7.06877057644686% |
7.91235393667644% |
7.40270131275591% |
9.50267556603721% |
9.24376325323533% |
t.madm |
4.8394068608463% |
1.97726652661378% |
18.5967399756377% |
6.29097155044431% |
6.95816867310468% |
6.91768202573175% |
9.26264076438894% |
9.03971183915948% |
t.dist |
3.76634117717916% |
0.280403581736208% |
15.6224946324168% |
3.61382776018042% |
4.12122681494915% |
5.572834653562% |
7.05266549948333% |
7.97174776969787% |
t.mdiv |
3.78951195687838% |
1.34500018678592% |
14.7092970921478% |
2.47378491562598% |
4.44736595675295% |
4.75828094095421% |
7.7393469299307% |
8.1025876677183% |
t.coco |
3.57756321061891% |
0.961796292422761% |
16.393621774931% |
3.08763609412714% |
6.51490423415657% |
5.69458155766844% |
8.16230912878639% |
8.41241752863104% |
t.aaaf |
6.20973024841869% |
1.14307318623994% |
22.6000001608524% |
8.72772804228195% |
13.7933174346137% |
11.5229899471734% |
14.0894573552793% |
13.9813761725935% |
t.aaae |
4.49743709009229% |
0.937822932437155% |
15.9941610594867% |
3.63930325247381% |
11.5449342712867% |
7.80298987451615% |
9.40373362507323% |
10.8285134836603% |
t.aaad |
1.8672474053947% |
-0.671521326238015% |
10.9161694574956% |
5.4286745561672% |
13.785846174497% |
6.97583523623633% |
9.981825892288% |
11.530872412601% |
t.aaac |
3.97985985170914% |
0.372437441413159% |
17.0486079355033% |
2.40665804728259% |
7.64630443641319% |
5.37236826028431% |
7.79822517773607% |
9.54779426243042% |
t.aaab |
3.88132200034312% |
0.320768834007376% |
15.4699908148597% |
2.07796151411079% |
7.53743153850386% |
5.413517008549% |
7.84748455161492% |
9.58328816912974% |
t.aaaa |
4.17110318604264% |
0.560390961863598% |
16.2643126566822% |
5.64706675313018% |
10.5203594660958% |
7.11666850425754% |
8.49382990940559% |
10.1713801328779% |
|
|
|
|
|
|
t.trdd |
18.9% |
9.9% |
-26.0% |
6.4% |
12.3% |
Peer Group* average |
|
|
|
|
|
60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
Ranking: Peer Group* |
Rank: Group |
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Rank: Group |
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Ranking: All Recipes |
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Rank: All |
Rank: All |
t.dyhb |
17.6857889432378% |
-0.424179698869032% |
-7.18336076125054% |
8.04433480523521% |
11.5825590950859% |
t.dbnd |
12.4001641494272% |
3.44397661063875% |
-1.7673793678378% |
10.6400593174128% |
6.77884085824092% |
t.qaro |
13.7524210493494% |
4.59240204628992% |
-11.1438326553824% |
15.3386927829938% |
15.7258541483237% |
t.acap |
-3.15591381489754% |
20.4432160619124% |
-22.45403221641% |
7.40184469105014% |
18.8919118413825% |
t.trdd |
18.8888487461911% |
9.87152300964638% |
-26.0476121532499% |
6.36635125071483% |
12.330800445662% |
t.shar |
31.8518384438335% |
23.4411606259802% |
-21.87479682622% |
12.3218052604971% |
9.37014151732831% |
t.tris |
18.8765310933997% |
15.142112269322% |
-13.2151489279659% |
10.3892915506608% |
11.3116777031029% |
t.tret |
18.8265028997918% |
8.47801777380577% |
-26.0296350385373% |
7.36180722098361% |
15.3676372978931% |
t.rsop |
16.6788574299794% |
12.9632353675667% |
-19.3414043196725% |
18.2419777264708% |
12.2112091066751% |
t.rpcl |
6.18574792773916% |
6.10522651436409% |
-17.3138973124509% |
14.235592105237% |
10.0481112617687% |
t.risd |
16.4207546051224% |
6.27488285821169% |
-17.0795987959738% |
15.6705918175895% |
11.5426178845947% |
t.mva3 |
16.4475057805443% |
8.29647793772845% |
-16.6430053414138% |
14.1334152915745% |
13.2038730305259% |
t.mva2 |
13.9423358513251% |
5.32238855516891% |
-17.0409959438868% |
12.7837931445343% |
9.43018592425233% |
t.mca2 |
14.459818862544% |
8.9068513656305% |
-18.9457469665729% |
14.7510299013823% |
10.8635090904715% |
t.mca1 |
15.9342003247503% |
6.10410986942322% |
-18.751642966597% |
11.8822854915719% |
8.89676094816407% |
t.madd |
10.5160149264737% |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
t.loss |
15.2813151091985% |
3.09414417690548% |
-18.479249626044% |
13.031568361609% |
14.5631900085841% |
t.eqrc |
13.7733136019478% |
8.82676076930242% |
-19.5964571862675% |
14.9855260511003% |
10.9020053462146% |
t.cvar |
10.8257013044757% |
0.759134878710621% |
-18.0142669945865% |
16.2212575296877% |
16.8746265767511% |
t.cdar |
18.6570928662247% |
7.5552738288192% |
-15.8396274872416% |
20.5750399487302% |
5.59945701004214% |
t.srt3 |
33.3253799119496% |
12.6920037171253% |
-4.66110537752611% |
3.76595072486461% |
26.2639170725895% |
t.srt5 |
42.428645738185% |
13.3683816400023% |
-0.0377534476435293% |
10.7408896298008% |
32.8389664356036% |
t.srrs |
14.530996789793% |
28.890913509327% |
-4.05917982551871% |
5.15194903910461% |
15.4469423586743% |
t.srqr |
19.9565693064752% |
9.25312744122639% |
20.7261796509901% |
35.7843164035702% |
125.323401507358% |
t.pure |
38.7337197655583% |
29.8707683196271% |
-30.1397064440225% |
39.2701153505725% |
-5.72415932121767% |
t.frs4 |
4.79243329096743% |
28.9596335134098% |
-8.71103462588398% |
6.76423807600433% |
6.79526875321188% |
t.frs3 |
13.3896805677203% |
31.6871352500162% |
-9.40291629311235% |
11.1850931254423% |
9.46819022445564% |
t.frs2 |
5.82230661463172% |
33.6879639179315% |
-2.1721698717026% |
9.48474896909841% |
14.0715255505641% |
t.frs1 |
11.8936515284869% |
24.8239629975502% |
-1.66592365448264% |
4.02750319776695% |
23.1724247337602% |
t.eqwt |
19.2013419507117% |
13.021617406844% |
-20.392117109815% |
18.7871213530999% |
11.7937656754764% |
t.sort |
34.1810346882099% |
22.673599865263% |
-21.8579334248415% |
13.4524209330745% |
6.89679953365077% |
t.rpba |
16.7651720839806% |
13.0003607484082% |
-19.5380347547834% |
18.2281640302314% |
12.8699463678829% |
t.mvar |
13.7854873506792% |
6.2517777007832% |
-16.5887215609709% |
17.3063290729272% |
15.3676372978931% |
t.madm |
10.5160149264737% |
7.26372272447371% |
-19.4480347710231% |
17.0288553895919% |
15.8473972033613% |
t.dist |
6.401488104259% |
6.57477338910426% |
-19.2648644355954% |
14.8065928418213% |
10.0343657687947% |
t.mdiv |
13.5340524280839% |
4.9292667911002% |
-22.903221678147% |
15.3975078542072% |
11.7338690409823% |
t.coco |
22.9771500403719% |
6.21247145397237% |
-23.2582939265105% |
16.1944748615217% |
13.3439354565112% |
t.aaaf |
18.8478559766322% |
24.9592656712499% |
-12.8611500959783% |
15.2553856004544% |
21.8818661945352% |
t.aaae |
26.4433173099597% |
17.9844768345203% |
