Tactical: DIY, ranked by Risk vs. Return Compass
for period ending September 30, 2026
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: The Free plan includes full multi-year analytics for all 200+ Portfolio Recipes. Click any recipe name to view its complete performance details. Investable percentage allocations require a paid plan.
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 | 
|
187° |
|
189° |
|
202° |
|
204° |
|
202° |
|
220° | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | |
| S&P 500 | SPY | Benchmark | 
|
12° |
|
12° |
|
24° |
|
32° |
|
30° |
|
53° | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 
|
0° |
|
0° |
|
0° |
|
0° |
|
0° |
|
0° | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |
| Adaptive Allocation A | t.aaaa | Adaptive |
|
68° |
|
16° |
|
79° | 
|
133° |
|
158° |
|
359° | 9.7% | 18.0% | 7.4% | 9.1% | 8.3% | 10.6% | |
| Adaptive Allocation B | t.aaab | Adaptive |
|
18° |
|
12° |
|
91° |
|
136° |
|
152° |
|
6° | 19.9% | 18.8% | 7.3% | 8.5% | 8.0% | 10.4% | |
| Adaptive Allocation C | t.aaac | Adaptive |
|
15° |
|
8° |
|
71° |
|
135° |
|
151° |
|
6° | 20.7% | 19.6% | 7.7% | 8.5% | 8.1% | 10.4% | |
| Adaptive Allocation D | t.aaad | Adaptive |
|
106° |
|
114° |
|
93° |
|
43° |
|
101° |
|
18° | 6.3% | 13.6% | 7.2% | 10.7% | 9.6% | 11.9% | |
| Adaptive Allocation E | t.aaae | Adaptive |
|
16° |
|
10° |
|
22° |
|
24° |
|
75° |
|
14° | 21.1% | 22.3% | 9.9% | 11.6% | 10.2% | 12.0% | |
| Adaptive Allocation F | t.aaaf | Adaptive |
|
35° |
|
15° |
|
2° |
|
357° |
|
357° |
|
355° | 15.8% | 23.5% | 12.4% | 13.2% | 13.6% | 14.4% | |
| Minimum Correlation | t.coco | Correlation |
|
134° |
|
48° |
|
144° |
|
169° |
|
171° |
|
2° | 4.4% | 16.6% | 5.5% | 7.1% | 7.4% | 8.4% | |
| Maximum Diversification | t.mdiv | Diversification |
|
150° |
|
100° |
|
163° |
|
179° |
|
178° |
|
272° | 3.0% | 14.6% | 4.7% | 5.7% | 6.6% | 8.1% | |
| Equal Weight With Cluster | t.dist | Correlation |
|
131° |
|
88° |
|
149° |
|
165° |
|
166° |
|
130° | 4.3% | 15.0% | 5.6% | 6.5% | 6.3% | 7.7% | |
| Minimum Mean Abs Deviation | t.madm | Risk-Driven |
|
158° |
|
100° |
|
176° |
|
199° |
|
196° |
|
306° | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | |
| Minimum Variance A | t.mvar | Risk-Driven |
|
160° |
|
123° |
|
177° |
|
203° |
|
197° |
|
312° | 0.0% | 14.1% | 6.5% | 7.9% | 8.1% | 9.0% | |
| Risk Parity Portfolio A | t.rpba | Risk-Driven |
|
64° |
|
24° |
|
55° |
|
72° |
|
91° |
|
47° | 10.3% | 18.3% | 8.3% | 9.7% | 9.9% | 9.2% | |
| Maximum Sortino Portfolio | t.sort | Risk/Reward |
|
55° |
|
133° |
|
158° |
|
8° |
|
160° |
|
11° | 12.8% | 12.8% | 5.6% | 10.1% | 8.7% | 10.1% | |
| Equal Weight Portfolio | t.eqwt | Equal Weight |
|
48° |
|
26° |
|
61° |
|
66° |
|
84° |
|
73° | 12.3% | 19.1% | 8.4% | 10.1% | 10.1% | 8.8% | |
| Faber Rel Strength: Top 1 | t.frs1 | Momentum |
|
94° |
|
129° |
|
99° |
|
99° |
|
127° |
|
64° | 7.7% | 9.5% | 6.6% | 8.8% | 7.4% | 9.8% | |
| Faber Rel Strength: Top 2 | t.frs2 | Momentum |
|
8° |
|
59° |
|
353° |
|
2° |
|
122° |
|
37° | 23.5% | 16.1% | 12.1% | 10.9% | 9.5% | 9.6% | |
| Faber Rel Strength: Top 3 | t.frs3 | Momentum |
|
358° |
|
123° |
|
318° |
|
306° |
|
274° |
|
327° | 20.6% | 14.3% | 9.4% | 10.7% | 10.0% | 9.4% | |
| Faber Rel Strength: Top 4 | t.frs4 | Momentum |
|
350° |
|
190° |
|
255° |
|
234° |
|
208° |
|
239° | 15.0% | 11.3% | 6.5% | 7.6% | 6.6% | 7.0% | |
| Pure Momentum | t.pure | Momentum |
|
39° |
|
102° |
|
93° |
|
61° |
|
86° |
|
29° | 20.5% | 13.6% | 7.1% | 12.0% | 10.2% | 15.8% | |
