Tactical: DIY, ranked by Total Return

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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Recipe Summary page.

Portfolio Recipes: Tactical: DIY Peer Group
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      Total Return   Downside Deviation
Recipe Name ID Category YTD Mar 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 2.8% 0.0% 4.9% * * * * *   4.0% * * * * *
S&P 500 SPY Benchmark -4.3% -5.6% 8.3% * * * * *   8.1% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -1.8% -3.5% 6.4% * * * * *   6.1% * * * * *
Adaptive Allocation A t.aaaa Adaptive 6.1% 1.9% 14.7% * * * * *   5.4% * * * * *
Adaptive Allocation B t.aaab Adaptive 5.4% 1.5% 13.6% * * * * *   4.8% * * * * *
Adaptive Allocation C t.aaac Adaptive 5.7% 1.7% 15.4% * * * * *   4.7% * * * * *
Adaptive Allocation D t.aaad Adaptive 4.5% 2.5% 10.8% * * * * *   3.9% * * * * *
Adaptive Allocation E t.aaae Adaptive 6.0% 1.4% 14.6% * * * * *   5.4% * * * * *
Adaptive Allocation F t.aaaf Adaptive 7.2% 0.9% 19.7% * * * * *   4.9% * * * * *
Minimum Correlation t.coco Correlation 3.2% -0.4% 11.5% * * * * *   6.2% * * * * *
Maximum Diversification t.mdiv Diversification 3.9% 0.1% 10.0% * * * * *   6.8% * * * * *
Equal Weight With Cluster t.dist Correlation 3.6% -0.2% 11.5% * * * * *   6.1% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 5.4% 0.5% 13.9% * * * * *   5.5% * * * * *
Minimum Variance A t.mvar Risk-Driven 4.3% -0.2% 11.0% * * * * *   5.8% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 2.9% -1.2% 10.4% * * * * *   6.1% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 1.8% -0.7% 2.6% * * * * *   5.4% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 2.1% -1.6% 9.4% * * * * *   6.5% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum -4.3% -5.6% 6.8% * * * * *   8.7% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum -0.8% -4.1% 7.0% * * * * *   8.5% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 0.6% -2.7% 5.0% * * * * *   8.3% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 1.2% -1.4% 4.5% * * * * *   6.1% * * * * *
Pure Momentum t.pure Momentum -1.8% -1.2% -9.6% * * * * *   10.5% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation -17.7% -6.7% 13.7% * * * * *   20.4% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation -0.2% -2.9% 5.7% * * * * *   7.8% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation -4.4% -4.3% 11.6% * * * * *   9.3% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation -4.4% -4.5% 1.6% * * * * *   12.3% * * * * *
Minimum CdaR t.cdar Risk-Driven 1.8% 0.1% 4.0% * * * * *   6.8% * * * * *
Minimum CvaR t.cvar Risk-Driven 7.1% 1.5% 16.1% * * * * *   5.1% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 3.2% -0.9% 9.2% * * * * *   6.4% * * * * *
Minimum Drawdown t.loss Risk-Driven 5.2% 0.0% 15.1% * * * * *   5.1% * * * * *
Minimum Downside MAD t.madd Risk-Driven 5.4% 0.5% 13.9% * * * * *   5.5% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 4.4% -0.2% 9.3% * * * * *   6.8% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 3.4% -0.9% 9.4% * * * * *   6.5% * * * * *
Minimum Variance B t.mva2 Risk-Driven 5.7% 0.7% 10.9% * * * * *   6.6% * * * * *
Minimum Variance C t.mva3 Risk-Driven 6.7% 1.1% 13.3% * * * * *   6.1% * * * * *
Min Downside Deviation t.risd Risk-Driven 3.8% -0.4% 7.9% * * * * *   6.5% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 4.0% -0.2% 10.9% * * * * *   6.5% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 2.6% -1.4% 9.6% * * * * *   6.2% * * * * *
Target Return 12% t.tret Risk-Driven 3.5% -0.2% 10.1% * * * * *   5.7% * * * * *
Target Risk 10% t.tris Risk-Driven 4.2% 0.1% 8.2% * * * * *   5.4% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 2.4% -0.4% 5.3% * * * * *   4.9% * * * * *
Target Return Post-Modern t.trdd Target Return 2.9% -0.6% 7.8% * * * * *   5.7% * * * * *
Active Combined Asset t.acap Momentum 5.6% 0.4% 19.0% * * * * *   5.9% * * * * *
Quarterly Asset Rotation t.qaro Momentum -1.6% -2.7% 5.5% * * * * *   6.3% * * * * *
Defensive Bond t.dbnd Momentum 1.7% 0.4% 7.7% * * * * *   2.2% * * * * *
Dynamic Harry Browne t.dyhb Momentum -0.0% -0.4% 7.3% * * * * *   2.9% * * * * *