Class org.drip.coverage.portfolioconstruction.Idzorek

1

tests

0

failures

0

ignored

0.078s

duration

100%

successful

Tests

Test Duration Result
codeCoverageTest 0.078s passed

Standard output

	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------------------||
	|               STARTING RETURNS SOURCES RECONCILIATION               ||
	|---------------------------------------------------------------------||
	|                ID                 =>  HIST  | GSMI  | CAPM  | IMPL  ||
	|---------------------------------------------------------------------||
	| [US BONDS                       ] =>  3.15% | 0.02% | 0.08% | 0.25% ||
	| [INTERNATIONAL BONDS            ] =>  1.75% | 0.18% | 0.67% | 2.05% ||
	| [US LARGE GROWTH                ] => -6.39% | 5.57% | 6.41% | 19.69% ||
	| [US LARGE VALUE                 ] => -2.86% | 3.39% | 4.08% | 12.55% ||
	| [US SMALL GROWTH                ] => -6.75% | 6.59% | 7.43% | 22.84% ||
	| [US SMALL VALUE                 ] => -0.54% | 3.16% | 3.70% | 11.39% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] => -6.75% | 3.92% | 4.80% | 14.76% ||
	| [INTERNATIONAL EMERGING EQUITY  ] => -5.26% | 5.60% | 6.60% | 20.28% ||
	|---------------------------------------------------------------------||

	|------------------------------------------------------||
	|             HISTORICAL WEIGHTS RECONCILER            ||
	|------------------------------------------------------||
	|                  ID               =>  CALC  | VERIFY ||
	|------------------------------------------------------||
	| [US BONDS                       ] =>  1144% |  1144% ||
	| [INTERNATIONAL BONDS            ] => -0105% | -0105% ||
	| [US LARGE GROWTH                ] =>  0057% |  0055% ||
	| [US LARGE VALUE                 ] => -0007% | -0005% ||
	| [US SMALL GROWTH                ] => -0062% | -0061% ||
	| [US SMALL VALUE                 ] =>  0084% |  0081% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] => -0105% | -0104% ||
	| [INTERNATIONAL EMERGING EQUITY  ] =>  0015% |  0015% ||
	|------------------------------------------------------||
	| HIGH : US BONDS                        =>  1144%     ||
	| LOW  : INTERNATIONAL BONDS             => -0105%     ||
	|------------------------------------------------------||

	|------------------------------------------------------||
	|              CAPM GSMI WEIGHTS RECONCILER            ||
	|------------------------------------------------------||
	|                  ID               =>  CALC  | VERIFY ||
	|------------------------------------------------------||
	| [US BONDS                       ] =>  21.3% |  21.3% ||
	| [INTERNATIONAL BONDS            ] =>  05.1% |  05.2% ||
	| [US LARGE GROWTH                ] =>  11.1% |  10.8% ||
	| [US LARGE VALUE                 ] =>  10.3% |  10.8% ||
	| [US SMALL GROWTH                ] =>  03.4% |  03.7% ||
	| [US SMALL VALUE                 ] => -00.1% | -00.5% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] =>  17.3% |  17.1% ||
	| [INTERNATIONAL EMERGING EQUITY  ] =>  02.2% |  02.1% ||
	|------------------------------------------------------||
	| HIGH : US BONDS                        =>  21.3%     ||
	| LOW  : US SMALL VALUE                  => -00.1%     ||
	|------------------------------------------------------||

