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% | * | * | * | * | * |