Recipe Summary Page

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

Use this page to find a high return, lower risk portfolio recipe using the Choose—Invest—Rebalance™ process.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

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.

Maximum Drawdown vs. Annual Return
● All recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
  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% 2.8% 5.8% * * * * * * *
S&P 500 SPY Benchmark Benchmark -1.3% 1.4% 18.4% * * * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark -0.3% 1.8% 12.8% * * * * * * *
Adaptive Allocation A t.aaaa Tactical: DIY Adaptive 0.6% 4.2% 16.3% * * * * * * *
Adaptive Allocation B t.aaab Tactical: DIY Adaptive 0.3% 3.9% 15.5% * * * * * * *
Adaptive Allocation C t.aaac Tactical: DIY Adaptive 0.4% 4.0% 17.0% * * * * * * *
Adaptive Allocation D t.aaad Tactical: DIY Adaptive -0.7% 1.9% 10.9% * * * * * * *
Adaptive Allocation E t.aaae Tactical: DIY Adaptive 0.9% 4.5% 16.0% * * * * * * *
Adaptive Allocation F t.aaaf Tactical: DIY Adaptive 1.1% 6.2% 22.6% * * * * * * *
Minimum Correlation t.coco Tactical: DIY Correlation 1.0% 3.6% 16.4% * * * * * * *
Maximum Diversification t.mdiv Tactical: DIY Diversification 1.3% 3.8% 14.7% * * * * * * *
Equal Weight With Cluster t.dist Tactical: DIY Correlation 0.3% 3.8% 15.6% * * * * * * *
Minimum Mean Abs Deviation t.madm Tactical: DIY Risk-Driven 2.0% 4.8% 18.6% * * * * * * *
Minimum Variance A t.mvar Tactical: DIY Risk-Driven 2.0% 4.6% 17.0% * * * * * * *
Risk Parity Portfolio A t.rpba Tactical: DIY Risk-Driven 1.1% 4.1% 15.6% * * * * * * *
Maximum Sortino Portfolio t.sort Tactical: DIY Risk/Reward -0.2% 2.5% 6.7% * * * * * * *
Equal Weight Portfolio t.eqwt Tactical: DIY Equal Weight 0.8% 3.7% 14.7% * * * * * * *
Faber Rel Strength: Top 1 t.frs1 Tactical: DIY Momentum -1.3% 1.4% 16.8% * * * * * * *
Faber Rel Strength: Top 2 t.frs2 Tactical: DIY Momentum 1.2% 3.4% 15.3% * * * * * * *
Faber Rel Strength: Top 3 t.frs3 Tactical: DIY Momentum 1.8% 3.4% 10.9% * * * * * * *
Faber Rel Strength: Top 4 t.frs4 Tactical: DIY Momentum 1.4% 2.7% 8.5% * * * * * * *
Pure Momentum t.pure Tactical: DIY Momentum -2.7% -0.6% -7.4% * * * * * * *
Quartile Sector Rotation t.srqr Tactical: DIY Sector Rotation -1.9% -11.8% 35.6% * * * * * * *
Rel Strength Sector Rotatn t.srrs Tactical: DIY Sector Rotation -0.1% 2.8% 13.3% * * * * * * *
Top 5 Sector Rotation t.srt5 Tactical: DIY Sector Rotation -3.7% -0.1% 18.9% * * * * * * *
Top 3 Sector Rotation t.srt3 Tactical: DIY Sector Rotation -6.3% 0.1% 9.8% * * * * * * *
Minimum CdaR t.cdar Tactical: DIY Risk-Driven -1.0% 1.6% 8.0% * * * * * * *
Minimum CvaR t.cvar Tactical: DIY Risk-Driven 3.9% 5.5% 22.3% * * * * * * *
Equal Risk Contribution t.eqrc Tactical: DIY Risk-Driven 1.2% 4.2% 14.2% * * * * * * *
Minimum Drawdown t.loss Tactical: DIY Risk-Driven 4.2% 5.2% 19.8% * * * * * * *
Minimum Downside MAD t.madd Tactical: DIY Risk-Driven 2.0% 4.8% 18.6% * * * * * * *
Minimum Correlation A t.mca1 Tactical: DIY Risk-Driven 1.7% 4.6% 13.7% * * * * * * *
Minimum Correlation B t.mca2 Tactical: DIY Risk-Driven 1.4% 4.3% 14.5% * * * * * * *
Minimum Variance B t.mva2 Tactical: DIY Risk-Driven 2.0% 5.0% 14.3% * * * * * * *
Minimum Variance C t.mva3 Tactical: DIY Risk-Driven 2.3% 5.6% 16.7% * * * * * * *
Min Downside Deviation t.risd Tactical: DIY Risk-Driven 2.2% 4.3% 13.6% * * * * * * *
Risk Parity With Cluster t.rpcl Tactical: DIY Risk-Driven 0.8% 4.2% 15.4% * * * * * * *
Risk Parity Portfolio B t.rsop Tactical: DIY Risk-Driven 1.0% 4.0% 15.0% * * * * * * *
Target Return 12% t.tret Tactical: DIY Risk-Driven 0.7% 3.8% 16.2% * * * * * * *
Target Risk 10% t.tris Tactical: DIY Risk-Driven 0.3% 4.0% 12.0% * * * * * * *
Maximum Sharpe Portfolio t.shar Tactical: DIY Risk/Reward -0.2% 2.8% 9.1% * * * * * * *
Target Return Post-Modern t.trdd Tactical: DIY Target Return 0.7% 3.5% 13.3% * * * * * * *
Active Combined Asset t.acap Tactical: DIY Momentum 1.4% 5.2% 24.0% * * * * * * *
Quarterly Asset Rotation t.qaro Tactical: DIY Momentum -0.6% 1.2% 14.9% * * * * * * *
Defensive Bond t.dbnd Tactical: DIY Momentum 0.7% 1.2% 8.2% * * * * * * *
Dynamic Harry Browne t.dyhb Tactical: DIY Momentum 0.0% 0.3% 9.9% * * * * * * *