Tactical: DIY, ranked by Total Return

for period ending August 31, 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

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.

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.
      Total Return   Downside Deviation
Recipe Name ID Category YTD Aug 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 13.6% 2.7% 22.9% * * * * *   5.3% * * * * *
Adaptive Allocation B t.aaab Adaptive 13.2% 1.8% 16.0% * * * * *   5.1% * * * * *
Adaptive Allocation C t.aaac Adaptive 13.3% 1.8% 16.2% * * * * *   5.2% * * * * *
Adaptive Allocation D t.aaad Adaptive 8.6% 2.3% 8.0% * * * * *   6.5% * * * * *
Adaptive Allocation E t.aaae Adaptive 12.4% 2.1% 18.1% * * * * *   6.1% * * * * *
Adaptive Allocation F t.aaaf Adaptive 21.4% 3.7% 28.7% * * * * *   6.2% * * * * *
Minimum Correlation t.coco Correlation 14.5% 2.2% 20.1% * * * * *   8.3% * * * * *
Maximum Diversification t.mdiv Diversification 14.5% 2.2% 20.1% * * * * *   7.9% * * * * *
Equal Weight With Cluster t.dist Correlation 11.5% 2.1% 19.0% * * * * *   8.2% * * * * *
Minimum Mean Abs Deviation t.madm Risk-Driven 16.4% 2.4% 23.8% * * * * *   6.9% * * * * *
Minimum Variance A t.mvar Risk-Driven 17.7% 2.3% 25.8% * * * * *   6.8% * * * * *
Risk Parity Portfolio A t.rpba Risk-Driven 13.7% 2.1% 21.2% * * * * *   7.8% * * * * *
Maximum Sortino Portfolio t.sort Risk/Reward 11.6% 2.5% 8.6% * * * * *   6.7% * * * * *
Equal Weight Portfolio t.eqwt Equal Weight 12.4% 1.9% 20.0% * * * * *   8.5% * * * * *
Faber Rel Strength: Top 1 t.frs1 Momentum 19.3% 2.3% 17.5% * * * * *   7.7% * * * * *
Faber Rel Strength: Top 2 t.frs2 Momentum 14.1% 3.8% 11.7% * * * * *   6.9% * * * * *
Faber Rel Strength: Top 3 t.frs3 Momentum 12.1% 3.6% 15.1% * * * * *   6.7% * * * * *
Faber Rel Strength: Top 4 t.frs4 Momentum 8.9% 3.0% 11.8% * * * * *   4.5% * * * * *
Pure Momentum t.pure Momentum -1.8% -1.7% 5.0% * * * * *   10.0% * * * * *
Quartile Sector Rotation t.srqr Sector Rotation 93.0% -1.3% 120.0% * * * * *   45.2% * * * * *
Rel Strength Sector Rotatn t.srrs Sector Rotation 15.7% 2.7% 17.2% * * * * *   6.5% * * * * *
Top 5 Sector Rotation t.srt5 Sector Rotation 22.1% 1.6% 30.3% * * * * *   11.8% * * * * *
Top 3 Sector Rotation t.srt3 Sector Rotation 22.1% 0.6% 13.2% * * * * *   12.9% * * * * *
Minimum CdaR t.cdar Risk-Driven 9.1% 2.8% 22.0% * * * * *   8.4% * * * * *
Minimum CvaR t.cvar Risk-Driven 19.9% 3.0% 28.5% * * * * *   6.2% * * * * *
Equal Risk Contribution t.eqrc Risk-Driven 12.9% 2.1% 19.2% * * * * *   7.9% * * * * *
Minimum Drawdown t.loss Risk-Driven 19.7% 3.4% 27.0% * * * * *   6.4% * * * * *
Minimum Downside MAD t.madd Risk-Driven 16.4% 2.4% 23.8% * * * * *   6.9% * * * * *
Minimum Correlation A t.mca1 Risk-Driven 11.9% 2.2% 17.0% * * * * *   8.0% * * * * *
Minimum Correlation B t.mca2 Risk-Driven 13.0% 2.1% 19.4% * * * * *   7.8% * * * * *
Minimum Variance B t.mva2 Risk-Driven 12.8% 2.4% 18.7% * * * * *   7.5% * * * * *
Minimum Variance C t.mva3 Risk-Driven 15.9% 2.6% 23.0% * * * * *   7.0% * * * * *
Min Downside Deviation t.risd Risk-Driven 16.5% 2.5% 23.4% * * * * *   6.7% * * * * *
Risk Parity With Cluster t.rpcl Risk-Driven 12.8% 2.2% 19.4% * * * * *   7.7% * * * * *
Risk Parity Portfolio B t.rsop Risk-Driven 13.4% 2.1% 20.9% * * * * *   7.9% * * * * *
Target Return 12% t.tret Risk-Driven 17.7% 2.3% 15.7% * * * * *   6.4% * * * * *
Target Risk 10% t.tris Risk-Driven 15.6% 2.4% 15.4% * * * * *   5.9% * * * * *
Maximum Sharpe Portfolio t.shar Risk/Reward 13.1% 3.3% 10.4% * * * * *   6.6% * * * * *
Target Return Post-Modern t.trdd Target Return 15.8% 2.4% 13.3% * * * * *   6.5% * * * * *
Active Combined Asset t.acap Momentum 17.0% 3.2% 19.1% * * * * *   8.6% * * * * *
Quarterly Asset Rotation t.qaro Momentum 15.6% 1.5% 23.5% * * * * *   7.3% * * * * *
Defensive Bond t.dbnd Momentum 5.9% 0.1% 12.1% * * * * *   4.3% * * * * *
Dynamic Harry Browne t.dyhb Momentum 9.8% 2.1% 13.0% * * * * *   2.9% * * * * *