Tactical: DIY, ranked by Beta

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

Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.

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Beta vs. Annual Return
● Portfolio Recipes: Tactical: DIY ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)

Portfolio Recipes: Tactical: DIY Peer Group
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      Beta   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 0.08 0.23 0.25 0.15 0.11 0.08   1.8% 4.1% -0.4% 1.4% 2.0% 3.1%
S&P 500 SPY Benchmark 1.00 1.00 1.00 1.00 1.00 1.00   20.2% 20.9% 12.7% 15.3% 15.0% 11.3%
Strategic 60-40 Portfolio s.6040 Benchmark 0.62 0.71 0.71 0.67 0.66 0.65   12.7% 13.9% 6.9% 9.5% 9.7% 8.2%
Adaptive Allocation A t.aaaa Adaptive 0.46 0.46 0.52 0.50 0.46 0.43   13.8% 16.5% 6.4% 9.2% 8.4% 10.8%
Adaptive Allocation B t.aaab Adaptive 0.56 0.47 0.56 0.51 0.47 0.43   20.8% 16.1% 5.5% 8.1% 7.7% 10.3%
Adaptive Allocation C t.aaac Adaptive 0.54 0.46 0.56 0.51 0.47 0.43   21.2% 16.9% 5.9% 8.2% 7.8% 10.3%
Adaptive Allocation D t.aaad Adaptive 0.85 0.57 0.61 0.56 0.57 0.52   13.8% 12.7% 6.8% 11.3% 9.4% 12.2%
Adaptive Allocation E t.aaae Adaptive 0.68 0.61 0.65 0.64 0.62 0.59   25.9% 20.6% 8.8% 11.7% 9.8% 12.1%
Adaptive Allocation F t.aaaf Adaptive 0.91 0.65 0.57 0.44 0.43 0.39   26.7% 22.2% 11.7% 13.5% 13.6% 14.5%
Minimum Correlation t.coco Correlation 0.64 0.67 0.66 0.56 0.49 0.46   15.3% 15.2% 5.4% 7.5% 7.6% 8.6%
Maximum Diversification t.mdiv Diversification 0.57 0.59 0.59 0.47 0.42 0.35   14.3% 13.8% 4.8% 6.1% 6.9% 8.4%
Equal Weight With Cluster t.dist Correlation 0.65 0.65 0.64 0.55 0.49 0.43   14.7% 14.4% 5.7% 6.9% 6.4% 7.9%
Minimum Mean Abs Deviation t.madm Risk-Driven 0.54 0.48 0.50 0.41 0.38 0.32   9.6% 14.3% 6.1% 7.9% 8.2% 9.2%
Minimum Variance A t.mvar Risk-Driven 0.45 0.45 0.49 0.42 0.38 0.32   10.5% 13.8% 6.7% 8.3% 8.4% 9.4%
Risk Parity Portfolio A t.rpba Risk-Driven 0.78 0.74 0.76 0.69 0.70 0.69   19.6% 17.6% 8.1% 10.1% 9.7% 9.5%
Maximum Sortino Portfolio t.sort Risk/Reward 0.73 0.49 0.50 0.47 0.44 0.36   20.1% 11.2% 4.8% 10.3% 8.4% 10.3%
Equal Weight Portfolio t.eqwt Equal Weight 0.83 0.80 0.81 0.76 0.76 0.80   21.2% 18.2% 8.2% 10.5% 9.7% 9.0%
Faber Rel Strength: Top 1 t.frs1 Momentum 0.74 0.81 0.58 0.52 0.51 0.43   6.5% 6.6% 4.7% 8.3% 6.1% 9.7%
Faber Rel Strength: Top 2 t.frs2 Momentum 0.27 0.52 0.43 0.43 0.45 0.45   25.1% 13.9% 11.7% 10.6% 8.9% 9.5%
Faber Rel Strength: Top 3 t.frs3 Momentum 0.23 0.43 0.40 0.37 0.38 0.39   23.6% 13.5% 9.1% 10.6% 9.7% 9.4%
Faber Rel Strength: Top 4 t.frs4 Momentum 0.21 0.33 0.33 0.32 0.32 0.33   19.2% 11.2% 6.4% 7.8% 6.5% 7.1%
