Asset Class Returns

Last Update: 31 March 2024

The best performing Asset Class in the last 30 years is US Technology, that granded a +14.30% annualized return.

The worst is US Cash, with a +2.27% annualized return in the last 30 years.

Asset Classes can be easily replicated by ETFs. Some of them are the main components of the most efficient Lazy Portfolios.

Asset Class Metrics

Columns are sortable, Asset Classes are pre-ordered by 30 year return.

ASSET CLASSES
Metrics: Return - Risk - Drawdown
Last Update: 31 March 2024
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2024. Current inflation (annualized) is 1Y: 3.48% , 3Y: 5.63% , 5Y: 4.19% , 10Y: 2.84% , 30Y: 2.54%
Returns over 1 year are annualized. Last update: 31 March 2024.
Risk is represented as the annualized Standard Deviation of monthly returns.
High values of Standard Deviation mean high fluctuations in prices.
Last update: 31 March 2024.
The maximum Drawdown is calculated considering the end of month prices.
Low Risk Assets usually grant less severe drawdowns.
Last update: 31 March 2024.
Highlighted values indicate returns lower than the US Inflation recorded in the same period. US Inflation is updated to Mar 2024. 2024: 1.13%, 2023: 3.32%, 2022: 6.41%, 2021: 7.18%
Last update: 31 March 2024.
Swipe left to see all data
Return (%) - Mar 31, 2024
St.Dev. (%)
Ann. Return / St.Dev.
Max Drawdown (%)
Return / Drawdown
Ulcer Index
YTD(%)
Yearly Returns (%)
Dividend Yield (%)
Ticker Asset 1M 3M 6M 1Y 3Y 5Y 10Y 30Y ▾ 1Y 5Y 10Y 30Y 1Y 5Y 10Y 30Y 5Y 10Y 30Y 5Y 10Y 30Y 5Y 10Y 30Y 2024 2023 2022 2021 2024 2023 2022 2021
QQQ
US Technology
1.27
8.56
24.41
39.27
12.35
20.61
18.58
14.30
 15.17 21.67 18.31 23.97 2.59 0.95 1.01 0.60 -32.58 -32.58 -81.08 0.63 0.57 0.18 12.56 9.40 39.57
8.56
54.85
-32.58
27.42
 0.14 0.95 0.54 0.54
SPY
US Large Cap
3.27
10.39
23.24
29.63
11.33
14.96
12.85
10.54
 13.00 18.18 15.06 15.10 2.28 0.82 0.85 0.70 -23.93 -23.93 -50.80 0.63 0.54 0.21 8.38 6.39 14.76
10.39
26.19
-18.17
28.74
 0.34 1.74 1.34 1.54
VTI
US Total Stock Market
2.90
9.56
22.88
28.85
9.45
14.15
12.23
10.49
 13.76 18.70 15.50 15.52 2.10 0.76 0.79 0.68 -24.81 -24.81 -50.84 0.57 0.49 0.21 9.13 6.94 14.30
9.56
26.05
-19.51
25.67
 0.00 1.80 1.33 1.51
IJR
US Small Cap
3.26
