Tactical: Managed, ranked by Risk vs. Return Compass

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

Risk vs. Return Compass is portfolio comparison tool that produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular recipe on the scatter plot concerning downside deviation and annual return.

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

      Risk vs. Return Compass   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              
 
S&P 500 Equal Weight RSP Equal Weight 18° * * * * * * * * * *   28.5% * * * * *
Permanent Portfolio PRPFX Low Equity 333° * * * * * * * * * *   30.6% * * * * *
Hedge Replication HDG Blended 193° * * * * * * * * * *   9.1% * * * * *
DWA Tech Leaders PDP Blended 11° * * * * * * * * * *   44.7% * * * * *
iSh Global Energy PWC Blended 13° * * * * * * * * * *   33.8% * * * * *
IQ Hedge Multi-Strat QAI Blended 195° * * * * * * * * * *   10.8% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 11° * * * * * * * * * *   33.2% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 182° * * * * * * * * * *   9.5% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 189° * * * * * * * * * *   6.6% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 162° * * * * * * * * * *   -0.2% * * * * *
WisdmTr EM HiYld DEM Income: Equity 178° * * * * * * * * * *   12.1% * * * * *
WisdmTr EM SmCap DGS Income: Equity 173° * * * * * * * * * *   10.1% * * * * *
WisdomTree ex-US DLN Income: Equity 3° * * * * * * * * * *   31.7% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 157° * * * * * * * * * *   13.5% * * * * *
iShares Select Dividend DVY Income: Equity 4° * * * * * * * * * *   33.0% * * * * *
SPDR S&P Int'l DWX Income: Equity 169° * * * * * * * * * *   11.8% * * * * *
iShares Hi Div Equity HDV Income: Equity 330° * * * * * * * * * *   26.2% * * * * *
iShr Intl Select Dividend IDV Income: Equity 160° * * * * * * * * * *   14.4% * * * * *
PowerShares Intl Div PID Income: Equity 167° * * * * * * * * * *   14.5% * * * * *
SPDR S&P Dividend SDY Income: Equity 51° * * * * * * * * * *   23.5% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 1° * * * * * * * * * *   30.2% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 199° * * * * * * * * * *   10.0% * * * * *
Gugg Multi-Asset CVY Income: Multi 10° * * * * * * * * * *   24.9% * * * * *
Barclays Conv Bond CWB Income: Multi 174° * * * * * * * * * *   22.0% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 185° * * * * * * * * * *   15.1% * * * * *
iSh MultiAsset Income IYLD Income: Multi 187° * * * * * * * * * *   9.5% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 216° * * * * * * * * * *   19.1% * * * * *
iShr Preferred ETF PFF Income: Multi 184° * * * * * * * * * *   14.5% * * * * *
PowerSh Preferred ETF PGX Income: Multi 177° * * * * * * * * * *   13.2% * * * * *
First Trust Focus 5 FV Sector Rotation 24° * * * * * * * * * *   30.2% * * * * *
S&P Aggressive AOA Risk-Driven 168° * * * * * * * * * *   22.1% * * * * *
S&P Conservative AOK Risk-Driven 185° * * * * * * * * * *   13.0% * * * * *
S&P Moderate AOM Risk-Driven 185° * * * * * * * * * *   14.4% * * * * *
S&P Growth AOR Risk-Driven 183° * * * * * * * * * *   18.2% * * * * *
Dreyfus Alpha I AVGRX Blended 197° * * * * * * * * * *   12.4% * * * * *
Principal GlobMultiStrat PMSAX Blended 187° * * * * * * * * * *   7.1% * * * * *
Hundredfold Select SFHYX Blended 187° * * * * * * * * * *   7.7% * * * * *
UBS Global Alloc BPGLX Global Macro 189° * * * * * * * * * *   18.5% * * * * *
DFA Select Hedged DSHGX Global Macro 350° * * * * * * * * * *   29.0% * * * * *
GMO Benchm-Free GBMFX Global Macro 183° * * * * * * * * * *   8.5% * * * * *
Leuthold Global GLBIX Global Macro 177° * * * * * * * * * *   9.8% * * * * *
GMO Global Alloc GMWAX Global Macro 180° * * * * * * * * * *   13.9% * * * * *
Ivy Asset Strategy IVAEX Global Macro 317° * * * * * * * * * *   24.2% * * * * *
Leuthold Core LCORX Global Macro 172° * * * * * * * * * *   18.5% * * * * *
Loomis Global Eq Y LSWWX Global Macro 16° * * * * * * * * * *   25.0% * * * * *
BlackRock Global I MALOX Global Macro 180° * * * * * * * * * *   17.8% * * * * *
MFS Global Tot Ret MFWIX Global Macro 181° * * * * * * * * * *   15.0% * * * * *
PIMCO All-Asset PAUIX Global Macro 178° * * * * * * * * * *   8.3% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 216° * * * * * * * * * *   19.8% * * * * *
VALIC Global Strat VGLSX Global Macro 203° * * * * * * * * * *   21.5% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 176° * * * * * * * * * *   16.6% * * * * *
Absolute Strategies I ASFIX Hedged: Abs Return 176° * * * * * * * * * *   -6.3% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 196° * * * * * * * * * *   9.4% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 195° * * * * * * * * * *   8.1% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 179° * * * * * * * * * *   7.5% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 192° * * * * * * * * * *   9.3% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 182° * * * * * * * * * *   9.3% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 190° * * * * * * * * * *   2.3% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 183° * * * * * * * * * *   7.3% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 190° * * * * * * * * * *   4.0% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 189° * * * * * * * * * *   4.8% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 177° * * * * * * * * * *   12.8% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 353° * * * * * * * * * *   24.9% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 193° * * * * * * * * * *   13.1% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 193° * * * * * * * * * *   14.5% * * * * *