-20.6677076909989% |
17.3619246036437% |
12.2647858438666% |
t.aaad |
28.6877582551626% |
25.6368061423383% |
-15.1236057862516% |
13.4736870831487% |
9.9986742408138% |
t.aaac |
12.0110148346848% |
14.5779268357423% |
-17.7181609028232% |
7.5985638021292% |
13.9750764888248% |
t.aaab |
12.53479302481% |
15.0698785073506% |
-18.0799629226466% |
8.03786160945619% |
12.9710561861616% |
t.aaaa |
13.3104758122727% |
20.1360239536609% |
-16.2467835025164% |
14.2840037094768% |
13.3370641149433% |

Compare: Risk vs. Return
for period ending February 28, 2025
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Maximum Drawdown vs. Annual Return
●
t.trdd
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
t.trdd
●
Peer group
●
All other recipes
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
t.trdd
●
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.trdd |
-3.8% |
-15.5% |
-11.9% |
-8.1% |
-3.0% |
1.5% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-3.7% |
-5.3% |
-5.0% |
-2.1% |
-0.7% |
0.4% |
Global Equities (ACWI) |
-2.0% |
-3.1% |
-3.5% |
-3.4% |
-4.5% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-11.9% |
-20.1% |
-24.0% |
-12.8% |
-9.6% |
-4.2% |
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 |
-4.34219148059809% |
-7.16317964897871% |
-8.61169833130406% |
-7.52618433954261% |
-4.60579300996882% |
1.2251559240563% |
t.dbnd |
-5.57234253556872% |
-5.47764287391052% |
-7.00063753346781% |
-3.69019693481512% |
0% |
0% |
t.qaro |
-2.6969746525816% |
-3.51232271922937% |
-7.9407582444554% |
-5.51085258840403% |
-6.66527899487968% |
-4.06564180647664% |
t.acap |
6.65193318529506% |
-8.52606262736889% |
-11.4770443946078% |
-6.89969035976891% |
-4.22184143147857% |
0.275759592021915% |
t.trdd |
-3.82352328761656% |
-15.4554720351247% |
-11.9210563848337% |
-8.09097314067487% |
-3.00806543939193% |
1.52254437278661% |
t.shar |
-8.33802484091579% |
-13.8558731456422% |
-3.15583603889487% |
-4.63075345276835% |
-0.580435431665729% |
1.40416700917578% |
t.tris |
-5.0984874950864% |
-7.60958382399034% |
-2.48905998625716% |
-6.58462416236349% |
-4.28957703337047% |
0.0574489678955814% |
t.tret |
-1.19995955565318% |
-13.6372714936132% |
-11.4971887062391% |
-7.07697365610235% |
-2.20956350463116% |
2.16217381075682% |
t.rsop |
-2.40479623884422% |
-6.51251878907179% |
-6.56850628355061% |
-3.54605163764338% |
-2.30069754123367% |
0.254650861255996% |
t.rpcl |
-2.6014909898223% |
-8.7213152471485% |
-11.7267683257109% |
-6.02796113044259% |
-4.4849772957351% |
0.442565757404685% |
t.risd |
-4.26197679297924% |
-7.51596346738018% |
-7.66597528857982% |
-3.07537770039984% |
-0.0853553557779865% |
2.62221440136062% |
t.mva3 |
-0.259629287095667% |
-6.90960018338907% |
-6.95548290755305% |
-3.03897431725554% |
0.198053319652798% |
3.40018757765501% |
t.mva2 |
-3.35007470756275% |
-9.66249612027683% |
-10.3713452254958% |
-5.33552665880013% |
-2.42664153704235% |
1.3682852661566% |
t.mca2 |
-3.30965754410474% |
-8.56580758858364% |
-9.26985966134635% |
-4.66476374266895% |
-2.56585214354937% |
1.11182350825333% |
t.mca1 |
-4.33234924802144% |
-10.6549508028025% |
-11.0150514655497% |
-5.74229243568477% |
-3.36048090610365% |
0.670284757653725% |
t.madd |
2.1993883631506% |
-5.93352575924914% |
-7.99337127727035% |
-3.29990456773582% |
0.496362934056089% |
3.14605500368008% |
t.loss |
3.57442549037306% |
-5.87879093086283% |
-9.39597484884706% |
-4.20158112256511% |
-0.696474855318794% |
2.19487032669267% |
t.eqrc |
-3.4959512964494% |
-8.56849414910567% |
-9.42268320168345% |
-4.57253734142565% |
-1.96818448588018% |
1.57485037009846% |
t.cvar |
3.96331166009952% |
-5.24861885167581% |
-9.92608796704335% |
-4.03716213058931% |
-1.01763409956452% |
1.80579694188274% |
t.cdar |
-10.4558531170459% |
-9.65501064190122% |
-8.2410584746719% |
-4.43195754268246% |
-0.257247293584802% |
2.51425585850557% |
t.srt3 |
-10.9030828265857% |
-5.93490974374991% |
-1.10489519575765% |
-3.08287909465266% |
-1.88841428816688% |
0% |
t.srt5 |
-3.3831539683909% |
-0.522817068536337% |
1.9975493608909% |
-1.12050714782013% |
-1.10352857566007% |
0% |
t.srrs |
-5.90047520245632% |
-4.77909716183835% |
1.28631130677848% |
-1.35427926401828% |
-1.10555523151521% |
0% |
t.srqr |
-4.73746582956812% |
9.50435807245321% |
0.030505446755825% |
-3.5548479817112% |
-2.78210559827409% |
0% |
t.pure |
-22.6142717775591% |
-11.4039352761107% |
-4.73278899752571% |
-6.94903882515765% |
-3.25746218506883% |
2.21522368697248% |
t.frs4 |
-9.10461150346122% |
-12.3440283416368% |
-1.54692572626862% |
-3.84381299920035% |
-4.35750813884373% |
1.19256953743302% |
t.frs3 |
-7.87399860665112% |
-7.62851396760618% |
1.84158258608623% |
-0.49383038946654% |
-1.07657889674596% |
3.48006053074017% |
t.frs2 |
-4.09041221358144% |
-3.62853605829721% |
4.31529197474661% |
-2.91939533353245% |
-3.08438389684399% |
1.20718830592402% |
t.frs1 |
-2.67478981682913% |
-2.01455545819041% |
-1.20885572679524% |
-4.08720184313087% |
-5.23114746998977% |
-0.0977589061923858% |
t.eqwt |
-3.04536513363281% |
-6.86995589515551% |
-6.81059259778821% |
-3.77585615085439% |
-3.06338791580816% |
-0.882760726753006% |
t.sort |
-11.3123688033335% |
-14.4474493776066% |
-3.21679936162974% |
-5.17945159825199% |
-1.38219164082288% |
0.770883330322151% |
t.rpba |
-1.63905489391505% |
-6.4333560859375% |
-6.36394577233161% |
-3.41472968791843% |
-2.0014654423005% |
0.613889713908705% |
t.mvar |
-0.11139540760278% |
-4.93477025783803% |
-6.72632894794466% |
-2.67986106882296% |
0.706146367615846% |
3.44358147428689% |
t.madm |
2.1993883631506% |
-5.93352575924914% |
-7.99337127727035% |
-3.29990456773582% |
0.529042830250644% |
3.17091107085103% |
t.dist |
-2.17394681706132% |
-9.1733169806888% |
-12.3486820558214% |
-6.08400230138429% |
-4.72652743243566% |
0.0901163705996613% |
t.mdiv |
-3.31505691650475% |
-10.5021866805152% |
-11.8596195755377% |
-6.97160055606037% |
-2.83719873279141% |
1.10077537101161% |
t.coco |
-0.91835806121907% |
-9.66041052463257% |
-9.29430493405672% |
-5.84201033890929% |
-2.5809620260735% |
1.15118649927149% |
t.aaaf |
6.63385814814701% |
-2.50886926154379% |
2.43968835948673% |
3.37644990215124% |
6.82713471650267% |
8.4123422058303% |
t.aaae |
0.771731125577999% |
-9.28340238728478% |
-2.94961546617048% |
-3.41831615271533% |
-2.06244188562879% |
2.78055819610234% |
t.aaad |
-3.71381859034773% |
