Tactical: Managed, ranked by Risk vs. Return Compass

for period ending December 31, 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, Treynor 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 113° * * * * * * * * * *   12.8% * * * * *
Permanent Portfolio PRPFX Low Equity 0° * * * * * * * * * *   21.3% * * * * *
Hedge Replication HDG Blended 200° * * * * * * * * * *   5.1% * * * * *
DWA Tech Leaders PDP Blended 32° * * * * * * * * * *   26.1% * * * * *
iSh Global Energy PWC Blended 61° * * * * * * * * * *   17.5% * * * * *
IQ Hedge Multi-Strat QAI Blended 201° * * * * * * * * * *   6.7% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 15° * * * * * * * * * *   22.1% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 176° * * * * * * * * * *   2.5% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 198° * * * * * * * * * *   4.9% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 136° * * * * * * * * * *   12.8% * * * * *
WisdmTr EM HiYld DEM Income: Equity 180° * * * * * * * * * *   4.5% * * * * *
WisdmTr EM SmCap DGS Income: Equity 175° * * * * * * * * * *   1.2% * * * * *
WisdomTree ex-US DLN Income: Equity 25° * * * * * * * * * *   19.7% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 166° * * * * * * * * * *   3.1% * * * * *
iShares Select Dividend DVY Income: Equity 69° * * * * * * * * * *   16.3% * * * * *
SPDR S&P Int'l DWX Income: Equity 168° * * * * * * * * * *   2.5% * * * * *
iShares Hi Div Equity HDV Income: Equity 96° * * * * * * * * * *   14.2% * * * * *
iShr Intl Select Dividend IDV Income: Equity 166° * * * * * * * * * *   4.1% * * * * *
PowerShares Intl Div PID Income: Equity 167° * * * * * * * * * *   3.1% * * * * *
SPDR S&P Dividend SDY Income: Equity 144° * * * * * * * * * *   8.4% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 29° * * * * * * * * * *   17.6% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 219° * * * * * * * * * *   8.2% * * * * *
Gugg Multi-Asset CVY Income: Multi 141° * * * * * * * * * *   10.3% * * * * *
Barclays Conv Bond CWB Income: Multi 164° * * * * * * * * * *   10.1% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 181° * * * * * * * * * *   5.7% * * * * *
iSh MultiAsset Income IYLD Income: Multi 187° * * * * * * * * * *   2.0% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 185° * * * * * * * * * *   10.0% * * * * *
iShr Preferred ETF PFF Income: Multi 179° * * * * * * * * * *   7.2% * * * * *
PowerSh Preferred ETF PGX Income: Multi 174° * * * * * * * * * *   6.5% * * * * *
First Trust Focus 5 FV Sector Rotation 85° * * * * * * * * * *   14.7% * * * * *
S&P Aggressive AOA Risk-Driven 172° * * * * * * * * * *   13.5% * * * * *
S&P Conservative AOK Risk-Driven 188° * * * * * * * * * *   6.6% * * * * *
S&P Moderate AOM Risk-Driven 189° * * * * * * * * * *   7.9% * * * * *
S&P Growth AOR Risk-Driven 187° * * * * * * * * * *   10.7% * * * * *
Dreyfus Alpha I AVGRX Blended 246° * * * * * * * * * *   12.8% * * * * *
Principal GlobMultiStrat PMSAX Blended 219° * * * * * * * * * *   9.5% * * * * *
Hundredfold Select SFHYX Blended 190° * * * * * * * * * *   4.2% * * * * *
UBS Global Alloc BPGLX Global Macro 189° * * * * * * * * * *   10.5% * * * * *
DFA Select Hedged DSHGX Global Macro 357° * * * * * * * * * *   18.9% * * * * *
GMO Benchm-Free GBMFX Global Macro 188° * * * * * * * * * *   4.6% * * * * *
Leuthold Global GLBIX Global Macro 175° * * * * * * * * * *   1.8% * * * * *
GMO Global Alloc GMWAX Global Macro 183° * * * * * * * * * *   6.2% * * * * *
Ivy Asset Strategy IVAEX Global Macro 336° * * * * * * * * * *   17.0% * * * * *
Leuthold Core LCORX Global Macro 160° * * * * * * * * * *   8.8% * * * * *
Loomis Global Eq Y LSWWX Global Macro 56° * * * * * * * * * *   15.0% * * * * *
BlackRock Global I MALOX Global Macro 179° * * * * * * * * * *   11.1% * * * * *
MFS Global Tot Ret MFWIX Global Macro 176° * * * * * * * * * *   4.8% * * * * *
PIMCO All-Asset PAUIX Global Macro 179° * * * * * * * * * *   0.9% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 262° * * * * * * * * * *   14.0% * * * * *
VALIC Global Strat VGLSX Global Macro 234° * * * * * * * * * *   13.9% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 178° * * * * * * * * * *   8.9% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 224° * * * * * * * * * *   9.8% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 215° * * * * * * * * * *   8.0% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 216° * * * * * * * * * *   10.7% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 203° * * * * * * * * * *   7.8% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 182° * * * * * * * * * *   4.2% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 197° * * * * * * * * * *   1.4% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 185° * * * * * * * * * *   1.7% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 200° * * * * * * * * * *   3.2% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 197° * * * * * * * * * *   3.3% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 181° * * * * * * * * * *   7.5% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 80° * * * * * * * * * *   14.7% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 228° * * * * * * * * * *   11.8% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 185° * * * * * * * * * *   7.7% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 216° * * * * * * * * * *   7.4% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 212° * * * * * * * * * *   8.4% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 273° * * * * * * * * * *   14.7% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 196° * * * * * * * * * *   6.1% * * * * *