2.40
17.83
15.91
2.13
9.07
8.75
10.13
 20.93 23.63 20.06 19.30 0.76 0.38 0.44 0.53 -32.77 -36.12 -51.79 0.28 0.24 0.20 11.29 10.11 12.35
2.40
16.07
-16.19
26.60
 0.30 1.51 1.17 1.92
EMB
Emerg. Market Bonds
1.99
1.54
11.43
9.24
-1.98
0.30
2.45
9.05
 9.21 12.75 10.00 12.83 1.00 0.02 0.25 0.70 -26.75 -26.75 -31.43 0.01 0.09 0.29 12.38 9.00 6.98
1.54
10.22
-18.64
-2.24
 0.85 5.10 3.99 3.73
VNQ
US REITs
1.09
-2.13
15.70
7.62
1.39
3.48
6.11
8.74
 19.68 20.42 17.77 19.42 0.39 0.17 0.34 0.45 -32.78 -32.78 -68.30 0.11 0.19 0.13 15.91 12.15 15.70
-2.13
11.79
-26.24
40.52
 0.00 4.30 2.82 3.53
CWB
US Convertible Bonds
2.08
1.54
8.97
11.16
-2.30
9.53
8.59
8.64
 11.55 16.55 13.31 12.99 0.97 0.58 0.65 0.67 -26.54 -26.54 -43.81 0.36 0.32 0.20 13.22 9.72 10.26
1.54
14.49
-20.81
2.17
 0.30 2.23 1.73 1.98
VGK
Europe
3.82
5.02
17.73
14.41
5.67
8.17
4.70
7.14
 15.64 20.32 16.85 17.87 0.92 0.40 0.28 0.40 -30.98 -30.98 -59.77 0.26 0.15 0.12 10.59 10.63 18.64
5.02
20.21
-16.00
16.88
 0.57 3.70 2.67 3.49
VT
World All Countries
3.19
7.82
19.99
22.75
6.59
10.95
8.76
6.72
 13.61 17.84 14.85 15.61 1.67 0.61 0.59 0.43 -25.52 -25.52 -57.06 0.43 0.34 0.12 9.14 7.38 17.96
7.82
22.02
-18.01
18.27
 0.41 2.51 1.78 2.13
FLLA
Latin America
0.75
-4.08
12.77
22.57
9.27
3.36
1.62
5.96
 22.01 30.04 27.09 29.00 1.03 0.11 0.06 0.21 -46.22 -50.15 -64.59 0.07 0.03 0.09 18.53 25.77 29.59
-4.08
32.80
7.75
-9.34
 0.00 6.93 9.57 6.03
PFF
Preferred Stocks
0.69
4.45
10.59
10.28
-0.61
2.66
3.61
5.73
 10.48 12.88 9.71 12.90 0.98 0.21 0.37 0.44 -20.63 -20.63 -58.42 0.13 0.17 0.10 9.71 7.02 8.95
4.45
8.59
-18.80
7.13
 1.11 6.98 4.14 4.65
GLD
Gold
8.67
7.61
19.99
12.28
8.75
11.01
5.23
5.69
 12.80 14.76 14.19 15.51 0.96 0.75 0.37 0.37 -18.08 -20.76 -42.91 0.61 0.25 0.13 6.97 8.33 20.47
7.61
12.69
-0.77
-4.15
 0.00 0.00 0.00 0.00
HYG
High Yield Bonds
1.09
1.51
8.72
9.15
1.14
2.88
3.26
5.57
 6.18 9.53 7.71 8.72 1.48 0.30 0.42 0.64 -15.25 -15.25 -30.85 0.19 0.21 0.18 5.83 4.57 4.75
1.51
11.00
-10.99
3.75
 1.06 6.20 4.59 4.08
TLT
Long Term Treasuries
0.78
-3.71
8.74
-7.84
-9.06
-3.54
0.98
5.27
 17.29 16.01 13.74 12.29 -0.45 -0.22 0.07 0.43 -47.74 -47.74 -47.74 -0.07 0.02 0.11 24.72 18.64 12.36
-3.71
2.51
-31.24
-4.60
 0.61 3.41 1.81 1.42
LQD
Invest. Grade Bonds
1.54
-0.87