	|------------------------------------------------------||
	|             EQUILIBRIUM WEIGHTS RECONCILER           ||
	|------------------------------------------------------||
	|                  ID               =>  CALC  | VERIFY ||
	|------------------------------------------------------||
	| [US BONDS                       ] =>  17.7% |  19.3% ||
	| [INTERNATIONAL BONDS            ] =>  26.6% |  26.1% ||
	| [US LARGE GROWTH                ] =>  12.3% |  12.1% ||
	| [US LARGE VALUE                 ] =>  11.9% |  12.1% ||
	| [US SMALL GROWTH                ] =>  01.2% |  01.3% ||
	| [US SMALL VALUE                 ] =>  01.5% |  01.3% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] =>  23.9% |  24.2% ||
	| [INTERNATIONAL EMERGING EQUITY  ] =>  03.6% |  03.5% ||
	|------------------------------------------------------||
	| HIGH : INTERNATIONAL BONDS             =>  26.6%     ||
	| LOW  : US SMALL GROWTH                 =>  01.2%     ||
	|------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 3 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------------------------------------||
	| EXCESS RETURN MEAN               =>  3.003%  |  3.101%  ||
	| EXCESS RETURN VARIANCE           =>  0.00978 |  0.01010 ||
	| EXCESS RETURN STANDARD DEVIATION =>  9.890%  | 10.050%  ||
	| BETA                             =>  1.00000 |  1.01204 ||
	| ACTIVE BETA                      =>  0.00000 |  0.01204 ||
	| RESIDUAL RETURN                  =>  0.000%  |  0.061%  ||
	| RESIDUAL RISK                    =>  0.000%  |  0.901%  ||
	| ACTIVE RETURN                    =>  0.000%  |  0.098%  ||
	| ACTIVE RISK                      =>  0.000%  |  0.908%  ||
	| SHARPE RATIO                     =>  0.30363 |  0.30852 ||
	|---------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 23 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|


	|---------------------------||
	| TAU            =>  0.0250 ||
	| RISK AVERSION  =>  3.0700 ||
	| RISK FREE RATE =>  0.0000 ||
	|---------------------------||

	|-----------------------------------------------------------------------------------------------------------------------------------------||
	|                                               PRIOR CROSS ASSET COVARIANCE MATRIX                                                       ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||
	| US BONDS                        | 0.00100500 | 0.00132800 |-0.00057900 |-0.00067500 | 0.00012100 | 0.00012800 |-0.00044500 |-0.00043700 ||
	| INTERNATIONAL BONDS             | 0.00132800 | 0.00727700 |-0.00130700 |-0.00061000 |-0.00223700 |-0.00098900 | 0.00144200 |-0.00153500 ||
	| US LARGE GROWTH                 |-0.00057900 |-0.00130700 | 0.05958200 | 0.02758800 | 0.06349700 | 0.02303600 | 0.03296700 | 0.04803900 ||
	| US LARGE VALUE                  |-0.00067500 |-0.00061000 | 0.02758800 | 0.02960900 | 0.02657200 | 0.02146500 | 0.02069700 | 0.02985400 ||
	| US SMALL GROWTH                 | 0.00012100 |-0.00223700 | 0.06349700 | 0.02657200 | 0.10248800 | 0.04274400 | 0.03994300 | 0.06599400 ||
	| US SMALL VALUE                  | 0.00012800 |-0.00098900 | 0.02303600 | 0.02146500 | 0.04274400 | 0.03205600 | 0.01988100 | 0.03223500 ||
	| INTERNATIONAL DEVELOPED EQUITY  |-0.00044500 | 0.00144200 | 0.03296700 | 0.02069700 | 0.03994300 | 0.01988100 | 0.02835500 | 0.03506400 ||
	| INTERNATIONAL EMERGING EQUITY   |-0.00043700 |-0.00153500 | 0.04803900 | 0.02985400 | 0.06599400 | 0.03223500 | 0.03506400 | 0.07995800 ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||

	|---------------------------------------------------------------------------------------------||
	|                         VIEW SCOPING ASSET PROJECTION LOADING                               ||
	|---------------------------------------------------------------------------------------------||
	|  #0 |  0.00000 |  0.00000 |  0.00000 |  0.00000 |  0.00000 |  0.00000 |  1.00000 |  0.00000 ||
	|  #1 | -1.00000 |  1.00000 |  0.00000 |  0.00000 |  0.00000 |  0.00000 |  0.00000 |  0.00000 ||
	|  #2 |  0.00000 |  0.00000 |  0.90000 | -0.90000 |  0.10000 | -0.10000 |  0.00000 |  0.00000 ||
	|---------------------------------------------------------------------------------------------||

