| 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 | 0.95 | 0.92 | 0.86 | 0.83 | 0.84 | -0.37 | -0.44 | -0.58 | -0.54 | -0.21 | -0.14 | 0.46 | -0.54 | 0.37 | 6.60% | 0.75% | 1.53% | 5.30% |
| iShares Core S&P Mid-Cap ETF | IJH | 0.95 | 1.00 | 0.97 | 0.84 | 0.81 | 0.83 | -0.35 | -0.40 | -0.55 | -0.52 | -0.17 | -0.12 | 0.47 | -0.50 | 0.40 | 8.10% | 0.96% | 1.54% | 5.34% |
| iShares Core S&P Small-Cap ETF | IJR | 0.92 | 0.97 | 1.00 | 0.79 | 0.75 | 0.79 | -0.38 | -0.44 | -0.56 | -0.52 | -0.22 | -0.16 | 0.43 | -0.47 | 0.38 | 9.20% | 1.06% | 1.72% | 5.94% |
| iShares MSCI EAFE ETF | EFA | 0.86 | 0.84 | 0.79 | 1.00 | 0.97 | 0.90 | -0.37 | -0.38 | -0.58 | -0.55 | -0.22 | -0.15 | 0.34 | -0.48 | 0.48 | 5.25% | 1.37% | 2.41% | 8.35% |
| iShares MSCI EAFE Small-Cap ETF | SCZ | 0.83 | 0.81 | 0.75 | 0.97 | 1.00 | 0.87 | -0.34 | -0.34 | -0.54 | -0.51 | -0.18 | -0.11 | 0.33 | -0.43 | 0.46 | 4.54% | 1.32% | 3.54% | 12.25% |
| iShares MSCI Emerging Markets ETF | EEM | 0.84 | 0.83 | 0.79 | 0.90 | 0.87 | 1.00 | -0.28 | -0.30 | -0.49 | -0.47 | -0.08 | -0.06 | 0.31 | -0.31 | 0.58 | 10.94% | 1.31% | 3.63% | 12.59% |
| iShares Core US Aggregate Bond ETF | AGG | -0.37 | -0.35 | -0.38 | -0.37 | -0.34 | -0.28 | 1.00 | 0.84 | 0.93 | 0.90 | 0.83 | 0.87 | 0.19 | 0.55 | -0.21 | 2.36% | 0.18% | 0.84% | 2.93% |
| iShares 1-3 Year Treasury Bond ETF | SHY | -0.44 | -0.40 | -0.44 | -0.38 | -0.34 | -0.30 | 0.84 | 1.00 | 0.85 | 0.74 | 0.73 | 0.70 | 0.15 | 0.61 | -0.16 | 0.33% | 0.06% | 0.33% | 1.13% |
| iShares 7-10 Year Treasury Bond ETF | IEF | -0.58 | -0.55 | -0.56 | -0.58 | -0.54 | -0.49 | 0.93 | 0.85 | 1.00 | 0.95 | 0.78 | 0.80 | 0.07 | 0.60 | -0.33 | 2.12% | 0.35% | 1.57% | 5.42% |
| iShares 20+ Year Treasury Bond ETF | TLT | -0.54 | -0.52 | -0.52 | -0.55 | -0.51 | -0.47 | 0.90 | 0.74 | 0.95 | 1.00 | 0.76 | 0.82 | 0.06 | 0.55 | -0.30 | 7.00% | 0.80% | 3.22% | 11.17% |
| iShares TIPS Bond ETF | TIP | -0.21 | -0.17 | -0.22 | -0.22 | -0.18 | -0.08 | 0.83 | 0.73 | 0.78 | 0.76 | 1.00 | 0.84 | 0.15 | 0.49 | 0.01 | 1.74% | 0.29% | 1.13% | 3.93% |
| iShares iBoxx $ Invmt Grade Corp Bd ETF | LQD | -0.14 | -0.12 | -0.16 | -0.15 | -0.11 | -0.06 | 0.87 | 0.70 | 0.80 | 0.82 | 0.84 | 1.00 | 0.19 | 0.44 | -0.11 | 5.07% | 0.30% | 1.38% | 4.79% |
| Vanguard Real Estate ETF | VNQ | 0.46 | 0.47 | 0.43 | 0.34 | 0.33 | 0.31 | 0.19 | 0.15 | 0.07 | 0.06 | 0.15 | 0.19 | 1.00 | -0.17 | -0.04 | 7.23% | 0.82% | 4.48% | 15.51% |
| SPDR Gold Shares | GLD | -0.54 | -0.50 | -0.47 | -0.48 | -0.43 | -0.31 | 0.55 | 0.61 | 0.60 | 0.55 | 0.49 | 0.44 | -0.17 | 1.00 | 0.07 | 9.21% | 1.05% | 6.12% | 21.20% |
| Invesco DB Commodity Tracking | DBC | 0.37 | 0.40 | 0.38 | 0.48 | 0.46 | 0.58 | -0.21 | -0.16 | -0.33 | -0.30 | 0.01 | -0.11 | -0.04 | 0.07 | 1.00 | 12.26% | 1.16% | 6.08% | 21.06% |
| Asset correlations for time period 04/01/2016 - 08/16/2016 based on daily returns | ||||||||||||||||||||