Tactical: Managed, ranked by Historical Return
for period ending November 30, 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
Historical Return is the annual return for the last 5 calendar years.
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.
Historical Return | Total Return, annualized | |||||||||||||
Recipe Name | ID | Category | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Group Average | ||||||||||||||
S&P 500 Equal Weight | RSP | Equal Weight | * | * | * | * | 13.7% | 28.5% | * | * | * | * | * | |
Permanent Portfolio | PRPFX | Low Equity | * | * | * | * | 12.0% | 30.6% | * | * | * | * | * | |
Hedge Replication | HDG | Blended | * | * | * | * | 7.2% | 9.1% | * | * | * | * | * | |
DWA Tech Leaders | PDP | Blended | * | * | * | * | 20.9% | 44.7% | * | * | * | * | * | |
iSh Global Energy | PWC | Blended | * | * | * | * | 18.6% | 33.8% | * | * | * | * | * | |
IQ Hedge Multi-Strat | QAI | Blended | * | * | * | * | 10.1% | 10.8% | * | * | * | * | * | |
ProShares Lg Cap | CSM | Hedged: 130-30 | * | * | * | * | 23.5% | 33.2% | * | * | * | * | * | |
MultiAsset ETF | RLY | Hedged: Abs Return | * | * | * | * | 2.6% | 9.5% | * | * | * | * | * | |
IQ Merger Arbitrage | MNA | Hedged: Arbitrage | * | * | * | * | 0.2% | 6.6% | * | * | * | * | * | |
QuantSh AntiBeta | BTAL | Hedged: Mkt Neutral | * | * | * | * | -15.1% | -0.2% | * | * | * | * | * | |
WisdmTr EM HiYld | DEM | Income: Equity | * | * | * | * | 20.9% | 12.1% | * | * | * | * | * | |
WisdmTr EM SmCap | DGS | Income: Equity | * | * | * | * | 19.4% | 10.1% | * | * | * | * | * | |
WisdomTree ex-US | DLN | Income: Equity | * | * | * | * | 10.0% | 31.7% | * | * | * | * | * | |
WisdmTr Intl SmCap | DLS | Income: Equity | * | * | * | * | 15.3% | 13.5% | * | * | * | * | * | |
iShares Select Dividend | DVY | Income: Equity | * | * | * | * | 1.1% | 33.0% | * | * | * | * | * | |
SPDR S&P Int'l | DWX | Income: Equity | * | * | * | * | 14.8% | 11.8% | * | * | * | * | * | |
iShares Hi Div Equity | HDV | Income: Equity | * | * | * | * | 1.7% | 26.2% | * | * | * | * | * | |
iShr Intl Select Dividend | IDV | Income: Equity | * | * | * | * | 10.3% | 14.4% | * | * | * | * | * | |
PowerShares Intl Div | PID | Income: Equity | * | * | * | * | 14.3% | 14.5% | * | * | * | * | * | |
SPDR S&P Dividend | SDY | Income: Equity | * | * | * | * | 4.6% | 23.5% | * | * | * | * | * | |
Vanguard Hi Div Yld ETF | VYM | Income: Equity | * | * | * | * | 6.6% | 30.2% | * | * | * | * | * | |
PwrSh Sr Loan Portfolio | BKLN | Income: Float Rate | * | * | * | * | 12.5% | 10.0% | * | * | * | * | * | |
Gugg Multi-Asset | CVY | Income: Multi | * | * | * | * | 17.9% | 24.9% | * | * | * | * | * | |
Barclays Conv Bond | CWB | Income: Multi | * | * | * | * | 14.2% | 22.0% | * | * | * | * | * | |
ETF: SPDR Inc Alloc | INKM | Income: Multi | * | * | * | * | 10.3% | 15.1% | * | * | * | * | * | |
iSh MultiAsset Income | IYLD | Income: Multi | * | * | * | * | 12.5% | 9.5% | * | * | * | * | * | |
FirstTrust Multi-Asset | MDIV | Income: Multi | * | * | * | * | 11.5% | 19.1% | * | * | * | * | * | |
iShr Preferred ETF | PFF | Income: Multi | * | * | * | * | 9.2% | 14.5% | * | * | * | * | * | |
