Tactical: Managed, ranked by Beta
for period ending March 31, 2025
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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
Beta measures the volatility vs. the S&P 500 equity benchmark, as represented by the SPY exchange-traded fund. A beta of 1.10 means that the asset class is 10% more volatile than the benchmark.
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Portfolio Recipes: Tactical: Managed Peer Group
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Beta | 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 | 0.27 | * | * | * | * | * | 4.9% | * | * | * | * | * | |
S&P 500 | SPY | Benchmark | 1.00 | * | * | * | * | * | 8.3% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.74 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
S&P 500 Equal Weight | RSP | Equal Weight | 0.91 | * | * | * | * | * | 3.9% | * | * | * | * | * | |
Permanent Portfolio | PRPFX | Low Equity | 0.37 | * | * | * | * | * | 20.4% | * | * | * | * | * | |
Hedge Replication | HDG | Blended | 0.26 | * | * | * | * | * | 2.4% | * | * | * | * | * | |
DWA Tech Leaders | PDP | Blended | 1.49 | * | * | * | * | * | 1.4% | * | * | * | * | * | |
IQ Hedge Multi-Strat | QAI | Blended | 0.33 | * | * | * | * | * | 3.6% | * | * | * | * | * | |
ProShares Lg Cap | CSM | Hedged: 130-30 | 1.00 | * | * | * | * | * | 6.1% | * | * | * | * | * | |
MultiAsset ETF | RLY | Hedged: Abs Return | 0.18 | * | * | * | * | * | 5.4% | * | * | * | * | * | |
IQ Merger Arbitrage | MNA | Hedged: Arbitrage | 0.06 | * | * | * | * | * | 9.0% | * | * | * | * | * | |
QuantSh AntiBeta | BTAL | Hedged: Mkt Neutral | -0.76 | * | * | * | * | * | 19.7% | * | * | * | * | * | |
WisdmTr EM HiYld | DEM | Income: Equity | 0.09 | * | * | * | * | * | 6.1% | * | * | * | * | * | |
WisdmTr EM SmCap | DGS | Income: Equity | 0.19 | * | * | * | * | * | -1.9% | * | * | * | * | * | |
WisdomTree ex-US | DLN | Income: Equity | 0.79 | * | * | * | * | * | 12.2% | * | * | * | * | * | |
WisdmTr Intl SmCap | DLS | Income: Equity | 0.27 | * | * | * | * | * | 5.5% | * | * | * | * | * | |
iShares Select Dividend | DVY | Income: Equity | 0.77 | * | * | * | * | * | 13.1% | * | * | * | * | * | |
SPDR S&P Int'l | DWX | Income: Equity | 0.22 | * | * | * | * | * | 13.9% | * | * | * | * | * | |
iShares Hi Div Equity | HDV | Income: Equity | 0.35 | * | * | * | * | * | 13.9% | * | * | * | * | * | |
iShr Intl Select Dividend | IDV | Income: Equity | 0.11 | * | * | * | * | * | 17.4% | * | * | * | * | * | |
PowerShares Intl Div | PID | Income: Equity | 0.49 | * | * | * | * | * | 6.8% | * | * | * | * | * | |
SPDR S&P Dividend | SDY | Income: Equity | 0.62 | * | * | * | * | * | 6.1% | * | * | * | * | * | |
Vanguard Hi Div Yld ETF | VYM | Income: Equity | 0.75 | * | * | * | * | * | 9.8% | * | * | * | * | * | |
PwrSh Sr Loan Portfolio | BKLN | Income: Float Rate | 0.12 | * | * | * | * | * | 6.1% | * | * | * | * | * | |
Gugg Multi-Asset | CVY | Income: Multi | 0.74 | * | * | * | * | * | 2.7% | * | * | * | * | * | |
Barclays Conv Bond | CWB | Income: Multi | 0.79 | * | * | * | * | * | 7.0% | * | * | * | * | * | |
ETF: SPDR Inc Alloc | INKM | Income: Multi | 0.42 | * | * | * | * | * | 6.8% | * | * | * | * | * | |