Aberdeen Long-Short A MLSAX Hedged: Long/Short 35° * * * * * * * * * *   28.1% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 182° * * * * * * * * * *   3.0% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 203° * * * * * * * * * *   12.1% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 193° * * * * * * * * * *   12.6% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 187° * * * * * * * * * *   7.4% * * * * *
Fidelity Equity FEQTX Income: Equity 2° * * * * * * * * * *   28.4% * * * * *
Fidelity Strategic FSDIX Income: Equity 357° * * * * * * * * * *   25.1% * * * * *
Columbia Div Income LBSAX Income: Equity 358° * * * * * * * * * *   27.6% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 358° * * * * * * * * * *   27.2% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 313° * * * * * * * * * *   24.0% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 354° * * * * * * * * * *   28.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 6° * * * * * * * * * *   30.8% * * * * *
Vanguard Equity VEIPX Income: Equity 356° * * * * * * * * * *   29.7% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 193° * * * * * * * * * *   4.2% * * * * *
Calamos Global Growth CVLOX Income: Global 353° * * * * * * * * * *   33.8% * * * * *
Loomis Global Eq A LGMAX Income: Global 18° * * * * * * * * * *   24.7% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 347° * * * * * * * * * *   28.2% * * * * *
Thornburg Inv Income A TIBAX Income: Global 213° * * * * * * * * * *   19.5% * * * * *
Am Century Target Date ARTOX Income: Multi 189° * * * * * * * * * *   15.3% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 186° * * * * * * * * * *   3.6% * * * * *
Calamos Convertible A CCVIX Income: Multi 209° * * * * * * * * * *   20.5% * * * * *
Invesco Convertible Y CNSDX Income: Multi 206° * * * * * * * * * *   21.5% * * * * *
Fidelity Convertibles FCVSX Income: Multi 350° * * * * * * * * * *   27.1% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 187° * * * * * * * * * *   2.5% * * * * *
Inst: Forward Select KIFYX Income: Multi 211° * * * * * * * * * *   19.3% * * * * *
Nuveen Preferred I NPSRX Income: Multi 191° * * * * * * * * * *   8.5% * * * * *
Pimco Income P PONPX Income: Multi 184° * * * * * * * * * *   2.9% * * * * *
Principal Preferred PPSIX Income: Multi 197° * * * * * * * * * *   12.5% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 187° * * * * * * * * * *   3.7% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 190° * * * * * * * * * *   11.9% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 187° * * * * * * * * * *   10.9% * * * * *
Vanguard Target Retire VTINX Income: Multi 188° * * * * * * * * * *   9.4% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 190° * * * * * * * * * *   14.6% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 186° * * * * * * * * * *   2.6% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 187° * * * * * * * * * *   3.9% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 187° * * * * * * * * * *   1.3% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 187° * * * * * * * * * *   3.3% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 185° * * * * * * * * * *   2.6% * * * * *
Sound Mind Investing SMIFX Momentum 6° * * * * * * * * * *   32.0% * * * * *
Grimaldi Sector NAVFX Sector Rotation 5° * * * * * * * * * *   37.7% * * * * *
FundX Upgrader XCOR Momentum 7° * * * * * * * * * *   35.2% * * * * *
Ibbotson Balanced BETFX Risk-Driven 197° * * * * * * * * * *   19.9% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 187° * * * * * * * * * *   15.1% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 213° * * * * * * * * * *   20.2% * * * * *
Fidelity Balanced FBALX Risk-Driven 349° * * * * * * * * * *   26.3% * * * * *
Fidelity Puritan FPURX Risk-Driven 360° * * * * * * * * * *   28.4% * * * * *
Janus Balanced JANBX Risk-Driven 354° * * * * * * * * * *   25.1% * * * * *
Schwab Balanced SWOBX Risk-Driven 263° * * * * * * * * * *   22.7% * * * * *
Vanguard Balanced VBIAX Risk-Driven 357° * * * * * * * * * *   25.5% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 115° * * * * * * * * * *   22.3% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 190° * * * * * * * * * *   14.5% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 346° * * * * * * * * * *   24.3% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 320° * * * * * * * * * *   24.2% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 187° * * * * * * * * * *   20.1% * * * * *
FPA Crescent FPACX Risk-Driven 204° * * * * * * * * * *   17.6% * * * * *
WF Asset Allocation WFAIX Risk-Driven 3° * * * * * * * * * *   26.1% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 26° * * * * * * * * * *   32.6% * * * * *