Tactical: DIY, ranked by Sortino

for period ending September 30, 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

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

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Portfolio Recipes: Tactical: DIY Peer Group
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      Sortino   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 -1.38 -0.02 -0.84 -0.35 -0.01 0.36   -1.5% 4.2% -0.6% 1.1% 1.8% 2.9%
S&P 500 SPY Benchmark 2.12 2.88 0.92 1.26 1.55 0.97   15.7% 22.8% 13.7% 15.2% 15.6% 11.1%
Strategic 60-40 Portfolio s.6040 Benchmark 1.08 2.08 0.39 0.92 1.28 0.93   8.5% 14.9% 7.3% 9.3% 9.9% 8.0%
Adaptive Allocation A t.aaaa Adaptive 0.87 2.40 0.39 0.88 0.96 1.32   9.7% 18.0% 7.4% 9.1% 8.3% 10.6%
Adaptive Allocation B t.aaab Adaptive 2.14 2.54 0.36 0.76 0.88 1.24   19.9% 18.8% 7.3% 8.5% 8.0% 10.4%
Adaptive Allocation C t.aaac Adaptive 2.36 2.79 0.41 0.76 0.90 1.25   20.7% 19.6% 7.7% 8.5% 8.1% 10.4%
Adaptive Allocation D t.aaad Adaptive 0.33 1.25 0.34 0.97 1.03 1.30   6.3% 13.6% 7.2% 10.7% 9.6% 11.9%
Adaptive Allocation E t.aaae Adaptive 2.34 2.99 0.64 1.11 1.17 1.35   21.1% 22.3% 9.9% 11.6% 10.2% 12.0%
Adaptive Allocation F t.aaaf Adaptive 1.41 2.81 0.98 1.48 1.91 1.98   15.8% 23.5% 12.4% 13.2% 13.6% 14.4%
Minimum Correlation t.coco Correlation 0.16 1.84 0.18 0.60 0.85 0.97   4.4% 16.6% 5.5% 7.1% 7.4% 8.4%
Maximum Diversification t.mdiv Diversification -0.01 1.64 0.09 0.44 0.75 0.99   3.0% 14.6% 4.7% 5.7% 6.6% 8.1%
Equal Weight With Cluster t.dist Correlation 0.14 1.52 0.19 0.51 0.65 0.86   4.3% 15.0% 5.6% 6.5% 6.3% 7.7%
Minimum Mean Abs Deviation t.madm Risk-Driven -0.40 1.71 0.22 0.71 1.04 1.19   -0.2% 14.7% 5.9% 7.4% 7.9% 8.8%
Minimum Variance A t.mvar Risk-Driven -0.39 1.60 0.30 0.77 1.07 1.22   0.0% 14.1% 6.5% 7.9% 8.1% 9.0%
Risk Parity Portfolio A t.rpba Risk-Driven 0.88 2.20 0.46 0.87 1.13 0.97   10.3% 18.3% 8.3% 9.7% 9.9% 9.2%
Maximum Sortino Portfolio t.sort Risk/Reward 0.99 1.24 0.19 1.01 1.04 1.19   12.8% 12.8% 5.6% 10.1% 8.7% 10.1%
Equal Weight Portfolio t.eqwt Equal Weight 1.08 2.17 0.46 0.87 1.09 0.83   12.3% 19.1% 8.4% 10.1% 10.1% 8.8%
Faber Rel Strength: Top 1 t.frs1 Momentum 0.40 0.54 0.27 0.66 0.66 0.87   7.7% 9.5% 6.6% 8.8% 7.4% 9.8%
Faber Rel Strength: Top 2 t.frs2 Momentum 3.23 1.73 1.02 1.13 1.13 1.03   23.5% 16.1% 12.1% 10.9% 9.5% 9.6%
Faber Rel Strength: Top 3 t.frs3 Momentum 4.27 1.69 0.79 1.40 1.54 1.27   20.6% 14.3% 9.4% 10.7% 10.0% 9.4%
Faber Rel Strength: Top 4 t.frs4 Momentum 3.20 1.51 0.39 0.95 1.02 1.00   15.0% 11.3% 6.5% 7.6% 6.6% 7.0%