Pure Momentum t.pure Momentum 1.36 1.12 1.02 0.77 0.63 0.56   24.8% 11.7% 5.9% 12.3% 11.2% 15.9%
Quartile Sector Rotation t.srqr Sector Rotation 3.80 2.61 1.96 1.67 1.59 1.42   79.7% 57.2% 42.0% 27.0% 27.7% 22.2%
Rel Strength Sector Rotatn t.srrs Sector Rotation 0.25 0.57 0.64 0.63 0.62 0.55   16.4% 12.7% 9.0% 11.4% 11.6% 9.9%
Top 5 Sector Rotation t.srt5 Sector Rotation 0.99 1.10 0.94 0.94 0.95 0.85   48.8% 29.9% 18.8% 18.1% 16.6% 13.8%
Top 3 Sector Rotation t.srt3 Sector Rotation 0.46 0.80 0.51 0.56 0.62 0.65   22.0% 13.2% 10.5% 11.3% 11.7% 10.9%
Minimum CdaR t.cdar Risk-Driven 0.43 0.47 0.46 0.43 0.40 0.34   9.3% 11.3% 4.1% 8.1% 8.3% 9.6%
Minimum CvaR t.cvar Risk-Driven 0.32 0.32 0.40 0.33 0.32 0.28   13.0% 17.8% 8.1% 7.9% 8.0% 9.0%
Equal Risk Contribution t.eqrc Risk-Driven 0.71 0.68 0.69 0.56 0.52 0.46   18.3% 15.7% 6.6% 8.3% 8.0% 8.9%
Minimum Drawdown t.loss Risk-Driven 0.74 0.45 0.47 0.39 0.37 0.34   21.8% 18.3% 8.2% 8.7% 8.2% 9.4%
Minimum Downside MAD t.madd Risk-Driven 0.54 0.48 0.50 0.41 0.37 0.32   9.6% 14.3% 6.1% 7.9% 8.2% 9.1%
Minimum Correlation A t.mca1 Risk-Driven 0.57 0.58 0.59 0.46 0.43 0.38   15.0% 13.3% 5.2% 6.9% 6.7% 8.0%
Minimum Correlation B t.mca2 Risk-Driven 0.68 0.66 0.66 0.53 0.50 0.43   17.6% 15.2% 6.5% 8.0% 7.6% 8.5%
Minimum Variance B t.mva2 Risk-Driven 0.49 0.50 0.52 0.40 0.37 0.29   11.6% 12.6% 5.2% 6.7% 6.7% 8.5%
Minimum Variance C t.mva3 Risk-Driven 0.60 0.53 0.55 0.45 0.43 0.37   14.2% 15.5% 7.1% 8.5% 8.6% 10.0%
Min Downside Deviation t.risd Risk-Driven 0.42 0.43 0.48 0.40 0.37 0.31   10.5% 12.4% 5.7% 8.1% 7.9% 8.9%
Risk Parity With Cluster t.rpcl Risk-Driven 0.60 0.61 0.60 0.50 0.45 0.36   13.7% 13.7% 5.8% 6.6% 6.1% 8.0%
Risk Parity Portfolio B t.rsop Risk-Driven 0.79 0.75 0.77 0.70 0.71 0.71   19.9% 17.5% 8.2% 10.1% 9.6% 9.3%
Target Return 12% t.tret Risk-Driven 0.47 0.46 0.52 0.50 0.44 0.35   14.8% 11.8% 3.1% 6.4% 7.4% 9.4%
Target Risk 10% t.tris Risk-Driven 0.47 0.41 0.48 0.41 0.39 0.31   17.6% 13.0% 7.1% 8.6% 6.9% 8.3%
Maximum Sharpe Portfolio t.shar Risk/Reward 0.68 0.47 0.49 0.47 0.43 0.36   19.6% 12.4% 5.3% 10.5% 8.8% 10.6%
Target Return Post-Modern t.trdd Target Return 0.50 0.46 0.52 0.50 0.45 0.35   13.8% 10.7% 2.3% 6.0% 6.7% 9.1%
Active Combined Asset t.acap Momentum 0.69 0.65 0.58 0.54 0.49 0.44   14.3% 17.0% 6.6% 6.5% 6.8% 8.2%
Quarterly Asset Rotation t.qaro Momentum 0.33 0.54 0.56 0.38 0.33 0.25   5.0% 11.3% 5.7% 6.5% 4.8% 5.4%
Defensive Bond t.dbnd Momentum 0.15 0.29 0.31 0.18       2.1% 5.7% 4.2% 4.9%    
Dynamic Harry Browne t.dyhb Momentum 0.29 0.22 0.21 0.15 0.13 0.10   4.8% 8.4% 3.5% 5.2% 3.9% 6.3%