Tactical: DIY, ranked by Total Return

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	Year-to-date	Aug 2023	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	9.4%	-2.3%	7.0%	*	*	*	*	*	89	*	*	*	*	*

Adaptive Allocation A	t.aaaa	Adaptive	5.7%	-1.9%	7.9%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	5.4%	-2.7%	9.1%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	4.9%	-2.9%	8.8%	*	*	*	*	*	99	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	14.2%	-2.5%	14.5%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	11.7%	-3.4%	8.4%	*	*	*	*	*	100	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	8.7%	-1.6%	3.6%	*	*	*	*	*	85	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	5.5%	-2.1%	-1.1%	*	*	*	*	*	70	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	7.8%	-1.8%	8.2%	*	*	*	*	*	98	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	10.8%	-3.0%	3.4%	*	*	*	*	*	75	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	8.5%	-1.6%	10.3%	*	*	*	*	*	100	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	4.5%	-0.8%	9.2%	*	*	*	*	*	100	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	7.6%	-3.1%	5.6%	*	*	*	*	*	87	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	5.0%	-0.8%	2.8%	*	*	*	*	*	95	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	8.9%	-3.0%	6.2%	*	*	*	*	*	88	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	11.2%	-3.3%	7.8%	*	*	*	*	*	89	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	5.6%	-1.6%	-1.1%	*	*	*	*	*	69	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	11.9%	-2.8%	7.0%	*	*	*	*	*	100	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	8.3%	-2.0%	2.9%	*	*	*	*	*	96	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	4.0%	-2.3%	-0.0%	*	*	*	*	*	86	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	6.5%	-2.0%	9.0%	*	*	*	*	*	100	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	10.0%	-1.7%	9.7%	*	*	*	*	*	100	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	10.0%	-1.7%	9.7%	*	*	*	*	*	100	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	7.0%	-2.7%	4.5%	*	*	*	*	*	85	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	8.6%	-3.0%	6.2%	*	*	*	*	*	90	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	10.0%	-2.6%	3.1%	*	*	*	*	*	75	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	7.1%	-2.5%	6.1%	*	*	*	*	*	93	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	7.5%	-2.3%	7.6%	*	*	*	*	*	98	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	9.8%	-1.8%	9.7%	*	*	*	*	*	100	*	*	*	*	*
Pure Momentum	t.pure	Momentum	30.3%	-1.5%	26.3%	*	*	*	*	*	100	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	8.0%	-2.5%	10.2%	*	*	*	*	*	100	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	9.2%	-1.7%	8.4%	*	*	*	*	*	99	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	10.9%	-3.1%	8.5%	*	*	*	*	*	94	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	7.8%	-3.0%	7.0%	*	*	*	*	*	94	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	10.9%	-3.1%	8.4%	*	*	*	*	*	94	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	15.0%	-2.1%	1.3%	*	*	*	*	*	69	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	16.6%	-1.9%	3.0%	*	*	*	*	*	75	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	19.1%	-1.8%	30.5%	*	*	*	*	*	90	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	3.8%	-2.3%	4.2%	*	*	*	*	*	90	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	11.9%	-2.7%	7.3%	*	*	*	*	*	100	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	3.7%	-2.9%	5.5%	*	*	*	*	*	83	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	8.7%	-1.7%	-6.2%	*	*	*	*	*	38	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	9.2%	-1.8%	-5.8%	*	*	*	*	*	39	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	10.6%	-1.5%	11.2%	*	*	*	*	*	100	*	*	*	*	*

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