-7.06812357041597% |
0.20499417166592% |
-4.70419436575059% |
-1.86005430694359% |
3.14456819991931% |
t.aaac |
5.0438110802112% |
-10.8925822446559% |
-7.82175211589738% |
-6.47611090774552% |
-3.8286037249812% |
1.8556985148575% |
t.aaab |
2.44410824858006% |
-11.3339335756679% |
-7.9023181949464% |
-6.383125378771% |
-3.70816536234532% |
1.9318305755924% |
t.aaaa |
1.51759415847838% |
-6.77522100522987% |
-3.44836220461406% |
-3.77204643078702% |
-2.57480502284173% |
2.76506976188211% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
-0.7% |
-10.3% |
-6.0% |
-3.5% |
1.4% |
4.0% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
-2.7% |
-3.9% |
-3.5% |
-1.3% |
-0.3% |
0.4% |
Global Equities (ACWI) |
-1.3% |
-2.8% |
-3.1% |
-3.0% |
-4.1% |
|
U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
U.S. Bonds (BND) |
-3.8% |
-8.3% |
-7.1% |
-2.3% |
-0.2% |
0.7% |
Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Ranking: All Recipes |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
t.dyhb |
2.96860918931149% |
-1.52871479764564% |
-0.231694694128859% |
-0.157160752913301% |
2.89144174383734% |
4.28197276245064% |
t.dbnd |
-0.742369360953115% |
-2.04890356463846% |
-0.902376499962443% |
0.753714182607109% |
0% |
0% |
t.qaro |
1.88126703491666% |
-1.96927770503219% |
-2.8068480189889% |
-0.284772029855277% |
0.324041095792302% |
0.916139647465079% |
t.acap |
9.39154395874907% |
-4.9442654135902% |
-6.4277338537507% |
-2.92044361699778% |
-0.262424243275825% |
2.63664726911284% |
t.trdd |
-0.701114250486022% |
-10.3089922810234% |
-5.98861203909755% |
-3.5031090394373% |
1.44086370054801% |
3.9794272581108% |
t.shar |
-2.89307094860085% |
-7.98274539723601% |
0.774866658567187% |
-0.556750230211983% |
3.97308645559394% |
4.87831068242868% |
t.tris |
-0.652734944341678% |
-3.89085460148746% |
1.61292847077107% |
-1.71477841885928% |
1.85170224934163% |
3.6163960564206% |
t.tret |
1.31946681157971% |
-9.12174752327818% |
-5.76310364417084% |
-2.77438886081141% |
1.87692782932594% |
4.30599989780879% |
t.rsop |
-0.106775930424281% |
-5.18294386928901% |
-4.61426781133618% |
-1.99436250441333% |
-0.753730108210187% |
0.931752392868207% |
t.rpcl |
1.0209056751484% |
-5.95091629631287% |
-6.6787084691186% |
-1.95990176525965% |
0.680466183292423% |
3.1232622692941% |
t.risd |
-0.501617372947427% |
-4.0213622543231% |
-2.54262558636967% |
0.539738550796121% |
3.45310829967892% |
4.26730520902541% |
t.mva3 |
3.05060189231565% |
-4.09288269890298% |
-2.71078769094611% |
0.257618402598476% |
3.2544456990034% |
4.65096488589096% |
t.mva2 |
0.173183665209848% |
-6.11434108822238% |
-4.60129361019009% |
-0.708715905651335% |
2.45633554022833% |
4.03683005772039% |
t.mca2 |
-0.546155907108309% |
-6.17595711749662% |
-5.23910480738947% |
-1.48615929705194% |
0.958064322243274% |
2.73285178582968% |
t.mca1 |
-1.10838538160159% |
-7.4256183475694% |
-5.80778235514022% |
-1.56257499423726% |
1.11490446684391% |
2.81084794184086% |
t.madd |
4.30310774554499% |
-2.95983288519935% |
-2.91862237581745% |
0.337529227528784% |
3.66364434426643% |
4.53157947222563% |
t.loss |
12.4653252639935% |
-1.84280749198328% |
-2.84460153625234% |
0.239766719209546% |
3.62802852430732% |
4.22499225119928% |
t.eqrc |
-0.879836100948188% |
-6.41817049989822% |
-5.59951959687336% |
-1.71283713386453% |
0.986584518770298% |
2.78145940891158% |
t.cvar |
11.5621042324627% |
-1.55386680520377% |
-2.79414987469774% |
0.778859482924726% |
3.76952152788716% |
4.19531931482279% |
t.cdar |
-7.85680929662155% |
-5.7653288609631% |
-2.88553216511984% |
-0.565868480021047% |
3.54952518122841% |
4.79757964703467% |
t.srt3 |
-16.6467163321158% |
-2.67215833457376% |
5.17951437485944% |
1.04058695139433% |
2.72535194076977% |
0% |
t.srt5 |
-2.64395733334458% |
0.272577236741915% |
3.86841264775336% |
0.174768951939793% |
0.4856766908718% |
0% |
t.srrs |
-4.34017640016035% |
-3.10255785200729% |
2.80968871982722% |
0.325115757208842% |
0.750767575843707% |
0% |
t.srqr |
10.2089203518943% |
35.2952304622673% |
12.0294106120767% |
0.813458169416151% |
3.70496663913415% |
0% |
t.pure |
-29.1694216514203% |
-12.2963286380163% |
-0.838488460533529% |
-3.19545214355545% |
4.14810854287683% |
8.41555083456357% |
t.frs4 |
-5.34795125425676% |
-4.57831537562818% |
1.85818754084971% |
-0.0463654281002728% |
-0.0588908492392841% |
2.5054570973744% |
t.frs3 |
-5.55753976442726% |
-3.01516898818306% |
4.1255893644777% |
1.87974100058464% |
1.97697435276617% |
4.3958080868948% |
t.frs2 |
-2.74227947540339% |
-0.701637607582402% |
6.44575280649111% |
0.647809608531209% |
0.971439335600648% |
3.64069343698097% |
t.frs1 |
-2.50361411354638% |
0.90784115833758% |
4.9914301417801% |
0.897698331495759% |
0.480072713253039% |
4.69210949656394% |
t.eqwt |
-0.967197582133556% |
-5.84863302840089% |
-5.17557790224561% |
-2.44559350997277% |
-1.62565409451468% |
-0.127985378326374% |
t.sort |
-5.39037743096058% |
-8.36454144792324% |
1.00328465939377% |
-0.844568985951176% |
3.62383243963106% |
4.53576710669788% |
t.rpba |
0.53380869267145% |
-5.05904665159461% |
-4.37678356045061% |
-1.84139240685082% |
-0.480568268087312% |
1.24683798011895% |
t.mvar |
2.76706750793003% |
-2.19812232008589% |
-2.10594059381588% |
0.69259533155737% |
3.83215037401789% |
4.69757881873505% |
t.madm |
4.30310774554499% |
-2.95983288519935% |
-2.91862237581745% |
0.337529227528784% |
3.68484237418352% |
4.54829283639645% |
t.dist |
1.10547862914872% |
-6.73174224025994% |
-7.73074260728075% |
-2.35392091382102% |
0.134998099077912% |
2.4815934510623% |
t.mdiv |
-0.69697364936264% |
-7.6584835713259% |
-6.50065092834289% |
-2.41889077318288% |
1.75812236037647% |
3.31459124253932% |
t.coco |
1.03757841902516% |
-7.50098923148102% |
-5.52039689249679% |
-2.39467778263005% |
1.1191518854916% |
2.67744394326678% |
t.aaaf |
8.99462345386131% |
-0.480606724711468% |
4.49851460301335% |
4.92952221697072% |
7.90348457961239% |
8.86852424112056% |
t.aaae |
2.74642558364679% |
-6.67109387644895% |
-0.862933896991082% |
-1.19438408181957% |
0.55850930326435% |
3.91625449497763% |
t.aaad |
-0.836911150883292% |
-4.1115576092489% |
2.74645902428703% |
-1.30415871924053% |
1.77193376056939% |
5.16609322034442% |
t.aaac |
6.04350442220373% |
-7.28348649662554% |
-3.18208162110399% |
-2.25588966638205% |
0.781303448988495% |
4.05391931093314% |
t.aaab |