iSh MultiAsset Income | IYLD | Income: Multi | 0.20 | * | * | * | * | * | 6.1% | * | * | * | * | * | |
FirstTrust Multi-Asset | MDIV | Income: Multi | 0.44 | * | * | * | * | * | 10.4% | * | * | * | * | * | |
iShr Preferred ETF | PFF | Income: Multi | 0.53 | * | * | * | * | * | 1.5% | * | * | * | * | * | |
PowerSh Preferred ETF | PGX | Income: Multi | 0.54 | * | * | * | * | * | 0.1% | * | * | * | * | * | |
First Trust Focus 5 | FV | Sector Rotation | 1.22 | * | * | * | * | * | -3.9% | * | * | * | * | * | |
S&P Aggressive | AOA | Risk-Driven | 0.66 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
S&P Conservative | AOK | Risk-Driven | 0.42 | * | * | * | * | * | 5.6% | * | * | * | * | * | |
S&P Moderate | AOM | Risk-Driven | 0.45 | * | * | * | * | * | 5.8% | * | * | * | * | * | |
S&P Growth | AOR | Risk-Driven | 0.57 | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Dreyfus Alpha I | AVGRX | Blended | 0.16 | * | * | * | * | * | 2.7% | * | * | * | * | * | |
Principal GlobMultiStrat | PMSAX | Blended | 0.23 | * | * | * | * | * | 3.9% | * | * | * | * | * | |
Hundredfold Select | SFHYX | Blended | 0.30 | * | * | * | * | * | 2.9% | * | * | * | * | * | |
UBS Global Alloc | BPGLX | Global Macro | 0.59 | * | * | * | * | * | 4.8% | * | * | * | * | * | |
DFA Select Hedged | DSHGX | Global Macro | 0.70 | * | * | * | * | * | 7.0% | * | * | * | * | * | |
GMO Benchm-Free | GBMFX | Global Macro | 0.07 | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Leuthold Global | GLBIX | Global Macro | 0.45 | * | * | * | * | * | 1.0% | * | * | * | * | * | |
GMO Global Alloc | GMWAX | Global Macro | 0.37 | * | * | * | * | * | 5.4% | * | * | * | * | * | |
Ivy Asset Strategy | IVAEX | Global Macro | 0.57 | * | * | * | * | * | 7.9% | * | * | * | * | * | |
Leuthold Core | LCORX | Global Macro | 0.74 | * | * | * | * | * | 0.3% | * | * | * | * | * | |
Loomis Global Eq Y | LSWWX | Global Macro | 0.81 | * | * | * | * | * | 4.5% | * | * | * | * | * | |
BlackRock Global I | MALOX | Global Macro | 0.65 | * | * | * | * | * | 4.7% | * | * | * | * | * | |
MFS Global Tot Ret | MFWIX | Global Macro | 0.43 | * | * | * | * | * | 5.0% | * | * | * | * | * | |
PIMCO All-Asset | PAUIX | Global Macro | 0.38 | * | * | * | * | * | 5.0% | * | * | * | * | * | |
Thornburg Inv Income Y | TIBIX | Global Macro | 0.15 | * | * | * | * | * | 17.4% | * | * | * | * | * | |
VALIC Global Strat | VGLSX | Global Macro | 0.57 | * | * | * | * | * | 6.2% | * | * | * | * | * | |
MainStay Int'l Opp | MYITX | Hedged: 130-30 | 0.29 | * | * | * | * | * | 9.8% | * | * | * | * | * | |
MFS Target Return A | DVRAX | Hedged: Abs Return | 0.12 | * | * | * | * | * | 8.2% | * | * | * | * | * | |
EatonVance GlobalMacro | EIGMX | Hedged: Abs Return | 0.07 | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Natixis ASG Global | GAFYX | Hedged: Abs Return | 0.38 | * | * | * | * | * | 3.7% | * | * | * | * | * | |
Goldman Sachs Instl | GARTX | Hedged: Abs Return | 0.37 | * | * | * | * | * | 4.3% | * | * | * | * | * | |
Jhancock Global Abs Ret I | JHAIX | Hedged: Abs Return | 0.48 | * | * | * | * | * | 3.6% | * | * | * | * | * | |
Putnam Abs Ret 100 Y | PARYX | Hedged: Abs Return | 0.06 | * | * | * | * | * | 2.9% | * | * | * | * | * | |
