Tactical: DIY, ranked by Risk vs. Return Compass

for period ending May 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
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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 201° * * * * * * * * * *   5.4% * * * * *
S&P 500 SPY Benchmark 34° * * * * * * * * * *   13.2% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   10.0% * * * * *
Adaptive Allocation A t.aaaa Adaptive 20° * * * * * * * * * *   12.0% * * * * *
Adaptive Allocation B t.aaab Adaptive 355° * * * * * * * * * *   11.9% * * * * *
Adaptive Allocation C t.aaac Adaptive 357° * * * * * * * * * *   14.1% * * * * *
Adaptive Allocation D t.aaad Adaptive 335° * * * * * * * * * *   13.1% * * * * *
Adaptive Allocation E t.aaae Adaptive 3° * * * * * * * * * *   17.2% * * * * *
Adaptive Allocation F t.aaaf Adaptive 34° * * * * * * * * * *   12.4% * * * * *
Minimum Correlation t.coco Correlation 11° * * * * * * * * * *   12.7% * * * * *
Maximum Diversification t.mdiv Diversification 69° * * * * * * * * * *   10.4% * * * * *
Equal Weight With Cluster t.dist Correlation 6° * * * * * * * * * *   12.5% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 1° * * * * * * * * * *   12.4% * * * * *
Minimum Variance A t.mvar Risk-Driven 152° * * * * * * * * * *   9.0% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 2° * * * * * * * * * *   13.0% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 181° * * * * * * * * * *   7.1% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 4° * * * * * * * * * *   13.4% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 143° * * * * * * * * * *   1.5% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 150° * * * * * * * * * *   5.0% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 154° * * * * * * * * * *   6.8% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 179° * * * * * * * * * *   5.4% * * * * *
Pure Momentum t.pure Momentum 161° * * * * * * * * * *   -3.2% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 148° * * * * * * * * * *   -7.2% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 153° * * * * * * * * * *   3.9% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 31° * * * * * * * * * *   14.7% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 149° * * * * * * * * * *   0.2% * * * * *
Minimum CdaR t.cdar Risk-Driven 167° * * * * * * * * * *   5.4% * * * * *
Minimum CvaR t.cvar Risk-Driven 359° * * * * * * * * * *   12.3% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 25° * * * * * * * * * *   11.0% * * * * *
Minimum Drawdown t.loss Risk-Driven 184° * * * * * * * * * *   7.4% * * * * *
Minimum Downside MAD t.madd Risk-Driven 1° * * * * * * * * * *   12.4% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 61° * * * * * * * * * *   10.5% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 29° * * * * * * * * * *   10.9% * * * * *
Minimum Variance B t.mva2 Risk-Driven 57° * * * * * * * * * *   10.6% * * * * *
Minimum Variance C t.mva3 Risk-Driven 17° * * * * * * * * * *   12.3% * * * * *
Min Downside Deviation t.risd Risk-Driven 164° * * * * * * * * * *   6.4% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 30° * * * * * * * * * *   11.5% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 5° * * * * * * * * * *   12.4% * * * * *
Target Return 12% t.tret Risk-Driven 165° * * * * * * * * * *   8.2% * * * * *
Target Risk 10% t.tris Risk-Driven 156° * * * * * * * * * *   9.0% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 228° * * * * * * * * * *   9.5% * * * * *
Target Return Post-Modern t.trdd Target Return 174° * * * * * * * * * *   7.2% * * * * *
Active Combined Asset t.acap Momentum 360° * * * * * * * * * *   22.0% * * * * *
Quarterly Asset Rotation t.qaro Momentum 140° * * * * * * * * * *   8.8% * * * * *
Defensive Bond t.dbnd Momentum 227° * * * * * * * * * *   7.2% * * * * *
Dynamic Harry Browne t.dyhb Momentum 215° * * * * * * * * * *   7.7% * * * * *