Strategic: DIY, ranked by Treynor

for period ending December 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, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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.

      Treynor   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 17.02% * * * * *   12.2% * * * * *
Strategic 60-40 Portfolio s.6040 Balanced 18.38% * * * * *   14.4% * * * * *
7Twelve Israelson s.712 Balanced 10.07% * * * * *   6.8% * * * * *
Couch Potato: Scott Burns s.couc Balanced 18.15% * * * * *   12.3% * * * * *
Ben Graham 50-50 s.grah Balanced 9.74% * * * * *   6.2% * * * * *
Safe Haven Portfolio s.have Balanced 29.26% * * * * *   11.8% * * * * *
Six Ways from Sunday s.lazy Balanced 7.34% * * * * *   6.0% * * * * *
ETF Moderate s.mode Balanced 13.15% * * * * *   9.5% * * * * *
David Swensen inspired s.swen Balanced 8.69% * * * * *   7.9% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced 9.71% * * * * *   6.1% * * * * *
Lazy: Coffeehouse s.coff Balanced 9.78% * * * * *   7.9% * * * * *
Lazy: Margaritaville s.marg Balanced 18.03% * * * * *   11.5% * * * * *
Lazy: Smart Money s.smar Balanced 14.82% * * * * *   9.6% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity 19.56% * * * * *   16.7% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity 20.59% * * * * *   19.1% * * * * *
ETF Aggressive s.aggr High Equity 13.15% * * * * *   10.4% * * * * *
Ben Stein inspired s.bens High Equity 17.25% * * * * *   12.3% * * * * *
Low Volatility Portfolio s.lowv High Equity 26.55% * * * * *   9.0% * * * * *
Lazy: Aronson s.aron High Equity 12.27% * * * * *   9.9% * * * * *
Lazy: No Brainer s.nobr High Equity 13.65% * * * * *   11.3% * * * * *
Lazy: Second Grader s.seco High Equity 21.39% * * * * *   17.6% * * * * *
Lazy: Yale Unconventional s.yale High Equity 10.00% * * * * *   8.7% * * * * *
Harry Browne inspired s.brow Low Equity 23.40% * * * * *   11.0% * * * * *
Ray Dalio inspired s.dali Low Equity 13.84% * * * * *   6.4% * * * * *
Ivy Portfolio s.ivyp Low Equity 11.08% * * * * *   7.2% * * * * *
No Equity Portfolio s.noeq Low Equity 10.40% * * * * *   7.3% * * * * *
Permanent Plus s.plus Low Equity 27.96% * * * * *   16.4% * * * * *
Black Swan Hyperinflation s.swan Low Equity 45.88% * * * * *   6.3% * * * * *
Talmud Dividend Equities s.talm Low Equity 19.69% * * * * *   13.3% * * * * *
Worst Case Scenario s.wors Low Equity -166.33% * * * * *   4.9% * * * * *
Talmud with Blue Chip s.talc Low Equity 8.21% * * * * *   7.3% * * * * *
Talmud Broad Market s.talb Low Equity 10.59% * * * * *   9.8% * * * * *
Talmud with Small Cap s.tals Low Equity 7.12% * * * * *   7.1% * * * * *
Talmud Equities and Gold s.talg Low Equity 25.26% * * * * *   18.5% * * * * *