Strategic: DIY, ranked by Treynor
for period ending August 31, 2026
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
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.
Treynor Ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so values of beta near zero produce extreme or unstable results that are not meaningful for comparison. Portfolios with low beta are not necessarily low risk. Refer to Standard Deviation, Downside Deviation, and Maximum Drawdown for measures of risk.
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Portfolio Recipes: Strategic: DIY Peer Group
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| 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 | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | n/m | -0.2 | -1.9 | n/m | n/m | n/m | 1.8% | 4.1% | -0.4% | 1.4% | 2.0% | 3.1% | |
| S&P 500 | SPY | Benchmark | 1.7 | 1.7 | 0.8 | 1.2 | 1.3 | 0.9 | 20.2% | 20.9% | 12.7% | 15.3% | 15.0% | 11.3% | |
| Strategic 50-50 | s.5050 | Balanced | 1.3 | 1.3 | 0.2 | 0.9 | 1.2 | 1.0 | 10.9% | 12.2% | 5.7% | 8.2% | 8.4% | 7.4% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 1.4 | 1.3 | 0.3 | 1.0 | 1.2 | 1.0 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |
| 7Twelve Israelson | s.712 | Balanced | 3.5 | 1.7 | 0.4 | 0.7 | 0.7 | n/m | 18.7% | 13.2% | 7.0% | 7.6% | 6.4% | ||
| Couch Potato: Scott Burns | s.couc | Balanced | 1.2 | 1.3 | 0.2 | 1.0 | 1.1 | 1.0 | 10.3% | 12.1% | 6.0% | 8.6% | 8.5% | 7.5% | |
| Ben Graham 50-50 | s.grah | Balanced | 3.0 | 1.7 | 0.3 | 0.7 | 0.9 | 0.7 | 11.9% | 11.8% | 5.9% | 6.8% | 6.9% | 6.0% | |
| Safe Haven Portfolio | s.have | Balanced | 4.6 | 4.4 | 1.0 | 1.2 | 1.1 | n/m | 14.8% | 16.7% | 9.0% | 8.0% | 6.8% | ||
| Six Ways from Sunday | s.lazy | Balanced | 4.0 | 1.6 | 0.5 | 0.7 | 0.7 | n/m | 16.5% | 12.6% | 7.7% | 7.5% | 7.0% | ||
| ETF Moderate | s.mode | Balanced | 1.6 | 1.3 | 0.1 | 0.8 | 0.9 | n/m | 13.0% | 12.8% | 5.4% | 7.8% | 7.7% | ||
| David Swensen inspired | s.swen | Balanced | 1.5 | 1.1 | 0.7 | 0.9 | n/m | 13.0% | 12.5% | 4.6% | 7.6% | 8.3% | |||
| Lazy: Ultimate Buy & Hold | s.buyh | Balanced | 2.0 | 1.3 | 0.1 | 0.7 | 0.8 | 0.7 | 13.1% | 11.5% | 5.0% | 6.6% | 6.5% | 5.9% | |
| Lazy: Coffeehouse | s.coff | Balanced | 1.8 | 1.0 | 0.6 | 0.9 | 0.7 | 11.6% | 10.9% | 4.5% | 6.8% | 7.5% | 6.5% | ||
| Lazy: Margaritaville | s.marg | Balanced | 1.8 | 1.6 | 0.3 | 0.9 | 0.9 | 0.7 | 15.4% | 14.6% | 6.7% | 8.8% | 8.1% | 6.9% | |
| Lazy: Smart Money | s.smar | Balanced | 2.0 | 1.4 | 0.3 | 0.8 | 1.0 | 0.7 | 13.0% | 12.2% | 6.1% | 7.6% | 7.7% | 6.6% | |