PowerSh Preferred ETF | PGX | Income: Multi | * | * | * | * | 9.5% | 13.2% | * | * | * | * | * | |
First Trust Focus 5 | FV | Sector Rotation | * | * | * | * | 11.3% | 30.2% | * | * | * | * | * | |
S&P Aggressive | AOA | Risk-Driven | * | * | * | * | 18.3% | 22.1% | * | * | * | * | * | |
S&P Conservative | AOK | Risk-Driven | * | * | * | * | 10.7% | 13.0% | * | * | * | * | * | |
S&P Moderate | AOM | Risk-Driven | * | * | * | * | 12.4% | 14.4% | * | * | * | * | * | |
S&P Growth | AOR | Risk-Driven | * | * | * | * | 15.7% | 18.2% | * | * | * | * | * | |
Dreyfus Alpha I | AVGRX | Blended | * | * | * | * | 4.2% | 12.4% | * | * | * | * | * | |
Principal GlobMultiStrat | PMSAX | Blended | * | * | * | * | 2.9% | 7.1% | * | * | * | * | * | |
Hundredfold Select | SFHYX | Blended | * | * | * | * | 6.1% | 7.7% | * | * | * | * | * | |
UBS Global Alloc | BPGLX | Global Macro | * | * | * | * | 9.7% | 18.5% | * | * | * | * | * | |
DFA Select Hedged | DSHGX | Global Macro | * | * | * | * | 20.1% | 29.0% | * | * | * | * | * | |
GMO Benchm-Free | GBMFX | Global Macro | * | * | * | * | 13.4% | 8.5% | * | * | * | * | * | |
Leuthold Global | GLBIX | Global Macro | * | * | * | * | 8.3% | 9.8% | * | * | * | * | * | |
GMO Global Alloc | GMWAX | Global Macro | * | * | * | * | 16.1% | 13.9% | * | * | * | * | * | |
Ivy Asset Strategy | IVAEX | Global Macro | * | * | * | * | 15.8% | 24.2% | * | * | * | * | * | |
Leuthold Core | LCORX | Global Macro | * | * | * | * | 11.7% | 18.5% | * | * | * | * | * | |
Loomis Global Eq Y | LSWWX | Global Macro | * | * | * | * | 22.4% | 25.0% | * | * | * | * | * | |
BlackRock Global I | MALOX | Global Macro | * | * | * | * | 11.4% | 17.8% | * | * | * | * | * | |
MFS Global Tot Ret | MFWIX | Global Macro | * | * | * | * | 10.5% | 15.0% | * | * | * | * | * | |
PIMCO All-Asset | PAUIX | Global Macro | * | * | * | * | 5.7% | 8.3% | * | * | * | * | * | |
Thornburg Inv Income Y | TIBIX | Global Macro | * | * | * | * | 18.2% | 19.8% | * | * | * | * | * | |
VALIC Global Strat | VGLSX | Global Macro | * | * | * | * | 15.5% | 21.5% | * | * | * | * | * | |
MainStay Int'l Opp | MYITX | Hedged: 130-30 | * | * | * | * | 13.1% | 16.6% | * | * | * | * | * | |
Absolute Strategies I | ASFIX | Hedged: Abs Return | * | * | * | * | -12.4% | -6.3% | * | * | * | * | * | |
MFS Target Return A | DVRAX | Hedged: Abs Return | * | * | * | * | 7.9% | 9.4% | * | * | * | * | * | |
EatonVance GlobalMacro | EIGMX | Hedged: Abs Return | * | * | * | * | 3.4% | 8.1% | * | * | * | * | * | |
Natixis ASG Global | GAFYX | Hedged: Abs Return | * | * | * | * | -1.3% | 7.5% | * | * | * | * | * | |
Goldman Sachs Instl | GARTX | Hedged: Abs Return | * | * | * | * | 7.8% | 9.3% | * | * | * | * | * | |
Jhancock Global Abs Ret I | JHAIX | Hedged: Abs Return | * | * | * | * | 4.9% | 9.3% | * | * | * | * | * | |
Putnam Abs Ret 100 Y | PARYX | Hedged: Abs Return | * | * | * | * | 2.9% | 2.3% | * | * | * | * | * | |
Putnam Abs Ret 300 Y | PYTRX | Hedged: Abs Return | * | * | * | * | 5.4% | 7.3% | * | * | * | * | * | |
AQR Divers N | ADANX | Hedged: Arbitrage | * | * | * | * | 4.2% | 4.0% | * | * | * | * | * | |