9.13
3.63
-2.59
1.39
2.59
5.26
 10.49 10.38 8.13 7.20 0.35 0.13 0.32 0.73 -23.27 -23.27 -23.27 0.06 0.11 0.23 10.96 8.02 5.06
-0.87
9.40
-17.93
-1.85
 0.71 4.27 2.66 2.23
TIP
TIPS
0.65
-0.07
4.44
-0.38
-1.22
1.96
1.89
5.16
 4.81 6.31 5.16 5.95 -0.08 0.31 0.37 0.87 -14.76 -14.76 -14.76 0.13 0.13 0.35 7.06 5.17 3.95
-0.07
3.27
-13.10
5.67
 0.00 2.79 5.89 4.41
EEM
Emerging Markets
2.73
2.16
10.33
6.95
-6.18
1.43
2.24
5.08
 15.51 18.92 17.27 22.37 0.45 0.08 0.13 0.23 -36.52 -36.52 -60.44 0.04 0.06 0.08 17.73 17.01 21.70
2.16
8.99
-20.56
-3.61
 0.00 2.81 1.95 1.89
EFA
EAFE Stocks
3.38
5.99
17.34
15.17
4.83
7.34
4.77
4.97
 13.68 17.92 15.01 16.38 1.11 0.41 0.32 0.30 -27.58 -27.58 -57.38 0.27 0.17 0.09 9.37 9.09 18.63
5.99
18.40
-14.35
11.46
 0.00 3.44 2.25 3.62
BNDX
International Bonds
1.12
-0.02
6.59
5.19
-1.73
0.33
2.18
4.86
 5.00 5.42 4.27 4.55 1.04 0.06 0.51 1.07 -14.88 -14.88 -14.88 0.02 0.15 0.33 7.44 5.33 3.59
-0.02
8.79
-12.76
-2.28
 0.35 4.66 1.31 3.55
BND
US Total Bond Market
0.85
-0.69
5.87
1.62
-2.52
0.32
1.49
4.30
 6.80 6.26 4.92 4.21 0.24 0.05 0.30 1.02 -17.28 -17.28 -17.28 0.02 0.09 0.25 8.48 6.11 3.65
-0.69
5.41
-13.11
-1.86
 0.56 3.20 2.23 2.06
DBC
Commodities
4.46
4.22
-3.48
1.48
13.42
9.14
-0.46
4.19
 13.14 18.75 17.44 18.81 0.11 0.49 -0.03 0.22 -31.66 -57.79 -74.54 0.29 -0.01 0.06 13.22 34.97 39.91
4.22
-6.23
19.34
41.36
 0.00 4.42 0.70 0.00
VPL
Pacific
3.12
5.96
16.25
15.95
0.71
5.87
5.40
3.03
 12.39 16.63 14.52 17.09 1.29 0.35 0.37 0.18 -28.15 -28.15 -53.17 0.21 0.19 0.06 10.61 9.71 21.47
5.96
15.58
-15.20
1.12
 0.40 3.52 2.29 3.15
BIL
US Cash
0.41
1.29
2.64
5.21
2.50
1.87
1.22
2.27
 0.13 0.59 0.49 0.64 39.48 3.15 2.49 3.55 -0.16 -0.20 -0.42 11.35 6.20 5.39 0.06 0.08 0.12
1.29
4.94
1.40
-0.10
 0.83 5.03 1.36 0.00
Return over 1 year are annualized.
Legend: Stocks Fixed Income Commodities

For further information about the seasonality, check the Asset Class and Commodity Seasonality page.

Readings that may interest you

Asset Class Correlations

Monthly correlations of Asset Classes, over different timeframes.

If your screen resolution is not wide enough, scroll table horizzontally to explore the full dataset. You can click on header columns to sort them and hover on cells for tooltip details.

