Strategic: DIY, ranked by Sortino
for period ending November 30, 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
Sortino is a measure of risk-adjusted return that uses downside deviation and average returns. Higher is better.
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.
Sortino | 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 | 3.19 | * | * | * | * | * | 20.0% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Balanced | 3.66 | * | * | * | * | * | 22.8% | * | * | * | * | * | |
7Twelve Israelson | s.712 | Balanced | 2.38 | * | * | * | * | * | 15.8% | * | * | * | * | * | |
Couch Potato: Scott Burns | s.couc | Balanced | 3.46 | * | * | * | * | * | 19.5% | * | * | * | * | * | |
Ben Graham 50-50 | s.grah | Balanced | 2.10 | * | * | * | * | * | 15.2% | * | * | * | * | * | |
Safe Haven Portfolio | s.have | Balanced | 3.41 | * | * | * | * | * | 19.4% | * | * | * | * | * | |
Six Ways from Sunday | s.lazy | Balanced | 2.09 | * | * | * | * | * | 16.4% | * | * | * | * | * | |
ETF Moderate | s.mode | Balanced | 2.75 | * | * | * | * | * | 18.9% | * | * | * | * | * | |
David Swensen inspired | s.swen | Balanced | 2.19 | * | * | * | * | * | 19.7% | * | * | * | * | * | |
Lazy: Ultimate Buy & Hold | s.buyh | Balanced | 2.03 | * | * | * | * | * | 14.7% | * | * | * | * | * | |
Lazy: Coffeehouse | s.coff | Balanced | 2.60 | * | * | * | * | * | 19.4% | * | * | * | * | * | |
Lazy: Margaritaville | s.marg | Balanced | 3.50 | * | * | * | * | * | 19.3% | * | * | * | * | * | |
Lazy: Smart Money | s.smar | Balanced | 3.23 | * | * | * | * | * | 18.6% | * | * | * | * | * | |
Strategic 70-30 Portfolio | s.7030 | High Equity | 4.10 | * | * | * | * | * | 25.6% | * | * | * | * | * | |
Strategic 80-20 Portfolio | s.8020 | High Equity | 4.50 | * | * | * | * | * | 28.5% | * | * | * | * | * | |
ETF Aggressive | s.aggr | High Equity | 2.87 | * | * | * | * | * | 20.4% | * | * | * | * | * | |
Ben Stein inspired | s.bens | High Equity | 3.37 | * | * | * | * | * | 19.9% | * | * | * | * | * | |
Low Volatility Portfolio | s.lowv | High Equity | 2.76 | * | * | * | * | * | 12.9% | * | * | * | * | * | |
Lazy: Aronson | s.aron | High Equity | 3.02 | * | * | * | * | * | 20.9% | * | * | * | * | * | |
Lazy: No Brainer | s.nobr | High Equity | 3.34 | * | * | * | * | * | 22.6% | * | * | * | * | * | |
Lazy: Second Grader | s.seco | High Equity | 4.70 | * | * | * | * | * | 27.3% | * | * | * | * | * | |
Lazy: Yale Unconventional | s.yale | High Equity | 2.54 | * | * | * | * | * | 20.7% | * | * | * | * | * | |
Harry Browne inspired | s.brow | Low Equity | 4.38 | * | * | * | * | * | 18.7% | * | * | * | * | * | |
Ray Dalio inspired | s.dali | Low Equity | 2.18 | * | * | * | * | * | 12.8% | * | * | * | * | * | |
Ivy Portfolio | s.ivyp | Low Equity | 2.01 | * | * | * | * | * | 14.9% | * | * | * | * | * | |
No Equity Portfolio | s.noeq | Low Equity | 2.57 | * | * | * | * | * | 20.8% | * | * | * | * | * | |
Permanent Plus | s.plus | Low Equity | 5.48 | * | * | * | * | * | 24.8% | * | * | * | * | * | |
Black Swan Hyperinflation | s.swan | Low Equity | 1.23 | * | * | * | * | * | 9.6% | * | * | * | * | * | |
Talmud Dividend Equities | s.talm | Low Equity | 4.41 | * | * | * | * | * | 26.7% | * | * | * | * | * | |
Worst Case Scenario | s.wors | Low Equity | 0.77 | * | * | * | * | * | 7.1% | * | * | * | * | * | |
Talmud with Blue Chip | s.talc | Low Equity | 2.13 | * | * | * | * | * | 18.9% | * | * | * | * | * | |
Talmud Broad Market | s.talb | Low Equity | 2.51 | * | * | * | * | * | 21.9% | * | * | * | * | * | |
Talmud with Small Cap | s.tals | Low Equity | 2.33 | * | * | * | * | * | 21.9% | * | * | * | * | * | |
Talmud Equities and Gold | s.talg | Low Equity | 5.35 | * | * | * | * | * | 30.4% | * | * | * | * | * |