Arbitrage I | ARBNX | Hedged: Arbitrage | * | * | * | * | 6.1% | 4.8% | * | * | * | * | * | |
BlackRock EmMkt A | BLSAX | Hedged: Long/Short | * | * | * | * | 9.0% | 12.8% | * | * | * | * | * | |
Robeco Long/Short I | BPLSX | Hedged: Long/Short | * | * | * | * | 15.2% | 24.9% | * | * | * | * | * | |
Diamond Hill Long-Short I | DHLSX | Hedged: Long/Short | * | * | * | * | 9.9% | 13.1% | * | * | * | * | * | |
MainStay Marketfield A | MFADX | Hedged: Long/Short | * | * | * | * | 5.1% | 14.5% | * | * | * | * | * | |
Aberdeen Long-Short A | MLSAX | Hedged: Long/Short | * | * | * | * | 9.6% | 28.1% | * | * | * | * | * | |
Calamos Market Neu Inc | CVSIX | Hedged: Mkt Neutral | * | * | * | * | 3.9% | 3.0% | * | * | * | * | * | |
Gabelli ABC AAA | GABCX | Hedged: Mkt Neutral | * | * | * | * | 6.7% | 12.1% | * | * | * | * | * | |
JPMorgan Mkt Neutral A | JMNAX | Hedged: Mkt Neutral | * | * | * | * | 8.1% | 12.6% | * | * | * | * | * | |
Vanguard Market Neutral | VMNFX | Hedged: Mkt Neutral | * | * | * | * | 12.2% | 7.4% | * | * | * | * | * | |
Fidelity Equity | FEQTX | Income: Equity | * | * | * | * | 11.6% | 28.4% | * | * | * | * | * | |
Fidelity Strategic | FSDIX | Income: Equity | * | * | * | * | 9.4% | 25.1% | * | * | * | * | * | |
Columbia Div Income | LBSAX | Income: Equity | * | * | * | * | 10.2% | 27.6% | * | * | * | * | * | |
Invesco Divers Dividend | LCEIX | Income: Equity | * | * | * | * | 8.3% | 27.2% | * | * | * | * | * | |
BlackRock Eq Dividend | MDDVX | Income: Equity | * | * | * | * | 12.4% | 24.0% | * | * | * | * | * | |
T. Rowe Equity Income | PRFDX | Income: Equity | * | * | * | * | 9.7% | 28.0% | * | * | * | * | * | |
Schwab Div Equity | SWDSX | Income: Equity | * | * | * | * | 5.2% | 30.8% | * | * | * | * | * | |
Vanguard Equity | VEIPX | Income: Equity | * | * | * | * | 7.7% | 29.7% | * | * | * | * | * | |
Lord Abbett Float Rate | LFRAX | Income: Float Rate | * | * | * | * | 3.7% | 4.2% | * | * | * | * | * | |
Calamos Global Growth | CVLOX | Income: Global | * | * | * | * | 13.6% | 33.8% | * | * | * | * | * | |
Loomis Global Eq A | LGMAX | Income: Global | * | * | * | * | 22.2% | 24.7% | * | * | * | * | * | |
Neuberger Berman Eq Inc | NBHAX | Income: Global | * | * | * | * | 3.4% | 28.2% | * | * | * | * | * | |
Thornburg Inv Income A | TIBAX | Income: Global | * | * | * | * | 18.0% | 19.5% | * | * | * | * | * | |
Am Century Target Date | ARTOX | Income: Multi | * | * | * | * | 11.1% | 15.3% | * | * | * | * | * | |
BlackRock Strat Inc Opp | BASIX | Income: Multi | * | * | * | * | 3.0% | 3.6% | * | * | * | * | * | |
Calamos Convertible A | CCVIX | Income: Multi | * | * | * | * | 8.9% | 20.5% | * | * | * | * | * | |
Invesco Convertible Y | CNSDX | Income: Multi | * | * | * | * | 7.7% | 21.5% | * | * | * | * | * | |
Fidelity Convertibles | FCVSX | Income: Multi | * | * | * | * | 11.4% | 27.1% | * | * | * | * | * | |
Goldman Sachs Strat Inc | GSZAX | Income: Multi | * | * | * | * | 8.4% | 2.5% | * | * | * | * | * | |
Inst: Forward Select | KIFYX | Income: Multi | * | * | * | * | 8.8% | 19.3% | * | * | * | * | * | |
