All portfolios are equal-weighted(unless otherwise stated).
For the purpose of demonstration, all portfolios assume a starting balance of $10,000 U.S.
Many Coire accounts have a minimum investment of $1,000 U.S.
Portfolios with a launch date of fewer than 5 years are backtested.
Trailing return and volatility are calculated as of the last full calendar quarter excluding management fees; portfolio income is rounded down to the nearest $1 unless otherwise noted; and the US stock market (S&P 500) is used as the benchmark for calculations unless otherwise noted.
Value-at-risk metrics are based on monthly values.
Not all stocks pay dividends, which is reflected in the TTM Yield.
Significant effort is made to ensure that asset allocation models are in line with account summary, but not always possible.
Market capitalization data is based on the rescaled long position of the equity holdings.
Sector data is based on the rescaled long position of the equity holdings.
Return attribution decomposes portfolio gains into their constituent parts and identifies the contribution to returns by each of the assets.
Risk attribution decomposes portfolio risk into its constituent parts and identifies the contribution to overall volatility by each of the assets.
Annualized rolling returns are based on a 36 or 60-month cycle.