VizMetrics Inc. - Better visibility. Better results.

Tactical: DIY, ranked by M-squared

for period ending September 30, 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.
   M-squared Total Return, annualized
Recipe NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average8.7%***** 12.6%*****
 
Adaptive Allocation At.aaaaAdaptive9.0%***** 15.9%*****
Adaptive Allocation Bt.aaabAdaptive9.8%***** 17.1%*****
Adaptive Allocation Ct.aaacAdaptive8.9%***** 16.5%*****
Adaptive Allocation Dt.aaadAdaptive8.3%***** 16.4%*****
Adaptive Allocation Et.aaaeAdaptive18.7%***** 23.7%*****
Adaptive Allocation Ft.aaafAdaptive30.6%***** 18.9%*****
Active Combined Assett.acapMomentum-21.4%***** -3.7%*****
Minimum CdaRt.cdarRisk-Driven20.0%***** 15.1%*****
Minimum Correlationt.cocoCorrelation13.7%***** 15.6%*****
Minimum CvaRt.cvarRisk-Driven20.9%***** 14.7%*****
Defensive Bondt.dbndMomentum38.3%***** 12.5%*****
Equal Weight With Clustert.distCorrelation-8.1%***** 4.9%*****
Dynamic Harry Brownet.dyhbMomentum42.2%***** 17.7%*****
Equal Risk Contributiont.eqrcRisk-Driven5.5%***** 10.9%*****
Equal Weight Portfoliot.eqwtEqual Weight2.0%***** 13.1%*****
Faber Rel Strength: Top 1t.frs1Momentum-11.1%***** 2.5%*****
Faber Rel Strength: Top 2t.frs2Momentum-10.3%***** 2.5%*****
Faber Rel Strength: Top 3t.frs3Momentum4.6%***** 6.4%*****
Faber Rel Strength: Top 4t.frs4Momentum-13.9%***** 0.9%*****
Minimum Drawdownt.lossRisk-Driven24.1%***** 16.4%*****
Minimum Downside MADt.maddRisk-Driven2.9%***** 8.9%*****
Minimum Mean Abs Deviationt.madmRisk-Driven2.9%***** 8.9%*****
Minimum Correlation At.mca1Risk-Driven12.0%***** 13.5%*****
Minimum Correlation Bt.mca2Risk-Driven5.0%***** 10.6%*****
Maximum Diversificationt.mdivDiversification5.3%***** 10.2%*****
Minimum Variance Bt.mva2Risk-Driven13.9%***** 13.3%*****
Minimum Variance Ct.mva3Risk-Driven13.1%***** 14.2%*****
Minimum Variance At.mvarRisk-Driven10.1%***** 13.0%*****
Pure Momentumt.pureMomentum7.2%***** 19.1%*****
Quarterly Asset Rotationt.qaroMomentum16.6%***** 18.8%*****
Min Downside Deviationt.risdRisk-Driven17.6%***** 16.0%*****
Risk Parity Portfolio At.rpbaRisk-Driven1.2%***** 11.8%*****
Risk Parity With Clustert.rpclRisk-Driven-6.9%***** 5.4%*****
Risk Parity Portfolio Bt.rsopRisk-Driven0.8%***** 11.7%*****
Maximum Sharpe Portfoliot.sharRisk/Reward12.8%***** 12.5%*****
Maximum Sortino Portfoliot.sortRisk/Reward12.5%***** 12.5%*****
Quartile Sector Rotationt.srqrSector Rotation-11.5%***** 5.0%*****
Rel Strength Sector Rotatnt.srrsSector Rotation5.2%***** 11.8%*****
Top 3 Sector Rotationt.srt3Sector Rotation15.5%***** 18.3%*****
Top 5 Sector Rotationt.srt5Sector Rotation15.7%***** 27.4%*****
Target Return Post-Modernt.trddTarget Return10.7%***** 12.6%*****
Target Return 12%t.tretRisk-Driven13.9%***** 14.3%*****
Target Risk 10%t.trisRisk-Driven6.9%***** 12.7%*****