Strategic: DIY, ranked by Treynor

for period ending January 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

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 19.2% * * * * *   13.7% * * * * *
Strategic 60-40 Portfolio s.6040 Balanced 20.5% * * * * *   16.1% * * * * *
7Twelve Israelson s.712 Balanced 16.3% * * * * *   10.8% * * * * *
Couch Potato: Scott Burns s.couc Balanced 20.5% * * * * *   14.0% * * * * *
Ben Graham 50-50 s.grah Balanced 14.5% * * * * *   9.2% * * * * *
Safe Haven Portfolio s.have Balanced 41.6% * * * * *   16.7% * * * * *
Six Ways from Sunday s.lazy Balanced 12.3% * * * * *   9.8% * * * * *
ETF Moderate s.mode Balanced 17.5% * * * * *   12.5% * * * * *
David Swensen inspired s.swen Balanced 13.1% * * * * *   11.8% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced 15.1% * * * * *   9.3% * * * * *
Lazy: Coffeehouse s.coff Balanced 14.1% * * * * *   11.1% * * * * *
Lazy: Margaritaville s.marg Balanced 21.8% * * * * *   13.9% * * * * *
Lazy: Smart Money s.smar Balanced 19.0% * * * * *   12.3% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity 21.7% * * * * *   18.5% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity 22.8% * * * * *   21.0% * * * * *
ETF Aggressive s.aggr High Equity 19.1% * * * * *   14.9% * * * * *
Ben Stein inspired s.bens High Equity 21.8% * * * * *   15.5% * * * * *
Low Volatility Portfolio s.lowv High Equity 28.6% * * * * *   9.8% * * * * *
Lazy: Aronson s.aron High Equity 16.6% * * * * *   13.3% * * * * *
Lazy: No Brainer s.nobr High Equity 18.0% * * * * *   15.0% * * * * *
Lazy: Second Grader s.seco High Equity 24.0% * * * * *   19.9% * * * * *
Lazy: Yale Unconventional s.yale High Equity 14.4% * * * * *   12.3% * * * * *
Harry Browne inspired s.brow Low Equity 31.0% * * * * *   14.6% * * * * *
Ray Dalio inspired s.dali Low Equity 19.1% * * * * *   8.9% * * * * *
Ivy Portfolio s.ivyp Low Equity 16.5% * * * * *   10.6% * * * * *
No Equity Portfolio s.noeq Low Equity 20.1% * * * * *   13.8% * * * * *
Permanent Plus s.plus Low Equity 34.9% * * * * *   20.4% * * * * *
Black Swan Hyperinflation s.swan Low Equity 95.9% * * * * *   14.6% * * * * *
Talmud Dividend Equities s.talm Low Equity 30.3% * * * * *   20.3% * * * * *
Worst Case Scenario s.wors Low Equity -333.7% * * * * *   7.2% * * * * *
Talmud with Blue Chip s.talc Low Equity 12.7% * * * * *   11.0% * * * * *
Talmud Broad Market s.talb Low Equity 14.6% * * * * *   13.3% * * * * *
Talmud with Small Cap s.tals Low Equity 12.4% * * * * *   12.0% * * * * *
Talmud Equities and Gold s.talg Low Equity 34.7% * * * * *   25.3% * * * * *