Tactical: DIY, ranked by Total Return

for period ending February 28, 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 Feb 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  
   
Adaptive Allocation A t.aaaa Adaptive 4.2% 0.6% 16.3% * * * * *   5.5% * * * * *
Adaptive Allocation B t.aaab Adaptive 3.9% 0.3% 15.5% * * * * *   4.9% * * * * *
Adaptive Allocation C t.aaac Adaptive 4.0% 0.4% 17.0% * * * * *   4.8% * * * * *
Adaptive Allocation D t.aaad Adaptive 1.9% -0.7% 10.9% * * * * *   3.9% * * * * *
Adaptive Allocation E t.aaae Adaptive 4.5% 0.9% 16.0% * * * * *   5.5% * * * * *
Adaptive Allocation F t.aaaf Adaptive 6.2% 1.1% 22.6% * * * * *   5.0% * * * * *
Minimum Correlation t.coco Correlation 3.6% 1.0% 16.4% * * * * *   6.4% * * * * *
Maximum Diversification t.mdiv Diversification 3.8% 1.3% 14.7% * * * * *   7.1% * * * * *
Equal Weight With Cluster t.dist Correlation 3.8% 0.3% 15.6% * * * * *   6.3% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 4.8% 2.0% 18.6% * * * * *   5.8% * * * * *
Minimum Variance A t.mvar Risk-Driven 4.6% 2.0% 17.0% * * * * *   6.1% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 4.1% 1.1% 15.6% * * * * *   6.2% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 2.5% -0.2% 6.7% * * * * *   5.5% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 3.7% 0.8% 14.7% * * * * *   6.6% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 1.4% -1.3% 16.8% * * * * *   6.9% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 3.4% 1.2% 15.3% * * * * *   7.8% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 3.4% 1.8% 10.9% * * * * *   8.2% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 2.7% 1.4% 8.5% * * * * *   6.1% * * * * *
Pure Momentum t.pure Momentum -0.6% -2.7% -7.4% * * * * *   10.7% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation -11.8% -1.9% 35.6% * * * * *   22.1% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 2.8% -0.1% 13.3% * * * * *   7.7% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation -0.1% -3.7% 18.9% * * * * *   8.4% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 0.1% -6.3% 9.8% * * * * *   12.3% * * * * *
Minimum CdaR t.cdar Risk-Driven 1.6% -1.0% 8.0% * * * * *   7.0% * * * * *
Minimum CvaR t.cvar Risk-Driven 5.5% 3.9% 22.3% * * * * *   5.4% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 4.2% 1.2% 14.2% * * * * *   6.6% * * * * *
Minimum Drawdown t.loss Risk-Driven 5.2% 4.2% 19.8% * * * * *   5.3% * * * * *
Minimum Downside MAD t.madd Risk-Driven 4.8% 2.0% 18.6% * * * * *   5.8% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 4.6% 1.7% 13.7% * * * * *   7.1% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 4.3% 1.4% 14.5% * * * * *   6.7% * * * * *
Minimum Variance B t.mva2 Risk-Driven 5.0% 2.0% 14.3% * * * * *   6.8% * * * * *
Minimum Variance C t.mva3 Risk-Driven 5.6% 2.3% 16.7% * * * * *   6.2% * * * * *
Min Downside Deviation t.risd Risk-Driven 4.3% 2.2% 13.6% * * * * *   6.8% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 4.2% 0.8% 15.4% * * * * *   6.7% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 4.0% 1.0% 15.0% * * * * *   6.3% * * * * *
Target Return 12% t.tret Risk-Driven 3.8% 0.7% 16.2% * * * * *   6.0% * * * * *
Target Risk 10% t.tris Risk-Driven 4.0% 0.3% 12.0% * * * * *   5.6% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 2.8% -0.2% 9.1% * * * * *   5.0% * * * * *
Target Return Post-Modern t.trdd Target Return 3.5% 0.7% 13.3% * * * * *   5.9% * * * * *
Active Combined Asset t.acap Momentum 5.2% 1.4% 24.0% * * * * *   6.2% * * * * *
Quarterly Asset Rotation t.qaro Momentum 1.2% -0.6% 14.9% * * * * *   6.1% * * * * *
Defensive Bond t.dbnd Momentum 1.2% 0.7% 8.2% * * * * *   2.2% * * * * *
Dynamic Harry Browne t.dyhb Momentum 0.3% -0.0% 9.9% * * * * *   3.0% * * * * *