Tactical: DIY, ranked by Total Return

for period ending December 31, 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	Dec 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	17.0%	3.9%	17.0%	*	*	*	*	*	96	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	13.3%	5.3%	13.3%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	12.5%	5.0%	12.5%	*	*	*	*	*	96	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	12.0%	5.0%	12.0%	*	*	*	*	*	95	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	28.7%	7.0%	28.7%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	26.4%	5.5%	26.4%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	18.8%	4.3%	18.8%	*	*	*	*	*	100	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	-3.2%	1.7%	-3.2%	*	*	*	*	*	56	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	18.7%	2.5%	18.7%	*	*	*	*	*	100	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	23.0%	3.6%	23.0%	*	*	*	*	*	100	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	10.8%	0.7%	10.8%	*	*	*	*	*	100	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	12.4%	2.1%	12.4%	*	*	*	*	*	100	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	6.4%	3.7%	6.4%	*	*	*	*	*	78	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	17.7%	2.4%	17.7%	*	*	*	*	*	100	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	13.8%	3.3%	13.8%	*	*	*	*	*	100	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	19.2%	4.7%	19.2%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	11.9%	3.7%	11.9%	*	*	*	*	*	95	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	5.8%	4.4%	5.8%	*	*	*	*	*	84	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	13.4%	4.7%	13.4%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	4.8%	4.2%	4.8%	*	*	*	*	*	86	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	15.3%	1.6%	15.3%	*	*	*	*	*	100	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	10.5%	1.7%	10.5%	*	*	*	*	*	98	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	10.5%	1.7%	10.5%	*	*	*	*	*	98	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	15.9%	2.9%	15.9%	*	*	*	*	*	100	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	14.5%	3.4%	14.5%	*	*	*	*	*	100	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	13.5%	2.6%	13.5%	*	*	*	*	*	100	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	13.9%	2.3%	13.9%	*	*	*	*	*	100	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	16.4%	2.9%	16.4%	*	*	*	*	*	100	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	13.8%	1.5%	13.8%	*	*	*	*	*	100	*	*	*	*	*
Pure Momentum	t.pure	Momentum	38.7%	8.6%	38.7%	*	*	*	*	*	100	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	13.8%	2.9%	13.8%	*	*	*	*	*	100	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	16.4%	1.3%	16.4%	*	*	*	*	*	100	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	16.8%	4.3%	16.8%	*	*	*	*	*	99	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	6.2%	3.0%	6.2%	*	*	*	*	*	81	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	16.7%	4.3%	16.7%	*	*	*	*	*	98	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	31.9%	8.5%	31.9%	*	*	*	*	*	100	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	34.2%	8.6%	34.2%	*	*	*	*	*	100	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	20.0%	6.9%	20.0%	*	*	*	*	*	73	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	14.5%	3.2%	14.5%	*	*	*	*	*	100	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	33.3%	6.2%	33.3%	*	*	*	*	*	100	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	42.4%	6.9%	42.4%	*	*	*	*	*	100	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	18.9%	2.8%	18.9%	*	*	*	*	*	100	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	18.8%	3.0%	18.8%	*	*	*	*	*	100	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	18.9%	3.4%	18.9%	*	*	*	*	*	100	*	*	*	*	*

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