4.55331000396003% |
-7.58555563100542% |
-3.30955470128767% |
-2.19999946028718% |
0.842302974098138% |
4.08973004173466% |
t.aaaa |
3.83837990773451% |
-3.68282742618179% |
0.0275373203058074% |
-0.401639499614093% |
1.59079652169638% |
4.70934719711314% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
0.91 |
-0.41 |
0.13 |
0.21 |
0.65 |
0.68 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.92 |
0.14 |
0.49 |
0.58 |
0.80 |
0.61 |
Global Equities (ACWI) |
1.06 |
0.28 |
0.59 |
0.52 |
0.59 |
|
U.S. Equities (SPY) |
1.22 |
0.44 |
0.76 |
0.72 |
0.86 |
0.61 |
U.S. Bonds (BND) |
0.19 |
-0.67 |
-0.52 |
-0.11 |
0.20 |
0.30 |
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 |
0.862478039228325 |
0.0121459514731564 |
0.278731046003514 |
0.227523713442514 |
0.550539026736851 |
0.664143199289768 |
t.dbnd |
0.750979981910704 |
0.112818126819139 |
0.355870403167002 |
0.447801312885377 |
0 |
0 |
t.qaro |
1.00443948810214 |
0.239893007946823 |
0.34001264385159 |
0.372268635145635 |
0.428486660319609 |
0.338127830899542 |
t.acap |
1.75945270938078 |
-0.0327055040714211 |
0.159733828108988 |
0.286329463666471 |
0.585999731561883 |
0.612288839630066 |
t.trdd |
0.908704309956208 |
-0.408958956956599 |
0.132895928556291 |
0.210764091726343 |
0.651315004709037 |
0.679764191402459 |
t.shar |
0.515708340461276 |
-0.320680693395281 |
0.572168759229989 |
0.420655262119973 |
0.805284462811086 |
0.680553549016071 |
t.tris |
0.799004737125759 |
0.0151995036852202 |
0.608918756420789 |
0.304434506026004 |
0.580678558794505 |
0.599324739929489 |
t.tret |
1.12907949809436 |
-0.30685331363512 |
0.155560604559046 |
0.273145936493727 |
0.701124241188279 |
0.717932929466435 |
t.rsop |
1.02739135912899 |
0.0883783937179177 |
0.42039483228368 |
0.494232052169263 |
0.708050835570061 |
0.61459364444825 |
t.rpcl |
1.01195589554934 |
-0.0364496371939779 |
0.147532947248581 |
0.338396570042099 |
0.565433777001075 |
0.618471864221717 |
t.risd |
0.872274707267202 |
0.024062257933068 |
0.351121564975277 |
0.512124802764988 |
0.835001617596271 |
0.746333536915959 |
t.mva3 |
1.20659765853835 |
0.0581005052400746 |
0.388382620141702 |
0.51547094559088 |
0.854635960364728 |
0.794696838704429 |
t.mva2 |
0.948478798634505 |
-0.0919961699526511 |
0.211267812801 |
0.376661230462676 |
0.691157790691657 |
0.672061910090141 |
t.mca2 |
0.951633031822904 |
-0.0278393768704609 |
0.272901444427391 |
0.418827197343162 |
0.682377941019898 |
0.656924384078684 |
t.mca1 |
0.865656081435454 |
-0.143993985137529 |
0.180346359640233 |
0.352437328568702 |
0.632337256532668 |
0.629526673086901 |
t.madd |
1.40886368501623 |
0.109707816513328 |
0.334960870262983 |
0.499155887987641 |
0.870923166387503 |
0.778047279254112 |
t.loss |
1.52486042180099 |
0.109040662099436 |
0.266865877415263 |
0.450866763225971 |
0.806611585525966 |
0.72675890841901 |
t.eqrc |
0.935856548474914 |
-0.0265209245255119 |
0.265743752128722 |
0.424288433355504 |
0.718781894975113 |
0.68461537973502 |
t.cvar |
1.54655508154053 |
0.147536637869543 |
0.238945951130958 |
0.458055083282995 |
0.782835149338265 |
0.700406061108575 |
t.cdar |
0.336386064758839 |
-0.0889531712176998 |
0.323756042768376 |
0.432258538617876 |
0.824637616915929 |
0.74348102732549 |
t.srt3 |
0.33112039996338 |
0.12709362550613 |
0.70772592643676 |
0.541418177278497 |
0.749271320649327 |
0 |
t.srt5 |
0.946326174664166 |
0.428904756642941 |
0.857465047462853 |
0.65949189549425 |
0.802978092847651 |
0 |
t.srrs |
0.734625854349803 |
0.175790660444964 |
0.800366520913331 |
0.626874736698919 |
0.785378782393521 |
0 |
t.srqr |
0.876157027429545 |
0.991524844436761 |
0.846790412661606 |
0.600910254979005 |
0.757973030239151 |
0 |
t.pure |
-0.796747899075407 |
-0.159363251544677 |
0.538185945874087 |
0.315427738926354 |
0.669713283753953 |
0.752791418853189 |
t.frs4 |
0.447900677315255 |
-0.259128421227443 |
0.639809440668052 |
0.45509514659936 |
0.56708211899578 |
0.660066896984715 |
t.frs3 |
0.564741607964132 |
0.003016650908905 |
0.816022932635649 |
0.664620571348003 |
0.780809343377516 |
0.805400511231015 |
t.frs2 |
0.887225179033182 |
0.223243884568172 |
0.938198063493792 |
0.529219747234851 |
0.661758791857941 |
0.675463613045846 |
t.frs1 |
1.00417696662627 |
0.319683646409485 |
0.694402456639469 |
0.473829441534002 |
0.539448751201533 |
0.607023588857812 |
t.eqwt |
0.973418175632964 |
0.0725480035068035 |
0.411511129670186 |
0.483565074056054 |
0.663627128096973 |
0.550979740676615 |
t.sort |
0.252037355810512 |
-0.352983839430561 |
0.571201719015079 |
0.38915915720173 |
0.757689472571831 |
0.643623062316115 |
t.rpba |
1.09137784483614 |
0.0920963749066281 |
0.429895654279414 |
0.501424362540585 |
0.726147815963392 |
0.635648712517723 |
t.mvar |
1.21899166028674 |
0.163286886697783 |
0.400595339328519 |
0.537011085352388 |
0.884494650519572 |
0.796086290894515 |
t.madm |
1.40886368501623 |
0.109707816513328 |
0.334960870262983 |
0.499155887987641 |
0.872957778938356 |
0.779554475434578 |
t.dist |
1.04724425480633 |
-0.0586120760301886 |
0.11782973386812 |
0.337416553918976 |
0.552160760141556 |
0.599343106725724 |
t.mdiv |
0.952331102922331 |
-0.1315966598383 |
0.139613202655304 |
0.27876300097175 |
0.66401745526748 |
0.65459245457045 |
t.coco |
1.15249728782391 |
-0.0822977886678506 |
0.27651280929008 |
0.350213615509239 |
0.681974072667528 |
0.660255998889669 |
t.aaaf |
1.76346631913282 |
0.287321628475145 |
0.849117458031698 |
0.893927209444182 |
1.25781736476054 |
1.09744326204867 |
t.aaae |
1.29377426504518 |
-0.0677879424065232 |
0.597192655907397 |
0.501653681488633 |
0.722434100788718 |
0.76725957064368 |
t.aaad |
0.914451999878437 |
0.0476269901693854 |
0.74219758580576 |
0.424961543630765 |
0.735059419283668 |
0.788814924575061 |
t.aaac |
1.65684671883277 |
-0.159154928237979 |
0.354502105939995 |
0.316215074494917 |
0.611058528859412 |
0.708658372647537 |
t.aaab |
1.44032765127815 |
-0.184251290100731 |
0.34967685181924 |
0.321434457029227 |
0.618377897798385 |
0.713136457622257 |
t.aaaa |
1.35779575270638 |
0.0631143328441476 |
0.569727278630036 |
0.477170998716119 |
0.688817528685841 |
0.763234659123146 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
1.41 |
-0.49 |
0.19 |
0.29 |
0.98 |
1.09 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
1.47 |
0.19 |
0.72 |
0.85 |
1.23 |
0.89 |
Global Equities (ACWI) |
1.79 |
0.39 |
0.88 |
0.77 |
0.89 |
|