	|----------------------------------------------||
	|  #0 | 0.000709 | 0.000000 | 0.000000 | 5.25% ||
	|  #1 | 0.000000 | 0.000141 | 0.000000 | 0.25% ||
	|  #2 | 0.000000 | 0.000000 | 0.000860 | 2.00% ||
	|----------------------------------------------||

	|-----------------------------------------------------------------------------------------------------------------------------------------||
	|                                               JOINT CROSS ASSET COVARIANCE MATRIX                                                       ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||
	| US BONDS                        | 0.00002476 | 0.00002906 |-0.00000879 |-0.00001181 | 0.00001109 | 0.00000864 |-0.00000685 |-0.00000332 ||
	| INTERNATIONAL BONDS             | 0.00002906 | 0.00010314 |-0.00002563 |-0.00002115 |-0.00002805 |-0.00001427 | 0.00000663 |-0.00002901 ||
	| US LARGE GROWTH                 |-0.00000879 |-0.00002563 | 0.00076414 | 0.00044493 | 0.00070966 | 0.00030159 | 0.00035269 | 0.00057328 ||
	| US LARGE VALUE                  |-0.00001181 |-0.00002115 | 0.00044493 | 0.00053616 | 0.00036392 | 0.00034739 | 0.00027553 | 0.00044996 ||
	| US SMALL GROWTH                 | 0.00001109 |-0.00002805 | 0.00070966 | 0.00036392 | 0.00149500 | 0.00072973 | 0.00043233 | 0.00088513 ||
	| US SMALL VALUE                  | 0.00000864 |-0.00001427 | 0.00030159 | 0.00034739 | 0.00072973 | 0.00061809 | 0.00025805 | 0.00049953 ||
	| INTERNATIONAL DEVELOPED EQUITY  |-0.00000685 | 0.00000663 | 0.00035269 | 0.00027553 | 0.00043233 | 0.00025805 | 0.00033570 | 0.00041425 ||
	| INTERNATIONAL EMERGING EQUITY   |-0.00000332 |-0.00002901 | 0.00057328 | 0.00044996 | 0.00088513 | 0.00049953 | 0.00041425 | 0.00139586 ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||

	|-----------------------------------------------------------------------------------------------------------------------------------------||
	|                                             POSTERIOR CROSS ASSET COVARIANCE MATRIX                                                     ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||
	| US BONDS                        | 0.00102976 | 0.00135706 |-0.00058779 |-0.00068681 | 0.00013209 | 0.00013664 |-0.00045185 |-0.00044032 ||
	| INTERNATIONAL BONDS             | 0.00135706 | 0.00738014 |-0.00133263 |-0.00063115 |-0.00226505 |-0.00100327 | 0.00144863 |-0.00156401 ||
	| US LARGE GROWTH                 |-0.00058779 |-0.00133263 | 0.06034614 | 0.02803293 | 0.06420666 | 0.02333759 | 0.03331969 | 0.04861228 ||
	| US LARGE VALUE                  |-0.00068681 |-0.00063115 | 0.02803293 | 0.03014516 | 0.02693592 | 0.02181239 | 0.02097253 | 0.03030396 ||
	| US SMALL GROWTH                 | 0.00013209 |-0.00226505 | 0.06420666 | 0.02693592 | 0.10398300 | 0.04347373 | 0.04037533 | 0.06687913 ||
	| US SMALL VALUE                  | 0.00013664 |-0.00100327 | 0.02333759 | 0.02181239 | 0.04347373 | 0.03267409 | 0.02013905 | 0.03273453 ||
	| INTERNATIONAL DEVELOPED EQUITY  |-0.00045185 | 0.00144863 | 0.03331969 | 0.02097253 | 0.04037533 | 0.02013905 | 0.02869070 | 0.03547825 ||
	| INTERNATIONAL EMERGING EQUITY   |-0.00044032 |-0.00156401 | 0.04861228 | 0.03030396 | 0.06687913 | 0.03273453 | 0.03547825 | 0.08135386 ||
	|-----------------------------------------------------------------------------------------------------------------------------------------||

