Tactical: DIY, ranked by Historical Return

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

Historical Return is the annual return for the last 5 calendar years.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Recipe Summary page.

Portfolio Recipes: Tactical: DIY Peer Group
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    Historical Return   Total Return, annualized
Recipe Name ID Category   1 year 3 year 5 year 10 year 15 year 20 year
    Group Average  
   
Adaptive Allocation A t.aaaa Adaptive * * * * 13.3%   16.3% * * * * *
Adaptive Allocation B t.aaab Adaptive * * * * 13.0%   15.5% * * * * *
Adaptive Allocation C t.aaac Adaptive * * * * 14.0%   17.0% * * * * *
Adaptive Allocation D t.aaad Adaptive * * * * 10.0%   10.9% * * * * *
Adaptive Allocation E t.aaae Adaptive * * * * 12.3%   16.0% * * * * *
Adaptive Allocation F t.aaaf Adaptive * * * * 21.9%   22.6% * * * * *
Minimum Correlation t.coco Correlation * * * * 13.3%   16.4% * * * * *
Maximum Diversification t.mdiv Diversification * * * * 11.7%   14.7% * * * * *
Equal Weight With Cluster t.dist Correlation * * * * 10.0%   15.6% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven * * * * 15.8%   18.6% * * * * *
Minimum Variance A t.mvar Risk-Driven * * * * 15.4%   17.0% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven * * * * 12.9%   15.6% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward * * * * 6.9%   6.7% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight * * * * 11.8%   14.7% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum * * * * 23.2%   16.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum * * * * 14.1%   15.3% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum * * * * 9.5%   10.9% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum * * * * 6.8%   8.5% * * * * *
Pure Momentum t.pure Momentum * * * * -5.7%   -7.4% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation * * * * 125.3%   35.6% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation * * * * 15.4%   13.3% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation * * * * 32.8%   18.9% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation * * * * 26.3%   9.8% * * * * *
Minimum CdaR t.cdar Risk-Driven * * * * 5.6%   8.0% * * * * *
Minimum CvaR t.cvar Risk-Driven * * * * 16.9%   22.3% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven * * * * 10.9%   14.2% * * * * *
Minimum Drawdown t.loss Risk-Driven * * * * 14.6%   19.8% * * * * *
Minimum Downside MAD t.madd Risk-Driven * * * * 15.8%   18.6% * * * * *
Minimum Correlation A t.mca1 Risk-Driven * * * * 8.9%   13.7% * * * * *
Minimum Correlation B t.mca2 Risk-Driven * * * * 10.9%   14.5% * * * * *
Minimum Variance B t.mva2 Risk-Driven * * * * 9.4%   14.3% * * * * *
Minimum Variance C t.mva3 Risk-Driven * * * * 13.2%   16.7% * * * * *
Min Downside Deviation t.risd Risk-Driven * * * * 11.5%   13.6% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven * * * * 10.0%   15.4% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven * * * * 12.2%   15.0% * * * * *
Target Return 12% t.tret Risk-Driven * * * * 15.4%   16.2% * * * * *
Target Risk 10% t.tris Risk-Driven * * * * 11.3%   12.0% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward * * * * 9.4%   9.1% * * * * *
Target Return Post-Modern t.trdd Target Return * * * * 12.3%   13.3% * * * * *
Active Combined Asset t.acap Momentum * * * * 18.9%   24.0% * * * * *
Quarterly Asset Rotation t.qaro Momentum * * * * 15.7%   14.9% * * * * *
Defensive Bond t.dbnd Momentum * * * * 6.8%   8.2% * * * * *
Dynamic Harry Browne t.dyhb Momentum * * * * 11.6%   9.9% * * * * *