Tactical: DIY, ranked by Total Return

for period ending August 31, 2021

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	Aug 2021	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	11.4%	1.2%	17.9%	*	*	*	*	*	73	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	23.0%	1.0%	23.6%	*	*	*	*	*	86	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	18.7%	0.4%	17.3%	*	*	*	*	*	73	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	18.3%	0.4%	16.8%	*	*	*	*	*	72	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	25.7%	0.1%	36.0%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	20.1%	1.3%	27.9%	*	*	*	*	*	94	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	24.5%	3.5%	26.0%	*	*	*	*	*	95	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	14.7%	1.6%	15.9%	*	*	*	*	*	72	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	10.0%	0.0%	15.9%	*	*	*	*	*	71	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	6.0%	0.8%	14.8%	*	*	*	*	*	73	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	-0.7%	1.4%	-1.7%	*	*	*	*	*	32	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	2.3%	-0.0%	3.5%	*	*	*	*	*	54	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	5.1%	1.4%	7.6%	*	*	*	*	*	57	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	4.2%	1.3%	3.7%	*	*	*	*	*	51	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	7.0%	1.3%	13.0%	*	*	*	*	*	69	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	11.2%	1.7%	21.1%	*	*	*	*	*	85	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	25.0%	-1.6%	34.9%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	24.2%	0.3%	30.4%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	22.2%	1.2%	32.9%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	23.4%	1.2%	30.2%	*	*	*	*	*	100	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	-0.1%	-0.2%	2.6%	*	*	*	*	*	42	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	5.6%	0.9%	9.8%	*	*	*	*	*	60	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	5.6%	0.9%	9.8%	*	*	*	*	*	60	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	4.3%	0.9%	7.8%	*	*	*	*	*	56	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	6.9%	1.3%	12.3%	*	*	*	*	*	67	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	3.9%	0.6%	9.4%	*	*	*	*	*	60	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	3.5%	0.8%	6.0%	*	*	*	*	*	52	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	6.0%	1.1%	10.2%	*	*	*	*	*	62	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	3.8%	0.8%	7.6%	*	*	*	*	*	55	*	*	*	*	*
Pure Momentum	t.pure	Momentum	23.7%	-0.3%	45.4%	*	*	*	*	*	100	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	4.8%	1.3%	-0.8%	*	*	*	*	*	36	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	3.6%	0.6%	7.1%	*	*	*	*	*	54	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	10.8%	1.7%	19.6%	*	*	*	*	*	83	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	4.7%	1.4%	6.3%	*	*	*	*	*	53	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	10.6%	1.7%	19.3%	*	*	*	*	*	82	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	21.7%	1.1%	40.4%	*	*	*	*	*	100	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	21.6%	0.9%	43.6%	*	*	*	*	*	100	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	5.8%	7.7%	14.1%	*	*	*	*	*	45	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	19.4%	2.1%	28.9%	*	*	*	*	*	100	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	6.0%	1.4%	26.1%	*	*	*	*	*	82	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	9.1%	2.9%	29.6%	*	*	*	*	*	100	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	6.8%	0.8%	15.7%	*	*	*	*	*	73	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	4.9%	0.8%	12.3%	*	*	*	*	*	65	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	13.1%	2.2%	18.8%	*	*	*	*	*	80	*	*	*	*	*

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