Talmud Broad Market with Bonds

for period ending August 31, 2023

This portfolio recipe is provided by VizMetrics.
s.talb is the Recipe ID for this portfolio recipe. This Recipe ID appears in the scatterplots below and on the Summary Page showing all portfolio recipes. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest (below) for more details on how buy this portfolio recipe.

Use this page to find a high return, lower risk portfolio recipe using the Choose – Invest – Rebalance^TM process

Choose a portfolio recipe that meets your needs by comparing return, risk, and cost. See How to Choose below.
Invest in a portfolio recipe by buying the underlying ingredients. See How to Invest below.
Rebalance your portfolio to keep the mix of ingredients up-to-date. See How to Rebalance below.

choose, invest, rebal

How to Choose

Risk vs. return for s.talb: The scatterplots below show the best portfolio recipes as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio recipe. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.

For more metrics (Total Return, Risk and Volatility, Correlation) scroll down on this page. The Summary Page compares all portfolio recipes.

Maximum Drawdown vs. Annual Return

●s.talb●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

The location of ●s.talb and the identities of all the ● portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only. Upgrade your subscription. Only $15 per month. Cancel anytime.

Description   Talmud Broad Market with Bonds gives investors access to an easy-to-implement, fixed allocation portfolio that uses a reduced equity approach. This portfolio recipe uses exchange-traded funds and implements a Strategic Asset Allocation based on a Talmudic text which is a balanced approach inspired by a Talmudic text which uses 3 asset classes to create a diversified portfolio. These are traditionally land, business/merchandise, and ready money. This version uses US real-estate, US total market equities, and US total bond ETFs for these categories..

Category   Strategic: DIY. This recipe builds a strategic, do-it-yourself portfolio. This recipe uses a fixed, static allocation.

Ingredients used   This portfolio recipe invests in exchange-traded funds (ETFs).

Peer Group   Strategic: DIY

Strategic: This is a Strategic (i.e., static, passive) portfolio which means that the ingredients and allocation to each ingredient do not change every month. A portfolio using this recipe can be updated monthly to realign the portfolio with the recipe allocations. .
DIY: This is a do-it-yourself (DIY) portfolio, which you can buy and update easily 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 uses a strategic (also called static, passive, or fixed) allocation for each of the three ETFs in this portfolio recipe. The three ETFs each represent an asset class. The steps to create this portfolio recipe are as follows:

VizMetrics identifies the three asset classes corresponding to the Talmud Broad Market with Bonds methodology.
VizMetrics chooses an exchange-traded fund (ETF) to represent each of the three asset classes.
VizMetrics assigns a weighting (percent allocation) to each of the three ETFs.

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

Recipe ingredients for this portfolio recipe appear on this page only if you have subscribed to VizMetrics Investor. Upgrade your subscription to see the full list of recipe ingredients and percentage allocation to each ingredient.

Once you have subscribed to VizMetrics Investor, you can invest using the recipe ingredients on this page to invest at your favorite brokerage. For details on how to invest using this portfolio recipe, see How to Invest in a strategic portfolio

How to Rebalance

Where to get the recipe updates&nsbp;&nsbp;This portfolio recipe is available to VizMetrics Investor subscribers. Upgrade your subscription. After subscribing, the exact recipe (ingredient plus percentage allocation to each ingredient) appears on this page under a new section labelled "Recipe ingredients"Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio

Compare: Risk vs. Return

for period ending August 31, 2023

Downside Deviation vs. Annual Return

●s.talb●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

Standard Deviation vs. Annual Return

●s.talb●Peer group recipes●All other recipes●S&P 500 (SPY)●U.S. Bonds (BND)●Balanced (60% Equity / 40% Bonds)

M-squared
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	-15.0%	-7.2%	-5.0%	-6.3%	-3.6%	-2.4%
Peer Group* average	-12.1%	-7.3%	-4.7%	-5.8%	-4.9%	-2.2%
60% Equity / 40% Bonds	-7.2%	-6.0%	-2.5%	-2.6%	-1.4%	0.4%
Global Equities (ACWI)	-1.7%	-3.0%	-3.3%	-3.1%	-3.9%	-4.3%
U.S. Equities (SPY)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
U.S. Bonds (BND)	-28.6%	-29.4%	-15.2%	-16.8%	-11.3%	-4.3%
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 Strategic: DIY