	|----------------------------------------------------||
	|               JOINT/POSTERIOR RETURN               ||
	|----------------------------------------------------||
	|                 ID                => DROP  | IDZO  ||
	|----------------------------------------------------||
	| [US BONDS                       ] => 0.07% | 0.07% ||
	| [INTERNATIONAL BONDS            ] => 0.50% | 0.50% ||
	| [US LARGE GROWTH                ] => 6.50% | 6.50% ||
	| [US LARGE VALUE                 ] => 4.33% | 4.32% ||
	| [US SMALL GROWTH                ] => 7.59% | 7.59% ||
	| [US SMALL VALUE                 ] => 3.94% | 3.94% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] => 4.94% | 4.93% ||
	| [INTERNATIONAL EMERGING EQUITY  ] => 6.84% | 6.84% ||
	|----------------------------------------------------||

	|----------------------------------------------------||
	|           RETURNS DEVIATION RECONCILER             ||
	|----------------------------------------------------||
	|                 ID                => DROP  | IDZO  ||
	|----------------------------------------------------||
	| [US BONDS                       ] =>-0.02% |-0.02% ||
	| [INTERNATIONAL BONDS            ] =>-0.17% |-0.17% ||
	| [US LARGE GROWTH                ] => 0.08% | 0.08% ||
	| [US LARGE VALUE                 ] => 0.24% | 0.24% ||
	| [US SMALL GROWTH                ] => 0.15% | 0.16% ||
	| [US SMALL VALUE                 ] => 0.23% | 0.23% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] => 0.13% | 0.13% ||
	| [INTERNATIONAL EMERGING EQUITY  ] => 0.24% | 0.24% ||
	|----------------------------------------------------||

	|--------------------------------------------------------||
	|               POSTERIOR WEIGHTS RECONCILER             ||
	|--------------------------------------------------------||
	|                  ID               =>  CALC   | VERIFY  ||
	|--------------------------------------------------------||
	| [US BONDS                       ] =>  29.89% |  29.88% ||
	| [INTERNATIONAL BONDS            ] =>  15.58% |  15.59% ||
	| [US LARGE GROWTH                ] =>  09.37% |  09.35% ||
	| [US LARGE VALUE                 ] =>  14.81% |  14.82% ||
	| [US SMALL GROWTH                ] =>  01.04% |  01.04% ||
	| [US SMALL VALUE                 ] =>  01.64% |  01.65% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] =>  27.77% |  27.81% ||
	| [INTERNATIONAL EMERGING EQUITY  ] =>  03.49% |  03.49% ||
	|--------------------------------------------------------||
	| HIGH  : US BONDS                        =>  29.89%     ||
	| LOW   : US SMALL GROWTH                 =>  01.04%     ||
	|--------------------------------------------------------||
	| TOTAL :                                    103.59%     ||
	|--------------------------------------------------------||

	|--------------------------------------------------------||
	|              WEIGHT DEVIATION RECONCILER               ||
	|--------------------------------------------------------||
	|                 ID                =>   DROP  |   IDZO  ||
	|--------------------------------------------------------||
	| [US BONDS                       ] =>  10.55% |  10.54% ||
	| [INTERNATIONAL BONDS            ] => -10.55% | -10.54% ||
	| [US LARGE GROWTH                ] => -02.72% | -02.73% ||
	| [US LARGE VALUE                 ] =>  02.72% |  02.73% ||
	| [US SMALL GROWTH                ] => -00.30% | -00.30% ||
	| [US SMALL VALUE                 ] =>  00.30% |  00.30% ||
	| [INTERNATIONAL DEVELOPED EQUITY ] =>  03.59% |  03.63% ||
	| [INTERNATIONAL EMERGING EQUITY  ] => -00.00% |  00.00% ||
	|--------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 2 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|



