Tactical: Managed, ranked by Risk vs. Return Compass

for period ending February 28, 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              
 
S&P 500 Equal Weight RSP Equal Weight 96° * * * * * * * * * *   12.4% * * * * *
Permanent Portfolio PRPFX Low Equity 1° * * * * * * * * * *   25.0% * * * * *
Hedge Replication HDG Blended 205° * * * * * * * * * *   5.3% * * * * *
DWA Tech Leaders PDP Blended 88° * * * * * * * * * *   13.1% * * * * *
IQ Hedge Multi-Strat QAI Blended 205° * * * * * * * * * *   6.5% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 34° * * * * * * * * * *   15.8% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 171° * * * * * * * * * *   8.7% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 211° * * * * * * * * * *   7.5% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 131° * * * * * * * * * *   11.3% * * * * *
WisdmTr EM HiYld DEM Income: Equity 181° * * * * * * * * * *   4.8% * * * * *
WisdmTr EM SmCap DGS Income: Equity 177° * * * * * * * * * *   0.8% * * * * *
WisdomTree ex-US DLN Income: Equity 18° * * * * * * * * * *   20.4% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 152° * * * * * * * * * *   7.2% * * * * *
iShares Select Dividend DVY Income: Equity 27° * * * * * * * * * *   23.1% * * * * *
SPDR S&P Int'l DWX Income: Equity 121° * * * * * * * * * *   11.1% * * * * *
iShares Hi Div Equity HDV Income: Equity 27° * * * * * * * * * *   18.7% * * * * *
iShr Intl Select Dividend IDV Income: Equity 61° * * * * * * * * * *   14.6% * * * * *
PowerShares Intl Div PID Income: Equity 143° * * * * * * * * * *   8.8% * * * * *
SPDR S&P Dividend SDY Income: Equity 89° * * * * * * * * * *   12.9% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 16° * * * * * * * * * *   19.5% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 225° * * * * * * * * * *   7.7% * * * * *
Gugg Multi-Asset CVY Income: Multi 123° * * * * * * * * * *   10.5% * * * * *
Barclays Conv Bond CWB Income: Multi 100° * * * * * * * * * *   12.6% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 180° * * * * * * * * * *   9.6% * * * * *
iSh MultiAsset Income IYLD Income: Multi 199° * * * * * * * * * *   7.1% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 349° * * * * * * * * * *   13.8% * * * * *
iShr Preferred ETF PFF Income: Multi 179° * * * * * * * * * *   5.3% * * * * *
PowerSh Preferred ETF PGX Income: Multi 175° * * * * * * * * * *   4.2% * * * * *
First Trust Focus 5 FV Sector Rotation 144° * * * * * * * * * *   7.0% * * * * *
S&P Aggressive AOA Risk-Driven 150° * * * * * * * * * *   12.6% * * * * *
S&P Conservative AOK Risk-Driven 193° * * * * * * * * * *   8.5% * * * * *
S&P Moderate AOM Risk-Driven 194° * * * * * * * * * *   9.3% * * * * *
S&P Growth AOR Risk-Driven 192° * * * * * * * * * *   11.1% * * * * *
Dreyfus Alpha I AVGRX Blended 209° * * * * * * * * * *   6.2% * * * * *
Principal GlobMultiStrat PMSAX Blended 217° * * * * * * * * * *   7.5% * * * * *
Hundredfold Select SFHYX Blended 194° * * * * * * * * * *   5.3% * * * * *
UBS Global Alloc BPGLX Global Macro 194° * * * * * * * * * *   10.7% * * * * *
DFA Select Hedged DSHGX Global Macro 351° * * * * * * * * * *   14.7% * * * * *
GMO Benchm-Free GBMFX Global Macro 193° * * * * * * * * * *   7.4% * * * * *
Leuthold Global GLBIX Global Macro 171° * * * * * * * * * *   4.0% * * * * *
GMO Global Alloc GMWAX Global Macro 183° * * * * * * * * * *   8.3% * * * * *
Ivy Asset Strategy IVAEX Global Macro 308° * * * * * * * * * *   13.7% * * * * *
Leuthold Core LCORX Global Macro 162° * * * * * * * * * *   5.5% * * * * *
Loomis Global Eq Y LSWWX Global Macro 151° * * * * * * * * * *   10.8% * * * * *
BlackRock Global I MALOX Global Macro 178° * * * * * * * * * *   10.2% * * * * *
MFS Global Tot Ret MFWIX Global Macro 168° * * * * * * * * * *   8.7% * * * * *
PIMCO All-Asset PAUIX Global Macro 176° * * * * * * * * * *   6.8% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 345° * * * * * * * * * *   22.5% * * * * *
VALIC Global Strat VGLSX Global Macro 221° * * * * * * * * * *   11.9% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 13° * * * * * * * * * *   14.1% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 238° * * * * * * * * * *   10.0% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 226° * * * * * * * * * *   8.6% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 209° * * * * * * * * * *   8.3% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 210° * * * * * * * * * *   8.0% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 182° * * * * * * * * * *   7.5% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 203° * * * * * * * * * *   3.1% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 191° * * * * * * * * * *   6.4% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 207° * * * * * * * * * *   5.1% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 206° * * * * * * * * * *   6.1% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 191° * * * * * * * * * *   7.1% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 28° * * * * * * * * * *   15.7% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 226° * * * * * * * * * *   10.1% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 188° * * * * * * * * * *   9.3% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 222° * * * * * * * * * *   7.3% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 218° * * * * * * * * * *   8.2% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 254° * * * * * * * * * *   11.4% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 194° * * * * * * * * * *   3.2% * * * * *
