Tactical: DIY, ranked by Standard Deviation

for period ending August 31, 2023

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
			Standard Deviation						Total Return, annualized
		Group average	17.5%	*	*	*	*	*	7.0%	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	15.0%	*	*	*	*	*	7.9%	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	17.1%	*	*	*	*	*	9.1%	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	17.3%	*	*	*	*	*	8.8%	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	19.9%	*	*	*	*	*	14.5%	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	15.6%	*	*	*	*	*	8.4%	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	14.8%	*	*	*	*	*	3.6%	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	12.0%	*	*	*	*	*	-1.1%	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	16.1%	*	*	*	*	*	8.2%	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	19.1%	*	*	*	*	*	3.4%	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	16.5%	*	*	*	*	*	10.3%	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	10.9%	*	*	*	*	*	9.2%	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	17.5%	*	*	*	*	*	5.6%	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	7.8%	*	*	*	*	*	2.8%	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	17.5%	*	*	*	*	*	6.2%	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	19.0%	*	*	*	*	*	7.8%	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	11.3%	*	*	*	*	*	-1.1%	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	11.3%	*	*	*	*	*	7.0%	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	8.5%	*	*	*	*	*	2.9%	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	7.3%	*	*	*	*	*	-0.0%	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	14.9%	*	*	*	*	*	9.0%	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	16.8%	*	*	*	*	*	9.7%	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	16.8%	*	*	*	*	*	9.7%	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	16.6%	*	*	*	*	*	4.5%	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	17.0%	*	*	*	*	*	6.2%	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	18.6%	*	*	*	*	*	3.1%	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	16.4%	*	*	*	*	*	6.1%	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	16.9%	*	*	*	*	*	7.6%	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	17.5%	*	*	*	*	*	9.7%	*	*	*	*	*
Pure Momentum	t.pure	Momentum	30.0%	*	*	*	*	*	26.3%	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	15.2%	*	*	*	*	*	10.2%	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	17.1%	*	*	*	*	*	8.4%	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	18.5%	*	*	*	*	*	8.5%	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	17.3%	*	*	*	*	*	7.0%	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	18.6%	*	*	*	*	*	8.4%	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	15.0%	*	*	*	*	*	1.3%	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	15.2%	*	*	*	*	*	3.0%	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	83.8%	*	*	*	*	*	30.5%	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	14.0%	*	*	*	*	*	4.2%	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	13.9%	*	*	*	*	*	7.3%	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	19.0%	*	*	*	*	*	5.5%	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	15.2%	*	*	*	*	*	-6.2%	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	15.5%	*	*	*	*	*	-5.8%	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	17.4%	*	*	*	*	*	11.2%	*	*	*	*	*

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