Tactical: DIY, ranked by Beta

for period ending September 30, 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 0.10 0.22 0.26 0.15 0.11 0.08   -1.5% 4.2% -0.6% 1.1% 1.8% 2.9%
S&P 500 SPY Benchmark 1.00 1.00 1.00 1.00 1.00 1.00   15.7% 22.8% 13.7% 15.2% 15.6% 11.1%
Strategic 60-40 Portfolio s.6040 Benchmark 0.63 0.70 0.71 0.67 0.66 0.65   8.5% 14.9% 7.3% 9.3% 9.9% 8.0%
Adaptive Allocation A t.aaaa Adaptive 0.45 0.42 0.51 0.50 0.47 0.43   9.7% 18.0% 7.4% 9.1% 8.3% 10.6%
Adaptive Allocation B t.aaab Adaptive 0.51 0.43 0.54 0.51 0.48 0.43   19.9% 18.8% 7.3% 8.5% 8.0% 10.4%
Adaptive Allocation C t.aaac Adaptive 0.51 0.42 0.55 0.51 0.48 0.43   20.7% 19.6% 7.7% 8.5% 8.1% 10.4%
Adaptive Allocation D t.aaad Adaptive 0.85 0.54 0.61 0.57 0.57 0.53   6.3% 13.6% 7.2% 10.7% 9.6% 11.9%
Adaptive Allocation E t.aaae Adaptive 0.67 0.58 0.64 0.64 0.62 0.59   21.1% 22.3% 9.9% 11.6% 10.2% 12.0%
Adaptive Allocation F t.aaaf Adaptive 0.87 0.62 0.56 0.44 0.43 0.40   15.8% 23.5% 12.4% 13.2% 13.6% 14.4%
Minimum Correlation t.coco Correlation 0.61 0.63 0.66 0.56 0.50 0.46   4.4% 16.6% 5.5% 7.1% 7.4% 8.4%
Maximum Diversification t.mdiv Diversification 0.54 0.56 0.60 0.47 0.43 0.35   3.0% 14.6% 4.7% 5.7% 6.6% 8.1%
Equal Weight With Cluster t.dist Correlation 0.65 0.63 0.64 0.56 0.50 0.43   4.3% 15.0% 5.6% 6.5% 6.3% 7.7%
Minimum Mean Abs Deviation t.madm Risk-Driven 0.53 0.45 0.50 0.42 0.38 0.32   -0.2% 14.7% 5.9% 7.4% 7.9% 8.8%
Minimum Variance A t.mvar Risk-Driven 0.44 0.42 0.49 0.42 0.39 0.32   0.0% 14.1% 6.5% 7.9% 8.1% 9.0%
Risk Parity Portfolio A t.rpba Risk-Driven 0.80 0.72 0.76 0.70 0.70 0.70   10.3% 18.3% 8.3% 9.7% 9.9% 9.2%
Maximum Sortino Portfolio t.sort Risk/Reward 0.71 0.45 0.49 0.47 0.43 0.36   12.8% 12.8% 5.6% 10.1% 8.7% 10.1%
Equal Weight Portfolio t.eqwt Equal Weight 0.85 0.79 0.82 0.76 0.76 0.80   12.3% 19.1% 8.4% 10.1% 10.1% 8.8%
Faber Rel Strength: Top 1 t.frs1 Momentum 0.70 0.78 0.56 0.52 0.47 0.43   7.7% 9.5% 6.6% 8.8% 7.4% 9.8%
Faber Rel Strength: Top 2 t.frs2 Momentum 0.27 0.49 0.43 0.43 0.44 0.45   23.5% 16.1% 12.1% 10.9% 9.5% 9.6%
Faber Rel Strength: Top 3 t.frs3 Momentum 0.25 0.42 0.40 0.37 0.38 0.39   20.6% 14.3% 9.4% 10.7% 10.0% 9.4%
Faber Rel Strength: Top 4 t.frs4 Momentum 0.23 0.33 0.33 0.32 0.32 0.33   15.0% 11.3% 6.5% 7.6% 6.6% 7.0%
Pure Momentum t.pure Momentum 1.38 1.13 1.02 0.77 0.68 0.56   20.5% 13.6% 7.1% 12.0% 10.2% 15.8%
Quartile Sector Rotation t.srqr Sector Rotation 3.68 2.54 2.00 1.67 1.61 1.42   75.0% 70.1% 43.9% 27.6% 28.9% 22.4%
