Tactical: Managed, ranked by Risk vs. Return Compass

for period ending March 31, 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 235° * * * * * * * * * *   4.9% * * * * *
S&P 500 SPY Benchmark 46° * * * * * * * * * *   8.3% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   6.4% * * * * *
S&P 500 Equal Weight RSP Equal Weight 129° * * * * * * * * * *   3.9% * * * * *
Permanent Portfolio PRPFX Low Equity 356° * * * * * * * * * *   20.4% * * * * *
Hedge Replication HDG Blended 223° * * * * * * * * * *   2.4% * * * * *
DWA Tech Leaders PDP Blended 125° * * * * * * * * * *   1.4% * * * * *
IQ Hedge Multi-Strat QAI Blended 232° * * * * * * * * * *   3.6% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 98° * * * * * * * * * *   6.1% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 205° * * * * * * * * * *   5.4% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 301° * * * * * * * * * *   9.0% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 5° * * * * * * * * * *   19.7% * * * * *
WisdmTr EM HiYld DEM Income: Equity 252° * * * * * * * * * *   6.1% * * * * *
WisdmTr EM SmCap DGS Income: Equity 184° * * * * * * * * * *   -1.9% * * * * *
WisdomTree ex-US DLN Income: Equity 17° * * * * * * * * * *   12.2% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 115° * * * * * * * * * *   5.5% * * * * *
iShares Select Dividend DVY Income: Equity 28° * * * * * * * * * *   13.1% * * * * *
SPDR S&P Int'l DWX Income: Equity 15° * * * * * * * * * *   13.9% * * * * *
iShares Hi Div Equity HDV Income: Equity 12° * * * * * * * * * *   13.9% * * * * *
iShr Intl Select Dividend IDV Income: Equity 12° * * * * * * * * * *   17.4% * * * * *
PowerShares Intl Div PID Income: Equity 79° * * * * * * * * * *   6.8% * * * * *
SPDR S&P Dividend SDY Income: Equity 95° * * * * * * * * * *   6.1% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 20° * * * * * * * * * *   9.8% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 266° * * * * * * * * * *   6.1% * * * * *
Gugg Multi-Asset CVY Income: Multi 150° * * * * * * * * * *   2.7% * * * * *
Barclays Conv Bond CWB Income: Multi 57° * * * * * * * * * *   7.0% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 290° * * * * * * * * * *   6.8% * * * * *
iSh MultiAsset Income IYLD Income: Multi 263° * * * * * * * * * *   6.1% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 342° * * * * * * * * * *   10.4% * * * * *
iShr Preferred ETF PFF Income: Multi 182° * * * * * * * * * *   1.5% * * * * *
PowerSh Preferred ETF PGX Income: Multi 175° * * * * * * * * * *   0.1% * * * * *
First Trust Focus 5 FV Sector Rotation 154° * * * * * * * * * *   -3.9% * * * * *
S&P Aggressive AOA Risk-Driven 293° * * * * * * * * * *   6.6% * * * * *
S&P Conservative AOK Risk-Driven 248° * * * * * * * * * *   5.6% * * * * *
S&P Moderate AOM Risk-Driven 251° * * * * * * * * * *   5.8% * * * * *
S&P Growth AOR Risk-Driven 259° * * * * * * * * * *   6.2% * * * * *
Dreyfus Alpha I AVGRX Blended 231° * * * * * * * * * *   2.7% * * * * *
Principal GlobMultiStrat PMSAX Blended 241° * * * * * * * * * *   3.9% * * * * *
Hundredfold Select SFHYX Blended 218° * * * * * * * * * *   2.9% * * * * *
UBS Global Alloc BPGLX Global Macro 208° * * * * * * * * * *   4.8% * * * * *
DFA Select Hedged DSHGX Global Macro 324° * * * * * * * * * *   7.0% * * * * *
GMO Benchm-Free GBMFX Global Macro 265° * * * * * * * * * *   6.2% * * * * *
Leuthold Global GLBIX Global Macro 178° * * * * * * * * * *   1.0% * * * * *
GMO Global Alloc GMWAX Global Macro 234° * * * * * * * * * *   5.4% * * * * *
Ivy Asset Strategy IVAEX Global Macro 317° * * * * * * * * * *   7.9% * * * * *
Leuthold Core LCORX Global Macro 167° * * * * * * * * * *   0.3% * * * * *
Loomis Global Eq Y LSWWX Global Macro 150° * * * * * * * * * *   4.5% * * * * *
BlackRock Global I MALOX Global Macro 195° * * * * * * * * * *   4.7% * * * * *
MFS Global Tot Ret MFWIX Global Macro 193° * * * * * * * * * *   5.0% * * * * *
PIMCO All-Asset PAUIX Global Macro 205° * * * * * * * * * *   5.0% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 341° * * * * * * * * * *   17.4% * * * * *
VALIC Global Strat VGLSX Global Macro 262° * * * * * * * * * *   6.2% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 345° * * * * * * * * * *   9.8% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 289° * * * * * * * * * *   8.2% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 275° * * * * * * * * * *   6.8% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 228° * * * * * * * * * *   3.7% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 236° * * * * * * * * * *   4.3% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 191° * * * * * * * * * *   3.6% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 236° * * * * * * * * * *   2.9% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 246° * * * * * * * * * *   5.4% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 248° * * * * * * * * * *   4.4% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 246° * * * * * * * * * *   4.5% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 254° * * * * * * * * * *   5.8% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 8° * * * * * * * * * *   10.6% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 240° * * * * * * * * * *   4.3% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 182° * * * * * * * * * *   -0.3% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 273° * * * * * * * * * *   6.7% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 273° * * * * * * * * * *   6.7% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 297° * * * * * * * * * *   8.7% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 209° * * * * * * * * * *   0.4% * * * * *
