Tactical: DIY, ranked by Total Return

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.

Recipe Name	ID	Category	Year-to-date	Sep 2020	1 year	3 year	5 year	7 year	10 year	15 year	1 year	3 year	5 year	7 year	10 year	15 year
			Total Return								VizMetrics Score
		Group average	8.0%	-2.4%	12.6%	*	*	*	*	*	90	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	8.8%	-3.5%	15.9%	*	*	*	*	*	97	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	9.9%	-3.6%	17.1%	*	*	*	*	*	97	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	9.4%	-3.6%	16.5%	*	*	*	*	*	95	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	13.8%	-4.3%	16.4%	*	*	*	*	*	95	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	13.9%	-4.1%	23.7%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	14.6%	-2.4%	18.9%	*	*	*	*	*	100	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	-7.5%	-3.5%	-3.7%	*	*	*	*	*	55	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	11.4%	-1.1%	15.1%	*	*	*	*	*	100	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	12.1%	-1.3%	15.6%	*	*	*	*	*	98	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	9.5%	-2.2%	14.7%	*	*	*	*	*	100	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	10.3%	-0.8%	12.5%	*	*	*	*	*	100	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	1.6%	-2.1%	4.9%	*	*	*	*	*	70	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	16.1%	-1.8%	17.7%	*	*	*	*	*	100	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	6.2%	-1.4%	10.9%	*	*	*	*	*	90	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	6.5%	-2.7%	13.1%	*	*	*	*	*	83	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	-0.2%	-3.7%	2.5%	*	*	*	*	*	71	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	-2.1%	-2.9%	2.5%	*	*	*	*	*	73	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	2.3%	-1.8%	6.4%	*	*	*	*	*	87	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	-2.9%	-2.3%	0.9%	*	*	*	*	*	74	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	11.2%	-0.9%	16.4%	*	*	*	*	*	100	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	5.7%	-0.5%	8.9%	*	*	*	*	*	88	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	5.7%	-0.5%	8.9%	*	*	*	*	*	88	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	10.3%	-1.7%	13.5%	*	*	*	*	*	97	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	6.9%	-1.8%	10.6%	*	*	*	*	*	90	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	7.0%	-0.8%	10.2%	*	*	*	*	*	90	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	10.0%	-1.1%	13.3%	*	*	*	*	*	99	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	10.6%	-1.3%	14.2%	*	*	*	*	*	99	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	9.0%	-0.6%	13.0%	*	*	*	*	*	96	*	*	*	*	*
Pure Momentum	t.pure	Momentum	11.4%	-5.6%	19.1%	*	*	*	*	*	95	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	15.6%	-3.9%	18.8%	*	*	*	*	*	100	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	11.9%	-0.6%	16.0%	*	*	*	*	*	100	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	5.6%	-2.4%	11.8%	*	*	*	*	*	82	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	2.4%	-2.1%	5.4%	*	*	*	*	*	74	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	5.5%	-2.5%	11.7%	*	*	*	*	*	82	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	10.1%	-3.6%	12.5%	*	*	*	*	*	96	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	10.1%	-3.1%	12.5%	*	*	*	*	*	96	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	0.6%	-9.6%	5.0%	*	*	*	*	*	48	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	4.3%	-1.7%	11.8%	*	*	*	*	*	87	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	8.0%	-3.7%	18.3%	*	*	*	*	*	100	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	17.0%	-2.4%	27.4%	*	*	*	*	*	100	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	9.1%	-0.6%	12.6%	*	*	*	*	*	97	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	10.3%	-0.6%	14.3%	*	*	*	*	*	100	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	10.2%	-2.6%	12.7%	*	*	*	*	*	93	*	*	*	*	*

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