U.S. Equities (SPY) |
2.28 |
0.64 |
1.18 |
1.10 |
1.36 |
0.90 |
U.S. Bonds (BND) |
1.47 |
0.19 |
0.72 |
0.85 |
1.23 |
0.89 |
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 |
1.47951801898767 |
0.0161570960499029 |
0.418485743057493 |
0.339575230703653 |
0.928827787315616 |
1.20469016343728 |
t.dbnd |
1.22599243637394 |
0.170457537072586 |
0.564149141601346 |
0.717049377568846 |
0 |
0 |
t.qaro |
1.65805711547879 |
0.371653382155396 |
0.548686348331014 |
0.599493064205709 |
0.668447836352623 |
0.529831952020583 |
t.acap |
3.11457557760895 |
-0.0441470602592153 |
0.215286193433709 |
0.392922584328055 |
0.852331678981623 |
0.918127724823176 |
t.trdd |
1.40579686608518 |
-0.489935176129048 |
0.185260217352091 |
0.29371958847619 |
0.975429924777458 |
1.08864865561107 |
t.shar |
0.818837323234362 |
-0.388816307374093 |
0.903886295428662 |
0.65048603041184 |
1.3763370323906 |
1.15781585338841 |
t.tris |
1.25378441572821 |
0.0212747350234052 |
0.959661253382408 |
0.448096320243564 |
0.931308309247469 |
0.981766691849629 |
t.tret |
1.84126270399024 |
-0.375397146868438 |
0.216582963803032 |
0.381196279189415 |
1.04471490085957 |
1.14734119886361 |
t.rsop |
1.57941261068121 |
0.122764368034218 |
0.615309631659524 |
0.732783868525346 |
1.10515190762404 |
0.916859700479357 |
t.rpcl |
1.57762061461657 |
-0.0514153354716674 |
0.212439434686793 |
0.49939829723344 |
0.875165437211541 |
0.982840428628025 |
t.risd |
1.30022734390338 |
0.0330011973597605 |
0.529382399400401 |
0.791945366863511 |
1.34962367690753 |
1.2078206633545 |
t.mva3 |
1.87767743613076 |
0.0815092135100984 |
0.58909546264913 |
0.79704692239582 |
1.40870143183732 |
1.33973782651334 |
t.mva2 |
1.39851073330838 |
-0.126228807978842 |
0.309024776156387 |
0.568693906618482 |
1.10727399027271 |
1.11076416321829 |
t.mca2 |
1.4279442057418 |
-0.0384062923329306 |
0.40007394057361 |
0.626595818379615 |
1.06520725916327 |
1.02749549676675 |
t.mca1 |
1.26061044389963 |
-0.195139890250406 |
0.261258527354709 |
0.525105090210007 |
0.989889834086884 |
0.989222530016401 |
t.madd |
2.32809737647083 |
0.152292370548235 |
0.496655385934499 |
0.761507848960308 |
1.40233011977645 |
1.25958138287334 |
t.loss |
2.80388372364145 |
0.163485795788197 |
0.410929628877768 |
0.698024964543684 |
1.32972958124244 |
1.17289769883233 |
t.eqrc |
1.3990182235005 |
-0.0363637098759379 |
0.385843025365402 |
0.629145352838789 |
1.11512565667852 |
1.06081972222829 |
t.cvar |
3.25386150822464 |
0.218525087833696 |
0.365713149770943 |
0.707782934560075 |
1.28194416921111 |
1.15698930255936 |
t.cdar |
0.489043592031015 |
-0.120982546409225 |
0.478535992810279 |
0.645502476308912 |
1.31462962374934 |
1.18990436493286 |
t.srt3 |
0.533209337059666 |
0.194327325417984 |
1.3172701788151 |
0.873748271659367 |
1.2726743744599 |
0 |
t.srt5 |
1.76386816442599 |
0.635260704724379 |
1.42035974361683 |
1.02821823453843 |
1.25063740289695 |
0 |
t.srrs |
1.13608456773859 |
0.244934038959653 |
1.3158631653729 |
0.93115272698337 |
1.19297924370412 |
0 |
t.srqr |
1.93030834854764 |
2.00179542294898 |
1.57735896858092 |
1.03037541903088 |
1.32673027073739 |
0 |
t.pure |
-0.935858608751885 |
-0.218113606617168 |
0.885180669813251 |
0.492592440315324 |
1.12453465519435 |
1.31065678729532 |
t.frs4 |
0.607041936738497 |
-0.330878147183502 |
1.05636629831793 |
0.691657523555175 |
0.874318215241677 |
1.03172998407712 |
t.frs3 |
0.780811424614631 |
0.00413655982329604 |
1.42438873626861 |
1.06750413540248 |
1.27847630239227 |
1.29657369887955 |
t.frs2 |
1.37390424018011 |
0.321116940519831 |
1.59230898171071 |
0.776693875080715 |
1.01008898979475 |
1.01023421096665 |
t.frs1 |
1.74344833261182 |
0.46014861002169 |
1.13618381395047 |
0.715862224029657 |
0.810449628924631 |
0.94369149957613 |
t.eqwt |
1.48668777507377 |
0.100229828767329 |
0.598775721850884 |
0.714451255825911 |
1.03025702651767 |
0.809894134085519 |
t.sort |
0.369187092754392 |
-0.426300170268837 |
0.927398011113944 |
0.611774274439542 |
1.30460789457983 |
1.09155845559248 |
t.rpba |
1.70139609692898 |
0.127868837867214 |
0.63071340523761 |
0.743772669182559 |
1.13664268912139 |
0.953592869802696 |
t.mvar |
1.97241628807351 |
0.22978237743501 |
0.606948163529452 |
0.832662022231446 |
1.44117006735116 |
1.29887832737091 |
t.madm |
2.32809737647083 |
0.152292370548235 |
0.496655385934499 |
0.761507848960308 |
1.40661112967749 |
1.26263554848437 |
t.dist |
1.69766307973447 |
-0.0824461665993144 |
0.165761221241158 |
0.489753925006315 |
0.838462712725372 |
0.907523556305724 |
t.mdiv |
1.40567370239067 |
-0.179940680804936 |
0.20237107895614 |
0.40554449355439 |
1.01843306432068 |
1.01267790241781 |
t.coco |
1.7882357094437 |
-0.114166538052379 |
0.413461180443016 |
0.520829296696797 |
1.05991963824504 |
1.00055201952896 |
t.aaaf |
3.45335940490861 |
0.41839727273075 |
1.39103760432387 |
1.44558705511654 |
2.22883480352759 |
1.95676164806517 |
t.aaae |
2.01185957303444 |
-0.0884384712938851 |
0.910130083859921 |
0.739383440334597 |
1.12200153266735 |
1.22065328115864 |
t.aaad |
1.42838146106988 |
0.0632590617239894 |
1.1673663209339 |
0.631030921457645 |
1.15712819981622 |
1.28477800236301 |
t.aaac |
2.52389913998717 |
-0.204334436280235 |
0.52990701575169 |
0.460155063116404 |
0.928406060609058 |
1.14686513766586 |
t.aaab |
2.16344473746658 |
-0.235227768650323 |
0.517016317222307 |
0.465325674756816 |
0.936747576873285 |
1.15213742400224 |
t.aaaa |
2.08693735392696 |
0.0833404296474382 |
0.868013090190004 |
0.707614507623423 |
1.07018452320814 |
1.28583672195813 |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
19.2 |
-2.4 |
7.7 |
7.4 |
19.0 |
23.8 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
15.9 |
8.7 |
12.7 |
11.6 |
13.7 |
11.3 |
Global Equities (ACWI) |
17.4 |
9.4 |
13.3 |
9.5 |
9.4 |
|
U.S. Equities (SPY) |
18.1 |
12.1 |
16.4 |
12.5 |
13.6 |
10.0 |
U.S. Bonds (BND) |
15.9 |
8.7 |
12.7 |
11.6 |
13.7 |
11.3 |
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 |
61.0198952858595 |
24.7775800911315 |
31.5024504001814 |
23.2150126038051 |
63.5806455685484 |
69.1748646010348 |
t.dbnd |
25.8923334877679 |
14.6578394892455 |
21.0071933705826 |
24.9224553852334 |
0 |
0 |
t.qaro |
24.1405097738374 |
11.7505989458127 |
13.7514846929345 |
15.0044753192346 |
17.5131098434154 |
18.1161991615337 |
t.acap |
32.9902892183665 |
7.39783502360101 |
7.46461195329396 |
8.65411235342064 |
14.2314854956495 |