ASSET CLASS MONTHLY CORRELATIONS
Monthly correlations as of 31 March 2024
Swipe left to see all data
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
CWB
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.88
0.91
0.87
0.82
0.91
0.99
0.87
0.88
0.95
0.84
0.73
0.81
0.27
0.70
0.78
0.87
0.89
0.67
0.92
0.16
0.04
SPY
1.00
-
0.85
0.89
0.86
0.82
0.91
0.98
0.85
0.88
0.93
0.82
0.72
0.80
0.27
0.69
0.78
0.86
0.86
0.65
0.91
0.19
0.04
IJR
0.88
0.85
-
0.92
0.73
0.68
0.85
0.89
0.86
0.80
0.93
0.84
0.73
0.80
0.20
0.70
0.76
0.85
0.96
0.72
0.91
0.15
0.10
VNQ
0.91
0.89
0.92
-
0.74
0.77
0.92
0.93
0.85
0.92
0.92
0.88
0.86
0.91
0.30
0.82
0.90
0.95
0.88
0.84
0.98
0.24
-0.04
QQQ
0.87
0.86
0.73
0.74
-
0.64
0.64
0.80
0.69
0.61
0.77
0.74
0.61
0.70
0.13
0.51
0.66
0.68
0.83
0.62
0.76
0.03
-0.27
PFF
0.82
0.82
0.68
0.77
0.64
-
0.84
0.83
0.66
0.83
0.79
0.73
0.81
0.81
0.27
0.80
0.85
0.88
0.72
0.64
0.79
-0.06
0.10
EFA
0.91
0.91
0.85
0.92
0.64
0.84
-
0.96
0.88
0.99
0.95
0.85
0.80
0.84
0.14
0.80
0.84
0.89
0.81
0.69
0.93
0.28
0.17
VT
0.99
0.98
0.89
0.93
0.80
0.83
0.96
-
0.92
0.94
0.98
0.87
0.75
0.82
0.21
0.74
0.81
0.89
0.89
0.68
0.94
0.22
0.11
EEM
0.87
0.85
0.86
0.85
0.69
0.66
0.88
0.92
-
0.86
0.95
0.86
0.59
0.64
0.03
0.58
0.66
0.75
0.85
0.54
0.86
0.27
0.26
VGK
0.88
0.88
0.80
0.92
0.61
0.83
0.99
0.94
0.86
-
0.92
0.84
0.82
0.84
0.14
0.82
0.86
0.89
0.77
0.71
0.93
0.32
0.17
VPL
0.95
0.93
0.93
0.92
0.77
0.79
0.95
0.98
0.95
0.92
-
0.87
0.75
0.81
0.09
0.74
0.79
0.86
0.92
0.69
0.94
0.24
0.13
FLLA
0.84
0.82
0.84
0.88
0.74
0.73
0.85
0.87
0.86
0.84
0.87
-
0.71
0.76
0.06
0.64
0.78
0.81
0.89
0.64
0.87
0.04
0.05
BND
0.73
0.72
0.73
0.86
0.61
0.81
0.80
0.75
0.59
0.82
0.75
0.71
-
0.98
0.22
0.97
0.99
0.93
0.73
0.95
0.89
0.29
-0.15
TLT
0.81
0.80
0.80
0.91
0.70
0.81
0.84
0.82
0.64
0.84
0.81
0.76
0.98
-
0.25
0.93
0.98
0.94
0.80
0.95
0.92
0.23
-0.23
BIL
0.27
0.27
0.20
0.30
0.13
0.27
0.14
0.21
0.03
0.14
0.09
0.06
0.22
0.25
-
0.24
0.25
0.41
0.11
0.27
0.23
-0.05
-0.09
TIP
0.70
0.69
0.70
0.82
0.51
0.80
0.80
0.74
0.58
0.82
0.74
0.64
0.97
0.93
0.24
-
0.95
0.91
0.67
0.90
0.87
0.37
-0.01
LQD
0.78
0.78
0.76
0.90
0.66
0.85
0.84
0.81
0.66
0.86
0.79
0.78
0.99
0.98
0.25
0.95
-
0.96
0.78
0.94
0.93
0.27
-0.10
HYG
0.87
0.86
0.85
0.95
0.68
0.88
0.89
0.89
0.75
0.89
0.86
0.81
0.93
0.94
