Recipe Summary Page
for period ending September 30, 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
Use this page to find a higher return, lower risk Portfolio Recipe.
Choose a Portfolio Recipe that meets your needs by comparing return, risk, and cost.
- Use the scatterplots. Dots nearest the green smiley have the best risk-return combo. Hover over dots to see IDs and metrics. Click a dot to see full details.
- Use the tables. Click column headings to sort and compare by category or metric. Click a Portfolio Recipe name for full details.
Invest in a Portfolio Recipe by buying the underlying ingredients, then rebalance each month as allocations update. See How to Choose and Invest.
Note: The Free plan includes full multi-year analytics for all 200+ Portfolio Recipes. Click any recipe name to view its complete performance details. Investable percentage allocations require a paid plan.
In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or id. Click any dot to see details. Use the table below to compare performance of all the portfolio recipes. Sort any column by clicking the heading in the gray row. Click any portfolio name below for full details including recipe ingredients.
| Total Return, annualized % | Max DrawDown | ||||||||||||
| Recipe Name | ID | Peer Group | Category | 1 month | YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 15 year | 20 year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| U.S. Total Bond Market | BND | Benchmark | Benchmark | -2.2% | -2.4% | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | 17.3% | 17.3% |
| S&P 500 | SPY | Benchmark | Benchmark | -0.3% | 12.7% | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | 23.9% | 50.8% |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | Benchmark | -1.4% | 6.5% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | 20.7% | 32.2% |
| Adaptive Allocation A | t.aaaa | Tactical: DIY | Adaptive | -0.5% | 6.4% | 9.7% | 18.0% | 7.4% | 9.1% | 8.3% | 10.6% | 25.3% | 25.3% |
| Adaptive Allocation B | t.aaab | Tactical: DIY | Adaptive | 3.2% | 15.9% | 19.9% | 18.8% | 7.3% | 8.5% | 8.0% | 10.4% | 27.6% | 27.6% |
| Adaptive Allocation C | t.aaac | Tactical: DIY | Adaptive | 3.1% | 16.6% | 20.7% | 19.6% | 7.7% | 8.5% | 8.1% | 10.4% | 27.5% | 27.5% |
| Adaptive Allocation D | t.aaad | Tactical: DIY | Adaptive | -2.8% | 1.2% | 6.3% | 13.6% | 7.2% | 10.7% | 9.6% | 11.9% | 23.9% | 23.9% |
| Adaptive Allocation E | t.aaae | Tactical: DIY | Adaptive | 0.0% | 17.3% | 21.1% | 22.3% | 9.9% | 11.6% | 10.2% | 12.0% | 25.3% | 25.3% |
| Adaptive Allocation F | t.aaaf | Tactical: DIY | Adaptive | -1.7% | 9.9% | 15.8% | 23.5% | 12.4% | 13.2% | 13.6% | 14.4% | 18.9% | 18.9% |