17.7963981281708 |
t.trdd |
19.2069255693238 |
-2.43736631877665 |
7.66050750576604 |
7.40864407266259 |
18.9865702387832 |
23.77409691352 |
t.shar |
16.6083651826219 |
1.16391889437943 |
20.9503859834309 |
13.5257056059652 |
26.207667783449 |
25.9054929801827 |
t.tris |
20.2499626879179 |
9.60560313843494 |
24.0653621339132 |
11.0400983751162 |
21.6521889688228 |
24.2424397038919 |
t.tret |
21.4974243491754 |
-0.0942866190651044 |
8.15327861492599 |
8.8647651497118 |
20.017720104713 |
24.6661621272895 |
t.rsop |
19.4280040857546 |
6.93256903949359 |
11.2424865997816 |
10.4952269292187 |
13.0071231554119 |
11.8935752675043 |
t.rpcl |
21.4433220728788 |
5.75616385391546 |
7.12318493116118 |
10.4905372381787 |
17.1918875276119 |
21.4726202043984 |
t.risd |
19.4264334955784 |
9.22179843985765 |
14.3106154064941 |
16.605201941794 |
26.4870057578453 |
26.6085536321909 |
t.mva3 |
25.2500132079883 |
8.79577368072055 |
13.8974760224843 |
15.4458259915678 |
23.6737186280369 |
25.1443959139568 |
t.mva2 |
20.3910000675351 |
5.34464098340453 |
10.1150120003876 |
13.6327870932814 |
23.8502814523521 |
27.6983645967577 |
t.mca2 |
18.8689905841756 |
5.51635182737157 |
9.70514623935401 |
11.4077502383165 |
17.2344957872506 |
18.3602096635707 |
t.mca1 |
18.2087185373959 |
3.44689827082837 |
8.31987569873852 |
11.3506122364897 |
18.3255293051033 |
19.8042069033475 |
t.madd |
26.2305014972517 |
11.1173807243321 |
13.5222295713656 |
16.0766328414646 |
27.1309851527772 |
27.5163573015331 |
t.loss |
103.769610718977 |
16.0390792099453 |
13.7333373714991 |
16.3715205414639 |
28.1623432211694 |
26.0655229321069 |
t.eqrc |
18.4024431914554 |
5.24087611411489 |
9.2638648176917 |
10.9572607311777 |
16.9892896843582 |
17.7250052507303 |
t.cvar |
50.1839743001055 |
15.8666518927108 |
13.8879672878336 |
18.6069203896601 |
29.7057752599114 |
27.980102780404 |
t.cdar |
9.45360760888306 |
5.83779207939369 |
13.5900198851079 |
13.5632342890796 |
25.5202052278854 |
26.6095983246268 |
t.srt3 |
5.94524062860779 |
11.8224109027587 |
30.4404951369975 |
15.4779020308908 |
18.829198308565 |
0 |
t.srt5 |
15.1253234533022 |
12.2385025855439 |
20.6270163704602 |
12.841510578302 |
14.0892278008522 |
0 |
t.srrs |
13.7673960936572 |
9.93340859203292 |
23.0771312174669 |
14.070487458845 |
15.3639330402034 |
0 |
t.srqr |
23.3449251789374 |
28.6411345753975 |
22.8404755423646 |
12.429122937021 |
15.7264646544208 |
0 |
t.pure |
-6.20182227441671 |
-0.144597541285287 |
16.0384195465713 |
8.77185361804557 |
22.7178726749686 |
26.6993584171243 |
t.frs4 |
12.2993548539864 |
9.01017912251383 |
29.2496418486726 |
16.3493101060112 |
15.408713653743 |
20.1067690688283 |
t.frs3 |
12.3560208767072 |
12.7575611142121 |
33.2304617901482 |
20.518537542422 |
19.738641464736 |
23.2487542380636 |
t.frs2 |
15.4085547600709 |
18.003090693659 |
40.7087980247845 |
16.3700411741876 |
16.8138870096674 |
19.5424011777319 |
t.frs1 |
15.478704011722 |
21.2212061848189 |
31.7088962529293 |
16.532440521056 |
15.5901378583082 |
22.8584715899146 |
t.eqwt |
18.0309052134185 |
6.14725796339282 |
10.6681906184122 |
9.91399610620246 |
11.8073804931672 |
10.2040965525148 |
t.sort |
11.9002100371537 |
0.33573334981874 |
21.4861070851186 |
12.9037337475827 |
25.2130504927397 |
24.9138326519525 |
t.rpba |
20.280064404859 |
7.08959621197253 |
11.5311371772932 |
10.7117794295538 |
13.411744454701 |
12.405341869942 |
t.mvar |
24.0409839581201 |
12.5168415547179 |
15.1449704240689 |
16.763190031397 |
27.2927070611947 |
27.64190933435 |
t.madm |
26.2305014972517 |
11.1173807243321 |
13.5222295713656 |
16.0766328414646 |
27.1815984721583 |
27.5548950304796 |
t.dist |
21.4515340238589 |
4.70988125148798 |
5.92811370914883 |
9.76932799393234 |
15.3897485984223 |
17.6527155513559 |
t.mdiv |
18.478776258686 |
3.21088414430315 |
7.20607671648855 |
9.4945819291954 |
20.5098613457329 |
22.1558907747879 |
t.coco |
20.7437264631736 |
3.76025400757617 |
9.48120415062327 |
9.71999154495057 |
17.5295891475213 |
17.5149022159554 |
t.aaaf |
34.4827565402998 |
15.8564172735403 |
30.1890471097235 |
27.2574684464193 |
36.4572795885586 |
35.1420219822797 |
t.aaae |
25.2736655429346 |
4.78182926422392 |
16.5027424556003 |
11.7347445643477 |
15.3301205266628 |
17.5327549917058 |
t.aaad |
20.7410560333715 |
8.81165601412315 |
23.3283673586114 |
11.6686155387047 |
17.8524212403548 |
20.9443914978236 |
t.aaac |
36.7213686173803 |
3.44361326559719 |
13.0300237101462 |
9.9133580295301 |
16.7926572354768 |
21.2791170608562 |
t.aaab |
33.7313928324776 |
2.91349194223834 |
12.8038954906439 |
10.0218170661921 |
16.9396824251328 |
21.3630112730815 |
t.aaaa |
28.4794093674852 |
9.70477454583273 |
19.0118224771651 |
13.6299044662295 |
18.7468087011503 |
22.9177984987677 |

Compare: Risk & Volatility
for period ending February 28, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
5.4% |
23.6% |
27.2% |
27.2% |
27.2% |
27.2% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
3.6% |
16.0% |
20.7% |
20.7% |
20.7% |
32.2% |
Global Equities (ACWI) |
3.6% |
21.3% |
25.7% |
25.7% |
25.7% |
|
U.S. Equities (SPY) |
4.0% |
20.2% |
23.9% |
23.9% |
23.9% |
50.8% |
U.S. Bonds (BND) |
3.1% |
10.3% |
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 |
t.dyhb |
3.6% |
5.1% |
13.1% |
13.1% |
13.8% |
13.8% |
t.dbnd |
1.8% |
7.7% |
10.8% |
10.8% |
0% |
0% |
t.qaro |
4.7% |
13.1% |
18.6% |
18.6% |
18.6% |
18.6% |
t.acap |
4.1% |
19.6% |
25.2% |
25.2% |
25.2% |
25.2% |
t.trdd |
5.4% |
23.6% |
27.2% |
27.2% |
27.2% |
27.2% |
t.shar |
5.8% |
19.9% |
22.1% |
22.1% |
22.1% |
22.1% |
t.tris |
6.1% |
19% |
21.4% |
21.4% |
21.4% |
21.4% |
t.tret |
4.3% |
23.7% |
27.2% |
27.2% |
27.2% |
27.2% |
t.rsop |
3.9% |
20.5% |
24.7% |
24.7% |
24.7% |
33.1% |
t.rpcl |
5.3% |
19.5% |
22.9% |
22.9% |
22.9% |
22.9% |
t.risd |
6.2% |
20.9% |
24.4% |
24.4% |
24.4% |
24.4% |
t.mva3 |
5.1% |
20.1% |
22.9% |
22.9% |
22.9% |
22.9% |
t.mva2 |
5.6% |
19.7% |
22.5% |
22.5% |
22.5% |
22.5% |
t.mca2 |
4.5% |
19.5% |
23.4% |
23.4% |
23.4% |
23.4% |
t.mca1 |
5.4% |
19.9% |
23.4% |
23.4% |
23.4% |
23.4% |
t.madd |
3.8% |
21.8% |
26.4% |
26.4% |
26.4% |
26.4% |
t.loss |
5.9% |
17.4% |
23.8% |
23.8% |
23.8% |
23.8% |
t.eqrc |
4.4% |
19.9% |
24.4% |
24.4% |
24.4% |
24.4% |
t.cvar |
5.9% |
23.3% |
27% |
27% |
27% |
27% |
t.cdar |
4.8% |
23.7% |
26.3% |
26.3% |
26.3% |
26.3% |
t.srt3 |
6.7% |
15.2% |
15.2% |
20.2% |
20.2% |
0% |