Putnam Abs Ret 300 Y | PYTRX | Hedged: Abs Return | 0.27 | * | * | * | * | * | 5.4% | * | * | * | * | * | |
AQR Divers N | ADANX | Hedged: Arbitrage | 0.00 | * | * | * | * | * | 4.4% | * | * | * | * | * | |
Arbitrage I | ARBNX | Hedged: Arbitrage | 0.09 | * | * | * | * | * | 4.5% | * | * | * | * | * | |
BlackRock EmMkt A | BLSAX | Hedged: Long/Short | 0.10 | * | * | * | * | * | 5.8% | * | * | * | * | * | |
Robeco Long/Short I | BPLSX | Hedged: Long/Short | 0.65 | * | * | * | * | * | 10.6% | * | * | * | * | * | |
Diamond Hill Long-Short I | DHLSX | Hedged: Long/Short | 0.30 | * | * | * | * | * | 4.3% | * | * | * | * | * | |
MainStay Marketfield A | MFADX | Hedged: Long/Short | 0.52 | * | * | * | * | * | -0.3% | * | * | * | * | * | |
Calamos Market Neu Inc | CVSIX | Hedged: Mkt Neutral | 0.08 | * | * | * | * | * | 6.7% | * | * | * | * | * | |
Gabelli ABC AAA | GABCX | Hedged: Mkt Neutral | 0.18 | * | * | * | * | * | 6.7% | * | * | * | * | * | |
JPMorgan Mkt Neutral A | JMNAX | Hedged: Mkt Neutral | 0.12 | * | * | * | * | * | 8.7% | * | * | * | * | * | |
Vanguard Market Neutral | VMNFX | Hedged: Mkt Neutral | -0.07 | * | * | * | * | * | 0.4% | * | * | * | * | * | |
Fidelity Equity | FEQTX | Income: Equity | 0.59 | * | * | * | * | * | 8.7% | * | * | * | * | * | |
Fidelity Strategic | FSDIX | Income: Equity | 0.70 | * | * | * | * | * | 8.1% | * | * | * | * | * | |
Columbia Div Income | LBSAX | Income: Equity | 0.73 | * | * | * | * | * | 8.7% | * | * | * | * | * | |
Invesco Divers Dividend | LCEIX | Income: Equity | 0.77 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
BlackRock Eq Dividend | MDDVX | Income: Equity | 0.59 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
T. Rowe Equity Income | PRFDX | Income: Equity | 0.69 | * | * | * | * | * | 7.3% | * | * | * | * | * | |
Schwab Div Equity | SWDSX | Income: Equity | 0.74 | * | * | * | * | * | 12.9% | * | * | * | * | * | |
Vanguard Equity | VEIPX | Income: Equity | 0.71 | * | * | * | * | * | 9.8% | * | * | * | * | * | |
Lord Abbett Float Rate | LFRAX | Income: Float Rate | 0.05 | * | * | * | * | * | 3.0% | * | * | * | * | * | |
Calamos Global Growth | CVLOX | Income: Global | 0.80 | * | * | * | * | * | 5.2% | * | * | * | * | * | |
Loomis Global Eq A | LGMAX | Income: Global | 0.81 | * | * | * | * | * | 4.3% | * | * | * | * | * | |
Neuberger Berman Eq Inc | NBHAX | Income: Global | 0.65 | * | * | * | * | * | 11.2% | * | * | * | * | * | |
Thornburg Inv Income A | TIBAX | Income: Global | 0.19 | * | * | * | * | * | 16.1% | * | * | * | * | * | |
Am Century Target Date | ARTOX | Income: Multi | 0.49 | * | * | * | * | * | 5.2% | * | * | * | * | * | |
BlackRock Strat Inc Opp | BASIX | Income: Multi | 0.20 | * | * | * | * | * | 2.4% | * | * | * | * | * | |
Calamos Convertible A | CCVIX | Income: Multi | 0.80 | * | * | * | * | * | 3.8% | * | * | * | * | * | |
Invesco Convertible Y | CNSDX | Income: Multi | 0.81 | * | * | * | * | * | 5.0% | * | * | * | * | * | |
Fidelity Convertibles | FCVSX | Income: Multi | 0.90 | * | * | * | * | * | 7.4% | * | * | * | * | * | |
Goldman Sachs Strat Inc | GSZAX | Income: Multi | 0.14 | * | * | * | * | * | 1.8% | * | * | * | * | * | |
Inst: Forward Select | KIFYX | Income: Multi | 0.49 | * | * | * | * | * | 4.1% | * | * | * | * | * | |