Rel Strength Sector Rotatn t.srrs Sector Rotation 0.30 0.57 0.64 0.63 0.63 0.55   11.1% 12.9% 9.0% 11.1% 11.5% 9.7%
Top 5 Sector Rotation t.srt5 Sector Rotation 0.98 1.07 0.95 0.94 0.93 0.85   42.2% 33.2% 19.6% 18.0% 18.0% 13.8%
Top 3 Sector Rotation t.srt3 Sector Rotation 0.37 0.77 0.50 0.56 0.61 0.65   15.2% 16.1% 11.7% 11.2% 12.4% 10.9%
Minimum CdaR t.cdar Risk-Driven 0.40 0.45 0.45 0.44 0.41 0.34   -0.4% 11.8% 4.3% 7.7% 8.0% 9.3%
Minimum CvaR t.cvar Risk-Driven 0.34 0.29 0.40 0.33 0.33 0.28   2.4% 17.6% 7.7% 7.2% 7.6% 8.6%
Equal Risk Contribution t.eqrc Risk-Driven 0.72 0.67 0.69 0.57 0.53 0.46   7.9% 16.2% 6.6% 7.8% 7.9% 8.6%
Minimum Drawdown t.loss Risk-Driven 0.75 0.43 0.46 0.40 0.38 0.34   9.1% 18.2% 8.0% 8.1% 7.8% 9.0%
Minimum Downside MAD t.madd Risk-Driven 0.53 0.45 0.50 0.42 0.38 0.32   -0.2% 14.7% 5.9% 7.4% 7.9% 8.8%
Minimum Correlation A t.mca1 Risk-Driven 0.57 0.56 0.59 0.47 0.43 0.38   3.9% 13.7% 4.9% 6.4% 6.6% 7.7%
Minimum Correlation B t.mca2 Risk-Driven 0.69 0.64 0.66 0.54 0.50 0.43   7.4% 15.7% 6.4% 7.5% 7.4% 8.2%
Minimum Variance B t.mva2 Risk-Driven 0.49 0.47 0.52 0.40 0.37 0.29   0.6% 12.8% 5.0% 6.1% 6.5% 8.1%
Minimum Variance C t.mva3 Risk-Driven 0.61 0.50 0.55 0.45 0.43 0.37   3.7% 15.9% 7.1% 8.1% 8.4% 9.6%
Min Downside Deviation t.risd Risk-Driven 0.41 0.41 0.48 0.41 0.38 0.32   -0.3% 12.6% 5.4% 7.6% 7.7% 8.6%
Risk Parity With Cluster t.rpcl Risk-Driven 0.61 0.59 0.60 0.51 0.46 0.36   3.3% 14.1% 5.7% 6.2% 5.9% 7.7%
Risk Parity Portfolio B t.rsop Risk-Driven 0.81 0.73 0.77 0.71 0.71 0.71   10.8% 18.2% 8.3% 9.7% 9.8% 9.0%
Target Return 12% t.tret Risk-Driven 0.44 0.43 0.52 0.50 0.45 0.35   6.4% 12.9% 3.5% 6.3% 7.3% 9.2%
Target Risk 10% t.tris Risk-Driven 0.44 0.38 0.46 0.41 0.39 0.31   7.6% 14.0% 7.7% 8.5% 6.8% 8.1%
Maximum Sharpe Portfolio t.shar Risk/Reward 0.65 0.43 0.48 0.47 0.43 0.36   11.8% 14.0% 6.1% 10.3% 9.1% 10.4%
Target Return Post-Modern t.trdd Target Return 0.47 0.43 0.52 0.50 0.46 0.36   6.0% 11.9% 2.7% 5.8% 6.7% 8.9%
Active Combined Asset t.acap Momentum 0.69 0.63 0.58 0.54 0.48 0.44   4.3% 17.7% 6.7% 6.1% 7.2% 7.9%
Quarterly Asset Rotation t.qaro Momentum 0.29 0.52 0.57 0.38 0.35 0.25   -3.9% 12.0% 5.6% 6.3% 4.4% 5.2%
Defensive Bond t.dbnd Momentum 0.18 0.28 0.32 0.19 0.16     -1.6% 5.6% 3.5% 4.4% 4.1%  
Dynamic Harry Browne t.dyhb Momentum 0.28 0.20 0.21 0.15 0.14 0.10   2.3% 9.1% 3.9% 5.3% 3.8% 6.2%