Fidelity Equity FEQTX Income: Equity 39° * * * * * * * * * *   8.7% * * * * *
Fidelity Strategic FSDIX Income: Equity 35° * * * * * * * * * *   8.1% * * * * *
Columbia Div Income LBSAX Income: Equity 25° * * * * * * * * * *   8.7% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 84° * * * * * * * * * *   6.6% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 82° * * * * * * * * * *   6.6% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 63° * * * * * * * * * *   7.3% * * * * *
Schwab Div Equity SWDSX Income: Equity 14° * * * * * * * * * *   12.9% * * * * *
Vanguard Equity VEIPX Income: Equity 14° * * * * * * * * * *   9.8% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 236° * * * * * * * * * *   3.0% * * * * *
Calamos Global Growth CVLOX Income: Global 157° * * * * * * * * * *   5.2% * * * * *
Loomis Global Eq A LGMAX Income: Global 153° * * * * * * * * * *   4.3% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 14° * * * * * * * * * *   11.2% * * * * *
Thornburg Inv Income A TIBAX Income: Global 339° * * * * * * * * * *   16.1% * * * * *
Am Century Target Date ARTOX Income: Multi 234° * * * * * * * * * *   5.2% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 221° * * * * * * * * * *   2.4% * * * * *
Calamos Convertible A CCVIX Income: Multi 151° * * * * * * * * * *   3.8% * * * * *
Invesco Convertible Y CNSDX Income: Multi 143° * * * * * * * * * *   5.0% * * * * *
Fidelity Convertibles FCVSX Income: Multi 63° * * * * * * * * * *   7.4% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 221° * * * * * * * * * *   1.8% * * * * *
Inst: Forward Select KIFYX Income: Multi 185° * * * * * * * * * *   4.1% * * * * *
Nuveen Preferred I NPSRX Income: Multi 242° * * * * * * * * * *   4.2% * * * * *
Pimco Income P PONPX Income: Multi 218° * * * * * * * * * *   2.7% * * * * *
Principal Preferred PPSIX Income: Multi 272° * * * * * * * * * *   6.6% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 215° * * * * * * * * * *   1.4% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 230° * * * * * * * * * *   4.2% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 231° * * * * * * * * * *   4.6% * * * * *
Vanguard Target Retire VTINX Income: Multi 240° * * * * * * * * * *   4.9% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 270° * * * * * * * * * *   6.4% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 200° * * * * * * * * * *   -1.1% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 204° * * * * * * * * * *   -0.1% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 204° * * * * * * * * * *   -1.2% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 201° * * * * * * * * * *   -0.8% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 198° * * * * * * * * * *   -1.2% * * * * *
Sound Mind Investing SMIFX Momentum 123° * * * * * * * * * *   4.1% * * * * *
Grimaldi Sector NAVFX Sector Rotation 67° * * * * * * * * * *   7.9% * * * * *
FundX Upgrader XCOR Momentum 90° * * * * * * * * * *   6.4% * * * * *
Ibbotson Balanced BETFX Risk-Driven 262° * * * * * * * * * *   6.2% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 326° * * * * * * * * * *   8.9% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 350° * * * * * * * * * *   8.0% * * * * *
Fidelity Balanced FBALX Risk-Driven 347° * * * * * * * * * *   6.7% * * * * *
Fidelity Puritan FPURX Risk-Driven 141° * * * * * * * * * *   5.4% * * * * *
Janus Balanced JANBX Risk-Driven 84° * * * * * * * * * *   6.4% * * * * *
Schwab Balanced SWOBX Risk-Driven 234° * * * * * * * * * *   6.0% * * * * *
Vanguard Balanced VBIAX Risk-Driven 127° * * * * * * * * * *   5.5% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 59° * * * * * * * * * *   7.5% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 298° * * * * * * * * * *   7.3% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 333° * * * * * * * * * *   7.6% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 338° * * * * * * * * * *   8.4% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 186° * * * * * * * * * *   5.0% * * * * *
FPA Crescent FPACX Risk-Driven 285° * * * * * * * * * *   6.9% * * * * *
WF Asset Allocation WFAIX Risk-Driven 20° * * * * * * * * * *   7.3% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 16° * * * * * * * * * *   25.8% * * * * *