Fidelity Equity FEQTX Income: Equity 77° * * * * * * * * * *   13.5% * * * * *
Fidelity Strategic FSDIX Income: Equity 62° * * * * * * * * * *   13.9% * * * * *
Columbia Div Income LBSAX Income: Equity 30° * * * * * * * * * *   15.8% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 44° * * * * * * * * * *   15.0% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 79° * * * * * * * * * *   13.3% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 59° * * * * * * * * * *   14.6% * * * * *
Schwab Div Equity SWDSX Income: Equity 21° * * * * * * * * * *   19.7% * * * * *
Vanguard Equity VEIPX Income: Equity 14° * * * * * * * * * *   19.4% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 209° * * * * * * * * * *   4.3% * * * * *
Calamos Global Growth CVLOX Income: Global 347° * * * * * * * * * *   14.8% * * * * *
Loomis Global Eq A LGMAX Income: Global 154° * * * * * * * * * *   10.6% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 20° * * * * * * * * * *   19.5% * * * * *
Thornburg Inv Income A TIBAX Income: Global 345° * * * * * * * * * *   22.1% * * * * *
Am Century Target Date ARTOX Income: Multi 201° * * * * * * * * * *   9.8% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 196° * * * * * * * * * *   3.8% * * * * *
Calamos Convertible A CCVIX Income: Multi 147° * * * * * * * * * *   10.3% * * * * *
Invesco Convertible Y CNSDX Income: Multi 140° * * * * * * * * * *   11.5% * * * * *
Fidelity Convertibles FCVSX Income: Multi 51° * * * * * * * * * *   14.6% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 198° * * * * * * * * * *   3.1% * * * * *
Inst: Forward Select KIFYX Income: Multi 187° * * * * * * * * * *   8.6% * * * * *
Nuveen Preferred I NPSRX Income: Multi 205° * * * * * * * * * *   5.8% * * * * *
Pimco Income P PONPX Income: Multi 192° * * * * * * * * * *   3.8% * * * * *
Principal Preferred PPSIX Income: Multi 223° * * * * * * * * * *   8.8% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 194° * * * * * * * * * *   2.3% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 198° * * * * * * * * * *   7.4% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 197° * * * * * * * * * *   7.6% * * * * *
Vanguard Target Retire VTINX Income: Multi 202° * * * * * * * * * *   8.1% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 200° * * * * * * * * * *   10.9% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 191° * * * * * * * * * *   0.9% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 193° * * * * * * * * * *   2.0% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 193° * * * * * * * * * *   0.2% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 193° * * * * * * * * * *   1.3% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 190° * * * * * * * * * *   0.8% * * * * *
Sound Mind Investing SMIFX Momentum 94° * * * * * * * * * *   12.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation 15° * * * * * * * * * *   19.1% * * * * *
FundX Upgrader XCOR Momentum 16° * * * * * * * * * *   17.6% * * * * *
Ibbotson Balanced BETFX Risk-Driven 206° * * * * * * * * * *   11.5% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 231° * * * * * * * * * *   12.0% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 5° * * * * * * * * * *   15.4% * * * * *
Fidelity Balanced FBALX Risk-Driven 331° * * * * * * * * * *   14.0% * * * * *
Fidelity Puritan FPURX Risk-Driven 5° * * * * * * * * * *   13.7% * * * * *
Janus Balanced JANBX Risk-Driven 337° * * * * * * * * * *   13.9% * * * * *
Schwab Balanced SWOBX Risk-Driven 217° * * * * * * * * * *   11.8% * * * * *
Vanguard Balanced VBIAX Risk-Driven 355° * * * * * * * * * *   14.1% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 133° * * * * * * * * * *   10.2% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 200° * * * * * * * * * *   10.9% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 344° * * * * * * * * * *   13.7% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 331° * * * * * * * * * *   15.1% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 180° * * * * * * * * * *   11.3% * * * * *
FPA Crescent FPACX Risk-Driven 291° * * * * * * * * * *   13.7% * * * * *
WF Asset Allocation WFAIX Risk-Driven 7° * * * * * * * * * *   14.0% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 27° * * * * * * * * * *   25.7% * * * * *