t.srt5 |
4.7% |
16.3% |
16.3% |
16.3% |
27.5% |
0% |
t.srrs |
5.8% |
11.9% |
11.9% |
11.9% |
16.8% |
0% |
t.srqr |
11.8% |
30.4% |
30.4% |
50.7% |
50.7% |
0% |
t.pure |
8.9% |
29.1% |
34.9% |
34.9% |
34.9% |
34.9% |
t.frs4 |
3.8% |
7.9% |
9% |
9% |
10.2% |
12.6% |
t.frs3 |
5.1% |
9.5% |
9.5% |
9.5% |
14.2% |
17.3% |
t.frs2 |
5.4% |
10% |
10% |
13.7% |
16.3% |
26.1% |
t.frs1 |
4% |
18.4% |
18.4% |
18.4% |
22.6% |
25% |
t.eqwt |
3.9% |
21% |
25.5% |
25.5% |
25.5% |
42.1% |
t.sort |
6.9% |
19.7% |
22.3% |
22.3% |
22.3% |
22.3% |
t.rpba |
3.8% |
20.8% |
25% |
25% |
25% |
31.2% |
t.mvar |
4.3% |
20.9% |
24.5% |
24.5% |
24.5% |
24.5% |
t.madm |
3.8% |
21.8% |
26.4% |
26.4% |
26.4% |
26.4% |
t.dist |
4.4% |
19.9% |
24.3% |
24.3% |
24.3% |
24.3% |
t.mdiv |
5% |
22.6% |
26.9% |
26.9% |
26.9% |
26.9% |
t.coco |
4.4% |
22.2% |
26.8% |
26.8% |
26.8% |
26.8% |
t.aaaf |
3.7% |
18.9% |
18.9% |
18.9% |
18.9% |
18.9% |
t.aaae |
4.6% |
24% |
25.3% |
25.3% |
25.3% |
25.3% |
t.aaad |
3.1% |
20.3% |
23.9% |
23.9% |
23.9% |
23.9% |
t.aaac |
4.2% |
24.4% |
27.5% |
27.5% |
27.5% |
27.5% |
t.aaab |
4.3% |
24.6% |
27.6% |
27.6% |
27.6% |
27.6% |
t.aaaa |
4.7% |
22.1% |
25.3% |
25.3% |
25.3% |
25.3% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
9.8% |
12.8% |
13.2% |
11.3% |
10.5% |
11.3% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
9.1% |
13.5% |
14.0% |
11.3% |
10.5% |
10.7% |
Global Equities (ACWI) |
10.3% |
17.8% |
19.2% |
16.1% |
16.3% |
|
U.S. Equities (SPY) |
11.9% |
19.0% |
20.7% |
17.2% |
16.5% |
16.6% |
U.S. Bonds (BND) |
5.9% |
7.7% |
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 |
t.dyhb |
6% |
6.6% |
7% |
6.5% |
7.5% |
8.3% |
t.dbnd |
4.6% |
9.7% |
8.1% |
6.2% |
0% |
0% |
t.qaro |
10.6% |
14.2% |
13% |
11.3% |
10.5% |
10.6% |
t.acap |
11.7% |
12.8% |
13.3% |
11.1% |
11.2% |
11.8% |
t.trdd |
9.8% |
12.8% |
13.2% |
11.3% |
10.5% |
11.3% |
t.shar |
8.9% |
11.4% |
14.2% |
11.7% |
11.6% |
13.2% |
t.tris |
9.5% |
12.6% |
13.2% |
11.1% |
11.3% |
12% |
t.tret |
10.6% |
13.3% |
13.3% |
11.4% |
10.5% |
11.2% |
t.rsop |
10.4% |
15.8% |
15.9% |
12.8% |
12.4% |
13% |
t.rpcl |
11.1% |
14.4% |
13.7% |
11.2% |
10.7% |
11% |
t.risd |
10.7% |
13.4% |
12.8% |
10.4% |
9.6% |
10.1% |
t.mva3 |
10.4% |
13.7% |
13.1% |
10.7% |
10.2% |
10.7% |
t.mva2 |
10.6% |
13.4% |
12.5% |
10.5% |
10% |
10.6% |
t.mca2 |
10.7% |
14.4% |
13.6% |
11% |
10.2% |
10.7% |
t.mca1 |
10.9% |
13.8% |
13% |
10.7% |
10.1% |
10.6% |
t.madd |
10.3% |
13.6% |
12.7% |
10.4% |
9.4% |
10% |
t.loss |
10.4% |
12.5% |
12.6% |
10.5% |
9.9% |
10.6% |
t.eqrc |
10.6% |
14.7% |
13.8% |
11.1% |
10.2% |
10.8% |
t.cvar |
12.2% |
13.9% |
13% |
10.6% |
10.1% |
10.4% |
t.cdar |
11% |
13.9% |
13.5% |
11% |
10.4% |
11.5% |
t.srt3 |
20.3% |
16.9% |
19.2% |
16.6% |
15.8% |
0% |
t.srt5 |
16.4% |
22.1% |
22.8% |
18.4% |
18.8% |
0% |
t.srrs |
12.5% |
14.4% |
14.8% |
12.9% |
12.4% |
0% |
t.srqr |
49.9% |
84.7% |
65.5% |
46.6% |
43.1% |
0% |
t.pure |
12.9% |
20.4% |
23.3% |
18.8% |
18.8% |
21% |
t.frs4 |
8.9% |
7.8% |
9.7% |
7.9% |
8.6% |
8.9% |
t.frs3 |
11.8% |
10% |
11.6% |
9.6% |
10.1% |
10.6% |
t.frs2 |
12.7% |
11.6% |
12.6% |
11.3% |
11.8% |
12.8% |
t.frs1 |
12.8% |
14.6% |
18% |
14.9% |
15.2% |
16.4% |
t.eqwt |
10.7% |
16.4% |
16.7% |
13.5% |
13.1% |
14.4% |
t.sort |
8.9% |
11.3% |
14.6% |
12% |
11.9% |
13.5% |
t.rpba |
10.4% |
15.6% |
15.8% |
12.7% |
12.3% |
12.9% |
t.mvar |
10.6% |
13.9% |
13.1% |
10.6% |
9.6% |
10.1% |
t.madm |
10.3% |
13.6% |
12.7% |
10.4% |
9.5% |
10.1% |
t.dist |
10.9% |
14.9% |
14.3% |
11.8% |
11.2% |
11.5% |
t.mdiv |
11% |
14.8% |
13.7% |
11% |
10.1% |
10.6% |
t.coco |
10.6% |
15.6% |
14.7% |
11.6% |
10.6% |
11% |
t.aaaf |
10.7% |
13.2% |
13.2% |
11.2% |
10.7% |
12.2% |
t.aaae |
9% |
14.1% |
15.5% |
12.6% |
12.1% |
13.2% |
t.aaad |
6.8% |
13.3% |
15.4% |
13% |
12.8% |
13.9% |
t.aaac |
7.7% |
13.6% |
14.8% |
12.1% |
11.4% |
12.2% |
t.aaab |
7.7% |
13.5% |
14.6% |
12% |
11.4% |
12.2% |
t.aaaa |
8.8% |
13.1% |
14.1% |
11.6% |
11.1% |
12.2% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
5.9% |
9.8% |
8.7% |
7.6% |
6.6% |
6.7% |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
5.1% |
8.9% |
8.9% |
7.2% |
6.5% |
7.0% |
Global Equities (ACWI) |
5.6% |
11.5% |
12.2% |
10.5% |
10.5% |
|
U.S. Equities (SPY) |
5.8% |
12.1% |
12.6% |
10.8% |
10.1% |
11.0% |
U.S. Bonds (BND) |
4.0% |
5.4% |
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 |
3% |
4.1% |
4.1% |
4% |
4.2% |
4.3% |
t.dbnd |
2.2% |
5.2% |
4.1% |
3.2% |
0% |
0% |
t.qaro |
6.1% |
8% |
7.2% |
6.5% |
6.3% |
6.4% |
t.acap |
6.2% |
8.4% |
9.3% |
7.7% |
7.4% |
7.5% |
t.trdd |
5.9% |
9.8% |
8.7% |
7.6% |
6.6% |
6.7% |
t.shar |
5% |
8.4% |
8.1% |
7% |
6.3% |
7.4% |
t.tris |
5.6% |
7.9% |
7.6% |
7.1% |
6.7% |
7% |
t.tret |
6% |
9.9% |
8.8% |
7.6% |
6.6% |
6.6% |
t.rsop |
6.3% |
10.2% |
10.2% |
8.1% |
7.5% |
8.4% |
t.rpcl |
6.7% |
9.1% |
8.8% |
7.1% |
6.5% |
6.6% |
t.risd |
6.8% |
8.7% |
7.7% |
6.2% |
5.5% |
5.9% |
t.mva3 |
6.2% |
8.7% |
7.8% |
6.4% |
5.7% |
5.9% |
t.mva2 |
6.8% |
8.7% |
7.7% |
6.4% |
5.8% |
6% |
t.mca2 |
6.7% |
9.3% |
8.5% |
6.8% |
6.1% |
6.5% |
t.mca1 |
7.1% |
9.1% |
8.2% |
6.6% |
6% |
6.4% |
t.madd |
5.8% |
8.7% |
7.8% |
6.2% |
5.4% |
5.8% |
t.loss |
5.3% |
7.3% |
7.6% |
6.3% |
5.7% |
6.3% |
t.eqrc |
6.6% |
9.6% |
8.7% |
6.9% |
6.1% |
6.6% |
t.cvar |
5.4% |
8.2% |
7.8% |
6.3% |
5.7% |
5.9% |
t.cdar |
7% |
9.1% |
8.3% |
6.8% |
6.1% |
6.8% |
t.srt3 |
12.3% |
10.2% |
9.7% |
9.9% |
9% |
0% |
t.srt5 |
8.4% |
13.9% |
13% |
11.3% |
11.7% |
0% |
t.srrs |
7.7% |
9.4% |
8.2% |
8.2% |
7.9% |
0% |
t.srqr |
22.1% |
39.1% |
33.4% |
26.2% |
23.8% |
0% |
t.pure |
10.7% |
13.9% |
13.3% |
11.5% |
10.8% |
11.6% |
t.frs4 |
6.1% |
5.1% |
5.2% |
4.8% |
5.3% |
5.4% |
t.frs3 |
8.2% |
6.2% |
5.9% |
5.5% |
5.9% |
6.3% |
t.frs2 |
7.8% |
7% |
6.6% |
7.3% |
7.4% |
8.2% |
t.frs1 |
6.9% |
9% |
10.3% |
9.4% |
9.8% |
10.2% |
t.eqwt |
6.6% |
10.8% |
10.8% |
8.6% |
8.1% |
9.5% |
t.sort |
5.5% |
8.4% |
8.1% |
7% |
6.4% |
7.6% |
t.rpba |
6.2% |
10.2% |
10% |
8% |
7.4% |
8.3% |
t.mvar |
6.1% |
8.8% |
7.9% |
6.2% |
5.4% |
5.8% |
t.madm |
5.8% |
8.7% |
7.8% |
6.2% |
5.4% |
5.8% |
t.dist |
6.3% |
9.5% |
9.4% |
7.6% |
7% |
7.3% |
t.mdiv |
7.1% |
9.7% |
8.6% |
7% |
6.2% |
6.4% |
t.coco |
6.4% |
10.1% |
9% |
7.2% |
6.4% |
6.9% |
t.aaaf |
5% |
7.9% |
7.2% |
6.3% |
5.6% |
6.4% |
t.aaae |
5.5% |
9.8% |
9.5% |
8.1% |
7.4% |
8% |
t.aaad |
3.9% |
9% |
9% |
8.3% |
7.7% |
