Tactical: DIY, ranked by Standard Deviation

for period ending March 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

Standard Deviation shows the 1-, 3-, 5-, 10-, 15-, and 20-year standard deviation from the mean. This is calculated using monthly returns, then annualized.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Standard Deviation vs. Annual Return
● Portfolio Recipes: Tactical: DIY ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)

Portfolio Recipes: Tactical: DIY Peer Group
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      Standard Deviation   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 5.9% * * * * *   4.9% * * * * *
S&P 500 SPY Benchmark 12.9% * * * * *   8.3% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 9.6% * * * * *   6.4% * * * * *
Adaptive Allocation A t.aaaa Adaptive 8.4% * * * * *   14.7% * * * * *
Adaptive Allocation B t.aaab Adaptive 7.2% * * * * *   13.6% * * * * *
Adaptive Allocation C t.aaac Adaptive 7.3% * * * * *   15.4% * * * * *
Adaptive Allocation D t.aaad Adaptive 6.8% * * * * *   10.8% * * * * *
Adaptive Allocation E t.aaae Adaptive 8.8% * * * * *   14.6% * * * * *
Adaptive Allocation F t.aaaf Adaptive 10.3% * * * * *   19.7% * * * * *
Minimum Correlation t.coco Correlation 9.9% * * * * *   11.5% * * * * *
Maximum Diversification t.mdiv Diversification 10.0% * * * * *   10.0% * * * * *
Equal Weight With Cluster t.dist Correlation 10.3% * * * * *   11.5% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 9.2% * * * * *   13.9% * * * * *
Minimum Variance A t.mvar Risk-Driven 9.1% * * * * *   11.0% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 9.9% * * * * *   10.4% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 8.2% * * * * *   2.6% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 10.4% * * * * *   9.4% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 13.6% * * * * *   6.8% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 12.8% * * * * *   7.0% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 11.6% * * * * *   5.0% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 8.7% * * * * *   4.5% * * * * *
Pure Momentum t.pure Momentum 12.5% * * * * *   -9.6% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 42.5% * * * * *   13.7% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 11.8% * * * * *   5.7% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 16.7% * * * * *   11.6% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 19.5% * * * * *   1.6% * * * * *
Minimum CdaR t.cdar Risk-Driven 10.0% * * * * *   4.0% * * * * *
Minimum CvaR t.cvar Risk-Driven 9.7% * * * * *   16.1% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 10.0% * * * * *   9.2% * * * * *
Minimum Drawdown t.loss Risk-Driven 9.7% * * * * *   15.1% * * * * *
Minimum Downside MAD t.madd Risk-Driven 9.2% * * * * *   13.9% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 10.1% * * * * *   9.3% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 10.1% * * * * *   9.4% * * * * *
Minimum Variance B t.mva2 Risk-Driven 9.8% * * * * *   10.9% * * * * *
Minimum Variance C t.mva3 Risk-Driven 9.6% * * * * *   13.3% * * * * *
Min Downside Deviation t.risd Risk-Driven 9.3% * * * * *   7.9% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 10.3% * * * * *   10.9% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 10.0% * * * * *   9.6% * * * * *
Target Return 12% t.tret Risk-Driven 9.1% * * * * *   10.1% * * * * *
Target Risk 10% t.tris Risk-Driven 8.7% * * * * *   8.2% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 8.2% * * * * *   5.3% * * * * *
Target Return Post-Modern t.trdd Target Return 8.7% * * * * *   7.8% * * * * *
Active Combined Asset t.acap Momentum 10.8% * * * * *   19.0% * * * * *
Quarterly Asset Rotation t.qaro Momentum 9.0% * * * * *   5.5% * * * * *
Defensive Bond t.dbnd Momentum 4.5% * * * * *   7.7% * * * * *
Dynamic Harry Browne t.dyhb Momentum 5.9% * * * * *   7.3% * * * * *