0.41
0.91
0.96
-
0.82
0.87
0.95
0.21
0.03
CWB
0.89
0.86
0.96
0.88
0.83
0.72
0.81
0.89
0.85
0.77
0.92
0.89
0.73
0.80
0.11
0.67
0.78
0.82
-
0.71
0.89
0.06
0.05
BNDX
0.67
0.65
0.72
0.84
0.62
0.64
0.69
0.68
0.54
0.71
0.69
0.64
0.95
0.95
0.27
0.90
0.94
0.87
0.71
-
0.86
0.38
-0.30
EMB
0.92
0.91
0.91
0.98
0.76
0.79
0.93
0.94
0.86
0.93
0.94
0.87
0.89
0.92
0.23
0.87
0.93
0.95
0.89
0.86
-
0.35
0.01
GLD
0.16
0.19
0.15
0.24
0.03
-0.06
0.28
0.22
0.27
0.32
0.24
0.04
0.29
0.23
-0.05
0.37
0.27
0.21
0.06
0.38
0.35
-
0.15
DBC
0.04
0.04
0.10
-0.04
-0.27
0.10
0.17
0.11
0.26
0.17
0.13
0.05
-0.15
-0.23
-0.09
-0.01
-0.10
0.03
0.05
-0.30
0.01
0.15
-
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
CWB
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.90
0.86
0.92
0.81
0.90
0.98
0.75
0.89
0.86
0.71
0.52
0.20
-0.04
0.62
0.68
0.86
0.89
0.57
0.79
0.24
0.47
SPY
1.00
-
0.87
0.85
0.92
0.80
0.90
0.98
0.73
0.89
0.85
0.69
0.53
0.20
-0.03
0.63
0.68
0.85
0.85
0.57
0.78
0.26
0.46
IJR
0.90
0.87
-
0.81
0.74
0.75
0.86
0.91
0.75
0.85
0.84
0.75
0.40
0.06
-0.12
0.49
0.57
0.82
0.86
0.46
0.71
0.10
0.54
VNQ
0.86
0.85
0.81
-
0.74
0.82
0.82
0.87
0.67
0.83
0.77
0.67
0.60
0.36
-0.10
0.67
0.72
0.79
0.74
0.62
0.80
0.29
0.43
QQQ
0.92
0.92
0.74
0.74
-
0.72
0.77
0.88
0.66
0.76
0.76
0.56
0.58
0.33
0.02
0.65
0.69
0.76
0.85
0.62
0.72
0.26
0.26
PFF
0.81
0.80
0.75
0.82
0.72
-
0.78
0.82
0.69
0.76
0.76
0.65
0.65
0.35
-0.03
0.60
0.76
0.84
0.73
0.63
0.81
0.27
0.31
EFA
0.90
0.90
0.86
0.82
0.77
0.78
-
0.96
0.85
0.99
0.96
0.74
0.57
0.22
0.01
0.58
0.72
0.83
0.79
0.55
0.84
0.30
0.55
VT
0.98
0.98
0.91
0.87
0.88
0.82
0.96
-
0.84
0.95
0.92
0.75
0.56
0.21
-0.02
0.62
0.72
0.87
0.88
0.57
0.84
0.28
0.53
EEM
0.75
0.73
0.75
0.67
0.66
0.69
0.85
0.84
-
0.82
0.87
0.69
0.53
0.21
-0.02
0.46
0.66
0.72
0.75
0.46
0.81
0.37
0.51
VGK
0.89
0.89
0.85
0.83
0.76
0.76
0.99
0.95
0.82
-
0.92
0.74
0.55
0.21
-0.01
0.58
0.70
0.83
0.78
0.53
0.84
0.30
0.56
VPL
0.86
0.85
0.84
0.77
0.76
0.76
0.96
0.92
0.87
0.92
-
0.70
0.57
0.22
0.02
0.56
0.70
0.81
0.80
0.54
0.81
0.29
0.51
FLLA
0.71
0.69
0.75
0.67
0.56
0.65
0.74
0.75
0.69
0.74
0.70
-
0.32
0.02
-0.05
0.32
0.51
0.73
0.66
0.36
0.70
0.19
0.59
BND
0.52
0.53
0.40
0.60
0.58
0.65
0.57
0.56
0.53
0.55
0.57
0.32
-
0.86
0.10
0.85
0.96
0.66
0.49
0.89
0.73
0.48
-0.07