	|----------------------------------------------------||
	|    CUSTOM vs. FULL CONFIDENCE RETURNS COMPARISON   ||
	|----------------------------------------------------||
	|             ASSET               =>  FULL  | CUSTOM ||
	|----------------------------------------------------||
	| US BONDS                        =>  0.04% |  0.07% || 
	| INTERNATIONAL BONDS             =>  0.29% |  0.50% || 
	| US LARGE GROWTH                 =>  6.65% |  6.50% || 
	| US LARGE VALUE                  =>  4.81% |  4.33% || 
	| US SMALL GROWTH                 =>  7.85% |  7.59% || 
	| US SMALL VALUE                  =>  4.39% |  3.94% || 
	| INTERNATIONAL DEVELOPED EQUITY  =>  5.25% |  4.94% || 
	| INTERNATIONAL EMERGING EQUITY   =>  7.31% |  6.84% || 
	|----------------------------------------------------||

	|----------------------------------------------------------------||
	| {IDZO} EQUILIBRIUM WEIGHTS COMPARISON ACROSS CONFIDENCE LEVELS ||
	|----------------------------------------------------------------||
	|             ASSET               =>   FULL  |  CUSTOM |   NONE  ||
	|----------------------------------------------------------------||
	| US BONDS                        =>  43.82% |  29.88% |  19.34% ||
	| INTERNATIONAL BONDS             =>  01.65% |  15.59% |  26.13% ||
	| US LARGE GROWTH                 =>  03.81% |  09.35% |  12.09% ||
	| US LARGE VALUE                  =>  20.37% |  14.82% |  12.09% ||
	| US SMALL GROWTH                 =>  00.42% |  01.04% |  01.34% ||
	| US SMALL VALUE                  =>  02.26% |  01.65% |  01.34% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  35.21% |  27.81% |  24.18% ||
	| INTERNATIONAL EMERGING EQUITY   =>  03.49% |  03.49% |  03.49% ||
	|----------------------------------------------------------------||

	|----------------------------------------------------------------||
	| {DROP} EQUILIBRIUM WEIGHTS COMPARISON ACROSS CONFIDENCE LEVELS ||
	|----------------------------------------------------------------||
	|             ASSET               =>   FULL  |  CUSTOM |   NONE  ||
	|----------------------------------------------------------------||
	| US BONDS                        =>  43.81% |  29.89% |  19.34% ||
	| INTERNATIONAL BONDS             =>  01.66% |  15.58% |  26.13% ||
	| US LARGE GROWTH                 =>  03.85% |  09.37% |  12.09% ||
	| US LARGE VALUE                  =>  20.33% |  14.81% |  12.09% ||
	| US SMALL GROWTH                 =>  00.42% |  01.04% |  01.34% ||
	| US SMALL VALUE                  =>  02.26% |  01.64% |  01.34% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  35.10% |  27.77% |  24.18% ||
	| INTERNATIONAL EMERGING EQUITY   =>  03.49% |  03.49% |  03.49% ||
	|----------------------------------------------------------------||

	|----------------------------------------------------------------||
	|  {IDZO} WEIGHTS DEVIATION COMPARISON ACROSS CONFIDENCE LEVELS  ||
	|----------------------------------------------------------------||
	|             ASSET               =>   FULL  |  CUSTOM |   NONE  ||
	|----------------------------------------------------------------||
	| US BONDS                        =>  24.48% |  10.54% |  43.06% ||
	| INTERNATIONAL BONDS             => -24.48% | -10.54% |  43.06% ||
	| US LARGE GROWTH                 => -08.28% | -02.73% |  33.02% ||
	| US LARGE VALUE                  =>  08.28% |  02.73% |  33.02% ||
	| US SMALL GROWTH                 => -00.92% | -00.30% |  33.02% ||
	| US SMALL VALUE                  =>  00.92% |  00.30% |  33.02% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  11.03% |  03.63% |  32.94% ||
	|----------------------------------------------------------------||

