Tactical: Managed, ranked by Risk vs. Return Compass

for period ending May 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 201° * * * * * * * * * *   5.4% * * * * *
S&P 500 SPY Benchmark 34° * * * * * * * * * *   13.2% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0° * * * * * * * * * *   10.0% * * * * *
S&P 500 Equal Weight RSP Equal Weight 118° * * * * * * * * * *   8.2% * * * * *
Permanent Portfolio PRPFX Low Equity 1° * * * * * * * * * *   20.8% * * * * *
Hedge Replication HDG Blended 202° * * * * * * * * * *   3.2% * * * * *
Inv Dorsey Wright PDP Blended 95° * * * * * * * * * *   9.4% * * * * *
Inv Dynamic Market PWC Blended   * * * * * * * * * *     * * * * *
NYLI Hedge Multi-Strat QAI Blended 209° * * * * * * * * * *   5.2% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 27° * * * * * * * * * *   14.0% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 171° * * * * * * * * * *   2.7% * * * * *
NYLI Merger Arbitrage MNA Hedged: Arbitrage 291° * * * * * * * * * *   11.9% * * * * *
AGF AntiBeta BTAL Hedged: Mkt Neutral 150° * * * * * * * * * *   3.4% * * * * *
WisdmTr EM HiYld DEM Income: Equity 179° * * * * * * * * * *   6.0% * * * * *
WisdmTr EM SmCap DGS Income: Equity 166° * * * * * * * * * *   5.9% * * * * *
WisdomTree ex-US DLN Income: Equity 34° * * * * * * * * * *   13.5% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 41° * * * * * * * * * *   13.8% * * * * *
iShares Select Dividend DVY Income: Equity 97° * * * * * * * * * *   9.3% * * * * *
SPDR S&P Int'l DWX Income: Equity 13° * * * * * * * * * *   23.7% * * * * *
iShares Core Hi Div HDV Income: Equity 97° * * * * * * * * * *   9.5% * * * * *
iShr Intl Select Dividend IDV Income: Equity 18° * * * * * * * * * *   21.7% * * * * *
Invesco Intl Div PID Income: Equity 27° * * * * * * * * * *   14.3% * * * * *
SPDR S&P Dividend SDY Income: Equity 129° * * * * * * * * * *   6.3% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 72° * * * * * * * * * *   10.7% * * * * *
Invesco Sr Loan ETF BKLN Income: Float Rate 235° * * * * * * * * * *   7.0% * * * * *
Invesco Multi-Asset CVY Income: Multi 156° * * * * * * * * * *   1.4% * * * * *
SPDR Conv Sec CWB Income: Multi 18° * * * * * * * * * *   13.5% * * * * *
SPDR Inc Alloc INKM Income: Multi 209° * * * * * * * * * *   8.5% * * * * *
iSh MultiAsset Income IYLD Income: Multi 214° * * * * * * * * * *   7.1% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 166° * * * * * * * * * *   6.8% * * * * *
iShr Preferred ETF PFF Income: Multi 180° * * * * * * * * * *   1.5% * * * * *
Invesco Preferred ETF PGX Income: Multi 178° * * * * * * * * * *   0.6% * * * * *
First Trust Focus 5 FV Sector Rotation 139° * * * * * * * * * *   3.8% * * * * *
iShr Aggressive AOA Risk-Driven 351° * * * * * * * * * *   11.3% * * * * *
iShr Conservative AOK Risk-Driven 221° * * * * * * * * * *   8.0% * * * * *
iShr Moderate AOM Risk-Driven 230° * * * * * * * * * *   8.7% * * * * *
iShr Growth AOR Risk-Driven 270° * * * * * * * * * *   10.0% * * * * *
BNY Dynamic Ins AVGRX Blended 197° * * * * * * * * * *   0.7% * * * * *
Principal GlobMultiStrat PMSAX Blended 213° * * * * * * * * * *   4.7% * * * * *
Hundredfold Select SFHYX Blended 232° * * * * * * * * * *   8.0% * * * * *
UBS Global Alloc BPGLX Global Macro 199° * * * * * * * * * *   7.8% * * * * *
DFA Select Hedged DSHGX Global Macro 9° * * * * * * * * * *   10.9% * * * * *
GMO Benchm-Free GBMFX Global Macro 198° * * * * * * * * * *   5.9% * * * * *
Leuthold Global GLBIX Global Macro 176° * * * * * * * * * *   5.3% * * * * *
GMO Global Alloc GMWAX Global Macro 209° * * * * * * * * * *   8.1% * * * * *
Mac Asset Strategy IVAEX Global Macro 338° * * * * * * * * * *   12.7% * * * * *
Leuthold Core LCORX Global Macro 156° * * * * * * * * * *   6.5% * * * * *
Loomis Global Alloc Y LSWWX Global Macro 96° * * * * * * * * * *   9.9% * * * * *
BlackRock Global I MALOX Global Macro 344° * * * * * * * * * *   12.0% * * * * *
MFS Global Tot Ret MFWIX Global Macro 182° * * * * * * * * * *   8.2% * * * * *
PIMCO All-Asset PAUIX Global Macro 187° * * * * * * * * * *   7.1% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 345° * * * * * * * * * *   22.1% * * * * *
VALIC Global Strat VGLSX Global Macro 296° * * * * * * * * * *   10.7% * * * * *
NYLI Int'l Res MYITX Hedged: 130-30 5° * * * * * * * * * *   15.1% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 255° * * * * * * * * * *   8.8% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 236° * * * * * * * * * *   7.2% * * * * *
Virtus ASG Global GAFYX Hedged: Abs Return 194° * * * * * * * * * *   3.6% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 201° * * * * * * * * * *   4.7% * * * * *
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return 192° * * * * * * * * * *   8.2% * * * * *
Putnam Short Dur Y PARYX Hedged: Abs Return 213° * * * * * * * * * *   3.6% * * * * *
Putnam Core Bond Y PYTRX Hedged: Abs Return 204° * * * * * * * * * *   5.6% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 229° * * * * * * * * * *   6.5% * * * * *
