Tactical: DIY, ranked by Treynor
for period ending August 31, 2026
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
The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.
Treynor Ratio is shown as n/m ("not meaningful") when a portfolio recipe's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so values of beta near zero produce extreme or unstable results that are not meaningful for comparison. Portfolios with low beta are not necessarily low risk. Refer to Standard Deviation, Downside Deviation, and Maximum Drawdown for measures of risk.
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Portfolio Recipes: Tactical: DIY Peer Group
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| Treynor | Total Return, annualized | ||||||||||||||
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Group average | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | n/m | -0.2 | -1.9 | n/m | n/m | n/m | 1.8% | 4.1% | -0.4% | 1.4% | 2.0% | 3.1% | |
| S&P 500 | SPY | Benchmark | 1.7 | 1.7 | 0.8 | 1.2 | 1.3 | 0.9 | 20.2% | 20.9% | 12.7% | 15.3% | 15.0% | 11.3% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 1.4 | 1.3 | 0.3 | 1.0 | 1.2 | 1.0 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |
| Adaptive Allocation A | t.aaaa | Adaptive | 2.2 | 2.7 | 0.4 | 1.3 | 1.4 | 2.1 | 13.8% | 16.5% | 6.4% | 9.2% | 8.4% | 10.8% | |
| Adaptive Allocation B | t.aaab | Adaptive | 3.1 | 2.5 | 0.2 | 1.0 | 1.2 | 2.0 | 20.8% | 16.1% | 5.5% | 8.1% | 7.7% | 10.3% | |
| Adaptive Allocation C | t.aaac | Adaptive | 3.2 | 2.7 | 0.3 | 1.1 | 1.2 | 2.0 | 21.2% | 16.9% | 5.9% | 8.2% | 7.8% | 10.3% | |
| Adaptive Allocation D | t.aaad | Adaptive | 1.2 | 1.5 | 0.4 | 1.5 | 1.3 | 2.0 | 13.8% | 12.7% | 6.8% | 11.3% | 9.4% | 12.2% | |
| Adaptive Allocation E | t.aaae | Adaptive | 3.3 | 2.7 | 0.7 | 1.4 | 1.3 | 1.7 | 25.9% | 20.6% | 8.8% | 11.7% | 9.8% | 12.1% | |
| Adaptive Allocation F | t.aaaf | Adaptive | 2.5 | 2.8 | 1.3 | 2.4 | 2.8 | 3.2 | 26.7% | 22.2% | 11.7% | 13.5% | 13.6% | 14.5% | |
| Minimum Correlation | t.coco | Correlation | 1.8 | 1.6 | 0.1 | 0.8 | 1.2 | 1.5 | 15.3% | 15.2% | 5.4% | 7.5% | 7.6% | 8.6% | |
| Maximum Diversification | t.mdiv | Diversification | 1.9 | 1.6 | 0.7 | 1.2 | 1.9 | 14.3% | 13.8% | 4.8% | 6.1% | 6.9% | 8.4% | ||