	|----------------------------------------------------------------||
	|  {DROP} WEIGHTS DEVIATION COMPARISON ACROSS CONFIDENCE LEVELS  ||
	|----------------------------------------------------------------||
	|             ASSET               =>   FULL  |  CUSTOM |  LEVEL  ||
	|----------------------------------------------------------------||
	| US BONDS                        =>  24.47% |  10.55% |  43.10% ||
	| INTERNATIONAL BONDS             => -24.47% | -10.55% |  43.10% ||
	| US LARGE GROWTH                 => -08.24% | -02.72% |  32.95% ||
	| US LARGE VALUE                  =>  08.24% |  02.72% |  32.95% ||
	| US SMALL GROWTH                 => -00.92% | -00.30% |  32.95% ||
	| US SMALL VALUE                  =>  00.92% |  00.30% |  32.95% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  10.92% |  03.59% |  32.83% ||
	|----------------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 1 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|




	|------------------------------------------------------||
	| VIEW #0                CONFIDENCE =>  25.00%         ||
	|------------------------------------------------------||
	|             ASSET ID            =>   TILT  |  WEIGHT ||
	|------------------------------------------------------||
	| US BONDS                        =>  00.00% |  19.34% ||
	| INTERNATIONAL BONDS             =>  -00.00% |  26.13% ||
	| US LARGE GROWTH                 =>  -00.00% |  12.09% ||
	| US LARGE VALUE                  =>  00.00% |  12.09% ||
	| US SMALL GROWTH                 =>  -00.00% |  01.34% ||
	| US SMALL VALUE                  =>  00.00% |  01.34% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  02.73% |  26.91% ||
	| INTERNATIONAL EMERGING EQUITY   =>  00.00% |  03.49% ||
	|------------------------------------------------------||

	|------------------------------------------------------||
	| VIEW #1                CONFIDENCE =>  50.00%         ||
	|------------------------------------------------------||
	|             ASSET ID            =>   TILT  |  WEIGHT ||
	|------------------------------------------------------||
	| US BONDS                        => -12.24% |  07.10% ||
	| INTERNATIONAL BONDS             => -12.24% |  13.89% ||
	| US LARGE GROWTH                 =>  -00.00% |  12.09% ||
	| US LARGE VALUE                  =>  00.00% |  12.09% ||
	| US SMALL GROWTH                 =>  -00.00% |  01.34% ||
	| US SMALL VALUE                  =>  00.00% |  01.34% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  00.00% |  24.18% ||
	| INTERNATIONAL EMERGING EQUITY   =>  00.00% |  03.49% ||
	|------------------------------------------------------||

	|------------------------------------------------------||
	| VIEW #2                CONFIDENCE =>  65.00%         ||
	|------------------------------------------------------||
	|             ASSET ID            =>   TILT  |  WEIGHT ||
	|------------------------------------------------------||
	| US BONDS                        =>  00.00% |  19.34% ||
	| INTERNATIONAL BONDS             =>  -00.00% |  26.13% ||
	| US LARGE GROWTH                 => -04.82% |  07.27% ||
	| US LARGE VALUE                  => -04.82% |  07.27% ||
	| US SMALL GROWTH                 => -00.06% |  01.28% ||
	| US SMALL VALUE                  => -00.06% |  01.28% ||
	| INTERNATIONAL DEVELOPED EQUITY  =>  00.00% |  24.18% ||
	| INTERNATIONAL EMERGING EQUITY   =>  00.00% |  03.49% ||
	|------------------------------------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 2 ms
	|-----------------------------------------------------------------|


