Tactical: Managed, ranked by Risk vs. Return Compass

for period ending January 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

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 70° * * * * * * * * * *   17.7% * * * * *
Permanent Portfolio PRPFX Low Equity * * * * * * * * * *   26.0% * * * * *
Hedge Replication HDG Blended 202° * * * * * * * * * *   6.9% * * * * *
DWA Tech Leaders PDP Blended 29° * * * * * * * * * *   29.6% * * * * *
iSh Global Energy PWC Blended 60° * * * * * * * * * *   19.3% * * * * *
IQ Hedge Multi-Strat QAI Blended 203° * * * * * * * * * *   8.8% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 15° * * * * * * * * * *   24.2% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 176° * * * * * * * * * *   8.3% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 201° * * * * * * * * * *   7.2% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 175° * * * * * * * * * *   2.2% * * * * *
WisdmTr EM HiYld DEM Income: Equity 181° * * * * * * * * * *   7.8% * * * * *
WisdmTr EM SmCap DGS Income: Equity 177° * * * * * * * * * *   3.4% * * * * *
WisdomTree ex-US DLN Income: Equity 23° * * * * * * * * * *   22.1% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 163° * * * * * * * * * *   6.8% * * * * *
iShares Select Dividend DVY Income: Equity 42° * * * * * * * * * *   21.5% * * * * *
SPDR S&P Int'l DWX Income: Equity 166° * * * * * * * * * *   5.9% * * * * *
iShares Hi Div Equity HDV Income: Equity 117° * * * * * * * * * *   14.8% * * * * *
iShr Intl Select Dividend IDV Income: Equity 157° * * * * * * * * * *   9.6% * * * * *
PowerShares Intl Div PID Income: Equity 160° * * * * * * * * * *   8.2% * * * * *
SPDR S&P Dividend SDY Income: Equity 134° * * * * * * * * * *   11.7% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 20° * * * * * * * * * *   21.1% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 216° * * * * * * * * * *   8.9% * * * * *
Gugg Multi-Asset CVY Income: Multi 108° * * * * * * * * * *   14.9% * * * * *
Barclays Conv Bond CWB Income: Multi 131° * * * * * * * * * *   15.0% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 182° * * * * * * * * * *   8.4% * * * * *
iSh MultiAsset Income IYLD Income: Multi 192° * * * * * * * * * *   6.2% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 187° * * * * * * * * * *   12.9% * * * * *
iShr Preferred ETF PFF Income: Multi 180° * * * * * * * * * *   5.6% * * * * *
PowerSh Preferred ETF PGX Income: Multi 177° * * * * * * * * * *   3.2% * * * * *
First Trust Focus 5 FV Sector Rotation 41° * * * * * * * * * *   20.0% * * * * *
S&P Aggressive AOA Risk-Driven 64° * * * * * * * * * *   16.2% * * * * *
S&P Conservative AOK Risk-Driven 188° * * * * * * * * * *   7.8% * * * * *
S&P Moderate AOM Risk-Driven 189° * * * * * * * * * *   9.5% * * * * *
S&P Growth AOR Risk-Driven 188° * * * * * * * * * *   13.0% * * * * *
Dreyfus Alpha I AVGRX Blended 211° * * * * * * * * * *   9.6% * * * * *
Principal GlobMultiStrat PMSAX Blended 211° * * * * * * * * * *   9.4% * * * * *
Hundredfold Select SFHYX Blended 190° * * * * * * * * * *   5.2% * * * * *
UBS Global Alloc BPGLX Global Macro 189° * * * * * * * * * *   12.4% * * * * *
DFA Select Hedged DSHGX Global Macro 357° * * * * * * * * * *   20.6% * * * * *
GMO Benchm-Free GBMFX Global Macro 188° * * * * * * * * * *   6.2% * * * * *
Leuthold Global GLBIX Global Macro 172° * * * * * * * * * *   5.9% * * * * *
GMO Global Alloc GMWAX Global Macro 183° * * * * * * * * * *   8.8% * * * * *
Ivy Asset Strategy IVAEX Global Macro 335° * * * * * * * * * *   18.5% * * * * *
Leuthold Core LCORX Global Macro 158° * * * * * * * * * *   10.8% * * * * *
Loomis Global Eq Y LSWWX Global Macro 30° * * * * * * * * * *   17.7% * * * * *
BlackRock Global I MALOX Global Macro 178° * * * * * * * * * *   13.6% * * * * *
MFS Global Tot Ret MFWIX Global Macro 175° * * * * * * * * * *   7.9% * * * * *
PIMCO All-Asset PAUIX Global Macro 179° * * * * * * * * * *   3.8% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 307° * * * * * * * * * *   18.2% * * * * *
VALIC Global Strat VGLSX Global Macro 228° * * * * * * * * * *   15.4% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 173° * * * * * * * * * *   14.6% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 215° * * * * * * * * * *   9.6% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 212° * * * * * * * * * *   8.9% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 215° * * * * * * * * * *   12.2% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 206° * * * * * * * * * *   10.2% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 182° * * * * * * * * * *   4.7% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 196° * * * * * * * * * *   1.8% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 185° * * * * * * * * * *   2.8% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 199° * * * * * * * * * *   4.0% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 197° * * * * * * * * * *   4.7% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 195° * * * * * * * * * *   12.1% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 53° * * * * * * * * * *   17.2% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 222° * * * * * * * * * *   12.8% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 186° * * * * * * * * * *   11.0% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 211° * * * * * * * * * *   7.5% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 206° * * * * * * * * * *   8.2% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 243° * * * * * * * * * *   13.6% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 190° * * * * * * * * * *   2.2% * * * * *
