Tactical: DIY, ranked by Beta

for period ending April 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

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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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 0.20 * * * * *   7.9% * * * * *
S&P 500 SPY Benchmark 1.00 * * * * *   11.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.71 * * * * *   10.0% * * * * *
Adaptive Allocation A t.aaaa Adaptive 0.39 * * * * *   12.6% * * * * *
Adaptive Allocation B t.aaab Adaptive 0.33 * * * * *   12.2% * * * * *
Adaptive Allocation C t.aaac Adaptive 0.33 * * * * *   14.1% * * * * *
Adaptive Allocation D t.aaad Adaptive 0.22 * * * * *   12.4% * * * * *
Adaptive Allocation E t.aaae Adaptive 0.42 * * * * *   15.3% * * * * *
Adaptive Allocation F t.aaaf Adaptive 0.53 * * * * *   15.9% * * * * *
Minimum Correlation t.coco Correlation 0.55 * * * * *   15.3% * * * * *
Maximum Diversification t.mdiv Diversification 0.49 * * * * *   14.2% * * * * *
Equal Weight With Cluster t.dist Correlation 0.48 * * * * *   15.4% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 0.45 * * * * *   17.0% * * * * *
Minimum Variance A t.mvar Risk-Driven 0.46 * * * * *   14.5% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 0.55 * * * * *   14.8% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 0.27 * * * * *   11.0% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 0.59 * * * * *   14.2% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 1.17 * * * * *   1.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 0.92 * * * * *   8.4% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 0.67 * * * * *   9.1% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 0.50 * * * * *   7.4% * * * * *
Pure Momentum t.pure Momentum 0.84 * * * * *   -5.1% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 1.32 * * * * *   15.9% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 0.86 * * * * *   4.8% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 1.12 * * * * *   16.2% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 1.34 * * * * *   7.9% * * * * *
Minimum CdaR t.cdar Risk-Driven 0.45 * * * * *   10.8% * * * * *
Minimum CvaR t.cvar Risk-Driven 0.23 * * * * *   16.4% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 0.53 * * * * *   13.7% * * * * *
Minimum Drawdown t.loss Risk-Driven 0.29 * * * * *   11.1% * * * * *
Minimum Downside MAD t.madd Risk-Driven 0.45 * * * * *   17.0% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 0.46 * * * * *   14.0% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 0.52 * * * * *   14.0% * * * * *
Minimum Variance B t.mva2 Risk-Driven 0.40 * * * * *   15.0% * * * * *
Minimum Variance C t.mva3 Risk-Driven 0.38 * * * * *   16.8% * * * * *
Min Downside Deviation t.risd Risk-Driven 0.46 * * * * *   11.1% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 0.47 * * * * *   14.5% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 0.56 * * * * *   14.1% * * * * *
Target Return 12% t.tret Risk-Driven 0.49 * * * * *   13.6% * * * * *
Target Risk 10% t.tris Risk-Driven 0.33 * * * * *   14.1% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 0.26 * * * * *   13.7% * * * * *
Target Return Post-Modern t.trdd Target Return 0.45 * * * * *   12.2% * * * * *
Active Combined Asset t.acap Momentum 0.44 * * * * *   23.5% * * * * *
Quarterly Asset Rotation t.qaro Momentum 0.45 * * * * *   11.5% * * * * *
Defensive Bond t.dbnd Momentum 0.20 * * * * *   9.6% * * * * *
Dynamic Harry Browne t.dyhb Momentum 0.09 * * * * *   10.2% * * * * *