Fidelity Equity FEQTX Income: Equity 91° * * * * * * * * * *   14.4% * * * * *
Fidelity Strategic FSDIX Income: Equity 116° * * * * * * * * * *   13.4% * * * * *
Columbia Div Income LBSAX Income: Equity 39° * * * * * * * * * *   16.5% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 89° * * * * * * * * * *   14.5% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 144° * * * * * * * * * *   11.1% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 107° * * * * * * * * * *   13.6% * * * * *
Schwab Div Equity SWDSX Income: Equity 29° * * * * * * * * * *   18.9% * * * * *
Vanguard Equity VEIPX Income: Equity 26° * * * * * * * * * *   17.3% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 204° * * * * * * * * * *   3.7% * * * * *
Calamos Global Growth CVLOX Income: Global 358° * * * * * * * * * *   26.2% * * * * *
Loomis Global Eq A LGMAX Income: Global 69° * * * * * * * * * *   14.8% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 71° * * * * * * * * * *   15.2% * * * * *
Thornburg Inv Income A TIBAX Income: Global 257° * * * * * * * * * *   13.8% * * * * *
Am Century Target Date ARTOX Income: Multi 192° * * * * * * * * * *   8.8% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 190° * * * * * * * * * *   0.5% * * * * *
Calamos Convertible A CCVIX Income: Multi 169° * * * * * * * * * *   11.2% * * * * *
Invesco Convertible Y CNSDX Income: Multi 170° * * * * * * * * * *   11.5% * * * * *
Fidelity Convertibles FCVSX Income: Multi 48° * * * * * * * * * *   15.7% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 192° * * * * * * * * * *   -0.1% * * * * *
Inst: Forward Select KIFYX Income: Multi 185° * * * * * * * * * *   8.4% * * * * *
Nuveen Preferred I NPSRX Income: Multi 199° * * * * * * * * * *   4.7% * * * * *
Pimco Income P PONPX Income: Multi 187° * * * * * * * * * *   -0.5% * * * * *
Principal Preferred PPSIX Income: Multi 218° * * * * * * * * * *   9.7% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 190° * * * * * * * * * *   -0.4% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 193° * * * * * * * * * *   6.5% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 190° * * * * * * * * * *   4.7% * * * * *
Vanguard Target Retire VTINX Income: Multi 194° * * * * * * * * * *   6.4% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 186° * * * * * * * * * *   6.6% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 189° * * * * * * * * * *   -1.4% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 190° * * * * * * * * * *   -0.0% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 190° * * * * * * * * * *   -1.5% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 190° * * * * * * * * * *   -0.5% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 188° * * * * * * * * * *   -1.6% * * * * *
Sound Mind Investing SMIFX Momentum 30° * * * * * * * * * *   20.0% * * * * *
Grimaldi Sector NAVFX Sector Rotation 6° * * * * * * * * * *   25.7% * * * * *
FundX Upgrader XCOR Momentum 3° * * * * * * * * * *   29.6% * * * * *
Ibbotson Balanced BETFX Risk-Driven 196° * * * * * * * * * *   12.0% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 190° * * * * * * * * * *   8.3% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 181° * * * * * * * * * *   10.4% * * * * *
Fidelity Balanced FBALX Risk-Driven 352° * * * * * * * * * *   18.5% * * * * *
Fidelity Puritan FPURX Risk-Driven 358° * * * * * * * * * *   20.9% * * * * *
Janus Balanced JANBX Risk-Driven 354° * * * * * * * * * *   17.9% * * * * *
Schwab Balanced SWOBX Risk-Driven 307° * * * * * * * * * *   15.0% * * * * *
Vanguard Balanced VBIAX Risk-Driven 358° * * * * * * * * * *   16.9% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 137° * * * * * * * * * *   11.5% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 186° * * * * * * * * * *   6.5% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 343° * * * * * * * * * *   15.3% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 337° * * * * * * * * * *   17.4% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 181° * * * * * * * * * *   11.0% * * * * *
FPA Crescent FPACX Risk-Driven 277° * * * * * * * * * *   14.7% * * * * *
WF Asset Allocation WFAIX Risk-Driven 5° * * * * * * * * * *   17.5% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 30° * * * * * * * * * *   25.5% * * * * *