Strategic: DIY, ranked by Treynor

for period ending June 30, 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

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.

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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 50.4% * * * * *   6.1% * * * * *
S&P 500 SPY Benchmark 14.6% * * * * *   14.9% * * * * *
Strategic 50-50 s.5050 Balanced 17.6% * * * * *   10.7% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 16.5% * * * * *   11.6% * * * * *
7Twelve Israelson s.712 Balanced 19.4% * * * * *   9.8% * * * * *
Couch Potato: Scott Burns s.couc Balanced 18.3% * * * * *   10.5% * * * * *
Ben Graham 50-50 s.grah Balanced 30.2% * * * * *   11.7% * * * * *
Safe Haven Portfolio s.have Balanced 199.3% * * * * *   21.7% * * * * *
Six Ways from Sunday s.lazy Balanced 19.9% * * * * *   10.0% * * * * *
ETF Moderate s.mode Balanced 19.9% * * * * *   11.3% * * * * *
David Swensen inspired s.swen Balanced 19.2% * * * * *   11.3% * * * * *
Lazy: Ultimate Buy & Hold s.buyh Balanced 23.9% * * * * *   10.7% * * * * *
Lazy: Coffeehouse s.coff Balanced 15.5% * * * * *   9.4% * * * * *
Lazy: Margaritaville s.marg Balanced 23.9% * * * * *   12.5% * * * * *
Lazy: Smart Money s.smar Balanced 19.2% * * * * *   10.5% * * * * *
Strategic 70-30 Portfolio s.7030 High Equity 15.6% * * * * *   12.5% * * * * *
Strategic 80-20 Portfolio s.8020 High Equity 14.9% * * * * *   13.4% * * * * *
ETF Aggressive s.aggr High Equity 20.5% * * * * *   13.0% * * * * *
Ben Stein inspired s.bens High Equity 22.4% * * * * *   13.1% * * * * *
Low Volatility Portfolio s.lowv High Equity 167.6% * * * * *   12.1% * * * * *
Lazy: Aronson s.aron High Equity 18.4% * * * * *   12.3% * * * * *
Lazy: No Brainer s.nobr High Equity 19.2% * * * * *   13.4% * * * * *
Lazy: Second Grader s.seco High Equity 19.0% * * * * *   14.9% * * * * *
Lazy: Yale Unconventional s.yale High Equity 19.7% * * * * *   11.5% * * * * *
Harry Browne inspired s.brow Low Equity 78.0% * * * * *   15.2% * * * * *
Ray Dalio inspired s.dali Low Equity 31.4% * * * * *   9.3% * * * * *
Ivy Portfolio s.ivyp Low Equity 21.6% * * * * *   10.0% * * * * *
No Equity Portfolio s.noeq Low Equity 141.3% * * * * *   16.8% * * * * *
Permanent Plus s.plus Low Equity 63.6% * * * * *   19.4% * * * * *
Black Swan Hyperinflation s.swan Low Equity 213.1% * * * * *   13.1% * * * * *
Talmud Dividend Equities s.talm Low Equity 84.7% * * * * *   20.2% * * * * *
Worst Case Scenario s.wors Low Equity -55.2% * * * * *   11.6% * * * * *
Talmud with Blue Chip s.talc Low Equity 18.5% * * * * *   10.7% * * * * *
Talmud Broad Market s.talb Low Equity 17.2% * * * * *   10.8% * * * * *
Talmud with Small Cap s.tals Low Equity 11.8% * * * * *   8.4% * * * * *
Talmud Equities and Gold s.talg Low Equity 58.7% * * * * *   22.4% * * * * *