Tactical: DIY, ranked by Alpha

for period ending February 28, 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

Alpha is another way to see risk-adjusted return, showing the extra return above the expected return given the asset class's volatility (beta). Alpha greater than zero shows performance above what is expected based on its beta versus the benchmark of the S&P 500 (represented by the SPY exchange-traded fund).

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Portfolio Recipes: Tactical: DIY Peer Group
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      Alpha   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  
 
Adaptive Allocation A t.aaaa Adaptive 3.8% * * * * *   16.3% * * * * *
Adaptive Allocation B t.aaab Adaptive 4.6% * * * * *   15.5% * * * * *
Adaptive Allocation C t.aaac Adaptive 6.0% * * * * *   17.0% * * * * *
Adaptive Allocation D t.aaad Adaptive -0.8% * * * * *   10.9% * * * * *
Adaptive Allocation E t.aaae Adaptive 2.7% * * * * *   16.0% * * * * *
Adaptive Allocation F t.aaaf Adaptive 9.0% * * * * *   22.6% * * * * *
Minimum Correlation t.coco Correlation 1.0% * * * * *   16.4% * * * * *
Maximum Diversification t.mdiv Diversification -0.7% * * * * *   14.7% * * * * *
Equal Weight With Cluster t.dist Correlation 1.1% * * * * *   15.6% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 4.3% * * * * *   18.6% * * * * *
Minimum Variance A t.mvar Risk-Driven 2.8% * * * * *   17.0% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 0.5% * * * * *   15.6% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward -5.4% * * * * *   6.7% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight -1.0% * * * * *   14.7% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum -2.5% * * * * *   16.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum -2.7% * * * * *   15.3% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum -5.6% * * * * *   10.9% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum -5.3% * * * * *   8.5% * * * * *
Pure Momentum t.pure Momentum -29.2% * * * * *   -7.4% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 10.2% * * * * *   35.6% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation -4.3% * * * * *   13.3% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation -2.6% * * * * *   18.9% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation -16.6% * * * * *   9.8% * * * * *
Minimum CdaR t.cdar Risk-Driven -7.9% * * * * *   8.0% * * * * *
Minimum CvaR t.cvar Risk-Driven 11.6% * * * * *   22.3% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven -0.9% * * * * *   14.2% * * * * *
Minimum Drawdown t.loss Risk-Driven 12.5% * * * * *   19.8% * * * * *
Minimum Downside MAD t.madd Risk-Driven 4.3% * * * * *   18.6% * * * * *
Minimum Correlation A t.mca1 Risk-Driven -1.1% * * * * *   13.7% * * * * *
Minimum Correlation B t.mca2 Risk-Driven -0.5% * * * * *   14.5% * * * * *
Minimum Variance B t.mva2 Risk-Driven 0.2% * * * * *   14.3% * * * * *
Minimum Variance C t.mva3 Risk-Driven 3.1% * * * * *   16.7% * * * * *
Min Downside Deviation t.risd Risk-Driven -0.5% * * * * *   13.6% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 1.0% * * * * *   15.4% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven -0.1% * * * * *   15.0% * * * * *
Target Return 12% t.tret Risk-Driven 1.3% * * * * *   16.2% * * * * *
Target Risk 10% t.tris Risk-Driven -0.7% * * * * *   12.0% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward -2.9% * * * * *   9.1% * * * * *
Target Return Post-Modern t.trdd Target Return -0.7% * * * * *   13.3% * * * * *
Active Combined Asset t.acap Momentum 9.4% * * * * *   24.0% * * * * *
Quarterly Asset Rotation t.qaro Momentum 1.9% * * * * *   14.9% * * * * *
Defensive Bond t.dbnd Momentum -0.7% * * * * *   8.2% * * * * *
Dynamic Harry Browne t.dyhb Momentum 3.0% * * * * *   9.9% * * * * *