Tactical: DIY, ranked by Sortino

for period ending June 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

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 0.46 * * * * *   6.1% * * * * *
S&P 500 SPY Benchmark 1.49 * * * * *   14.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 1.35 * * * * *   11.6% * * * * *
Adaptive Allocation A t.aaaa Adaptive 1.87 * * * * *   15.5% * * * * *
Adaptive Allocation B t.aaab Adaptive 1.85 * * * * *   13.7% * * * * *
Adaptive Allocation C t.aaac Adaptive 2.22 * * * * *   15.4% * * * * *
Adaptive Allocation D t.aaad Adaptive 2.95 * * * * *   16.0% * * * * *
Adaptive Allocation E t.aaae Adaptive 2.80 * * * * *   20.0% * * * * *
Adaptive Allocation F t.aaaf Adaptive 1.37 * * * * *   13.5% * * * * *
Minimum Correlation t.coco Correlation 1.52 * * * * *   13.1% * * * * *
Maximum Diversification t.mdiv Diversification 0.98 * * * * *   10.5% * * * * *
Equal Weight With Cluster t.dist Correlation 1.82 * * * * *   14.3% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 1.71 * * * * *   13.5% * * * * *
Minimum Variance A t.mvar Risk-Driven 0.95 * * * * *   9.9% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 1.96 * * * * *   15.0% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 0.70 * * * * *   8.0% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 2.06 * * * * *   15.8% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum -0.25 * * * * *   0.4% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 0.49 * * * * *   8.0% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 0.66 * * * * *   8.7% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 0.51 * * * * *   7.1% * * * * *
Pure Momentum t.pure Momentum -0.37 * * * * *   -0.5% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation -0.86 * * * * *   -11.9% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 0.33 * * * * *   6.7% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 1.54 * * * * *   16.1% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation -0.31 * * * * *   -0.5% * * * * *
Minimum CdaR t.cdar Risk-Driven 0.65 * * * * *   8.4% * * * * *
Minimum CvaR t.cvar Risk-Driven 1.90 * * * * *   14.2% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 1.42 * * * * *   12.6% * * * * *
Minimum Drawdown t.loss Risk-Driven 1.19 * * * * *   10.5% * * * * *
Minimum Downside MAD t.madd Risk-Driven 1.71 * * * * *   13.5% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 1.19 * * * * *   11.6% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 1.38 * * * * *   12.4% * * * * *
Minimum Variance B t.mva2 Risk-Driven 1.17 * * * * *   11.6% * * * * *
Minimum Variance C t.mva3 Risk-Driven 1.51 * * * * *   13.3% * * * * *
Min Downside Deviation t.risd Risk-Driven 0.37 * * * * *   6.6% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 1.45 * * * * *   13.2% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 1.82 * * * * *   14.5% * * * * *
Target Return 12% t.tret Risk-Driven 0.82 * * * * *   9.1% * * * * *
Target Risk 10% t.tris Risk-Driven 1.16 * * * * *   11.0% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 1.32 * * * * *   10.7% * * * * *
Target Return Post-Modern t.trdd Target Return 0.63 * * * * *   7.8% * * * * *
Active Combined Asset t.acap Momentum 3.68 * * * * *   22.4% * * * * *
Quarterly Asset Rotation t.qaro Momentum 0.81 * * * * *   9.2% * * * * *
Defensive Bond t.dbnd Momentum 0.89 * * * * *   6.6% * * * * *
Dynamic Harry Browne t.dyhb Momentum 1.11 * * * * *   8.7% * * * * *