Tactical: DIY, ranked by Alpha

for period ending July 31, 2020

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

Recipe Name	ID	Category	1 year	3 year	5 year	7 year	10 year	15 year	1 year	3 year	5 year	7 year	10 year	15 year
			Alpha						Total Return, annualized
		Group average	11.1%	*	*	*	*	*	16.4%	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	12.2%	*	*	*	*	*	19.0%	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	10.8%	*	*	*	*	*	17.4%	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	10.1%	*	*	*	*	*	16.7%	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	14.9%	*	*	*	*	*	20.2%	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	12.5%	*	*	*	*	*	20.2%	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	22.5%	*	*	*	*	*	25.9%	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	-5.4%	*	*	*	*	*	1.4%	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	14.9%	*	*	*	*	*	19.6%	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	13.6%	*	*	*	*	*	20.0%	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	17.4%	*	*	*	*	*	21.6%	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	13.6%	*	*	*	*	*	15.5%	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	5.1%	*	*	*	*	*	12.8%	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	18.9%	*	*	*	*	*	19.0%	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	9.9%	*	*	*	*	*	16.2%	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	5.3%	*	*	*	*	*	14.5%	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	3.7%	*	*	*	*	*	5.3%	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	1.5%	*	*	*	*	*	4.0%	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	6.1%	*	*	*	*	*	7.7%	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	1.1%	*	*	*	*	*	3.0%	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	16.0%	*	*	*	*	*	20.8%	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	11.0%	*	*	*	*	*	16.3%	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	11.0%	*	*	*	*	*	16.3%	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	15.5%	*	*	*	*	*	20.9%	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	10.9%	*	*	*	*	*	16.8%	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	12.4%	*	*	*	*	*	18.1%	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	17.3%	*	*	*	*	*	22.1%	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	16.7%	*	*	*	*	*	22.1%	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	14.6%	*	*	*	*	*	20.4%	*	*	*	*	*
Pure Momentum	t.pure	Momentum	21.8%	*	*	*	*	*	22.9%	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	25.3%	*	*	*	*	*	29.0%	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	17.2%	*	*	*	*	*	22.5%	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	5.9%	*	*	*	*	*	14.7%	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	6.0%	*	*	*	*	*	13.3%	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	5.5%	*	*	*	*	*	14.3%	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	18.2%	*	*	*	*	*	21.4%	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	17.9%	*	*	*	*	*	20.7%	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	-18.8%	*	*	*	*	*	-5.4%	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	5.3%	*	*	*	*	*	10.1%	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	5.9%	*	*	*	*	*	8.7%	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	8.8%	*	*	*	*	*	19.3%	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	14.7%	*	*	*	*	*	19.8%	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	16.4%	*	*	*	*	*	21.8%	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	15.1%	*	*	*	*	*	18.5%	*	*	*	*	*

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