Income Portfolio

5fc6b5fb1e2f0a25f6ccf866
Asset ID Name Earliest
Return Date		 Latest
Return Date		 Type
ISHARES MSCI USA MIN VOL FACTOR ETF 2011-10-21 2023-11-27 ETF
iShares Core U.S. Aggregate Bond ETF 2003-09-29 2023-11-27 ETF
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF 2014-11-10 2023-11-27 ETF
ProShares DJ Brookfield Global Infrastructure ETF 2014-03-28 2023-11-27 ETF
Benchmark
SPDR S&P 500 ETF Trust 1999-11-02 2023-11-27 ETF

Asset Report

Periodic Metrics

1 Day 1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
USMV -0.24 1.16 5.21 2.11 3.24 5.30 7.52 9.14 10.79 2011-10-21
AGG 0.34 0.27 2.12 0.38 0.41 -2.95 0.50 0.95 2.28 2003-09-29
PDBC -0.39 -0.27 -1.84 -1.27 -1.93 15.07 7.57 0.13 2014-11-10
TOLZ 0.93 6.51 2.95 -0.87 4.04 4.50 3.74 2014-03-28
Benchmark -0.15 0.69 8.47 3.09 12.31 7.97 10.89 9.77 5.90 1999-11-02
1 Week 1 Month 3 Months 1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
USMV 0.30 0.53 0.53 0.59 11.84 15.89 13.12 12.63 2011-10-21
AGG 0.22 0.31 0.29 0.29 4.03 4.11 3.28 3.92 2003-09-29
PDBC 0.47 0.64 0.54 0.59 14.98 15.33 15.67 2014-11-10
TOLZ 0.29 0.81 0.74 0.68 11.99 16.27 14.97 2014-03-28
Benchmark 0.35 0.62 0.69 0.75 14.89 17.72 14.62 17.13 1999-11-02
1 Year 3 Years 5 Years 10 Years Since Inception Inception Date
USMV 0.28 0.47 0.69 0.81 0.94 2011-10-21
AGG 0.02 -0.29 0.03 0.07 0.19 2003-09-29
PDBC -0.19 1.31 0.69 0.03 2014-11-10
TOLZ -0.09 0.36 0.43 0.35 2014-03-28
Benchmark 1.06 0.72 0.99 0.87 0.56 1999-11-02

Correlation Matrix

USMV AGG PDBC TOLZ
USMV 1 0.13 0.26 0.78
AGG 0.13 1 -0.01 0.16
PDBC 0.26 -0.01 1 0.43
TOLZ 0.78 0.16 0.43 1
Documentation