Tactical: DIY, ranked by Sharpe

for period ending October 31, 2026

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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

Sharpe is a measure of risk-adjusted return that uses standard deviation and average returns. Higher is better.

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Portfolio Recipes: Tactical: DIY Peer Group
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      Sharpe   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 -0.74 0.23 -0.58 -0.16 0.08 0.33   0.2% 5.5% -0.2% 1.5% 1.9% 3.0%
S&P 500 SPY Benchmark 0.64 1.43 0.57 0.86 0.95 0.65   12.0% 23.3% 12.0% 15.3% 14.7% 10.9%
Strategic 60-40 Portfolio s.6040 Benchmark 0.45 1.25 0.29 0.70 0.84 0.65   7.4% 15.9% 6.6% 9.6% 9.4% 7.9%
Adaptive Allocation A t.aaaa Adaptive 0.41 1.35 0.31 0.65 0.65 0.81   8.1% 17.4% 6.8% 9.3% 8.1% 10.6%
Adaptive Allocation B t.aaab Adaptive 1.03 1.60 0.29 0.57 0.60 0.79   17.7% 20.0% 6.8% 8.7% 7.8% 10.3%
Adaptive Allocation C t.aaac Adaptive 1.10 1.70 0.32 0.57 0.61 0.78   18.4% 20.7% 7.1% 8.7% 7.9% 10.3%
Adaptive Allocation D t.aaad Adaptive -0.06 0.85 0.21 0.69 0.68 0.81   1.3% 13.9% 5.8% 10.9% 9.2% 11.5%
Adaptive Allocation E t.aaae Adaptive 0.79 1.60 0.43 0.77 0.74 0.84   14.5% 22.3% 8.7% 11.6% 9.5% 11.6%
Adaptive Allocation F t.aaaf Adaptive 0.69 1.50 0.63 1.00 1.15 1.13   13.7% 23.0% 11.4% 13.6% 13.4% 14.2%
Minimum Correlation t.coco Correlation -0.27 1.09 0.12 0.46 0.56 0.65   -0.2% 16.6% 4.6% 7.3% 7.0% 8.2%
Maximum Diversification t.mdiv Diversification -0.23 1.03 0.08 0.38 0.52 0.66   0.8% 15.1% 4.1% 6.1% 6.4% 8.0%
Equal Weight With Cluster t.dist Correlation -0.12 0.97 0.13 0.42 0.44 0.58   1.3% 15.5% 4.7% 6.8% 5.9% 7.6%
Minimum Mean Abs Deviation t.madm Risk-Driven -0.17 1.08 0.23 0.59 0.72 0.79   1.2% 14.8% 5.9% 8.1% 7.9% 8.9%
Minimum Variance A t.mvar Risk-Driven -0.22 0.99 0.27 0.62 0.73 0.80   0.9% 14.0% 6.3% 8.5% 8.1% 9.1%
Risk Parity Portfolio A t.rpba Risk-Driven 0.37 1.29 0.32 0.66 0.72 0.65   7.8% 18.9% 7.3% 10.0% 9.2% 9.0%
Maximum Sortino Portfolio t.sort Risk/Reward 0.36 0.78 0.09 0.68 0.66 0.70   8.6% 13.3% 4.2% 10.3% 8.6% 10.0%
Equal Weight Portfolio t.eqwt Equal Weight 0.39 1.25 0.30 0.64 0.68 0.56   8.4% 19.4% 7.2% 10.2% 9.3% 8.5%
Faber Rel Strength: Top 1 t.frs1 Momentum 0.37 0.54 0.22 0.55 0.50 0.58   9.4% 11.8% 6.2% 9.9% 7.8% 9.7%
Faber Rel Strength: Top 2 t.frs2 Momentum 1.78 1.21 0.67 0.85 0.78 0.70   23.2% 17.4% 11.0% 11.5% 9.6% 9.4%
Faber Rel Strength: Top 3 t.frs3 Momentum 1.86 1.13 0.49 0.95 0.97 0.81   19.6% 15.1% 8.2% 11.1% 10.1% 9.2%
Faber Rel Strength: Top 4 t.frs4 Momentum 1.42 1.01 0.25 0.72 0.70 0.66   14.3% 11.9% 5.5% 8.0% 6.7% 6.9%
