| Name | Ticker | IVV | IJH | IJR | EFA | SCZ | EEM | AGG | SHY | IEF | TLT | TIP | LQD | VNQ | GLD | DBC | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares Core S&P 500 ETF | IVV | 1.00 | 0.94 | 0.88 | 0.92 | 0.94 | 0.80 | 0.21 | -0.65 | -0.46 | -0.35 | 0.60 | 0.64 | 0.91 | 0.28 | 0.70 | 23.65% | 1.94% | 6.52% | 22.59% |
| iShares Core S&P Mid-Cap ETF | IJH | 0.94 | 1.00 | 0.97 | 0.93 | 0.95 | 0.87 | 0.12 | -0.78 | -0.61 | -0.49 | 0.47 | 0.64 | 0.93 | 0.13 | 0.78 | 25.12% | 2.34% | 8.44% | 29.23% |
| iShares Core S&P Small-Cap ETF | IJR | 0.88 | 0.97 | 1.00 | 0.93 | 0.92 | 0.90 | 0.07 | -0.78 | -0.64 | -0.51 | 0.42 | 0.60 | 0.90 | 0.04 | 0.80 | 24.79% | 2.46% | 9.33% | 32.32% |
| iShares MSCI EAFE ETF | EFA | 0.92 | 0.93 | 0.93 | 1.00 | 0.98 | 0.85 | 0.14 | -0.74 | -0.51 | -0.41 | 0.46 | 0.62 | 0.89 | 0.06 | 0.83 | 11.23% | 1.76% | 6.41% | 22.21% |
| iShares MSCI EAFE Small-Cap ETF | SCZ | 0.94 | 0.95 | 0.92 | 0.98 | 1.00 | 0.87 | 0.12 | -0.78 | -0.55 | -0.47 | 0.48 | 0.62 | 0.89 | 0.12 | 0.82 | 16.04% | 1.75% | 7.56% | 26.18% |
| iShares MSCI Emerging Markets ETF | EEM | 0.80 | 0.87 | 0.90 | 0.85 | 0.87 | 1.00 | 0.19 | -0.76 | -0.54 | -0.39 | 0.54 | 0.67 | 0.81 | 0.26 | 0.79 | 16.35% | 1.97% | 6.31% | 21.86% |
| iShares Core US Aggregate Bond ETF | AGG | 0.21 | 0.12 | 0.07 | 0.14 | 0.12 | 0.19 | 1.00 | 0.29 | 0.66 | 0.76 | 0.81 | 0.80 | 0.24 | 0.56 | -0.11 | 3.45% | 0.47% | 1.11% | 3.83% |
| iShares 1-3 Year Treasury Bond ETF | SHY | -0.65 | -0.78 | -0.78 | -0.74 | -0.78 | -0.76 | 0.29 | 1.00 | 0.84 | 0.75 | -0.10 | -0.30 | -0.73 | 0.08 | -0.81 | 2.25% | 0.07% | 0.38% | 1.33% |
| iShares 7-10 Year Treasury Bond ETF | IEF | -0.46 | -0.61 | -0.64 | -0.51 | -0.55 | -0.54 | 0.66 | 0.84 | 1.00 | 0.95 | 0.25 | 0.09 | -0.49 | 0.31 | -0.62 | 3.55% | 0.43% | 1.84% | 6.37% |
| iShares 20+ Year Treasury Bond ETF | TLT | -0.35 | -0.49 | -0.51 | -0.41 | -0.47 | -0.39 | 0.76 | 0.75 | 0.95 | 1.00 | 0.37 | 0.25 | -0.33 | 0.38 | -0.54 | 3.18% | 1.26% | 4.38% | 15.17% |
| iShares TIPS Bond ETF | TIP | 0.60 | 0.47 | 0.42 | 0.46 | 0.48 | 0.54 | 0.81 | -0.10 | 0.25 | 0.37 | 1.00 | 0.84 | 0.58 | 0.70 | 0.19 | 7.83% | 0.51% | 1.34% | 4.65% |
| iShares iBoxx $ Invmt Grade Corp Bd ETF | LQD | 0.64 | 0.64 | 0.60 | 0.62 | 0.62 | 0.67 | 0.80 | -0.30 | 0.09 | 0.25 | 0.84 | 1.00 | 0.71 | 0.47 | 0.37 | 4.48% | 0.95% | 2.80% | 9.71% |
| Vanguard Real Estate ETF | VNQ | 0.91 | 0.93 | 0.90 | 0.89 | 0.89 | 0.81 | 0.24 | -0.73 | -0.49 | -0.33 | 0.58 | 0.71 | 1.00 | 0.19 | 0.75 | 8.80% | 2.34% | 6.99% | 24.22% |
| SPDR Gold Shares | GLD | 0.28 | 0.13 | 0.04 | 0.06 | 0.12 | 0.26 | 0.56 | 0.08 | 0.31 | 0.38 | 0.70 | 0.47 | 0.19 | 1.00 | -0.05 | 11.77% | 1.17% | 4.81% | 16.65% |
| Invesco DB Commodity Tracking | DBC | 0.70 | 0.78 | 0.80 | 0.83 | 0.82 | 0.79 | -0.11 | -0.81 | -0.62 | -0.54 | 0.19 | 0.37 | 0.75 | -0.05 | 1.00 | 9.12% | 1.34% | 7.65% | 26.49% |
| Asset correlations for time period 01/01/2020 - 04/30/2021 based on monthly returns | ||||||||||||||||||||