Tactical: DIY, ranked by Historical Return

for period ending May 31, 2022

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	2017	2018	2019	2020	2021	1 year	3 year	5 year	7 year	10 year	15 year
			Historical Return						Total Return, annualized
		Group average	17.5%	*	*	*	*	-2.5%	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	19.0%	*	*	*	*	-8.5%	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	20.5%	*	*	*	*	-11.1%	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	20.2%	*	*	*	*	-11.6%	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	17.6%	*	*	*	*	-1.6%	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	18.5%	*	*	*	*	-8.4%	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	19.2%	*	*	*	*	6.6%	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	11.1%	*	*	*	*	-1.9%	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	22.1%	*	*	*	*	-7.6%	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	13.4%	*	*	*	*	-10.2%	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	15.9%	*	*	*	*	-9.3%	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	1.8%	*	*	*	*	-2.4%	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	16.4%	*	*	*	*	-9.4%	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	6.0%	*	*	*	*	-7.0%	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	18.3%	*	*	*	*	-8.2%	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	20.1%	*	*	*	*	-9.0%	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	15.8%	*	*	*	*	21.2%	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	16.5%	*	*	*	*	24.4%	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	15.6%	*	*	*	*	13.5%	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	11.1%	*	*	*	*	8.4%	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	17.5%	*	*	*	*	-3.9%	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	18.5%	*	*	*	*	-8.0%	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	18.5%	*	*	*	*	-8.0%	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	16.2%	*	*	*	*	-7.3%	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	18.0%	*	*	*	*	-7.5%	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	13.9%	*	*	*	*	-8.7%	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	16.4%	*	*	*	*	-6.0%	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	17.8%	*	*	*	*	-5.8%	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	17.6%	*	*	*	*	-5.1%	*	*	*	*	*
Pure Momentum	t.pure	Momentum	20.0%	*	*	*	*	-7.2%	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	13.4%	*	*	*	*	-4.6%	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	17.3%	*	*	*	*	-4.6%	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	20.2%	*	*	*	*	-8.1%	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	17.7%	*	*	*	*	-7.9%	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	20.0%	*	*	*	*	-7.9%	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	13.8%	*	*	*	*	-1.3%	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	13.5%	*	*	*	*	-1.9%	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	56.7%	*	*	*	*	17.1%	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	19.8%	*	*	*	*	13.3%	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	18.0%	*	*	*	*	-0.9%	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	19.4%	*	*	*	*	8.8%	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	16.3%	*	*	*	*	-4.7%	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	16.7%	*	*	*	*	-4.8%	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	15.0%	*	*	*	*	-0.3%	*	*	*	*	*

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