Nuveen Preferred I | NPSRX | Income: Multi | * | * | * | * | 1.4% | 8.5% | * | * | * | * | * | |
Pimco Income P | PONPX | Income: Multi | * | * | * | * | 3.2% | 2.9% | * | * | * | * | * | |
Principal Preferred | PPSIX | Income: Multi | * | * | * | * | 5.9% | 12.5% | * | * | * | * | * | |
T. Rowe Global Bond | PRSNX | Income: Multi | * | * | * | * | 6.9% | 3.7% | * | * | * | * | * | |
T. Rowe Retire Balanced | TRRIX | Income: Multi | * | * | * | * | 8.0% | 11.9% | * | * | * | * | * | |
Vanguard LifeStrategy | VASIX | Income: Multi | * | * | * | * | 8.9% | 10.9% | * | * | * | * | * | |
Vanguard Target Retire | VTINX | Income: Multi | * | * | * | * | 7.5% | 9.4% | * | * | * | * | * | |
Vanguard Wellesley Adm | VWIAX | Income: Multi | * | * | * | * | 7.1% | 14.6% | * | * | * | * | * | |
Fidelity Muni | FHIGX | Income: Tax Exempt | * | * | * | * | 4.0% | 2.6% | * | * | * | * | * | |
Nuveen Amer Muni | FLAAX | Income: Tax Exempt | * | * | * | * | 3.6% | 3.9% | * | * | * | * | * | |
BlackRock Nat'l Muni | MDNLX | Income: Tax Exempt | * | * | * | * | 2.7% | 1.3% | * | * | * | * | * | |
T. Rowe Summit Muni | PRINX | Income: Tax Exempt | * | * | * | * | 4.3% | 3.3% | * | * | * | * | * | |
Vanguard LT Tax-Exempt | VWLTX | Income: Tax Exempt | * | * | * | * | 4.2% | 2.6% | * | * | * | * | * | |
Sound Mind Investing | SMIFX | Momentum | * | * | * | * | 4.4% | 32.0% | * | * | * | * | * | |
Grimaldi Sector | NAVFX | Sector Rotation | * | * | * | * | 24.5% | 37.7% | * | * | * | * | * | |
FundX Upgrader | XCOR | Momentum | * | * | * | * | 14.3% | 35.2% | * | * | * | * | * | |
Ibbotson Balanced | BETFX | Risk-Driven | * | * | * | * | 12.2% | 19.9% | * | * | * | * | * | |
Columbia Thermostat Z | COTZX | Risk-Driven | * | * | * | * | 11.7% | 15.1% | * | * | * | * | * | |
Dodge & Cox Balanced | DODBX | Risk-Driven | * | * | * | * | 13.8% | 20.2% | * | * | * | * | * | |
Fidelity Balanced | FBALX | Risk-Driven | * | * | * | * | 20.3% | 26.3% | * | * | * | * | * | |
Fidelity Puritan | FPURX | Risk-Driven | * | * | * | * | 20.2% | 28.4% | * | * | * | * | * | |
Janus Balanced | JANBX | Risk-Driven | * | * | * | * | 13.2% | 25.1% | * | * | * | * | * | |
Schwab Balanced | SWOBX | Risk-Driven | * | * | * | * | 16.4% | 22.7% | * | * | * | * | * | |
Vanguard Balanced | VBIAX | Risk-Driven | * | * | * | * | 17.6% | 25.5% | * | * | * | * | * | |
ValueLine AssetAlloc | VLAAX | Risk-Driven | * | * | * | * | 21.4% | 22.3% | * | * | * | * | * | |
Vanguard Wellesley Inv | VWINX | Risk-Driven | * | * | * | * | 7.0% | 14.5% | * | * | * | * | * | |
Vanguard LifeStrat Growth | VASGX | Risk-Driven | * | * | * | * | 18.7% | 24.3% | * | * | * | * | * | |
Vanguard Wellington Inv | VWELX | Risk-Driven | * | * | * | * | 14.3% | 24.2% | * | * | * | * | * | |
Vanguard STAR Inv | VGSTX | Risk-Driven | * | * | * | * | 16.2% | 20.1% | * | * | * | * | * | |
FPA Crescent | FPACX | Risk-Driven | * | * | * | * | 15.9% | 17.6% | * | * | * | * | * | |
WF Asset Allocation | WFAIX | Risk-Driven | * | * | * | * | 16.8% | 26.1% | * | * | * | * | * | |
Berkshire Hathaway Inc | BRK.A | Global Macro | * | * | * | * | 15.8% | 32.6% | * | * | * | * | * |