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|-----------------------------------------------------------------|




	|-----------------------------||
	|            VIEW #0          ||
	|-----------------------------||
	|     CONFIDENCE => 25.00%    ||
	|-----------------------------||
	|  01.00% |  00.06% |  01.50% ||
	|  02.00% |  00.07% |  00.43% ||
	|  03.00% |  00.07% |  00.20% ||
	|  04.00% |  00.07% |  00.11% ||
	|  05.00% |  00.07% |  00.07% ||
	|  06.00% |  00.07% |  00.05% ||
	|  07.00% |  00.07% |  00.04% ||
	|  08.00% |  00.07% |  00.03% ||
	|  09.00% |  00.07% |  00.02% ||
	|  10.00% |  00.07% |  00.02% ||
	|  11.00% |  00.07% |  00.02% ||
	|  12.00% |  00.07% |  00.01% ||
	|  13.00% |  00.07% |  00.01% ||
	|  14.00% |  00.07% |  00.01% ||
	|  15.00% |  00.07% |  00.01% ||
	|-----------------------------||

	|-----------------------------||
	|            VIEW #1          ||
	|-----------------------------||
	|     CONFIDENCE => 50.00%    ||
	|-----------------------------||
	|  01.00% |  03.00% | -00.29% ||
	|  02.00% |  02.99% | -00.04% ||
	|  03.00% |  02.99% | -00.01% ||
	|  04.00% |  02.99% | -00.00% ||
	|  05.00% |  02.99% | -00.00% ||
	|  06.00% |  02.99% | -00.00% ||
	|  07.00% |  02.99% | -00.00% ||
	|  08.00% |  02.99% | -00.00% ||
	|  09.00% |  02.99% | -00.00% ||
	|  10.00% |  02.99% | -00.00% ||
	|  11.00% |  02.99% | -00.00% ||
	|  12.00% |  02.99% | -00.00% ||
	|  13.00% |  02.99% | -00.00% ||
	|  14.00% |  02.99% | -00.00% ||
	|  15.00% |  02.99% | -00.00% ||
	|-----------------------------||

	|-----------------------------||
	|            VIEW #2          ||
	|-----------------------------||
	|     CONFIDENCE => 65.00%    ||
	|-----------------------------||
	|  01.00% |  00.47% | -00.37% ||
	|  02.00% |  00.47% | -00.05% ||
	|  03.00% |  00.47% | -00.02% ||
	|  04.00% |  00.47% | -00.01% ||
	|  05.00% |  00.47% | -00.00% ||
	|  06.00% |  00.47% | -00.00% ||
	|  07.00% |  00.47% | -00.00% ||
	|  08.00% |  00.47% | -00.00% ||
	|  09.00% |  00.47% | -00.00% ||
	|  10.00% |  00.47% | -00.00% ||
	|  11.00% |  00.47% | -00.00% ||
	|  12.00% |  00.47% | -00.00% ||
	|  13.00% |  00.47% | -00.00% ||
	|  14.00% |  00.47% | -00.00% ||
	|  15.00% |  00.47% | -00.00% ||
	|-----------------------------||


	|-----------------------------------------------------------------|
	|    Copyright (C) 2011-2020 (DRIP, DROP)
	|-----------------------------------------------------------------|
	|    Build Version  => 4.66.0 multi mode
	|    Build JVM (TM) => 1.8.0_112
	|    Build Snap     => Sun Jan 26 23:00:02 EST 2020
	|    Start Time     => Mon Jan 27 00:35:44 EST 2020
	|    Setup Time     => Mon Jan 27 00:35:44 EST 2020
	|    Finish Time    => Mon Jan 27 00:35:44 EST 2020
	|    Setup Duration => 1 ms
	|    Run Duration   => 25 ms
	|-----------------------------------------------------------------|