Strategic: DIY, ranked by M-squared

for period ending May 31, 2025

More ways to view this list of Portfolio Recipes:
Recipe Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Strategic: DIY, Tactical: DIY, Tactical: Managed

M-Squared is the Modigliani risk-adjusted performance, shown as an annual total return percent. It is derived from the Sharpe ratio, but M-Squared is in units of percent return. M-Squared inputs include standard deviation, the monthly total return, the risk-free rate (3-month T-bill), and the return of a benchmark equity portfolio (the S&P 500, represented by the SPY exchange-traded fund).

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Portfolio Recipes: Strategic: DIY Peer Group
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      M-Squared   Total Return, annualized
Recipe Name ID Category 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
    Group average  
 
U.S. Total Bond Market BND Benchmark -6.5% * * * * *   5.4% * * * * *
S&P 500 SPY Benchmark 0.0% * * * * *   13.2% * * * * *
Strategic 50-50 s.5050 Balanced -1.0% * * * * *   9.3% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -0.9% * * * * *   10.0% * * * * *
7Twelve Israelson s.712 Balanced -5.2% * * * * *   6.6% * * * * *
Couch Potato: Scott Burns s.couc Balanced -0.5% * * * * *   9.3% * * * * *
Ben Graham 50-50 s.grah Balanced -1.6% * * * * *   9.0% * * * * *
Safe Haven Portfolio s.have Balanced 8.6% * * * * *   17.5% * * * * *
Six Ways from Sunday s.lazy Balanced -4.9% * * * * *   7.1% * * * * *
ETF Moderate s.mode Balanced -1.5% * * * * *   9.0% * * * * *
David Swensen inspired s.swen Balanced -1.7% * * * * *   9.7% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced -2.8% * * * * *   7.9% * * * * *
Lazy: Coffeehouse s.coff Balanced -5.4% * * * * *   6.9% * * * * *
Lazy: Margaritaville s.marg Balanced 1.3% * * * * *   10.1% * * * * *
Lazy: Smart Money s.smar Balanced -2.9% * * * * *   8.0% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity -0.8% * * * * *   10.7% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity -0.8% * * * * *   11.4% * * * * *
ETF Aggressive s.aggr High Equity -2.4% * * * * *   8.9% * * * * *
Ben Stein inspired s.bens High Equity 1.3% * * * * *   10.6% * * * * *
Low Volatility Portfolio s.lowv High Equity 9.1% * * * * *   12.4% * * * * *
Lazy: Aronson s.aron High Equity -1.9% * * * * *   9.2% * * * * *
Lazy: No Brainer s.nobr High Equity -1.9% * * * * *   9.6% * * * * *
Lazy: Second Grader s.seco High Equity 1.2% * * * * *   12.1% * * * * *
Lazy: Yale Unconventional s.yale High Equity -1.1% * * * * *   9.9% * * * * *
Harry Browne inspired s.brow Low Equity 13.0% * * * * *   14.2% * * * * *
Ray Dalio inspired s.dali Low Equity -0.7% * * * * *   7.8% * * * * *
Ivy Portfolio s.ivyp Low Equity -3.0% * * * * *   7.8% * * * * *
No Equity Portfolio s.noeq Low Equity 5.8% * * * * *   16.7% * * * * *
Permanent Plus s.plus Low Equity 21.7% * * * * *   19.0% * * * * *
Black Swan Hyperinflation s.swan Low Equity -2.3% * * * * *   9.1% * * * * *
Talmud Dividend Equities s.talm Low Equity 8.2% * * * * *   19.3% * * * * *
Worst Case Scenario s.wors Low Equity 5.4% * * * * *   10.9% * * * * *
Talmud with Blue Chip s.talc Low Equity -2.2% * * * * *   9.9% * * * * *
Talmud Broad Market s.talb Low Equity -1.5% * * * * *   10.2% * * * * *
Talmud with Small Cap s.tals Low Equity -6.7% * * * * *   6.4% * * * * *
Talmud Equities and Gold s.talg Low Equity 16.2% * * * * *   21.8% * * * * *