Tactical: DIY, ranked by Risk vs. Return Compass

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

Risk vs. Return Compass is portfolio comparison tool that produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular recipe on the scatter plot concerning downside deviation and annual return.

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
Sort by any column by clicking on the gray column heading.

      Risk vs. Return Compass   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 235° * * * * * * * * * *   4.9% * * * * *
S&P 500 SPY Benchmark 46° * * * * * * * * * *   8.3% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   6.4% * * * * *
Adaptive Allocation A t.aaaa Adaptive 355° * * * * * * * * * *   14.7% * * * * *
Adaptive Allocation B t.aaab Adaptive 349° * * * * * * * * * *   13.6% * * * * *
Adaptive Allocation C t.aaac Adaptive 351° * * * * * * * * * *   15.4% * * * * *
Adaptive Allocation D t.aaad Adaptive 333° * * * * * * * * * *   10.8% * * * * *
Adaptive Allocation E t.aaae Adaptive 355° * * * * * * * * * *   14.6% * * * * *
Adaptive Allocation F t.aaaf Adaptive 355° * * * * * * * * * *   19.7% * * * * *
Minimum Correlation t.coco Correlation 0° * * * * * * * * * *   11.5% * * * * *
Maximum Diversification t.mdiv Diversification 10° * * * * * * * * * *   10.0% * * * * *
Equal Weight With Cluster t.dist Correlation 359° * * * * * * * * * *   11.5% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 355° * * * * * * * * * *   13.9% * * * * *
Minimum Variance A t.mvar Risk-Driven 355° * * * * * * * * * *   11.0% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 359° * * * * * * * * * *   10.4% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 191° * * * * * * * * * *   2.6% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 7° * * * * * * * * * *   9.4% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 81° * * * * * * * * * *   6.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 75° * * * * * * * * * *   7.0% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 124° * * * * * * * * * *   5.0% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 181° * * * * * * * * * *   4.5% * * * * *
Pure Momentum t.pure Momentum 165° * * * * * * * * * *   -9.6% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 63° * * * * * * * * * *   13.7% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 114° * * * * * * * * * *   5.7% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 31° * * * * * * * * * *   11.6% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 128° * * * * * * * * * *   1.6% * * * * *
Minimum CdaR t.cdar Risk-Driven 165° * * * * * * * * * *   4.0% * * * * *
Minimum CvaR t.cvar Risk-Driven 354° * * * * * * * * * *   16.1% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 6° * * * * * * * * * *   9.2% * * * * *
Minimum Drawdown t.loss Risk-Driven 353° * * * * * * * * * *   15.1% * * * * *
Minimum Downside MAD t.madd Risk-Driven 355° * * * * * * * * * *   13.9% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 13° * * * * * * * * * *   9.3% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 7° * * * * * * * * * *   9.4% * * * * *
Minimum Variance B t.mva2 Risk-Driven 6° * * * * * * * * * *   10.9% * * * * *
Minimum Variance C t.mva3 Risk-Driven 359° * * * * * * * * * *   13.3% * * * * *
Min Downside Deviation t.risd Risk-Driven 12° * * * * * * * * * *   7.9% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 4° * * * * * * * * * *   10.9% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 1° * * * * * * * * * *   9.6% * * * * *
Target Return 12% t.tret Risk-Driven 354° * * * * * * * * * *   10.1% * * * * *
Target Risk 10% t.tris Risk-Driven 338° * * * * * * * * * *   8.2% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 229° * * * * * * * * * *   5.3% * * * * *
Target Return Post-Modern t.trdd Target Return 341° * * * * * * * * * *   7.8% * * * * *
Active Combined Asset t.acap Momentum 359° * * * * * * * * * *   19.0% * * * * *
Quarterly Asset Rotation t.qaro Momentum 171° * * * * * * * * * *   5.5% * * * * *
Defensive Bond t.dbnd Momentum 289° * * * * * * * * * *   7.7% * * * * *
Dynamic Harry Browne t.dyhb Momentum 286° * * * * * * * * * *   7.3% * * * * *