Nuveen Preferred I | NPSRX | Income: Multi | 0.19 | * | * | * | * | * | 4.2% | * | * | * | * | * | |
Pimco Income P | PONPX | Income: Multi | 0.21 | * | * | * | * | * | 2.7% | * | * | * | * | * | |
Principal Preferred | PPSIX | Income: Multi | 0.20 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
T. Rowe Global Bond | PRSNX | Income: Multi | 0.18 | * | * | * | * | * | 1.4% | * | * | * | * | * | |
T. Rowe Retire Balanced | TRRIX | Income: Multi | 0.37 | * | * | * | * | * | 4.2% | * | * | * | * | * | |
Vanguard LifeStrategy | VASIX | Income: Multi | 0.38 | * | * | * | * | * | 4.6% | * | * | * | * | * | |
Vanguard Target Retire | VTINX | Income: Multi | 0.38 | * | * | * | * | * | 4.9% | * | * | * | * | * | |
Vanguard Wellesley Adm | VWIAX | Income: Multi | 0.44 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Fidelity Muni | FHIGX | Income: Tax Exempt | 0.27 | * | * | * | * | * | -1.1% | * | * | * | * | * | |
Nuveen Amer Muni | FLAAX | Income: Tax Exempt | 0.29 | * | * | * | * | * | -0.1% | * | * | * | * | * | |
BlackRock Nat'l Muni | MDNLX | Income: Tax Exempt | 0.22 | * | * | * | * | * | -1.2% | * | * | * | * | * | |
T. Rowe Summit Muni | PRINX | Income: Tax Exempt | 0.27 | * | * | * | * | * | -0.8% | * | * | * | * | * | |
Vanguard LT Tax-Exempt | VWLTX | Income: Tax Exempt | 0.29 | * | * | * | * | * | -1.2% | * | * | * | * | * | |
Sound Mind Investing | SMIFX | Momentum | 1.09 | * | * | * | * | * | 4.1% | * | * | * | * | * | |
Grimaldi Sector | NAVFX | Sector Rotation | 1.10 | * | * | * | * | * | 7.9% | * | * | * | * | * | |
FundX Upgrader | XCOR | Momentum | 1.15 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Ibbotson Balanced | BETFX | Risk-Driven | 0.58 | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Columbia Thermostat Z | COTZX | Risk-Driven | 0.55 | * | * | * | * | * | 8.9% | * | * | * | * | * | |
Dodge & Cox Balanced | DODBX | Risk-Driven | 0.55 | * | * | * | * | * | 8.0% | * | * | * | * | * | |
Fidelity Balanced | FBALX | Risk-Driven | 0.74 | * | * | * | * | * | 6.7% | * | * | * | * | * | |
Fidelity Puritan | FPURX | Risk-Driven | 0.83 | * | * | * | * | * | 5.4% | * | * | * | * | * | |
Janus Balanced | JANBX | Risk-Driven | 0.76 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Schwab Balanced | SWOBX | Risk-Driven | 0.69 | * | * | * | * | * | 6.0% | * | * | * | * | * | |
Vanguard Balanced | VBIAX | Risk-Driven | 0.82 | * | * | * | * | * | 5.5% | * | * | * | * | * | |
ValueLine AssetAlloc | VLAAX | Risk-Driven | 0.77 | * | * | * | * | * | 7.5% | * | * | * | * | * | |
Vanguard Wellesley Inv | VWINX | Risk-Driven | 0.40 | * | * | * | * | * | 7.3% | * | * | * | * | * | |
Vanguard LifeStrat Growth | VASGX | Risk-Driven | 0.66 | * | * | * | * | * | 7.6% | * | * | * | * | * | |
Vanguard Wellington Inv | VWELX | Risk-Driven | 0.67 | * | * | * | * | * | 8.4% | * | * | * | * | * | |
Vanguard STAR Inv | VGSTX | Risk-Driven | 0.66 | * | * | * | * | * | 5.0% | * | * | * | * | * | |
FPA Crescent | FPACX | Risk-Driven | 0.49 | * | * | * | * | * | 6.9% | * | * | * | * | * | |
WF Asset Allocation | WFAIX | Risk-Driven | 0.77 | * | * | * | * | * | 7.3% | * | * | * | * | * | |
Berkshire Hathaway Inc | BRK.A | Global Macro | 0.55 | * | * | * | * | * | 25.8% | * | * | * | * | * |