Tactical: DIY, ranked by Historical Return
for period ending March 31, 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 | ||||||||||||||
U.S. Total Bond Market | BND | Benchmark | * | * | * | * | 1.4% | 4.9% | * | * | * | * | * | |
S&P 500 | SPY | Benchmark | * | * | * | * | 24.9% | 8.3% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | * | * | * | * | 14.4% | 6.4% | * | * | * | * | * | |
Adaptive Allocation A | t.aaaa | Adaptive | * | * | * | * | 13.3% | 14.7% | * | * | * | * | * | |
Adaptive Allocation B | t.aaab | Adaptive | * | * | * | * | 13.0% | 13.6% | * | * | * | * | * | |
Adaptive Allocation C | t.aaac | Adaptive | * | * | * | * | 14.0% | 15.4% | * | * | * | * | * | |
Adaptive Allocation D | t.aaad | Adaptive | * | * | * | * | 10.0% | 10.8% | * | * | * | * | * | |
Adaptive Allocation E | t.aaae | Adaptive | * | * | * | * | 12.3% | 14.6% | * | * | * | * | * | |
Adaptive Allocation F | t.aaaf | Adaptive | * | * | * | * | 21.9% | 19.7% | * | * | * | * | * | |
Minimum Correlation | t.coco | Correlation | * | * | * | * | 13.3% | 11.5% | * | * | * | * | * | |
Maximum Diversification | t.mdiv | Diversification | * | * | * | * | 11.7% | 10.0% | * | * | * | * | * | |
Equal Weight With Cluster | t.dist | Correlation | * | * | * | * | 10.0% | 11.5% | * | * | * | * | * | |
Minimum Mean Abs Deviation | t.madm | Risk-Driven | * | * | * | * | 15.8% | 13.9% | * | * | * | * | * | |
Minimum Variance A | t.mvar | Risk-Driven | * | * | * | * | 15.4% | 11.0% | * | * | * | * | * | |
Risk Parity Portfolio A | t.rpba | Risk-Driven | * | * | * | * | 12.9% | 10.4% | * | * | * | * | * | |
Maximum Sortino Portfolio | t.sort | Risk/Reward | * | * | * | * | 6.9% | 2.6% | * | * | * | * | * | |
Equal Weight Portfolio | t.eqwt | Equal Weight | * | * | * | * | 11.8% | 9.4% | * | * | * | * | * | |
Faber Rel Strength: Top 1 | t.frs1 | Momentum | * | * | * | * | 23.2% | 6.8% | * | * | * | * | * | |
Faber Rel Strength: Top 2 | t.frs2 | Momentum | * | * | * | * | 14.1% | 7.0% | * | * | * | * | * | |
Faber Rel Strength: Top 3 | t.frs3 | Momentum | * | * | * | * | 9.5% | 5.0% | * | * | * | * | * | |
Faber Rel Strength: Top 4 | t.frs4 | Momentum | * | * | * | * | 6.8% | 4.5% | * | * | * | * | * | |
Pure Momentum | t.pure | Momentum | * | * | * | * | -5.7% | -9.6% | * | * | * | * | * | |
Quartile Sector Rotation | t.srqr | Sector Rotation | * | * | * | * | 125.3% | 13.7% | * | * | * | * | * | |
Rel Strength Sector Rotatn | t.srrs | Sector Rotation | * | * | * | * | 15.4% | 5.7% | * | * | * | * | * | |
Top 5 Sector Rotation | t.srt5 | Sector Rotation | * | * | * | * | 32.8% | 11.6% | * | * | * | * | * | |
Top 3 Sector Rotation | t.srt3 | Sector Rotation | * | * | * | * | 26.3% | 1.6% | * | * | * | * | * | |
Minimum CdaR | t.cdar | Risk-Driven | * | * | * | * | 5.6% | 4.0% | * | * | * | * | * | |
Minimum CvaR | t.cvar | Risk-Driven | * | * | * | * | 16.9% | 16.1% | * | * | * | * | * | |
Equal Risk Contribution | t.eqrc | Risk-Driven | * | * | * | * | 10.9% | 9.2% | * | * | * | * | * | |
Minimum Drawdown | t.loss | Risk-Driven | * | * | * | * | 14.6% | 15.1% | * | * | * | * | * | |
Minimum Downside MAD | t.madd | Risk-Driven | * | * | * | * | 15.8% | 13.9% | * | * | * | * | * | |
Minimum Correlation A | t.mca1 | Risk-Driven | * | * | * | * | 8.9% | 9.3% | * | * | * | * | * | |
Minimum Correlation B | t.mca2 | Risk-Driven | * | * | * | * | 10.9% | 9.4% | * | * | * | * | * | |
Minimum Variance B | t.mva2 | Risk-Driven | * | * | * | * | 9.4% | 10.9% | * | * | * | * | * | |
Minimum Variance C | t.mva3 | Risk-Driven | * | * | * | * | 13.2% | 13.3% | * | * | * | * | * | |
Min Downside Deviation | t.risd | Risk-Driven | * | * | * | * | 11.5% | 7.9% | * | * | * | * | * | |
Risk Parity With Cluster | t.rpcl | Risk-Driven | * | * | * | * | 10.0% | 10.9% | * | * | * | * | * | |
Risk Parity Portfolio B | t.rsop | Risk-Driven | * | * | * | * | 12.2% | 9.6% | * | * | * | * | * | |
Target Return 12% | t.tret | Risk-Driven | * | * | * | * | 15.4% | 10.1% | * | * | * | * | * | |
Target Risk 10% | t.tris | Risk-Driven | * | * | * | * | 11.3% | 8.2% | * | * | * | * | * | |
Maximum Sharpe Portfolio | t.shar | Risk/Reward | * | * | * | * | 9.4% | 5.3% | * | * | * | * | * | |
Target Return Post-Modern | t.trdd | Target Return | * | * | * | * | 12.3% | 7.8% | * | * | * | * | * | |
Active Combined Asset | t.acap | Momentum | * | * | * | * | 18.9% | 19.0% | * | * | * | * | * | |
Quarterly Asset Rotation | t.qaro | Momentum | * | * | * | * | 15.7% | 5.5% | * | * | * | * | * | |
Defensive Bond | t.dbnd | Momentum | * | * | * | * | 6.8% | 7.7% | * | * | * | * | * | |
Dynamic Harry Browne | t.dyhb | Momentum | * | * | * | * | 11.6% | 7.3% | * | * | * | * | * |