| Minimum Correlation | t.coco | Tactical: DIY | Correlation | -2.9% | 0.8% | 4.4% | 16.6% | 5.5% | 7.1% | 7.4% | 8.4% | 26.8% | 26.8% |
| Maximum Diversification | t.mdiv | Tactical: DIY | Diversification | -3.9% | 0.8% | 3.0% | 14.6% | 4.7% | 5.7% | 6.6% | 8.1% | 26.9% | 26.9% |
| Equal Weight With Cluster | t.dist | Tactical: DIY | Correlation | -4.1% | 1.2% | 4.3% | 15.0% | 5.6% | 6.5% | 6.3% | 7.7% | 24.3% | 24.3% |
| Minimum Mean Abs Deviation | t.madm | Tactical: DIY | Risk-Driven | -4.5% | -1.7% | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | 26.4% | 26.4% |
| Minimum Variance A | t.mvar | Tactical: DIY | Risk-Driven | -4.2% | -1.5% | 0.0% | 14.1% | 6.5% | 7.9% | 8.1% | 9.0% | 24.5% | 24.5% |
| Risk Parity Portfolio A | t.rpba | Tactical: DIY | Risk-Driven | -3.5% | 7.5% | 10.3% | 18.3% | 8.3% | 9.7% | 9.9% | 9.2% | 25.0% | 31.2% |
| Maximum Sortino Portfolio | t.sort | Tactical: DIY | Risk/Reward | -1.0% | 9.4% | 12.8% | 12.8% | 5.6% | 10.1% | 8.7% | 10.1% | 22.3% | 22.3% |
| Equal Weight Portfolio | t.eqwt | Tactical: DIY | Equal Weight | -3.1% | 9.0% | 12.3% | 19.1% | 8.4% | 10.1% | 10.1% | 8.8% | 25.5% | 42.1% |
| Faber Rel Strength: Top 1 | t.frs1 | Tactical: DIY | Momentum | 3.3% | 2.3% | 7.7% | 9.5% | 6.6% | 8.8% | 7.4% | 9.8% | 18.4% | 25.0% |
| Faber Rel Strength: Top 2 | t.frs2 | Tactical: DIY | Momentum | 1.5% | 19.1% | 23.5% | 16.1% | 12.1% | 10.9% | 9.5% | 9.6% | 14.9% | 26.1% |
| Faber Rel Strength: Top 3 | t.frs3 | Tactical: DIY | Momentum | -0.1% | 16.7% | 20.6% | 14.3% | 9.4% | 10.7% | 10.0% | 9.4% | 9.5% | 17.3% |
| Faber Rel Strength: Top 4 | t.frs4 | Tactical: DIY | Momentum | -1.7% | 11.9% | 15.0% | 11.3% | 6.5% | 7.6% | 6.6% | 7.0% | 9.0% | 12.6% |
| Pure Momentum | t.pure | Tactical: DIY | Momentum | -0.3% | 21.4% | 20.5% | 13.6% | 7.1% | 12.0% | 10.2% | 15.8% | 34.9% | 34.9% |
| Quartile Sector Rotation | t.srqr | Tactical: DIY | Sector Rotation | 10.4% | 65.4% | 75.0% | 70.1% | 43.9% | 27.6% | 28.9% | 22.4% | 50.7% | 50.7% |
| Rel Strength Sector Rotatn | t.srrs | Tactical: DIY | Sector Rotation | -3.2% | 8.9% | 11.1% | 12.9% | 9.0% | 11.1% | 11.5% | 9.7% | 11.9% | 16.8% |
| Top 5 Sector Rotation | t.srt5 | Tactical: DIY | Sector Rotation | 1.5% | 37.5% | 42.2% | 33.2% | 19.6% | 18.0% | 18.0% | 13.8% | 16.3% | 34.5% |
| Top 3 Sector Rotation | t.srt3 | Tactical: DIY | Sector Rotation | 2.0% | 15.9% | 15.2% | 16.1% | 11.7% | 11.2% | 12.4% | 10.9% | 20.2% | 46.5% |
| Minimum CdaR | t.cdar | Tactical: DIY | Risk-Driven | -3.5% | -1.5% | -0.4% | 11.8% | 4.3% | 7.7% | 8.0% | 9.3% | 26.3% | 26.3% |