TLT
0.20
0.20
0.06
0.36
0.33
0.35
0.22
0.21
0.21
0.21
0.22
0.02
0.86
-
0.09
0.69
0.74
0.29
0.20
0.72
0.41
0.42
-0.34
BIL
-0.04
-0.03
-0.12
-0.10
0.02
-0.03
0.01
-0.02
-0.02
-0.01
0.02
-0.05
0.10
0.09
-
-0.08
0.07
0.01
-0.10
0.14
0.07
0.11
-0.29
TIP
0.62
0.63
0.49
0.67
0.65
0.60
0.58
0.62
0.46
0.58
0.56
0.32
0.85
0.69
-0.08
-
0.83
0.71
0.55
0.84
0.67
0.49
0.11
LQD
0.68
0.68
0.57
0.72
0.69
0.76
0.72
0.72
0.66
0.70
0.70
0.51
0.96
0.74
0.07
0.83
-
0.81
0.64
0.89
0.86
0.46
0.11
HYG
0.86
0.85
0.82
0.79
0.76
0.84
0.83
0.87
0.72
0.83
0.81
0.73
0.66
0.29
0.01
0.71
0.81
-
0.76
0.73
0.87
0.32
0.42
CWB
0.89
0.85
0.86
0.74
0.85
0.73
0.79
0.88
0.75
0.78
0.80
0.66
0.49
0.20
-0.10
0.55
0.64
0.76
-
0.48
0.76
0.22
0.45
BNDX
0.57
0.57
0.46
0.62
0.62
0.63
0.55
0.57
0.46
0.53
0.54
0.36
0.89
0.72
0.14
0.84
0.89
0.73
0.48
-
0.73
0.43
-0.09
EMB
0.79
0.78
0.71
0.80
0.72
0.81
0.84
0.84
0.81
0.84
0.81
0.70
0.73
0.41
0.07
0.67
0.86
0.87
0.76
0.73
-
0.44
0.37
GLD
0.24
0.26
0.10
0.29
0.26
0.27
0.30
0.28
0.37
0.30
0.29
0.19
0.48
0.42
0.11
0.49
0.46
0.32
0.22
0.43
0.44
-
0.05
DBC
0.47
0.46
0.54
0.43
0.26
0.31
0.55
0.53
0.51
0.56
0.51
0.59
-0.07
-0.34
-0.29
0.11
0.11
0.42
0.45
-0.09
0.37
0.05
-
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
CWB
BNDX
EMB
GLD
DBC
VTI
-
1.00
0.89
0.76
0.91
0.74
0.87
0.97
0.71
0.85
0.84
0.57
0.38
0.08
-0.01
0.49
0.57
0.82
0.89
0.43
0.68
0.09
0.42
SPY
1.00
-
0.85
0.75
0.92
0.73
0.87
0.97
0.70
0.86
0.83
0.57
0.39
0.09
0.00
0.50
0.57
0.81
0.86
0.43
0.68
0.10
0.41
IJR
0.89
0.85
-
0.71
0.70
0.65
0.77
0.86
0.63
0.75
0.76
0.54
0.26
-0.04
-0.09
0.36
0.46
0.75
0.83
0.32
0.56
-0.02
0.46
VNQ
0.76
0.75
0.71
-
0.63
0.76
0.68
0.75
0.56
0.67
0.65
0.47
0.58
0.40
-0.08
0.63
0.69
0.69
0.67
0.59
0.69
0.19
0.25
QQQ
0.91
0.92
0.70
0.63
-
0.67
0.78
0.88
0.64
0.75
0.76
0.45
0.43
0.19
0.03
0.52
0.57
0.71
0.85
0.47
0.62
0.10
0.25
PFF
0.74
0.73
0.65
0.76
0.67
-
0.71
0.75
0.60
0.70
0.68
0.54
0.62
0.34
-0.03
0.58
0.74
0.79
0.70
0.59
0.77
0.21
0.25
EFA
0.87
0.87
0.77
0.68
0.78
0.71
-
0.95
0.82
0.99
0.94
0.65
0.43
0.11
0.03
0.50
0.62
0.80
0.80
0.40
0.76
0.17
0.50
VT
0.97
0.97
0.86
0.75
0.88
0.75
0.95
-
0.82
0.93
0.91
0.66
0.42
0.10
0.00
0.51
0.62
0.84
0.89
0.43
0.75
0.16
0.48
EEM
0.71
0.70
0.63
0.56
0.64
0.60
0.82
0.82
-
0.78
0.86
0.71
0.43