8.2% |
t.aaac |
4.8% |
9.8% |
9.3% |
7.9% |
7.2% |
7.2% |
t.aaab |
4.9% |
9.8% |
9.3% |
7.9% |
7.2% |
7.2% |
t.aaaa |
5.5% |
9% |
8.6% |
7.4% |
6.8% |
6.9% |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
t.trdd |
0.67 |
0.55 |
0.52 |
0.50 |
0.40 |
0.36 |
Peer Group* average |
|
|
|
|
|
|
60% Equity / 40% Bonds |
0.78 |
0.74 |
0.71 |
0.67 |
0.65 |
0.65 |
Global Equities (ACWI) |
0.86 |
0.94 |
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) |
0.78 |
0.74 |
0.71 |
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 |
t.dyhb |
0.156646988594161 |
0.206675759437954 |
0.152680341370751 |
0.13694995528216 |
0.0791011361180738 |
0.0944452759177126 |
t.dbnd |
0.302974248174003 |
0.408582682402545 |
0.27434462294218 |
0.184426014180391 |
0 |
0 |
t.qaro |
0.603613346241655 |
0.668569935873005 |
0.48820934450717 |
0.366489695282586 |
0.290949323564037 |
0.247047450872659 |
t.acap |
0.715722935851084 |
0.544405107165331 |
0.581945985430066 |
0.52006550671327 |
0.495539474418614 |
0.442136189074558 |
t.trdd |
0.674780214943532 |
0.545521097773295 |
0.52479104944464 |
0.500066436229098 |
0.395919765753514 |
0.356608225625586 |
t.shar |
0.52664595890266 |
0.482198464225474 |
0.49704235762099 |
0.460757348274187 |
0.372201606914647 |
0.364616572372631 |
t.tris |
0.575497177828476 |
0.490008903559267 |
0.430769087623731 |
0.427012356191892 |
0.326021355483143 |
0.322782950358026 |
t.tret |
0.735295588651116 |
0.558571020232014 |
0.531160510516634 |
0.499753193801912 |
0.399585676935014 |
0.357133572333127 |
t.rsop |
0.751800145584491 |
0.800313947038322 |
0.764744016707932 |
0.708709908484309 |
0.695937128253964 |
0.714610543141684 |
t.rpcl |
0.702097841965982 |
0.645287004821447 |
0.590343786028428 |
0.488060341397274 |
0.385449189869194 |
0.353861044221661 |
t.risd |
0.683671757711315 |
0.514540771748623 |
0.479110351838595 |
0.406510532030507 |
0.327810831271109 |
0.316527094067456 |
t.mva3 |
0.64667768782788 |
0.591448342103843 |
0.53339389900366 |
0.446054118737399 |
0.392170366833727 |
0.367643520172106 |
t.mva2 |
0.685948875490371 |
0.578573976558946 |
0.494111060739618 |
0.393001140408706 |
0.316213930683647 |
0.28644090121838 |
t.mca2 |
0.74813909052433 |
0.697007126251008 |
0.613572730197193 |
0.523031086663515 |
0.439823256057706 |
0.426496763101124 |
t.mca1 |
0.733172726883323 |
0.640784527788756 |
0.557640362571505 |
0.455481020933926 |
0.385021147883013 |
0.378609526998473 |
t.madd |
0.695829801884478 |
0.534855860603531 |
0.489075660395124 |
0.408848468150895 |
0.327772233692162 |
0.315309286344188 |
t.loss |
0.187717323046341 |
0.369487370049141 |
0.413045565270945 |
0.370610855760684 |
0.304018949505409 |
0.323934026713941 |
t.eqrc |
0.751370351085116 |
0.727721272701371 |
0.635520148575057 |
0.553294117182704 |
0.469740940729479 |
0.461406766039348 |
t.cvar |
0.438313766283336 |
0.408709133390569 |
0.388154085998344 |
0.334189769666676 |
0.285046584350945 |
0.290448979886585 |
t.cdar |
0.811705778144467 |
0.517198040434757 |
0.488808620379239 |
0.451655066283975 |
0.359390351912439 |
0.345907567761083 |
t.srt3 |
1.58311492035214 |
0.516781096377414 |
0.478767937900098 |
0.605655702326148 |
0.606422247706261 |
0 |
t.srt5 |
1.22405713306039 |
1.02576590929209 |
0.944175346589386 |
0.940984807621814 |
0.989255176115534 |
0 |
t.srrs |
0.938453473063876 |
0.695267143946469 |
0.597548006467366 |
0.645828530037203 |
0.649668431159671 |
0 |
t.srqr |
1.5119502094046 |
1.86182510875557 |
1.58380792061372 |
1.52193544609925 |
1.47469237782719 |
0 |
t.pure |
1.24520668782217 |
1.00678371620278 |
0.804944268505408 |
0.697978212314999 |
0.515486926291216 |
0.543784491871774 |
t.frs4 |
0.664212001206977 |
0.304646018817123 |
0.305745260493097 |
0.321749460129241 |
0.367973509682782 |
0.342201738372792 |
t.frs3 |
0.855535155025422 |
0.376307721077458 |
0.358572416049068 |
0.381065079523837 |
0.428537301142891 |
0.397743719561977 |
t.frs2 |
0.971257306820929 |
0.406826176117048 |
0.345364691725724 |
0.44218975839287 |
0.485085090745269 |
0.463291460557054 |
t.frs1 |
1.06441953826868 |
0.427756781002903 |
0.435447932430725 |
0.472523203331991 |
0.517455397724445 |
0.429350125039781 |
t.eqwt |
0.795133691651119 |
0.851390095014369 |
0.810298935928793 |
0.761274596223833 |
0.755214897463283 |
0.805052817456409 |
t.sort |
0.536815034949786 |
0.479514292840101 |
0.492389876948955 |
0.460203968932665 |
0.37384019085842 |
0.365781226782333 |
t.rpba |
0.751800982628042 |
0.792030350216363 |
0.755534778369586 |
0.698653938676839 |
0.687340751413298 |
0.701402105585776 |
t.mvar |
0.694626207071087 |
0.537195843821948 |
0.499676025063426 |
0.42103716440976 |
0.335543859025385 |
0.321938250723591 |
t.madm |
0.695829801884478 |
0.534855860603531 |
0.489075660395124 |
0.408848468150895 |
0.328084658378308 |
0.315549615197848 |
t.dist |
0.712197053131492 |
0.694083835696085 |
0.637041002375918 |
0.535150354388197 |
0.435867430914138 |
0.432056610895623 |
t.mdiv |
0.77735243803935 |
0.663060236517337 |
0.569323753088981 |
0.464844651232964 |
0.360537377108821 |
0.350146714077128 |
t.coco |
0.773672294992317 |
0.729434972511499 |
0.650774819385826 |
0.550392067467697 |
0.445962181288044 |
0.460615886613809 |
t.aaaf |
0.645401559453876 |
0.528678867501555 |
0.445477529325778 |
0.410097315298087 |
0.37700788964293 |
0.388042579450755 |
t.aaae |
0.619197311028238 |
0.688968123903508 |
0.678684708674665 |
0.635566843244376 |
0.590925446009571 |
0.597951558277361 |
t.aaad |
0.509684469537718 |
0.576951623229988 |
0.576168518456602 |
0.568281635363389 |
0.539817565755687 |
0.534085561678355 |
t.aaac |
0.454880448331732 |
0.598755601393137 |
0.560361921310477 |
0.50715337122229 |
0.443851723866255 |
0.4324906395616 |
t.aaab |
0.448401747728073 |
0.594882784300641 |
0.561755305507227 |
0.505770725966797 |
0.442907313599272 |
0.432453680595872 |
t.aaaa |
0.558984111495757 |
0.546359053743545 |
0.53522402509507 |
0.496840840342024 |
0.434690230419377 |
0.42877612428313 |

Compare: Correlation
for period ending February 28, 2025
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
to Global Stocks (ACWI) |
0.90 |
0.76 |
0.76 |
0.71 |
0.58 |
|
to S&P500 (SPY) |
0.78 |
0.71 |
0.74 |
0.70 |
0.59 |
0.51 |
to U.S. Bonds (BND) |
0.82 |
0.79 |
0.77 |
0.65 |
0.66 |
0.70 |
to Commodities (DBC) |
-0.09 |
0.14 |
0.21 |
0.22 |
0.21 |
0.17 |
to Gold (GLD) |
0.39 |
0.59 |
0.50 |
0.42 |
0.41 |
0.43 |