Pure Momentum t.pure Momentum 1.46 0.96 0.32 0.90 0.90 1.43   20.5% 13.6% 7.1% 12.0% 10.2% 15.8%
Quartile Sector Rotation t.srqr Sector Rotation 2.90 3.28 1.79 1.35 1.55 1.28   75.0% 70.1% 43.9% 27.6% 28.9% 22.4%
Rel Strength Sector Rotatn t.srrs Sector Rotation 1.25 1.29 0.57 1.04 1.33 1.09   11.1% 12.9% 9.0% 11.1% 11.5% 9.7%
Top 5 Sector Rotation t.srt5 Sector Rotation 3.58 3.18 1.30 1.47 1.69 1.11   42.2% 33.2% 19.6% 18.0% 18.0% 13.8%
Top 3 Sector Rotation t.srt3 Sector Rotation 0.95 1.06 0.76 0.93 1.23 0.95   15.2% 16.1% 11.7% 11.2% 12.4% 10.9%
Minimum CdaR t.cdar Risk-Driven -0.43 1.09 0.04 0.71 0.97 1.13   -0.4% 11.8% 4.3% 7.7% 8.0% 9.3%
Minimum CvaR t.cvar Risk-Driven -0.08 2.30 0.45 0.69 0.97 1.17   2.4% 17.6% 7.7% 7.2% 7.6% 8.6%
Equal Risk Contribution t.eqrc Risk-Driven 0.58 1.84 0.29 0.71 0.95 1.06   7.9% 16.2% 6.6% 7.8% 7.9% 8.6%
Minimum Drawdown t.loss Risk-Driven 0.72 2.30 0.50 0.84 1.03 1.18   9.1% 18.2% 8.0% 8.1% 7.8% 9.0%
Minimum Downside MAD t.madd Risk-Driven -0.40 1.71 0.22 0.71 1.04 1.18   -0.2% 14.7% 5.9% 7.4% 7.9% 8.8%
Minimum Correlation A t.mca1 Risk-Driven 0.10 1.43 0.12 0.54 0.77 0.94   3.9% 13.7% 4.9% 6.4% 6.6% 7.7%
Minimum Correlation B t.mca2 Risk-Driven 0.52 1.75 0.28 0.68 0.89 1.01   7.4% 15.7% 6.4% 7.5% 7.4% 8.2%
Minimum Variance B t.mva2 Risk-Driven -0.31 1.34 0.12 0.52 0.79 1.05   0.6% 12.8% 5.0% 6.1% 6.5% 8.1%
Minimum Variance C t.mva3 Risk-Driven 0.07 1.88 0.36 0.79 1.10 1.30   3.7% 15.9% 7.1% 8.1% 8.4% 9.6%
Min Downside Deviation t.risd Risk-Driven -0.41 1.30 0.17 0.74 1.00 1.14   -0.3% 12.6% 5.4% 7.6% 7.7% 8.6%
Risk Parity With Cluster t.rpcl Risk-Driven 0.03 1.49 0.20 0.50 0.64 0.93   3.3% 14.1% 5.7% 6.2% 5.9% 7.7%
Risk Parity Portfolio B t.rsop Risk-Driven 0.94 2.16 0.46 0.86 1.11 0.93   10.8% 18.2% 8.3% 9.7% 9.8% 9.0%
Target Return 12% t.tret Risk-Driven 0.47 1.54 -0.04 0.49 0.82 1.14   6.4% 12.9% 3.5% 6.3% 7.3% 9.2%
Target Risk 10% t.tris Risk-Driven 0.52 1.53 0.44 0.81 0.75 0.96   7.6% 14.0% 7.7% 8.5% 6.8% 8.1%
Maximum Sharpe Portfolio t.shar Risk/Reward 0.90 1.44 0.24 1.04 1.10 1.25   11.8% 14.0% 6.1% 10.3% 9.1% 10.4%
Target Return Post-Modern t.trdd Target Return 0.37 1.31 -0.11 0.43 0.73 1.08   6.0% 11.9% 2.7% 5.8% 6.7% 8.9%
Active Combined Asset t.acap Momentum 0.16 1.84 0.30 0.46 0.78 0.86   4.3% 17.7% 6.7% 6.1% 7.2% 7.9%
Quarterly Asset Rotation t.qaro Momentum -0.63 1.05 0.20 0.53 0.42 0.56   -3.9% 12.0% 5.6% 6.3% 4.4% 5.2%
Defensive Bond t.dbnd Momentum -1.09 0.38 -0.13 0.41 0.57     -1.6% 5.6% 3.5% 4.4% 4.1%  
Dynamic Harry Browne t.dyhb Momentum -0.14 1.03 -0.09 0.56 0.45 1.00   2.3% 9.1% 3.9% 5.3% 3.8% 6.2%