| Equal Weight With Cluster | t.dist | Correlation | 1.7 | 1.5 | 0.2 | 0.7 | 0.9 | 1.4 | 14.7% | 14.4% | 5.7% | 6.9% | 6.4% | 7.9% | |
| Minimum Mean Abs Deviation | t.madm | Risk-Driven | 1.1 | 2.1 | 0.3 | 1.2 | 1.7 | 2.3 | 9.6% | 14.3% | 6.1% | 7.9% | 8.2% | 9.2% | |
| Minimum Variance A | t.mvar | Risk-Driven | 1.5 | 2.1 | 0.4 | 1.3 | 1.7 | 2.4 | 10.5% | 13.8% | 6.7% | 8.3% | 8.4% | 9.4% | |
| Risk Parity Portfolio A | t.rpba | Risk-Driven | 2.0 | 1.8 | 0.5 | 1.1 | 1.1 | 1.1 | 19.6% | 17.6% | 8.1% | 10.1% | 9.7% | 9.5% | |
| Maximum Sortino Portfolio | t.sort | Risk/Reward | 2.2 | 1.4 | 0.1 | 1.6 | 1.5 | 2.4 | 20.1% | 11.2% | 4.8% | 10.3% | 8.4% | 10.3% | |
| Equal Weight Portfolio | t.eqwt | Equal Weight | 2.1 | 1.7 | 0.5 | 1.0 | 1.0 | 0.9 | 21.2% | 18.2% | 8.2% | 10.5% | 9.7% | 9.0% | |
| Faber Rel Strength: Top 1 | t.frs1 | Momentum | 0.4 | 0.3 | 1.1 | 0.8 | 1.8 | 6.5% | 6.6% | 4.7% | 8.3% | 6.1% | 9.7% | ||
| Faber Rel Strength: Top 2 | t.frs2 | Momentum | 7.9 | 1.8 | 1.7 | 1.8 | 1.6 | 1.7 | 25.1% | 13.9% | 11.7% | 10.6% | 8.9% | 9.5% | |
| Faber Rel Strength: Top 3 | t.frs3 | Momentum | 8.5 | 2.1 | 1.1 | 2.1 | 2.0 | 2.0 | 23.6% | 13.5% | 9.1% | 10.6% | 9.7% | 9.4% | |
| Faber Rel Strength: Top 4 | t.frs4 | Momentum | 7.5 | 2.1 | 0.6 | 1.6 | 1.4 | 1.6 | 19.2% | 11.2% | 6.4% | 7.8% | 6.5% | 7.1% | |
| Pure Momentum | t.pure | Momentum | 1.5 | 0.7 | 0.1 | 1.2 | 1.5 | 2.5 | 24.8% | 11.7% | 5.9% | 12.3% | 11.2% | 15.9% | |
| Quartile Sector Rotation | t.srqr | Sector Rotation | 2.0 | 2.0 | 1.9 | 1.4 | 1.6 | 1.4 | 79.7% | 57.2% | 42.0% | 27.0% | 27.7% | 22.2% | |
| Rel Strength Sector Rotatn | t.srrs | Sector Rotation | 5.0 | 1.5 | 0.7 | 1.4 | 1.6 | 1.5 | 16.4% | 12.7% | 9.0% | 11.4% | 11.6% | 9.9% | |
| Top 5 Sector Rotation | t.srt5 | Sector Rotation | 4.5 | 2.3 | 1.5 | 1.6 | 1.5 | 1.4 | 48.8% | 29.9% | 18.8% | 18.1% | 16.6% | 13.8% | |
| Top 3 Sector Rotation | t.srt3 | Sector Rotation | 4.0 | 1.1 | 1.2 | 1.5 | 1.6 | 1.4 | 22.0% | 13.2% | 10.5% | 11.3% | 11.7% | 10.9% | |
| Minimum CdaR | t.cdar | Risk-Driven | 1.3 | 1.5 | -0.1 | 1.2 | 1.6 | 2.3 | 9.3% | 11.3% | 4.1% | 8.1% | 8.3% | 9.6% | |
| Minimum CvaR | t.cvar | Risk-Driven | 2.9 | 4.2 | 0.9 | 1.5 | 1.9 | 2.6 | 13.0% | 17.8% | 8.1% | 7.9% | 8.0% | 9.0% | |