Pure Momentum t.pure Momentum 0.37 0.47 0.10 0.55 0.56 0.79   10.5% 11.8% 4.0% 11.4% 10.0% 15.4%
Quartile Sector Rotation t.srqr Sector Rotation 0.48 1.18 0.76 0.69 0.78 0.67   19.1% 62.4% 34.8% 25.2% 26.1% 20.7%
Rel Strength Sector Rotatn t.srrs Sector Rotation 1.23 1.12 0.44 0.80 0.92 0.75   16.3% 16.0% 8.6% 11.8% 11.8% 9.7%
Top 5 Sector Rotation t.srt5 Sector Rotation 1.21 1.60 0.77 0.92 1.00 0.73   29.8% 33.7% 17.3% 17.9% 17.1% 13.3%
Top 3 Sector Rotation t.srt3 Sector Rotation -0.13 0.60 0.28 0.54 0.67 0.57   -1.7% 14.6% 7.4% 10.3% 11.0% 10.1%
Minimum CdaR t.cdar Risk-Driven -0.52 0.56 0.05 0.55 0.65 0.73   -1.9% 10.0% 3.7% 7.9% 7.8% 9.2%
Minimum CvaR t.cvar Risk-Driven -0.41 1.09 0.28 0.52 0.63 0.72   -1.2% 15.2% 6.6% 7.4% 7.2% 8.5%
Equal Risk Contribution t.eqrc Risk-Driven 0.25 1.17 0.22 0.57 0.64 0.70   6.2% 17.1% 5.9% 8.2% 7.6% 8.5%
Minimum Drawdown t.loss Risk-Driven 0.25 1.19 0.32 0.61 0.66 0.75   6.4% 16.9% 7.1% 8.5% 7.6% 8.9%
Minimum Downside MAD t.madd Risk-Driven -0.17 1.08 0.23 0.59 0.72 0.78   1.2% 14.8% 5.9% 8.1% 7.9% 8.9%
Minimum Correlation A t.mca1 Risk-Driven 0.05 1.00 0.12 0.46 0.52 0.63   3.7% 14.7% 4.6% 6.9% 6.4% 7.7%
Minimum Correlation B t.mca2 Risk-Driven 0.28 1.14 0.22 0.55 0.60 0.67   6.4% 16.6% 5.8% 8.0% 7.2% 8.1%
Minimum Variance B t.mva2 Risk-Driven -0.20 0.92 0.13 0.46 0.54 0.68   1.0% 13.5% 4.7% 6.8% 6.4% 8.1%
Minimum Variance C t.mva3 Risk-Driven 0.04 1.19 0.29 0.63 0.72 0.81   3.6% 16.4% 6.7% 8.6% 8.3% 9.6%
Min Downside Deviation t.risd Risk-Driven -0.26 0.84 0.18 0.60 0.68 0.75   0.4% 12.4% 5.3% 8.2% 7.7% 8.7%
Risk Parity With Cluster t.rpcl Risk-Driven 0.04 1.02 0.17 0.44 0.44 0.62   3.6% 15.3% 5.2% 6.8% 5.7% 7.7%
Risk Parity Portfolio B t.rsop Risk-Driven 0.41 1.27 0.32 0.65 0.71 0.63   8.4% 18.9% 7.3% 10.0% 9.2% 8.8%
Target Return 12% t.tret Risk-Driven -0.01 1.00 -0.07 0.41 0.57 0.73   3.2% 13.4% 2.3% 6.5% 7.0% 9.1%
Target Risk 10% t.tris Risk-Driven 0.20 1.01 0.29 0.61 0.51 0.60   5.5% 14.6% 6.6% 8.8% 6.6% 7.9%
Maximum Sharpe Portfolio t.shar Risk/Reward 0.31 0.90 0.13 0.71 0.70 0.74   7.7% 14.5% 4.7% 10.5% 9.0% 10.3%
Target Return Post-Modern t.trdd Target Return -0.05 0.90 -0.14 0.37 0.51 0.70   2.7% 12.4% 1.5% 6.0% 6.4% 8.8%
Active Combined Asset t.acap Momentum 0.25 1.34 0.25 0.44 0.59 0.60   6.4% 20.2% 6.2% 6.8% 7.3% 7.9%
Quarterly Asset Rotation t.qaro Momentum -0.41 0.80 0.22 0.43 0.30 0.39   -2.7% 13.9% 5.9% 6.8% 4.3% 5.2%
Defensive Bond t.dbnd Momentum -1.04 0.35 -0.00 0.35 0.45     -1.7% 6.4% 3.5% 4.4% 4.1%  
Dynamic Harry Browne t.dyhb Momentum -0.35 0.73 0.08 0.47 0.38 0.60   0.4% 9.3% 4.1% 5.5% 4.0% 6.1%