Alpha
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	-12.1%	-5.4%	-3.4%	-4.1%	-1.8%	-1.1%
Peer Group* average	-8.5%	-4.3%	-2.5%	-3.0%	-2.2%	-0.8%
60% Equity / 40% Bonds	-5.2%	-4.1%	-1.6%	-1.6%	-0.8%	0.4%
Global Equities (ACWI)	-1.5%	-2.8%	-3.0%	-2.7%	-3.5%	-4.2%
U.S. Equities (SPY)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
U.S. Bonds (BND)	-11.3%	-9.3%	-3.1%	-3.2%	-1.2%	0.9%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Strategic: DIY

Sharpe
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	-0.25	0.07	0.24	0.32	0.53	0.50
Peer Group* average	-0.12	0.06	0.25	0.34	0.45	0.51
60% Equity / 40% Bonds	0.10	0.13	0.36	0.52	0.66	0.65
Global Equities (ACWI)	0.37	0.30	0.35	0.52	0.53	0.41
U.S. Equities (SPY)	0.44	0.46	0.51	0.69	0.77	0.65
U.S. Bonds (BND)	-0.85	-1.07	-0.29	-0.31	0.02	0.33
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 Strategic: DIY

Sortino
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	-0.32	0.10	0.33	0.43	0.75	0.71
Peer Group* average	-0.1%	0.1%	0.4%	0.5%	0.7%	0.7%
60% Equity / 40% Bonds	0.13	0.18	0.51	0.74	0.97	0.94
Global Equities (ACWI)	0.54	0.45	0.50	0.74	0.78	0.59
U.S. Equities (SPY)	0.63	0.69	0.75	1.02	1.17	0.96
U.S. Bonds (BND)	-0.99	-1.17	-0.36	-0.38	0.02	0.47
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 Strategic: DIY

VizMetricsTM Score This is a 0 to 100 score that measures risk-adjusted return
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	73	76	84	87	100	89
Peer Group* average	86	81	88	92	95	91
60% Equity / 40% Bonds	100	83	94	100	100	100
Global Equities (ACWI)	100	84	82	94	94	74
U.S. Equities (SPY)	100	93	93	100	100	96
U.S. Bonds (BND)	81	65	90	87	95	100
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 Strategic: DIY

Compare: Total Return

for period ending August 31, 2023

5-year graph ●s.talb●Global equities (ACWI)●U.S. equities (SPY)●U.S. bonds (BND)●60% Equity / 40% Bonds (s.6040)

Total Return (Compound Annual Growth Rate)
	Year-to-date	Aug 2023	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	7.0%	-2.0%	2.0%	3.2%	5.1%	5.4%	7.0%	7.1%
Peer Group* average	6.8%	-2.1%	5.1%	3.6%	5.3%	5.8%	6.0%	6.6%
60% Equity / 40% Bonds	11.2%	-1.4%	8.3%	4.1%	6.6%	7.7%	8.1%	7.7%
Global Equities (ACWI)	14.9%	-2.9%	14.4%	7.3%	7.5%	9.5%	8.6%	6.9%
U.S. Equities (SPY)	18.6%	-1.6%	15.8%	10.5%	11.1%	12.9%	12.7%	10.8%
U.S. Bonds (BND)	1.4%	-0.7%	-1.3%	-4.5%	0.5%	0.2%	1.5%	2.6%
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 Strategic: DIY

Historical Return
	2018	2019	2020	2021	2022
s.talb	-3.4%	22.7%	8.3%	20.4%	-19.4%
Peer Group* average	-4.7%	19.8%	12.2%	13.4%	-13.8%
60% Equity / 40% Bonds	-2.8%	21.8%	16.4%	14.0%	-16.7%
Global Equities (ACWI)	-9.1%	26.6%	16.3%	18.7%	-18.4%
U.S. Equities (SPY)	-4.6%	31.2%	18.4%	28.7%	-18.2%
U.S. Bonds (BND)	0.1%	8.8%	7.7%	-1.9%	-13.1%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Strategic: DIY

