- 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.