Tactical: DIY, ranked by Total Return

for period ending July 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	Jul 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	8.5%	6.2%	16.4%	*	*	*	*	*	84	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	13.2%	8.9%	19.0%	*	*	*	*	*	89	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	13.0%	8.8%	17.4%	*	*	*	*	*	84	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	12.4%	8.7%	16.7%	*	*	*	*	*	83	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	11.3%	8.3%	20.2%	*	*	*	*	*	88	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	13.7%	8.2%	20.2%	*	*	*	*	*	89	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	17.9%	6.1%	25.9%	*	*	*	*	*	100	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	-5.9%	4.2%	1.4%	*	*	*	*	*	55	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	11.1%	5.8%	19.6%	*	*	*	*	*	93	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	12.6%	5.7%	20.0%	*	*	*	*	*	90	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	13.4%	5.5%	21.6%	*	*	*	*	*	100	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	11.0%	3.7%	15.5%	*	*	*	*	*	95	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	3.9%	6.8%	12.8%	*	*	*	*	*	72	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	14.3%	5.4%	19.0%	*	*	*	*	*	95	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	8.0%	6.0%	16.2%	*	*	*	*	*	84	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	6.0%	5.7%	14.5%	*	*	*	*	*	73	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	-3.1%	0.9%	5.3%	*	*	*	*	*	67	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	-2.1%	3.4%	4.0%	*	*	*	*	*	65	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	0.6%	2.3%	7.7%	*	*	*	*	*	77	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	-3.3%	1.7%	3.0%	*	*	*	*	*	67	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	11.2%	6.2%	20.8%	*	*	*	*	*	97	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	7.6%	6.9%	16.3%	*	*	*	*	*	86	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	7.6%	6.9%	16.3%	*	*	*	*	*	86	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	12.6%	6.8%	20.9%	*	*	*	*	*	94	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	9.4%	6.6%	16.8%	*	*	*	*	*	86	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	10.1%	5.7%	18.1%	*	*	*	*	*	89	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	12.6%	6.4%	22.1%	*	*	*	*	*	98	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	12.5%	7.0%	22.1%	*	*	*	*	*	96	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	10.8%	7.1%	20.4%	*	*	*	*	*	93	*	*	*	*	*
Pure Momentum	t.pure	Momentum	6.4%	7.3%	22.9%	*	*	*	*	*	89	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	16.3%	7.6%	29.0%	*	*	*	*	*	100	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	13.1%	7.7%	22.5%	*	*	*	*	*	98	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	5.7%	6.2%	14.7%	*	*	*	*	*	75	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	5.7%	7.5%	13.3%	*	*	*	*	*	75	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	5.6%	6.3%	14.3%	*	*	*	*	*	74	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	12.9%	6.8%	21.4%	*	*	*	*	*	98	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	12.4%	7.0%	20.7%	*	*	*	*	*	96	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	-5.8%	9.3%	-5.4%	*	*	*	*	*	32	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	1.0%	6.4%	10.1%	*	*	*	*	*	72	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	2.2%	2.5%	8.7%	*	*	*	*	*	75	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	11.2%	3.5%	19.3%	*	*	*	*	*	79	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	11.0%	7.3%	19.8%	*	*	*	*	*	93	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	12.0%	7.1%	21.8%	*	*	*	*	*	96	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	12.9%	7.1%	18.5%	*	*	*	*	*	88	*	*	*	*	*

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