| Strategic 70-30 Portfolio | s.7030 | High Equity | 1.5 | 1.4 | 0.5 | 1.1 | 1.2 | 1.0 | 14.6% | 15.6% | 8.1% | 10.9% | 10.9% | 9.0% | |
| Strategic 80-20 Portfolio | s.8020 | High Equity | 1.6 | 1.5 | 0.6 | 1.1 | 1.2 | 1.0 | 16.4% | 17.3% | 9.3% | 12.2% | 12.2% | 9.8% | |
| ETF Aggressive | s.aggr | High Equity | 2.0 | 1.5 | 0.3 | 0.9 | 0.8 | n/m | 16.3% | 15.0% | 7.0% | 9.5% | 8.4% | ||
| Ben Stein inspired | s.bens | High Equity | 2.4 | 1.9 | 0.7 | 1.0 | 1.0 | 0.7 | 19.5% | 16.7% | 9.5% | 10.3% | 9.3% | 7.6% | |
| Low Volatility Portfolio | s.lowv | High Equity | n/m | n/m | 0.1 | 0.8 | n/m | n/m | 7.7% | 9.5% | 4.8% | 5.4% | |||
| Lazy: Aronson | s.aron | High Equity | 1.8 | 1.4 | 0.2 | 0.8 | 0.9 | 0.7 | 16.5% | 14.5% | 5.7% | 8.5% | 8.4% | 7.4% | |
| Lazy: No Brainer | s.nobr | High Equity | 1.9 | 1.4 | 0.3 | 0.8 | 0.9 | 0.7 | 14.8% | 14.8% | 7.1% | 9.4% | 9.4% | 7.7% | |
| Lazy: Second Grader | s.seco | High Equity | 1.9 | 1.7 | 0.6 | 1.0 | 1.1 | 0.8 | 19.8% | 18.8% | 9.7% | 11.9% | 11.3% | 8.8% | |
| Lazy: Yale Unconventional | s.yale | High Equity | 1.4 | 1.1 | 0.7 | 0.9 | 0.7 | 12.6% | 12.5% | 4.3% | 7.4% | 8.1% | 7.1% | ||
| Harry Browne inspired | s.brow | Low Equity | 2.2 | 2.2 | 0.4 | 1.3 | 1.4 | 2.0 | 12.9% | 13.7% | 6.3% | 7.0% | 6.1% | 7.1% | |
| Ray Dalio inspired | s.dali | Low Equity | 2.0 | 1.3 | -0.2 | 0.7 | 0.9 | n/m | 10.1% | 9.7% | 3.7% | 5.4% | 5.1% | ||
| Ivy Portfolio | s.ivyp | Low Equity | 3.9 | 1.8 | 0.5 | 0.9 | 0.8 | n/m | 20.2% | 13.8% | 7.3% | 8.4% | 7.0% | ||
| No Equity Portfolio | s.noeq | Low Equity | 2.1 | 1.8 | 0.7 | 1.0 | 1.5 | 12.6% | 13.2% | 4.2% | 5.4% | 5.4% | 7.1% | ||
| Permanent Plus | s.plus | Low Equity | 1.5 | 2.1 | 0.5 | 1.5 | 1.6 | 2.1 | 13.4% | 17.2% | 7.7% | 9.6% | 8.3% | 9.4% | |
| Black Swan Hyperinflation | s.swan | Low Equity | n/m | n/m | 3.2 | 1.5 | 0.5 | n/m | 34.6% | 19.3% | 15.4% | 10.3% | 4.5% | ||
| Talmud Dividend Equities | s.talm | Low Equity | 3.2 | 2.8 | 0.9 | 1.1 | 1.1 | 1.1 | 17.4% | 17.8% | 10.0% | 9.6% | 8.8% | 9.0% | |
| Worst Case Scenario | s.wors | Low Equity | n/m | n/m | n/m | n/m | n/m | n/m | 5.0% | 5.7% | 1.1% | 1.7% | -0.6% | ||
| Talmud with Blue Chip | s.talc | Low Equity | 1.3 | 1.0 | 0.6 | 1.0 | 0.8 | 9.2% | 10.3% | 4.2% | 6.8% | 7.7% | 6.9% | ||
| Talmud Broad Market | s.talb | Low Equity | 1.2 | 1.0 | 0.6 | 1.0 | 0.8 | 10.2% | 11.5% | 4.5% | 7.2% | 8.3% | 7.2% | ||
| Talmud with Small Cap | s.tals | Low Equity | 1.7 | 0.9 | -0.1 | 0.5 | 0.8 | 0.6 | 12.3% | 10.7% | 3.8% | 6.2% | 7.2% | 6.2% | |
| Talmud Equities and Gold | s.talg | Low Equity | 2.4 | 2.6 | 0.9 | 1.2 | 1.2 | 1.1 | 19.8% | 21.0% | 11.2% | 11.3% | 9.9% | 9.8% | |