| Minimum CvaR | t.cvar | Tactical: DIY | Risk-Driven | -5.2% | 0.1% | 2.4% | 17.6% | 7.7% | 7.2% | 7.6% | 8.6% | 27.0% | 27.0% |
| Equal Risk Contribution | t.eqrc | Tactical: DIY | Risk-Driven | -4.0% | 5.3% | 7.9% | 16.2% | 6.6% | 7.8% | 7.9% | 8.6% | 24.4% | 24.4% |
| Minimum Drawdown | t.loss | Tactical: DIY | Risk-Driven | -5.1% | 6.7% | 9.1% | 18.2% | 8.0% | 8.1% | 7.8% | 9.0% | 23.8% | 23.8% |
| Minimum Downside MAD | t.madd | Tactical: DIY | Risk-Driven | -4.5% | -1.7% | -0.2% | 14.7% | 5.9% | 7.4% | 7.9% | 8.8% | 26.4% | 26.4% |
| Minimum Correlation A | t.mca1 | Tactical: DIY | Risk-Driven | -4.7% | 1.6% | 3.9% | 13.7% | 4.9% | 6.4% | 6.6% | 7.7% | 23.4% | 23.4% |
| Minimum Correlation B | t.mca2 | Tactical: DIY | Risk-Driven | -4.2% | 4.9% | 7.4% | 15.7% | 6.4% | 7.5% | 7.4% | 8.2% | 23.4% | 23.4% |
| Minimum Variance B | t.mva2 | Tactical: DIY | Risk-Driven | -5.0% | -1.0% | 0.6% | 12.8% | 5.0% | 6.1% | 6.5% | 8.1% | 22.5% | 22.5% |
| Minimum Variance C | t.mva3 | Tactical: DIY | Risk-Driven | -4.6% | 1.7% | 3.7% | 15.9% | 7.1% | 8.1% | 8.4% | 9.6% | 22.9% | 22.9% |
| Min Downside Deviation | t.risd | Tactical: DIY | Risk-Driven | -4.4% | -2.0% | -0.3% | 12.6% | 5.4% | 7.6% | 7.7% | 8.6% | 24.4% | 24.4% |
| Risk Parity With Cluster | t.rpcl | Tactical: DIY | Risk-Driven | -4.6% | 1.9% | 3.3% | 14.1% | 5.7% | 6.2% | 5.9% | 7.7% | 22.9% | 22.9% |
| Risk Parity Portfolio B | t.rsop | Tactical: DIY | Risk-Driven | -3.5% | 8.0% | 10.8% | 18.2% | 8.3% | 9.7% | 9.8% | 9.0% | 24.7% | 33.1% |
| Target Return 12% | t.tret | Tactical: DIY | Risk-Driven | -1.9% | 4.8% | 6.4% | 12.9% | 3.5% | 6.3% | 7.3% | 9.2% | 27.2% | 27.2% |
| Target Risk 10% | t.tris | Tactical: DIY | Risk-Driven | -2.4% | 3.5% | 7.6% | 14.0% | 7.7% | 8.5% | 6.8% | 8.1% | 21.4% | 21.4% |
| Maximum Sharpe Portfolio | t.shar | Tactical: DIY | Risk/Reward | -1.0% | 8.1% | 11.8% | 14.0% | 6.1% | 10.3% | 9.1% | 10.4% | 22.1% | 22.1% |
| Target Return Post-Modern | t.trdd | Tactical: DIY | Target Return | -1.9% | 4.5% | 6.0% | 11.9% | 2.7% | 5.8% | 6.7% | 8.9% | 27.2% | 27.2% |
| Active Combined Asset | t.acap | Tactical: DIY | Momentum | -4.0% | 0.5% | 4.3% | 17.7% | 6.7% | 6.1% | 7.2% | 7.9% | 25.2% | 25.2% |
| Quarterly Asset Rotation | t.qaro | Tactical: DIY | Momentum | -3.0% | -6.5% | -3.9% | 12.0% | 5.6% | 6.3% | 4.4% | 5.2% | 18.6% | 18.6% |
| Defensive Bond | t.dbnd | Tactical: DIY | Momentum | -3.4% | -2.6% | -1.6% | 5.6% | 3.5% | 4.4% | 4.1% | 10.8% | ||
| Dynamic Harry Browne | t.dyhb | Tactical: DIY | Momentum | -0.5% | -2.0% | 2.3% | 9.1% | 3.9% | 5.3% | 3.8% | 6.2% | 13.8% | 13.8% |