Tactical: DIY, ranked by Standard Deviation

for period ending April 30, 2024

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
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

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
			Standard Deviation						Total Return, annualized
		Group average

Adaptive Allocation A	t.aaaa	Adaptive	12.7%	*	*	*	*	*	17.3%	*	*	*	*	*
Adaptive Allocation B	t.aaab	Adaptive	12.1%	*	*	*	*	*	10.7%	*	*	*	*	*
Adaptive Allocation C	t.aaac	Adaptive	12.3%	*	*	*	*	*	9.5%	*	*	*	*	*
Adaptive Allocation D	t.aaad	Adaptive	10.7%	*	*	*	*	*	6.4%	*	*	*	*	*
Adaptive Allocation E	t.aaae	Adaptive	14.8%	*	*	*	*	*	14.8%	*	*	*	*	*
Adaptive Allocation F	t.aaaf	Adaptive	11.4%	*	*	*	*	*	15.8%	*	*	*	*	*
Minimum Correlation	t.coco	Correlation	14.7%	*	*	*	*	*	8.1%	*	*	*	*	*
Maximum Diversification	t.mdiv	Diversification	13.6%	*	*	*	*	*	8.3%	*	*	*	*	*
Equal Weight With Cluster	t.dist	Correlation	14.7%	*	*	*	*	*	5.2%	*	*	*	*	*
Minimum Mean Abs Deviation	t.madm	Risk-Driven	11.9%	*	*	*	*	*	12.6%	*	*	*	*	*
Minimum Variance A	t.mvar	Risk-Driven	12.4%	*	*	*	*	*	14.4%	*	*	*	*	*
Risk Parity Portfolio A	t.rpba	Risk-Driven	15.4%	*	*	*	*	*	11.5%	*	*	*	*	*
Maximum Sortino Portfolio	t.sort	Risk/Reward	10.9%	*	*	*	*	*	8.8%	*	*	*	*	*
Equal Weight Portfolio	t.eqwt	Equal Weight	16.2%	*	*	*	*	*	10.2%	*	*	*	*	*
Faber Rel Strength: Top 1	t.frs1	Momentum	13.1%	*	*	*	*	*	6.3%	*	*	*	*	*
Faber Rel Strength: Top 2	t.frs2	Momentum	12.3%	*	*	*	*	*	3.4%	*	*	*	*	*
Faber Rel Strength: Top 3	t.frs3	Momentum	11.4%	*	*	*	*	*	4.5%	*	*	*	*	*
Faber Rel Strength: Top 4	t.frs4	Momentum	8.4%	*	*	*	*	*	2.9%	*	*	*	*	*
Pure Momentum	t.pure	Momentum	21.4%	*	*	*	*	*	20.8%	*	*	*	*	*
Quartile Sector Rotation	t.srqr	Sector Rotation	137.2%	*	*	*	*	*	168.1%	*	*	*	*	*
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	14.6%	*	*	*	*	*	11.7%	*	*	*	*	*
Top 5 Sector Rotation	t.srt5	Sector Rotation	23.0%	*	*	*	*	*	22.3%	*	*	*	*	*
Top 3 Sector Rotation	t.srt3	Sector Rotation	23.0%	*	*	*	*	*	21.9%	*	*	*	*	*
Minimum CdaR	t.cdar	Risk-Driven	14.6%	*	*	*	*	*	12.8%	*	*	*	*	*
Minimum CvaR	t.cvar	Risk-Driven	12.7%	*	*	*	*	*	14.8%	*	*	*	*	*
Equal Risk Contribution	t.eqrc	Risk-Driven	14.2%	*	*	*	*	*	7.9%	*	*	*	*	*
Minimum Drawdown	t.loss	Risk-Driven	11.5%	*	*	*	*	*	12.1%	*	*	*	*	*
Minimum Downside MAD	t.madd	Risk-Driven	11.9%	*	*	*	*	*	12.6%	*	*	*	*	*
Minimum Correlation A	t.mca1	Risk-Driven	12.9%	*	*	*	*	*	4.5%	*	*	*	*	*
Minimum Correlation B	t.mca2	Risk-Driven	14.0%	*	*	*	*	*	7.7%	*	*	*	*	*
Minimum Variance B	t.mva2	Risk-Driven	12.1%	*	*	*	*	*	6.3%	*	*	*	*	*
Minimum Variance C	t.mva3	Risk-Driven	12.6%	*	*	*	*	*	11.1%	*	*	*	*	*
Min Downside Deviation	t.risd	Risk-Driven	11.7%	*	*	*	*	*	11.6%	*	*	*	*	*
Risk Parity With Cluster	t.rpcl	Risk-Driven	13.9%	*	*	*	*	*	6.2%	*	*	*	*	*
Risk Parity Portfolio B	t.rsop	Risk-Driven	15.5%	*	*	*	*	*	11.2%	*	*	*	*	*
Target Return 12%	t.tret	Risk-Driven	10.2%	*	*	*	*	*	5.0%	*	*	*	*	*
Target Risk 10%	t.tris	Risk-Driven	9.5%	*	*	*	*	*	6.8%	*	*	*	*	*
Maximum Sharpe Portfolio	t.shar	Risk/Reward	10.2%	*	*	*	*	*	7.4%	*	*	*	*	*
Target Return Post-Modern	t.trdd	Target Return	9.6%	*	*	*	*	*	3.2%	*	*	*	*	*
Active Combined Asset	t.acap	Momentum	14.1%	*	*	*	*	*	6.4%	*	*	*	*	*
Quarterly Asset Rotation	t.qaro	Momentum	15.8%	*	*	*	*	*	10.3%	*	*	*	*	*
Defensive Bond	t.dbnd	Momentum	9.6%	*	*	*	*	*	4.3%	*	*	*	*	*
Dynamic Harry Browne	t.dyhb	Momentum	6.6%	*	*	*	*	*	10.9%	*	*	*	*	*