0.14
-0.01
0.45
0.59
0.69
0.74
0.35
0.75
0.31
0.47
VGK
0.85
0.86
0.75
0.67
0.75
0.70
0.99
0.93
0.78
-
0.87
0.65
0.43
0.10
0.03
0.49
0.61
0.79
0.77
0.39
0.76
0.18
0.50
VPL
0.84
0.83
0.76
0.65
0.76
0.68
0.94
0.91
0.86
0.87
-
0.61
0.42
0.11
0.01
0.48
0.59
0.76
0.80
0.39
0.73
0.17
0.46
FLLA
0.57
0.57
0.54
0.47
0.45
0.54
0.65
0.66
0.71
0.65
0.61
-
0.24
-0.02
0.00
0.31
0.45
0.65
0.56
0.25
0.65
0.27
0.53
BND
0.38
0.39
0.26
0.58
0.43
0.62
0.43
0.42
0.43
0.43
0.42
0.24
-
0.87
0.07
0.84
0.94
0.57
0.40
0.88
0.71
0.46
-0.10
TLT
0.08
0.09
-0.04
0.40
0.19
0.34
0.11
0.10
0.14
0.10
0.11
-0.02
0.87
-
0.04
0.69
0.73
0.22
0.12
0.74
0.41
0.42
-0.35
BIL
-0.01
0.00
-0.09
-0.08
0.03
-0.03
0.03
0.00
-0.01
0.03
0.01
0.00
0.07
0.04
-
-0.05
0.05
0.02
-0.05
0.07
0.04
0.12
-0.10
TIP
0.49
0.50
0.36
0.63
0.52
0.58
0.50
0.51
0.45
0.49
0.48
0.31
0.84
0.69
-0.05
-
0.82
0.63
0.48
0.79
0.67
0.48
0.11
LQD
0.57
0.57
0.46
0.69
0.57
0.74
0.62
0.62
0.59
0.61
0.59
0.45
0.94
0.73
0.05
0.82
-
0.74
0.57
0.86
0.85
0.42
0.09
HYG
0.82
0.81
0.75
0.69
0.71
0.79
0.80
0.84
0.69
0.79
0.76
0.65
0.57
0.22
0.02
0.63
0.74
-
0.76
0.60
0.82
0.28
0.45
CWB
0.89
0.86
0.83
0.67
0.85
0.70
0.80
0.89
0.74
0.77
0.80
0.56
0.40
0.12
-0.05
0.48
0.57
0.76
-
0.38
0.69
0.15
0.43
BNDX
0.43
0.43
0.32
0.59
0.47
0.59
0.40
0.43
0.35
0.39
0.39
0.25
0.88
0.74
0.07
0.79
0.86
0.60
0.38
-
0.68
0.37
-0.16
EMB
0.68
0.68
0.56
0.69
0.62
0.77
0.76
0.75
0.75
0.76
0.73
0.65
0.71
0.41
0.04
0.67
0.85
0.82
0.69
0.68
-
0.40
0.33
GLD
0.09
0.10
-0.02
0.19
0.10
0.21
0.17
0.16
0.31
0.18
0.17
0.27
0.46
0.42
0.12
0.48
0.42
0.28
0.15
0.37
0.40
-
0.12
DBC
0.42
0.41
0.46
0.25
0.25
0.25
0.50
0.48
0.47
0.50
0.46
0.53
-0.10
-0.35
-0.10
0.11
0.09
0.45
0.43
-0.16
0.33
0.12
-
VTI
SPY
IJR
VNQ
QQQ
PFF
EFA
VT
EEM
VGK
VPL
FLLA
BND
TLT
BIL
TIP
LQD
HYG
CWB
BNDX
EMB
GLD
DBC
VTI
-
0.99
0.88
0.63
0.85
0.47
0.84
0.95
0.76
0.84
0.72
0.67
0.15
-0.12
-0.01
0.19
0.32
0.69
0.88
0.15
0.57
0.06
0.33
SPY
0.99
-
0.81
0.61
0.83
0.47
0.83
0.95
0.73
0.84
0.71
0.64
0.16
-0.11
0.00
0.20
0.33
0.67
0.84
0.15
0.56
0.05
0.32
IJR
0.88
0.81
-
0.65
0.72
0.43
0.75
0.82
0.71
0.74
0.65
0.63
0.08
-0.18
-0.05
0.11
0.25
0.66
0.84
0.13
0.51
0.06
0.37
VNQ
0.63
0.61
0.65
-
0.39
0.52
0.61
0.63
0.53
0.61
0.51
0.47
0.31
0.10
-0.01
0.32
0.44
0.68
0.61
0.30
0.52