Arbitrage Fund ARBNX Hedged: Arbitrage 231° * * * * * * * * * *   6.3% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 229° * * * * * * * * * *   9.2% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 11° * * * * * * * * * *   14.3% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 223° * * * * * * * * * *   6.7% * * * * *
Cromwell L/S MFADX Hedged: Long/Short 147° * * * * * * * * * *   8.6% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 242° * * * * * * * * * *   7.3% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 219° * * * * * * * * * *   6.1% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 240° * * * * * * * * * *   8.1% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 206° * * * * * * * * * *   4.6% * * * * *
Fidelity Equity FEQTX Income: Equity 43° * * * * * * * * * *   12.4% * * * * *
Fidelity Strategic FSDIX Income: Equity 121° * * * * * * * * * *   8.9% * * * * *
Columbia Div Income LBSAX Income: Equity 67° * * * * * * * * * *   10.9% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 125° * * * * * * * * * *   8.0% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 130° * * * * * * * * * *   7.8% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 137° * * * * * * * * * *   6.1% * * * * *
Schwab Div Equity SWDSX Income: Equity 15° * * * * * * * * * *   16.2% * * * * *
Vanguard Equity VEIPX Income: Equity 80° * * * * * * * * * *   10.3% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 208° * * * * * * * * * *   2.8% * * * * *
Calamos Global Opp CVLOX Income: Global 48° * * * * * * * * * *   11.4% * * * * *
Loomis Global Alloc A LGMAX Income: Global 103° * * * * * * * * * *   9.7% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 31° * * * * * * * * * *   13.3% * * * * *
Thornburg Inv Income A TIBAX Income: Global 343° * * * * * * * * * *   20.8% * * * * *
Am Century Target Date ARTOX Income: Multi 217° * * * * * * * * * *   8.0% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 212° * * * * * * * * * *   5.0% * * * * *
Calamos Convertible CCVIX Income: Multi 64° * * * * * * * * * *   11.2% * * * * *
Invesco Convertible Y CNSDX Income: Multi 49° * * * * * * * * * *   11.4% * * * * *
Fidelity Convertibles FCVSX Income: Multi 125° * * * * * * * * * *   7.6% * * * * *
Goldman Sachs Dyn A GSZAX Income: Multi 203° * * * * * * * * * *   3.0% * * * * *
WestWood REs Inc KIFYX Income: Multi 174° * * * * * * * * * *   3.4% * * * * *
Nuveen Preferred I NPSRX Income: Multi 217° * * * * * * * * * *   5.4% * * * * *
Pimco Income PONPX Income: Multi 205° * * * * * * * * * *   4.0% * * * * *
Principal Spectrum PPSIX Income: Multi 236° * * * * * * * * * *   7.3% * * * * *
T. Rowe Price Global PRSNX Income: Multi 208° * * * * * * * * * *   3.5% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 211° * * * * * * * * * *   6.3% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 211° * * * * * * * * * *   6.8% * * * * *
Vanguard Target Retire VTINX Income: Multi 221° * * * * * * * * * *   7.5% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 196° * * * * * * * * * *   6.6% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 187° * * * * * * * * * *   -1.3% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 191° * * * * * * * * * *   -0.0% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 192° * * * * * * * * * *   -0.7% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 189° * * * * * * * * * *   -1.0% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 188° * * * * * * * * * *   -0.7% * * * * *
Sound Mind Investing SMIFX Momentum 133° * * * * * * * * * *   6.5% * * * * *
Sector Rotation NAVFX Sector Rotation 43° * * * * * * * * * *   14.3% * * * * *
FundX ETF XCOR Momentum 61° * * * * * * * * * *   12.7% * * * * *
ALPS Insurance Trust BETFX Risk-Driven 254° * * * * * * * * * *   9.7% * * * * *
Columbia Thermostat COTZX Risk-Driven 334° * * * * * * * * * *   13.2% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 160° * * * * * * * * * *   8.8% * * * * *
Fidelity Balanced FBALX Risk-Driven 156° * * * * * * * * * *   6.3% * * * * *
Fidelity Puritan FPURX Risk-Driven 157° * * * * * * * * * *   4.2% * * * * *
Janus Balanced JANBX Risk-Driven 15° * * * * * * * * * *   12.2% * * * * *
Schwab Balanced SWOBX Risk-Driven 260° * * * * * * * * * *   9.9% * * * * *
Vanguard Balanced VBIAX Risk-Driven 109° * * * * * * * * * *   9.5% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 24° * * * * * * * * * *   13.5% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 207° * * * * * * * * * *   7.5% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 350° * * * * * * * * * *   13.0% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 351° * * * * * * * * * *   12.7% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 177° * * * * * * * * * *   9.3% * * * * *
FPA Crescent FPACX Risk-Driven 181° * * * * * * * * * *   5.9% * * * * *
Allspring Asset Alloc WFAIX Risk-Driven 86° * * * * * * * * * *   10.0% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 30° * * * * * * * * * *   20.7% * * * * *