Tactical: DIY, ranked by Risk vs. Return Compass

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

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
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      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 220° * * * * * * * * * *   7.9% * * * * *
S&P 500 SPY Benchmark 48° * * * * * * * * * *   11.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   10.0% * * * * *
Adaptive Allocation A t.aaaa Adaptive 17° * * * * * * * * * *   12.6% * * * * *
Adaptive Allocation B t.aaab Adaptive 356° * * * * * * * * * *   12.2% * * * * *
Adaptive Allocation C t.aaac Adaptive 357° * * * * * * * * * *   14.1% * * * * *
Adaptive Allocation D t.aaad Adaptive 328° * * * * * * * * * *   12.4% * * * * *
Adaptive Allocation E t.aaae Adaptive 4° * * * * * * * * * *   15.3% * * * * *
Adaptive Allocation F t.aaaf Adaptive 17° * * * * * * * * * *   15.9% * * * * *
Minimum Correlation t.coco Correlation 7° * * * * * * * * * *   15.3% * * * * *
Maximum Diversification t.mdiv Diversification 18° * * * * * * * * * *   14.2% * * * * *
Equal Weight With Cluster t.dist Correlation 4° * * * * * * * * * *   15.4% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 2° * * * * * * * * * *   17.0% * * * * *
Minimum Variance A t.mvar Risk-Driven 7° * * * * * * * * * *   14.5% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 2° * * * * * * * * * *   14.8% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 4° * * * * * * * * * *   11.0% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 4° * * * * * * * * * *   14.2% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 142° * * * * * * * * * *   1.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 118° * * * * * * * * * *   8.4% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 120° * * * * * * * * * *   9.1% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 176° * * * * * * * * * *   7.4% * * * * *
Pure Momentum t.pure Momentum 164° * * * * * * * * * *   -5.1% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 68° * * * * * * * * * *   15.9% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 149° * * * * * * * * * *   4.8% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 25° * * * * * * * * * *   16.2% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 107° * * * * * * * * * *   7.9% * * * * *
Minimum CdaR t.cdar Risk-Driven 58° * * * * * * * * * *   10.8% * * * * *
Minimum CvaR t.cvar Risk-Driven 1° * * * * * * * * * *   16.4% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 9° * * * * * * * * * *   13.7% * * * * *
Minimum Drawdown t.loss Risk-Driven 359° * * * * * * * * * *   11.1% * * * * *
Minimum Downside MAD t.madd Risk-Driven 2° * * * * * * * * * *   17.0% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 16° * * * * * * * * * *   14.0% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 10° * * * * * * * * * *   14.0% * * * * *
Minimum Variance B t.mva2 Risk-Driven 13° * * * * * * * * * *   15.0% * * * * *
Minimum Variance C t.mva3 Risk-Driven 8° * * * * * * * * * *   16.8% * * * * *
Min Downside Deviation t.risd Risk-Driven 48° * * * * * * * * * *   11.1% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 13° * * * * * * * * * *   14.5% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 4° * * * * * * * * * *   14.1% * * * * *
Target Return 12% t.tret Risk-Driven 8° * * * * * * * * * *   13.6% * * * * *
Target Risk 10% t.tris Risk-Driven 6° * * * * * * * * * *   14.1% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 352° * * * * * * * * * *   13.7% * * * * *
Target Return Post-Modern t.trdd Target Return 9° * * * * * * * * * *   12.2% * * * * *
Active Combined Asset t.acap Momentum 360° * * * * * * * * * *   23.5% * * * * *
Quarterly Asset Rotation t.qaro Momentum 37° * * * * * * * * * *   11.5% * * * * *
Defensive Bond t.dbnd Momentum 262° * * * * * * * * * *   9.6% * * * * *
Dynamic Harry Browne t.dyhb Momentum 276° * * * * * * * * * *   10.2% * * * * *