| Quartile Sector Rotation | t.srqr | Sector Rotation |
|
30° |
|
25° |
|
38° |
|
49° |
|
45° |
|
49° | 75.0% | 70.1% | 43.9% | 27.6% | 28.9% | 22.4% | |
| Rel Strength Sector Rotatn | t.srrs | Sector Rotation |
|
31° |
|
137° |
|
17° |
|
31° |
|
37° |
|
19° | 11.1% | 12.9% | 9.0% | 11.1% | 11.5% | 9.7% | |
| Top 5 Sector Rotation | t.srt5 | Sector Rotation |
|
14° |
|
16° |
|
22° |
|
26° |
|
28° |
|
44° | 42.2% | 33.2% | 19.6% | 18.0% | 18.0% | 13.8% | |
| Top 3 Sector Rotation | t.srt3 | Sector Rotation |
|
56° |
|
81° |
|
34° |
|
60° |
|
53° |
|
56° | 15.2% | 16.1% | 11.7% | 11.2% | 12.4% | 10.9% | |
| Minimum CdaR | t.cdar | Risk-Driven |
|
159° |
|
146° |
|
171° |
|
188° |
|
178° |
|
354° | -0.4% | 11.8% | 4.3% | 7.7% | 8.0% | 9.3% | |
| Minimum CvaR | t.cvar | Risk-Driven |
|
153° |
|
19° |
|
341° |
|
195° |
|
188° |
|
299° | 2.4% | 17.6% | 7.7% | 7.2% | 7.6% | 8.6% | |
| Equal Risk Contribution | t.eqrc | Risk-Driven |
|
99° |
|
50° |
|
128° |
|
179° |
|
177° |
|
328° | 7.9% | 16.2% | 6.6% | 7.8% | 7.9% | 8.6% | |
| Minimum Drawdown | t.loss | Risk-Driven |
|
81° |
|
20° |
|
341° |
|
209° |
|
189° |
|
327° | 9.1% | 18.2% | 8.0% | 8.1% | 7.8% | 9.0% | |
| Minimum Downside MAD | t.madd | Risk-Driven |
|
158° |
|
100° |
|
176° |
|
199° |
|
196° |
|
305° | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | |
| Minimum Correlation A | t.mca1 | Risk-Driven |
|
141° |
|
124° |
|
167° |
|
185° |
|
181° |
|
239° | 3.9% | 13.7% | 4.9% | 6.4% | 6.6% | 7.7% | |
| Minimum Correlation B | t.mca2 | Risk-Driven |
|
106° |
|
64° |
|
141° |
|
183° |
|
179° |
|
286° | 7.4% | 15.7% | 6.4% | 7.5% | 7.4% | 8.2% | |
| Minimum Variance B | t.mva2 | Risk-Driven |
|
157° |
|
144° |
|
177° |
|
189° |
|
185° |
|
273° | 0.6% | 12.8% | 5.0% | 6.1% | 6.5% | 8.1% | |
| Minimum Variance C | t.mva3 | Risk-Driven |
|
144° |
|
52° |
|
152° |
|
203° |
|
192° |
|
328° | 3.7% | 15.9% | 7.1% | 8.1% | 8.4% | 9.6% | |
| Min Downside Deviation | t.risd | Risk-Driven |
|
158° |
|
146° |
|
177° |
|
202° |
|
192° |
|
299° | -0.3% | 12.6% | 5.4% | 7.6% | 7.7% | 8.6% | |
| Risk Parity With Cluster | t.rpcl | Risk-Driven |
|
144° |
|
116° |
|
164° |
|
178° |
|
174° |
|
229° | 3.3% | 14.1% | 5.7% | 6.2% | 5.9% | 7.7% | |
| Risk Parity Portfolio B | t.rsop | Risk-Driven |
|
58° |
|
26° |
|
56° |
|
74° |
|
93° |
|
55° | 10.8% | 18.2% | 8.3% | 9.7% | 9.8% | 9.0% | |
| Target Return 12% | t.tret | Risk-Driven |
|
135° |
|
164° |
|
167° |
|
172° |
|
170° |
|
341° | 6.4% | 12.9% | 3.5% | 6.3% | 7.3% | 9.2% | |
| Target Risk 10% | t.tris | Risk-Driven |
|
100° |
|
120° |
|
23° |
|
182° |
|
168° |
|
311° | 7.6% | 14.0% | 7.7% | 8.5% | 6.8% | 8.1% | |
| Maximum Sharpe Portfolio | t.shar | Risk/Reward |
|
61° |
|
112° |
|
151° |
|
4° |
|
158° |
|
5° | 11.8% | 14.0% | 6.1% | 10.3% | 9.1% | 10.4% | |
| Target Return Post-Modern | t.trdd | Target Return |
|
133° |
|
165° |
|
169° |
|
173° |
|
172° |
|
342° | 6.0% | 11.9% | 2.7% | 5.8% | 6.7% | 8.9% | |
| Active Combined Asset | t.acap | Momentum |
|
128° |
|
44° |
|
129° |
|
166° |
|
162° |
|
99° | 4.3% | 17.7% | 6.7% | 6.1% | 7.2% | 7.9% | |
| Quarterly Asset Rotation | t.qaro | Momentum |
|
156° |
|
134° |
|
170° |
|
182° |
|
175° |
|
186° | -3.9% | 12.0% | 5.6% | 6.3% | 4.4% | 5.2% | |
| Defensive Bond | t.dbnd | Momentum |
|
181° |
|
190° |
|
221° |
|
218° |
|
205° | -1.6% | 5.6% | 3.5% | 4.4% | 4.1% | ||||
| Dynamic Harry Browne | t.dyhb | Momentum |
|
161° |
|
184° |
|
221° |
|
216° |
|
198° |
|
235° | 2.3% | 9.1% | 3.9% | 5.3% | 3.8% | 6.2% | |