Fidelity Equity FEQTX Income: Equity 105° * * * * * * * * * *   15.3% * * * * *
Fidelity Strategic FSDIX Income: Equity 117° * * * * * * * * * *   15.0% * * * * *
Columbia Div Income LBSAX Income: Equity 36° * * * * * * * * * *   18.4% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 37° * * * * * * * * * *   19.1% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 131° * * * * * * * * * *   13.9% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 59° * * * * * * * * * *   18.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 31° * * * * * * * * * *   20.3% * * * * *
Vanguard Equity VEIPX Income: Equity 16° * * * * * * * * * *   21.5% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 203° * * * * * * * * * *   4.4% * * * * *
Calamos Global Growth CVLOX Income: Global 356° * * * * * * * * * *   24.3% * * * * *
Loomis Global Eq A LGMAX Income: Global 34° * * * * * * * * * *   17.4% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 31° * * * * * * * * * *   20.1% * * * * *
Thornburg Inv Income A TIBAX Income: Global 303° * * * * * * * * * *   17.9% * * * * *
Am Century Target Date ARTOX Income: Multi 192° * * * * * * * * * *   10.3% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 191° * * * * * * * * * *   1.9% * * * * *
Calamos Convertible A CCVIX Income: Multi 132° * * * * * * * * * *   15.4% * * * * *
Invesco Convertible Y CNSDX Income: Multi 156° * * * * * * * * * *   14.8% * * * * *
Fidelity Convertibles FCVSX Income: Multi 26° * * * * * * * * * *   19.2% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 193° * * * * * * * * * *   2.0% * * * * *
Inst: Forward Select KIFYX Income: Multi 185° * * * * * * * * * *   8.9% * * * * *
Nuveen Preferred I NPSRX Income: Multi 197° * * * * * * * * * *   4.7% * * * * *
Pimco Income P PONPX Income: Multi 187° * * * * * * * * * *   0.8% * * * * *
Principal Preferred PPSIX Income: Multi 206° * * * * * * * * * *   8.5% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 190° * * * * * * * * * *   0.8% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 193° * * * * * * * * * *   8.1% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 190° * * * * * * * * * *   6.3% * * * * *
Vanguard Target Retire VTINX Income: Multi 194° * * * * * * * * * *   7.8% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 187° * * * * * * * * * *   8.9% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 189° * * * * * * * * * *   -0.2% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 190° * * * * * * * * * *   1.0% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 190° * * * * * * * * * *   -0.4% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 190° * * * * * * * * * *   0.2% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 188° * * * * * * * * * *   -0.6% * * * * *
Sound Mind Investing SMIFX Momentum 27° * * * * * * * * * *   22.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation * * * * * * * * * *   29.0% * * * * *
FundX Upgrader XCOR Momentum * * * * * * * * * *   29.2% * * * * *
Ibbotson Balanced BETFX Risk-Driven 196° * * * * * * * * * *   13.6% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 190° * * * * * * * * * *   10.0% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 179° * * * * * * * * * *   14.3% * * * * *
Fidelity Balanced FBALX Risk-Driven 343° * * * * * * * * * *   18.3% * * * * *
Fidelity Puritan FPURX Risk-Driven 357° * * * * * * * * * *   21.4% * * * * *
Janus Balanced JANBX Risk-Driven 333° * * * * * * * * * *   17.0% * * * * *
Schwab Balanced SWOBX Risk-Driven 249° * * * * * * * * * *   15.8% * * * * *
Vanguard Balanced VBIAX Risk-Driven 355° * * * * * * * * * *   17.6% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 148° * * * * * * * * * *   11.8% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 187° * * * * * * * * * *   8.8% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 351° * * * * * * * * * *   17.6% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 330° * * * * * * * * * *   18.3% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 181° * * * * * * * * * *   13.7% * * * * *
FPA Crescent FPACX Risk-Driven 275° * * * * * * * * * *   16.3% * * * * *
WF Asset Allocation WFAIX Risk-Driven * * * * * * * * * *   17.0% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 48° * * * * * * * * * *   21.6% * * * * *