0.14
0.26
QQQ
0.85
0.83
0.72
0.39
-
0.31
0.66
0.78
0.63
0.65
0.57
0.53
0.10
-0.09
0.00
0.11
0.22
0.52
0.76
0.11
0.44
0.02
0.23
PFF
0.47
0.47
0.43
0.52
0.31
-
0.49
0.50
0.42
0.48
0.43
0.38
0.36
0.14
-0.08
0.36
0.59
0.65
0.50
0.37
0.40
0.04
0.23
EFA
0.84
0.83
0.75
0.61
0.66
0.49
-
0.95
0.82
0.96
0.89
0.71
0.17
-0.10
-0.03
0.20
0.36
0.69
0.78
0.18
0.60
0.18
0.44
VT
0.95
0.95
0.82
0.63
0.78
0.50
0.95
-
0.84
0.93
0.83
0.74
0.16
-0.13
-0.03
0.20
0.35
0.71
0.86
0.17
0.61
0.14
0.40
EEM
0.76
0.73
0.71
0.53
0.63
0.42
0.82
0.84
-
0.78
0.77
0.85
0.12
-0.12
-0.03
0.16
0.29
0.61
0.74
0.13
0.67
0.27
0.40
VGK
0.84
0.84
0.74
0.61
0.65
0.48
0.96
0.93
0.78
-
0.74
0.69
0.18
-0.11
0.01
0.20
0.36
0.69
0.77
0.17
0.58
0.15
0.40
VPL
0.72
0.71
0.65
0.51
0.57
0.43
0.89
0.83
0.77
0.74
-
0.63
0.16
-0.07
-0.08
0.20
0.32
0.57
0.67
0.20
0.54
0.22
0.43
FLLA
0.67
0.64
0.63
0.47
0.53
0.38
0.71
0.74
0.85
0.69
0.63
-
0.08
-0.16
-0.01
0.14
0.26
0.57
0.67
0.09
0.67
0.27
0.42
BND
0.15
0.16
0.08
0.31
0.10
0.36
0.17
0.16
0.12
0.18
0.16
0.08
-
0.85
0.14
0.82
0.87
0.38
0.19
0.67
0.50
0.31
0.03
TLT
-0.12
-0.11
-0.18
0.10
-0.09
0.14
-0.10
-0.13
-0.12
-0.11
-0.07
-0.16
0.85
-
0.05
0.66
0.66
0.05
-0.09
0.52
0.27
0.20
-0.17
BIL
-0.01
0.00
-0.05
-0.01
0.00
-0.08
-0.03
-0.03
-0.03
0.01
-0.08
-0.01
0.14
0.05
-
0.10
0.01
-0.02
-0.02
0.06
0.07
0.01
0.03
TIP
0.19
0.20
0.11
0.32
0.11
0.36
0.20
0.20
0.16
0.20
0.20
0.14
0.82
0.66
0.10
-
0.73
0.39
0.24
0.61
0.44
0.35
0.26
LQD
0.32
0.33
0.25
0.44
0.22
0.59
0.36
0.35
0.29
0.36
0.32
0.26
0.87
0.66
0.01
0.73
-
0.63
0.38
0.69
0.58
0.26
0.13
HYG
0.69
0.67
0.66
0.68
0.52
0.65
0.69
0.71
0.61
0.69
0.57
0.57
0.38
0.05
-0.02
0.39
0.63
-
0.72
0.38
0.64
0.15
0.32
CWB
0.88
0.84
0.84
0.61
0.76
0.50
0.78
0.86
0.74
0.77
0.67
0.67
0.19
-0.09
-0.02
0.24
0.38
0.72
-
0.21
0.59
0.12
0.38
BNDX
0.15
0.15
0.13
0.30
0.11
0.37
0.18
0.17
0.13
0.17
0.20
0.09
0.67
0.52
0.06
0.61
0.69
0.38
0.21
-
0.36
0.24
0.08
EMB
0.57
0.56
0.51
0.52
0.44
0.40
0.60
0.61
0.67
0.58
0.54
0.67
0.50
0.27
0.07
0.44
0.58
0.64
0.59
0.36
-
0.31
0.26
GLD
0.06
0.05
0.06
0.14
0.02
0.04
0.18
0.14
0.27
0.15
0.22
0.27
0.31
0.20
0.01
0.35
0.26
0.15
0.12
0.24
0.31
-
0.30
DBC
0.33
0.32
0.37
0.26
0.23
0.23
0.44
0.40
0.40
0.40
0.43
0.42
0.03
-0.17
0.03
0.26
0.13
0.32
0.38
0.08
0.26
0.30
-