Compare: Risk & Volatility

for period ending August 31, 2023

Maximum Drawdown
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	-3.9%	-22.9%	-22.9%	-22.9%	-22.9%	-34.4%
Peer Group* average	-4.3%	-20.0%	-20.5%	-20.5%	-20.9%	-27.4%
60% Equity / 40% Bonds	-3.8%	-20.7%	-20.7%	-20.7%	-20.7%	-22.9%
Global Equities (ACWI)	-4.6%	-25.7%	-25.7%	-25.7%	-25.7%	-36.8%
U.S. Equities (SPY)	-5.8%	-23.9%	-23.9%	-23.9%	-23.9%	-35.7%
U.S. Bonds (BND)	-2.7%	-17.1%	-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 Strategic: DIY

Standard Deviation
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	15.2%	14.2%	14.4%	12.5%	11.6%	14.1%
Peer Group* average	15.1%	13.2%	13.7%	12.0%	11.0%	12.8%
60% Equity / 40% Bonds	14.0%	12.9%	13.5%	11.8%	10.6%	11.4%
Global Equities (ACWI)	21.2%	18.4%	19.4%	17.1%	15.7%	18.7%
U.S. Equities (SPY)	20.6%	19.6%	20.9%	18.4%	16.7%	18.0%
U.S. Bonds (BND)	7.6%	5.8%	5.7%	5.0%	4.5%	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 Strategic: DIY

Downside Deviation
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	10.9%	9.6%	10.1%	8.8%	7.8%	9.8%
Peer Group* average	10.1%	8.7%	9.3%	8.1%	7.3%	8.8%
60% Equity / 40% Bonds	9.4%	8.7%	9.1%	7.8%	6.9%	7.7%
Global Equities (ACWI)	13.1%	11.6%	13.2%	11.5%	10.4%	12.9%
U.S. Equities (SPY)	13.1%	12.4%	13.8%	12.0%	10.6%	12.0%
U.S. Bonds (BND)	5.3%	4.8%	4.0%	3.6%	3.1%	2.9%
Ranking: Peer Group*	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group	Rank: Group
Ranking: All Recipes	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All	Rank: All
* Peer Group is Strategic: DIY

Beta
	1 year	3 year	5 year	7 year	10 year	15 year
s.talb	0.79	0.75	0.69	0.68	0.65	0.73
Peer Group* average	0.73	0.65	0.63	0.61	0.60	0.65
60% Equity / 40% Bonds	0.72	0.69	0.67	0.66	0.65	0.65
Global Equities (ACWI)	1.01	0.94	0.94	0.93	0.95	1.03
U.S. Equities (SPY)	1.00	1.00	1.00	1.00	1.00	1.00
U.S. Bonds (BND)	0.29	0.23	0.13	0.12	0.10	0.07
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 Strategic: DIY

Compare: Correlation

for period ending August 31, 2023

	1 year	3 year	5 year	7 year	10 year	15 year
to Global Stocks (ACWI)	0.98	0.97	0.95	0.93	0.88	0.89
to S&P500 (SPY)	0.95	0.97	0.95	0.93	0.89	0.89
to U.S. Bonds (BND)	0.80	0.72	0.59	0.58	0.57	0.44
to Commodities (DBC)	0.71	0.42	0.49	0.47	0.35	0.49
to Gold (GLD)	0.53	0.27	0.28	0.26	0.20	0.20

Disclaimer: This report is provided "as is" for informational purposes only. VizMetrics Inc. is a publisher and none of our content constitutes a recommendation that any particular investment is suitable for any specific person. Neither VizMetrics nor any of its information providers is liable for errors, omissions, or for any actions taken based on this information. This report is subject to the VizMetrics Terms of Service. Contact us if you wish to learn more about this or other VizMetrics reports, please visit www.vizmetrics.com Copyright © 2022, VizMetrics Inc. All rights reserved. Unauthorized reproduction or distribution prohibited.