Strategic: DIY, ranked by M-squared
for period ending March 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).
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.
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 | -3.2% | * | * | * | * | * | 4.9% | * | * | * | * | * | |
S&P 500 | SPY | Benchmark | 0.0% | * | * | * | * | * | 8.3% | * | * | * | * | * | |
Strategic 50-50 | s.5050 | Balanced | -1.5% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | -1.4% | * | * | * | * | * | 6.4% | * | * | * | * | * | |
7Twelve Israelson | s.712 | Balanced | -3.4% | * | * | * | * | * | 4.8% | * | * | * | * | * | |
Couch Potato: Scott Burns | s.couc | Balanced | -0.4% | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Ben Graham 50-50 | s.grah | Balanced | -0.0% | * | * | * | * | * | 7.2% | * | * | * | * | * | |
Safe Haven Portfolio | s.have | Balanced | 13.8% | * | * | * | * | * | 18.3% | * | * | * | * | * | |
Six Ways from Sunday | s.lazy | Balanced | -2.7% | * | * | * | * | * | 5.4% | * | * | * | * | * | |
ETF Moderate | s.mode | Balanced | -1.6% | * | * | * | * | * | 6.1% | * | * | * | * | * | |
David Swensen inspired | s.swen | Balanced | -1.6% | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Lazy: Ultimate Buy & Hold | s.buyh | Balanced | -3.7% | * | * | * | * | * | 4.6% | * | * | * | * | * | |
Lazy: Coffeehouse | s.coff | Balanced | -4.1% | * | * | * | * | * | 4.3% | * | * | * | * | * | |
Lazy: Margaritaville | s.marg | Balanced | 0.5% | * | * | * | * | * | 7.2% | * | * | * | * | * | |
Lazy: Smart Money | s.smar | Balanced | -3.4% | * | * | * | * | * | 4.9% | * | * | * | * | * | |
Strategic 70-30 Portfolio | s.7030 | High Equity | -1.3% | * | * | * | * | * | 6.6% | * | * | * | * | * | |
Strategic 80-20 Portfolio | s.8020 | High Equity | -1.3% | * | * | * | * | * | 6.8% | * | * | * | * | * | |
ETF Aggressive | s.aggr | High Equity | -3.1% | * | * | * | * | * | 5.1% | * | * | * | * | * | |
Ben Stein inspired | s.bens | High Equity | 0.1% | * | * | * | * | * | 7.1% | * | * | * | * | * | |
Low Volatility Portfolio | s.lowv | High Equity | 9.9% | * | * | * | * | * | 10.9% | * | * | * | * | * | |
Lazy: Aronson | s.aron | High Equity | -4.1% | * | * | * | * | * | 4.3% | * | * | * | * | * | |
Lazy: No Brainer | s.nobr | High Equity | -3.2% | * | * | * | * | * | 5.0% | * | * | * | * | * | |
Lazy: Second Grader | s.seco | High Equity | -0.2% | * | * | * | * | * | 7.4% | * | * | * | * | * | |
Lazy: Yale Unconventional | s.yale | High Equity | -1.6% | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Harry Browne inspired | s.brow | Low Equity | 11.8% | * | * | * | * | * | 12.7% | * | * | * | * | * | |
Ray Dalio inspired | s.dali | Low Equity | 1.6% | * | * | * | * | * | 7.2% | * | * | * | * | * | |
Ivy Portfolio | s.ivyp | Low Equity | -0.8% | * | * | * | * | * | 6.5% | * | * | * | * | * | |
No Equity Portfolio | s.noeq | Low Equity | 8.6% | * | * | * | * | * | 15.8% | * | * | * | * | * | |
Permanent Plus | s.plus | Low Equity | 14.9% | * | * | * | * | * | 15.6% | * | * | * | * | * | |
Black Swan Hyperinflation | s.swan | Low Equity | 7.0% | * | * | * | * | * | 11.5% | * | * | * | * | * | |
Talmud Dividend Equities | s.talm | Low Equity | 11.0% | * | * | * | * | * | 18.0% | * | * | * | * | * | |
Worst Case Scenario | s.wors | Low Equity | 6.8% | * | * | * | * | * | 9.0% | * | * | * | * | * | |
Talmud with Blue Chip | s.talc | Low Equity | -0.6% | * | * | * | * | * | 7.5% | * | * | * | * | * | |
Talmud Broad Market | s.talb | Low Equity | -0.8% | * | * | * | * | * | 7.3% | * | * | * | * | * | |
Talmud with Small Cap | s.tals | Low Equity | -4.5% | * | * | * | * | * | 3.8% | * | * | * | * | * | |
Talmud Equities and Gold | s.talg | Low Equity | 13.9% | * | * | * | * | * | 18.6% | * | * | * | * | * |