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


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:

  1. 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.

  2. 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.

  3. 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.

  4. 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.



  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)
Total Return (Compound Annual Growth Rate)
  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 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 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%
Historical Return
 
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 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 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

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.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)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
t.trdd risk vs. 60/40 Worse Worse Better Worse Worse Better
t.trdd return vs. 60/40 Better Worse Worse Worse Worse Better
Risk-Return Quadrant
NE SE SW SE SE NW
Risk-Return Direction 56° 174° 182° 174° 174° 343°
Risk-Return Magnitude 0.9 7.8 5.0 4.1 1.4 1.2
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
* compares t.trdd 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.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
* Peer Group is Tactical: DIY
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%
Alpha
  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
* Peer Group is Tactical: DIY
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%
Sharpe
  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
* Peer Group is Tactical: DIY
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
Sortino
  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
* Peer Group is Tactical: DIY
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
Treynor
  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
* Peer Group is Tactical: DIY
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

Maximum Drawdown
  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
* Peer Group is Tactical: DIY
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%
Standard Deviation
  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
* Peer Group is Tactical: DIY
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%
Downside Deviation
  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
* Peer Group is Tactical: DIY
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%
Beta
  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
* Peer Group is Tactical: DIY
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


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