| Equal Risk Contribution | t.eqrc | Risk-Driven | 2.1 | 1.6 | 0.3 | 1.0 | 1.2 | 1.5 | 18.3% | 15.7% | 6.6% | 8.3% | 8.0% | 8.9% | |
| Minimum Drawdown | t.loss | Risk-Driven | 2.5 | 3.1 | 0.8 | 1.5 | 1.7 | 2.3 | 21.8% | 18.3% | 8.2% | 8.7% | 8.2% | 9.4% | |
| Minimum Downside MAD | t.madd | Risk-Driven | 1.1 | 2.1 | 0.3 | 1.2 | 1.7 | 2.3 | 9.6% | 14.3% | 6.1% | 7.9% | 8.2% | 9.1% | |
| Minimum Correlation A | t.mca1 | Risk-Driven | 2.0 | 1.5 | 0.1 | 0.9 | 1.1 | 1.6 | 15.0% | 13.3% | 5.2% | 6.9% | 6.7% | 8.0% | |
| Minimum Correlation B | t.mca2 | Risk-Driven | 2.1 | 1.6 | 0.3 | 1.0 | 1.2 | 1.6 | 17.6% | 15.2% | 6.5% | 8.0% | 7.6% | 8.5% | |
| Minimum Variance B | t.mva2 | Risk-Driven | 1.6 | 1.6 | 0.1 | 1.0 | 1.3 | 2.3 | 11.6% | 12.6% | 5.2% | 6.7% | 6.7% | 8.5% | |
| Minimum Variance C | t.mva3 | Risk-Driven | 1.8 | 2.1 | 0.5 | 1.3 | 1.6 | 2.2 | 14.2% | 15.5% | 7.1% | 8.5% | 8.6% | 10.0% | |
| Min Downside Deviation | t.risd | Risk-Driven | 1.6 | 1.8 | 0.3 | 1.3 | 1.6 | 2.3 | 10.5% | 12.4% | 5.7% | 8.1% | 7.9% | 8.9% | |
| Risk Parity With Cluster | t.rpcl | Risk-Driven | 1.7 | 1.5 | 0.2 | 0.8 | 0.9 | 1.8 | 13.7% | 13.7% | 5.8% | 6.6% | 6.1% | 8.0% | |
| Risk Parity Portfolio B | t.rsop | Risk-Driven | 2.0 | 1.8 | 0.5 | 1.0 | 1.1 | 1.1 | 19.9% | 17.5% | 8.2% | 10.1% | 9.6% | 9.3% | |
| Target Return 12% | t.tret | Risk-Driven | 2.4 | 1.6 | -0.3 | 0.7 | 1.2 | 2.2 | 14.8% | 11.8% | 3.1% | 6.4% | 7.4% | 9.4% | |
| Target Risk 10% | t.tris | Risk-Driven | 2.9 | 2.1 | 0.6 | 1.4 | 1.3 | 2.1 | 17.6% | 13.0% | 7.1% | 8.6% | 6.9% | 8.3% | |
| Maximum Sharpe Portfolio | t.shar | Risk/Reward | 2.3 | 1.7 | 0.2 | 1.6 | 1.6 | 2.5 | 19.6% | 12.4% | 5.3% | 10.5% | 8.8% | 10.6% | |
| Target Return Post-Modern | t.trdd | Target Return | 2.0 | 1.4 | -0.4 | 0.6 | 1.1 | 2.1 | 13.8% | 10.7% | 2.3% | 6.0% | 6.7% | 9.1% | |
| Active Combined Asset | t.acap | Momentum | 1.5 | 1.9 | 0.4 | 0.7 | 1.0 | 1.4 | 14.3% | 17.0% | 6.6% | 6.5% | 6.8% | 8.2% | |
| Quarterly Asset Rotation | t.qaro | Momentum | 0.4 | 1.3 | 0.2 | 1.0 | 0.9 | 1.4 | 5.0% | 11.3% | 5.7% | 6.5% | 4.8% | 5.4% | |
| Defensive Bond | t.dbnd | Momentum | n/m | 0.4 | -0.1 | n/m | n/m | n/m | 2.1% | 5.7% | 4.2% | 4.9% | |||
| Dynamic Harry Browne | t.dyhb | Momentum | 0.4 | 1.8 | -0.5 | n/m | n/m | n/m | 4.8% | 8.4% | 3.5% | 5.2% | 3.9% | 6.3% | |