Tactical: Managed, ranked by Risk vs. Return Compass

for period ending June 30, 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

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.

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Portfolio Recipes: Tactical: Managed Peer Group
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      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              
 
U.S. Total Bond Market BND Benchmark 198° * * * * * * * * * *   6.1% * * * * *
S&P 500 SPY Benchmark 33° * * * * * * * * * *   14.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   11.6% * * * * *
S&P 500 Equal Weight RSP Equal Weight 77° * * * * * * * * * *   12.4% * * * * *
Permanent Portfolio PRPFX Low Equity 1° * * * * * * * * * *   22.6% * * * * *
Hedge Replication HDG Blended 201° * * * * * * * * * *   4.5% * * * * *
Inv Dorsey Wright PDP Blended 93° * * * * * * * * * *   11.2% * * * * *
Inv Dynamic Market PWC Blended 77° * * * * * * * * * *   12.4% * * * * *
NYLI Hedge Multi-Strat QAI Blended 208° * * * * * * * * * *   6.5% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 32° * * * * * * * * * *   14.9% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 168° * * * * * * * * * *   8.2% * * * * *
NYLI Merger Arbitrage MNA Hedged: Arbitrage 270° * * * * * * * * * *   11.6% * * * * *
AGF AntiBeta BTAL Hedged: Mkt Neutral 162° * * * * * * * * * *   -6.6% * * * * *
WisdmTr EM HiYld DEM Income: Equity 172° * * * * * * * * * *   10.1% * * * * *
WisdmTr EM SmCap DGS Income: Equity 133° * * * * * * * * * *   10.5% * * * * *
WisdomTree ex-US DLN Income: Equity 33° * * * * * * * * * *   15.2% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 14° * * * * * * * * * *   23.7% * * * * *
iShares Select Dividend DVY Income: Equity 64° * * * * * * * * * *   14.1% * * * * *
SPDR S&P Int'l DWX Income: Equity 11° * * * * * * * * * *   27.6% * * * * *
iShares Core Hi Div HDV Income: Equity 90° * * * * * * * * * *   11.6% * * * * *
iShr Intl Select Dividend IDV Income: Equity 8° * * * * * * * * * *   32.0% * * * * *
Invesco Intl Div PID Income: Equity 15° * * * * * * * * * *   18.8% * * * * *
SPDR S&P Dividend SDY Income: Equity 114° * * * * * * * * * *   9.6% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 33° * * * * * * * * * *   15.5% * * * * *
Invesco Sr Loan ETF BKLN Income: Float Rate 227° * * * * * * * * * *   7.6% * * * * *
Invesco Multi-Asset CVY Income: Multi 141° * * * * * * * * * *   6.7% * * * * *
SPDR Conv Sec CWB Income: Multi 13° * * * * * * * * * *   17.0% * * * * *
SPDR Inc Alloc INKM Income: Multi 220° * * * * * * * * * *   10.6% * * * * *
iSh MultiAsset Income IYLD Income: Multi 232° * * * * * * * * * *   10.0% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 170° * * * * * * * * * *   7.3% * * * * *
iShr Preferred ETF PFF Income: Multi 180° * * * * * * * * * *   3.7% * * * * *
Invesco Preferred ETF PGX Income: Multi 178° * * * * * * * * * *   2.2% * * * * *
First Trust Focus 5 FV Sector Rotation 146° * * * * * * * * * *   3.9% * * * * *
iShr Aggressive AOA Risk-Driven 356° * * * * * * * * * *   14.1% * * * * *
iShr Conservative AOK Risk-Driven 219° * * * * * * * * * *   9.4% * * * * *
iShr Moderate AOM Risk-Driven 234° * * * * * * * * * *   10.5% * * * * *
iShr Growth AOR Risk-Driven 309° * * * * * * * * * *   12.3% * * * * *
BNY Dynamic Ins AVGRX Blended 196° * * * * * * * * * *   1.9% * * * * *
Principal GlobMultiStrat PMSAX Blended 213° * * * * * * * * * *   6.2% * * * * *
Hundredfold Select SFHYX Blended 224° * * * * * * * * * *   8.9% * * * * *
UBS Global Alloc BPGLX Global Macro 314° * * * * * * * * * *   12.2% * * * * *
DFA Select Hedged DSHGX Global Macro 4° * * * * * * * * * *   14.8% * * * * *
GMO Benchm-Free GBMFX Global Macro 228° * * * * * * * * * *   10.2% * * * * *
Leuthold Global GLBIX Global Macro 179° * * * * * * * * * *   8.9% * * * * *
GMO Global Alloc GMWAX Global Macro 308° * * * * * * * * * *   12.4% * * * * *
Mac Asset Strategy IVAEX Global Macro 340° * * * * * * * * * *   14.7% * * * * *
Leuthold Core LCORX Global Macro 134° * * * * * * * * * *   10.0% * * * * *
Loomis Global Alloc Y LSWWX Global Macro 110° * * * * * * * * * *   11.2% * * * * *
BlackRock Global I MALOX Global Macro 351° * * * * * * * * * *   15.2% * * * * *
MFS Global Tot Ret MFWIX Global Macro 351° * * * * * * * * * *   12.0% * * * * *
PIMCO All-Asset PAUIX Global Macro 189° * * * * * * * * * *   9.6% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 347° * * * * * * * * * *   25.7% * * * * *
VALIC Global Strat VGLSX Global Macro 323° * * * * * * * * * *   13.5% * * * * *
NYLI Int'l Res MYITX Hedged: 130-30 359° * * * * * * * * * *   22.1% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 249° * * * * * * * * * *   9.9% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 233° * * * * * * * * * *   8.3% * * * * *
Virtus ASG Global GAFYX Hedged: Abs Return 194° * * * * * * * * * *   5.4% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 200° * * * * * * * * * *   6.1% * * * * *
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return 188° * * * * * * * * * *   8.5% * * * * *
Putnam Short Dur Y PARYX Hedged: Abs Return 210° * * * * * * * * * *   4.2% * * * * *
