Strategic: DIY, ranked by M-squared

for period ending October 31, 2024

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
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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).

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Recipe Summary page.

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.

      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  
 
Strategic 50-50 s.5050 Balanced -9.6% * * * * *   23.5% * * * * *
Strategic 60-40 Portfolio s.6040 Balanced -7.4% * * * * *   26.3% * * * * *
7Twelve Israelson s.712 Balanced -14.5% * * * * *   19.2% * * * * *
Couch Potato: Scott Burns s.couc Balanced -8.1% * * * * *   22.4% * * * * *
Ben Graham 50-50 s.grah Balanced -15.6% * * * * *   19.6% * * * * *
Safe Haven Portfolio s.have Balanced -9.2% * * * * *   24.7% * * * * *
Six Ways from Sunday s.lazy Balanced -15.8% * * * * *   19.8% * * * * *
ETF Moderate s.mode Balanced -11.8% * * * * *   23.8% * * * * *
David Swensen inspired s.swen Balanced -13.7% * * * * *   26.3% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced -15.3% * * * * *   19.3% * * * * *
Lazy: Coffeehouse s.coff Balanced -13.7% * * * * *   23.3% * * * * *
Lazy: Margaritaville s.marg Balanced -7.4% * * * * *   24.6% * * * * *
Lazy: Smart Money s.smar Balanced -10.6% * * * * *   21.8% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity -5.5% * * * * *   29.1% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity -3.9% * * * * *   32.0% * * * * *
ETF Aggressive s.aggr High Equity -11.4% * * * * *   25.9% * * * * *
Ben Stein inspired s.bens High Equity -8.1% * * * * *   24.9% * * * * *
Low Volatility Portfolio s.lowv High Equity -9.3% * * * * *   16.3% * * * * *
Lazy: Aronson s.aron High Equity -11.2% * * * * *   25.5% * * * * *
Lazy: No Brainer s.nobr High Equity -10.2% * * * * *   27.5% * * * * *
Lazy: Second Grader s.seco High Equity -2.5% * * * * *   33.0% * * * * *
Lazy: Yale Unconventional s.yale High Equity -12.1% * * * * *   27.2% * * * * *
Harry Browne inspired s.brow Low Equity -4.7% * * * * *   23.7% * * * * *
Ray Dalio inspired s.dali Low Equity -14.1% * * * * *   16.9% * * * * *
Ivy Portfolio s.ivyp Low Equity -14.2% * * * * *   19.9% * * * * *
No Equity Portfolio s.noeq Low Equity -11.3% * * * * *   29.3% * * * * *
Permanent Plus s.plus Low Equity 0.2% * * * * *   32.2% * * * * *
Black Swan Hyperinflation s.swan Low Equity -24.7% * * * * *   11.0% * * * * *
Talmud Dividend Equities s.talm Low Equity -4.9% * * * * *   33.4% * * * * *
Worst Case Scenario s.wors Low Equity -21.4% * * * * *   9.2% * * * * *
Talmud with Blue Chip s.talc Low Equity -15.6% * * * * *   23.2% * * * * *
Talmud Broad Market s.talb Low Equity -12.6% * * * * *   27.3% * * * * *
Talmud with Small Cap s.tals Low Equity -16.6% * * * * *   24.5% * * * * *
Talmud Equities and Gold s.talg Low Equity 1.2% * * * * *   37.3% * * * * *