| Name | Ticker | IVV | IJH | IJR | EFA | SCZ | EEM | AGG | SHY | IEF | TLT | TIP | LQD | VNQ | GLD | DBC | Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares Core S&P 500 ETF | IVV | 1.00 | 0.88 | 0.81 | 0.67 | 0.60 | 0.57 | -0.30 | -0.22 | -0.36 | -0.38 | -0.21 | -0.20 | 0.29 | -0.15 | 0.23 | 4.47% | 0.41% | 1.66% | 5.73% |
| iShares Core S&P Mid-Cap ETF | IJH | 0.88 | 1.00 | 0.96 | 0.64 | 0.58 | 0.51 | -0.22 | -0.16 | -0.29 | -0.32 | -0.15 | -0.14 | 0.42 | -0.10 | 0.26 | 1.58% | 0.71% | 1.26% | 4.37% |
| iShares Core S&P Small-Cap ETF | IJR | 0.81 | 0.96 | 1.00 | 0.61 | 0.55 | 0.44 | -0.27 | -0.22 | -0.33 | -0.36 | -0.18 | -0.18 | 0.36 | -0.14 | 0.26 | -2.38% | 0.92% | 0.99% | 3.42% |
| iShares MSCI EAFE ETF | EFA | 0.67 | 0.64 | 0.61 | 1.00 | 0.94 | 0.74 | -0.01 | 0.08 | -0.04 | -0.08 | 0.11 | 0.08 | 0.29 | 0.20 | 0.31 | 6.69% | 0.47% | 0.98% | 3.39% |
| iShares MSCI EAFE Small-Cap ETF | SCZ | 0.60 | 0.58 | 0.55 | 0.94 | 1.00 | 0.72 | 0.01 | 0.07 | -0.01 | -0.04 | 0.10 | 0.10 | 0.33 | 0.25 | 0.34 | 8.29% | 0.42% | 1.04% | 3.59% |
| iShares MSCI Emerging Markets ETF | EEM | 0.57 | 0.51 | 0.44 | 0.74 | 0.72 | 1.00 | 0.16 | 0.24 | 0.12 | 0.04 | 0.30 | 0.19 | 0.35 | 0.33 | 0.32 | 11.80% | 0.75% | 2.33% | 8.08% |
| iShares Core US Aggregate Bond ETF | AGG | -0.30 | -0.22 | -0.27 | -0.01 | 0.01 | 0.16 | 1.00 | 0.87 | 0.97 | 0.94 | 0.89 | 0.95 | 0.42 | 0.74 | 0.16 | 1.74% | 0.21% | 0.43% | 1.49% |
| iShares 1-3 Year Treasury Bond ETF | SHY | -0.22 | -0.16 | -0.22 | 0.08 | 0.07 | 0.24 | 0.87 | 1.00 | 0.89 | 0.78 | 0.84 | 0.84 | 0.36 | 0.65 | 0.21 | 0.42% | 0.06% | 0.07% | 0.23% |
| iShares 7-10 Year Treasury Bond ETF | IEF | -0.36 | -0.29 | -0.33 | -0.04 | -0.01 | 0.12 | 0.97 | 0.89 | 1.00 | 0.95 | 0.89 | 0.95 | 0.37 | 0.74 | 0.13 | 2.47% | 0.33% | 0.47% | 1.64% |
| iShares 20+ Year Treasury Bond ETF | TLT | -0.38 | -0.32 | -0.36 | -0.08 | -0.04 | 0.04 | 0.94 | 0.78 | 0.95 | 1.00 | 0.85 | 0.93 | 0.33 | 0.69 | 0.07 | 4.29% | 0.68% | 1.05% | 3.64% |
| iShares TIPS Bond ETF | TIP | -0.21 | -0.15 | -0.18 | 0.11 | 0.10 | 0.30 | 0.89 | 0.84 | 0.89 | 0.85 | 1.00 | 0.89 | 0.38 | 0.71 | 0.27 | 1.96% | 0.26% | 0.36% | 1.26% |
| iShares iBoxx $ Invmt Grade Corp Bd ETF | LQD | -0.20 | -0.14 | -0.18 | 0.08 | 0.10 | 0.19 | 0.95 | 0.84 | 0.95 | 0.93 | 0.89 | 1.00 | 0.46 | 0.72 | 0.20 | 2.50% | 0.30% | 0.79% | 2.74% |
| Vanguard Real Estate ETF | VNQ | 0.29 | 0.42 | 0.36 | 0.29 | 0.33 | 0.35 | 0.42 | 0.36 | 0.37 | 0.33 | 0.38 | 0.46 | 1.00 | 0.37 | 0.46 | 2.85% | 0.69% | 2.45% | 8.48% |
| SPDR Gold Shares | GLD | -0.15 | -0.10 | -0.14 | 0.20 | 0.25 | 0.33 | 0.74 | 0.65 | 0.74 | 0.69 | 0.71 | 0.72 | 0.37 | 1.00 | 0.21 | 11.85% | 0.64% | 2.46% | 8.52% |
| Invesco DB Commodity Tracking | DBC | 0.23 | 0.26 | 0.26 | 0.31 | 0.34 | 0.32 | 0.16 | 0.21 | 0.13 | 0.07 | 0.27 | 0.20 | 0.46 | 0.21 | 1.00 | -1.45% | 0.69% | 1.52% | 5.27% |
| Asset correlations for time period 01/03/2017 - 04/13/2017 based on daily returns | ||||||||||||||||||||