Putnam Core Bond Y PYTRX Hedged: Abs Return 200° * * * * * * * * * *   6.2% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 219° * * * * * * * * * *   6.5% * * * * *
Arbitrage Fund ARBNX Hedged: Arbitrage 226° * * * * * * * * * *   7.0% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 331° * * * * * * * * * *   13.0% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 5° * * * * * * * * * *   22.4% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 239° * * * * * * * * * *   9.8% * * * * *
Cromwell L/S MFADX Hedged: Long/Short 77° * * * * * * * * * *   11.8% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 229° * * * * * * * * * *   7.3% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 219° * * * * * * * * * *   7.5% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 226° * * * * * * * * * *   8.3% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 201° * * * * * * * * * *   4.5% * * * * *
Fidelity Equity FEQTX Income: Equity 22° * * * * * * * * * *   17.3% * * * * *
Fidelity Strategic FSDIX Income: Equity 105° * * * * * * * * * *   11.1% * * * * *
Columbia Div Income LBSAX Income: Equity 50° * * * * * * * * * *   13.5% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 60° * * * * * * * * * *   13.3% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 58° * * * * * * * * * *   13.4% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 107° * * * * * * * * * *   10.5% * * * * *
Schwab Div Equity SWDSX Income: Equity 15° * * * * * * * * * *   18.0% * * * * *
Vanguard Equity VEIPX Income: Equity 29° * * * * * * * * * *   15.3% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 208° * * * * * * * * * *   4.0% * * * * *
Calamos Global Opp CVLOX Income: Global 39° * * * * * * * * * *   13.5% * * * * *
Loomis Global Alloc A LGMAX Income: Global 121° * * * * * * * * * *   10.9% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 18° * * * * * * * * * *   17.9% * * * * *
Thornburg Inv Income A TIBAX Income: Global 345° * * * * * * * * * *   24.4% * * * * *
Am Century Target Date ARTOX Income: Multi 218° * * * * * * * * * *   9.7% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 208° * * * * * * * * * *   5.8% * * * * *
Calamos Convertible CCVIX Income: Multi 38° * * * * * * * * * *   15.0% * * * * *
Invesco Convertible Y CNSDX Income: Multi 23° * * * * * * * * * *   15.9% * * * * *
Fidelity Convertibles FCVSX Income: Multi 84° * * * * * * * * * *   12.0% * * * * *
Goldman Sachs Dyn A GSZAX Income: Multi 206° * * * * * * * * * *   5.2% * * * * *
WestWood REs Inc KIFYX Income: Multi 176° * * * * * * * * * *   2.0% * * * * *
Nuveen Preferred I NPSRX Income: Multi 217° * * * * * * * * * *   7.0% * * * * *
Pimco Income PONPX Income: Multi 207° * * * * * * * * * *   6.1% * * * * *
Principal Spectrum PPSIX Income: Multi 228° * * * * * * * * * *   8.0% * * * * *
T. Rowe Price Global PRSNX Income: Multi 204° * * * * * * * * * *   3.7% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 210° * * * * * * * * * *   7.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 207° * * * * * * * * * *   7.8% * * * * *
Vanguard Target Retire VTINX Income: Multi 218° * * * * * * * * * *   8.7% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 202° * * * * * * * * * *   9.2% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 186° * * * * * * * * * *   -3.0% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 189° * * * * * * * * * *   -1.1% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 191° * * * * * * * * * *   -1.3% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 188° * * * * * * * * * *   -1.7% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 187° * * * * * * * * * *   -1.5% * * * * *
Sound Mind Investing SMIFX Momentum 147° * * * * * * * * * *   6.0% * * * * *
Sector Rotation NAVFX Sector Rotation 38° * * * * * * * * * *   17.0% * * * * *
FundX ETF XCOR Momentum 105° * * * * * * * * * *   10.4% * * * * *
ALPS Insurance Trust BETFX Risk-Driven 282° * * * * * * * * * *   11.8% * * * * *
Columbia Thermostat COTZX Risk-Driven 332° * * * * * * * * * *   14.7% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 53° * * * * * * * * * *   12.0% * * * * *
Fidelity Balanced FBALX Risk-Driven 155° * * * * * * * * * *   8.1% * * * * *
Fidelity Puritan FPURX Risk-Driven 155° * * * * * * * * * *   6.0% * * * * *
Janus Balanced JANBX Risk-Driven 16° * * * * * * * * * *   13.6% * * * * *
Schwab Balanced SWOBX Risk-Driven 233° * * * * * * * * * *   11.2% * * * * *
Vanguard Balanced VBIAX Risk-Driven 112° * * * * * * * * * *   11.0% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 102° * * * * * * * * * *   11.3% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 221° * * * * * * * * * *   10.1% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 351° * * * * * * * * * *   14.8% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 352° * * * * * * * * * *   14.8% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 12° * * * * * * * * * *   12.0% * * * * *
FPA Crescent FPACX Risk-Driven 178° * * * * * * * * * *   10.7% * * * * *
Allspring Asset Alloc WFAIX Risk-Driven 173° * * * * * * * * * *   10.7% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 41° * * * * * * * * * *   19.0% * * * * *