Tactical: DIY, ranked by Total Return

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

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 Jun 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 4.0% 1.5% 6.1% * * * * *   3.2% * * * * *
S&P 500 SPY Benchmark 6.1% 5.1% 14.9% * * * * *   7.2% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 5.1% 3.7% 11.6% * * * * *   5.1% * * * * *
Adaptive Allocation A t.aaaa Adaptive 10.7% 4.2% 15.5% * * * * *   5.9% * * * * *
Adaptive Allocation B t.aaab Adaptive 9.9% 2.8% 13.7% * * * * *   4.9% * * * * *
Adaptive Allocation C t.aaac Adaptive 10.6% 2.9% 15.4% * * * * *   4.8% * * * * *
Adaptive Allocation D t.aaad Adaptive 10.4% 3.2% 16.0% * * * * *   3.6% * * * * *
Adaptive Allocation E t.aaae Adaptive 14.9% 4.6% 20.0% * * * * *   5.5% * * * * *
Adaptive Allocation F t.aaaf Adaptive 7.4% 3.7% 13.5% * * * * *   6.7% * * * * *
Minimum Correlation t.coco Correlation 8.6% 3.0% 13.1% * * * * *   5.6% * * * * *
Maximum Diversification t.mdiv Diversification 7.6% 2.6% 10.5% * * * * *   6.1% * * * * *
Equal Weight With Cluster t.dist Correlation 8.3% 3.1% 14.3% * * * * *   5.3% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 8.6% 3.0% 13.5% * * * * *   5.1% * * * * *
Minimum Variance A t.mvar Risk-Driven 6.8% 2.8% 9.9% * * * * *   5.6% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 9.7% 3.4% 15.0% * * * * *   5.2% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 7.8% 1.0% 8.0% * * * * *   5.0% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 10.1% 3.8% 15.8% * * * * *   5.3% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum -6.1% 2.4% 0.4% * * * * *   11.3% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 2.2% 3.8% 8.0% * * * * *   8.1% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 3.4% 3.0% 8.7% * * * * *   6.7% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 3.7% 2.4% 7.1% * * * * *   5.1% * * * * *
Pure Momentum t.pure Momentum 7.2% 6.4% -0.5% * * * * *   9.8% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation -16.5% 8.4% -11.9% * * * * *   14.9% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 0.9% 2.9% 6.7% * * * * *   8.3% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 3.0% 3.2% 16.1% * * * * *   7.9% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation -1.1% 3.0% -0.5% * * * * *   10.9% * * * * *
Minimum CdaR t.cdar Risk-Driven 5.4% 2.1% 8.4% * * * * *   6.2% * * * * *
Minimum CvaR t.cvar Risk-Driven 12.8% 4.0% 14.2% * * * * *   5.0% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 8.6% 3.0% 12.6% * * * * *   5.5% * * * * *
Minimum Drawdown t.loss Risk-Driven 9.1% 3.2% 10.5% * * * * *   5.0% * * * * *
Minimum Downside MAD t.madd Risk-Driven 8.6% 3.0% 13.5% * * * * *   5.1% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 8.5% 2.6% 11.6% * * * * *   6.0% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 8.3% 2.8% 12.4% * * * * *   5.6% * * * * *
Minimum Variance B t.mva2 Risk-Driven 8.9% 2.5% 11.6% * * * * *   6.0% * * * * *
Minimum Variance C t.mva3 Risk-Driven 10.5% 2.6% 13.3% * * * * *   5.7% * * * * *
Min Downside Deviation t.risd Risk-Driven 6.2% 2.4% 6.6% * * * * *   6.0% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 8.6% 2.9% 13.2% * * * * *   6.0% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 9.6% 3.5% 14.5% * * * * *   5.3% * * * * *
Target Return 12% t.tret Risk-Driven 6.0% 2.8% 9.1% * * * * *   5.5% * * * * *
Target Risk 10% t.tris Risk-Driven 9.4% 2.8% 11.0% * * * * *   5.5% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 8.3% 1.1% 10.7% * * * * *   4.5% * * * * *
Target Return Post-Modern t.trdd Target Return 6.2% 2.6% 7.8% * * * * *   5.3% * * * * *
Active Combined Asset t.acap Momentum 11.2% 2.1% 22.4% * * * * *   4.9% * * * * *
Quarterly Asset Rotation t.qaro Momentum 2.9% 1.5% 9.2% * * * * *   5.9% * * * * *
Defensive Bond t.dbnd Momentum 2.9% 0.7% 6.6% * * * * *   2.0% * * * * *
Dynamic Harry Browne t.dyhb Momentum 3.1% 2.8% 8.7% * * * * *   3.4% * * * * *