Tactical: Managed, ranked by Risk vs. Return Compass

for period ending April 30, 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
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.

 

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 83° * * * * * * * * * *   12.9% * * * * *
Permanent Portfolio PRPFX Low Equity 323° * * * * * * * * * *   15.9% * * * * *
Hedge Replication HDG Blended 213° * * * * * * * * * *   5.7% * * * * *
DWA Tech Leaders PDP Blended 25° * * * * * * * * * *   23.4% * * * * *
iSh Global Energy PWC Blended 24° * * * * * * * * * *   20.0% * * * * *
IQ Hedge Multi-Strat QAI Blended 226° * * * * * * * * * *   8.2% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 17° * * * * * * * * * *   22.2% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 168° * * * * * * * * * *   4.0% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 195° * * * * * * * * * *   -1.4% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 154° * * * * * * * * * *   -3.6% * * * * *
WisdmTr EM HiYld DEM Income: Equity 14° * * * * * * * * * *   16.3% * * * * *
WisdmTr EM SmCap DGS Income: Equity 29° * * * * * * * * * *   15.5% * * * * *
WisdomTree ex-US DLN Income: Equity 70° * * * * * * * * * *   13.0% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 154° * * * * * * * * * *   7.0% * * * * *
iShares Select Dividend DVY Income: Equity 146° * * * * * * * * * *   5.6% * * * * *
SPDR S&P Int'l DWX Income: Equity 177° * * * * * * * * * *   0.5% * * * * *
iShares Hi Div Equity HDV Income: Equity 164° * * * * * * * * * *   8.8% * * * * *
iShr Intl Select Dividend IDV Income: Equity 159° * * * * * * * * * *   5.9% * * * * *
PowerShares Intl Div PID Income: Equity 165° * * * * * * * * * *   1.1% * * * * *
SPDR S&P Dividend SDY Income: Equity 151° * * * * * * * * * *   6.0% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 89° * * * * * * * * * *   12.5% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 249° * * * * * * * * * *   10.1% * * * * *
Gugg Multi-Asset CVY Income: Multi 14° * * * * * * * * * *   21.0% * * * * *
Barclays Conv Bond CWB Income: Multi 166° * * * * * * * * * *   8.6% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 180° * * * * * * * * * *   4.0% * * * * *
iSh MultiAsset Income IYLD Income: Multi 209° * * * * * * * * * *   7.9% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 299° * * * * * * * * * *   13.2% * * * * *
iShr Preferred ETF PFF Income: Multi 177° * * * * * * * * * *   5.3% * * * * *
PowerSh Preferred ETF PGX Income: Multi 170° * * * * * * * * * *   3.6% * * * * *
First Trust Focus 5 FV Sector Rotation 36° * * * * * * * * * *   21.7% * * * * *
S&P Aggressive AOA Risk-Driven 41° * * * * * * * * * *   13.0% * * * * *
S&P Conservative AOK Risk-Driven 193° * * * * * * * * * *   4.6% * * * * *
S&P Moderate AOM Risk-Driven 193° * * * * * * * * * *   6.5% * * * * *
S&P Growth AOR Risk-Driven 190° * * * * * * * * * *   9.5% * * * * *
Dreyfus Alpha I AVGRX Blended 237° * * * * * * * * * *   9.9% * * * * *
Principal GlobMultiStrat PMSAX Blended 212° * * * * * * * * * *   6.3% * * * * *
Hundredfold Select SFHYX Blended 209° * * * * * * * * * *   6.3% * * * * *
UBS Global Alloc BPGLX Global Macro 178° * * * * * * * * * *   9.6% * * * * *
DFA Select Hedged DSHGX Global Macro 5° * * * * * * * * * *   19.6% * * * * *
GMO Benchm-Free GBMFX Global Macro 236° * * * * * * * * * *   11.1% * * * * *
Leuthold Global GLBIX Global Macro 188° * * * * * * * * * *   6.5% * * * * *
GMO Global Alloc GMWAX Global Macro 222° * * * * * * * * * *   11.5% * * * * *
Ivy Asset Strategy IVAEX Global Macro 353° * * * * * * * * * *   16.5% * * * * *
Leuthold Core LCORX Global Macro 294° * * * * * * * * * *   12.7% * * * * *
Loomis Global Eq Y LSWWX Global Macro 13° * * * * * * * * * *   17.7% * * * * *
BlackRock Global I MALOX Global Macro 181° * * * * * * * * * *   8.6% * * * * *
MFS Global Tot Ret MFWIX Global Macro 178° * * * * * * * * * *   5.7% * * * * *
PIMCO All-Asset PAUIX Global Macro 180° * * * * * * * * * *   -1.6% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 332° * * * * * * * * * *   14.8% * * * * *
VALIC Global Strat VGLSX Global Macro 344° * * * * * * * * * *   14.3% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 147° * * * * * * * * * *   9.3% * * * * *
Absolute Strategies I ASFIX Hedged: Abs Return 183° * * * * * * * * * *   -4.8% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 241° * * * * * * * * * *   9.5% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 219° * * * * * * * * * *   5.8% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 190° * * * * * * * * * *   2.2% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 216° * * * * * * * * * *   6.7% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 189° * * * * * * * * * *   -1.3% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 205° * * * * * * * * * *   0.6% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 190° * * * * * * * * * *   -1.4% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 209° * * * * * * * * * *   4.0% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 206° * * * * * * * * * *   5.2% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 146° * * * * * * * * * *   8.9% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 354° * * * * * * * * * *   15.7% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 317° * * * * * * * * * *   15.3% * * * * *
KCM MacroTrends KCMTX Hedged: Long/Short 342° * * * * * * * * * *   15.8% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 189° * * * * * * * * * *   9.3% * * * * *
Aberdeen Long-Short A MLSAX Hedged: Long/Short 86° * * * * * * * * * *   13.0% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 195° * * * * * * * * * *   2.0% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 220° * * * * * * * * * *   6.4% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 248° * * * * * * * * * *   10.7% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 330° * * * * * * * * * *   22.5% * * * * *
Fidelity Equity FEQTX Income: Equity 44° * * * * * * * * * *   14.2% * * * * *
Fidelity Strategic FSDIX Income: Equity 172° * * * * * * * * * *   8.9% * * * * *
Columbia Div Income LBSAX Income: Equity 17° * * * * * * * * * *   15.3% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 104° * * * * * * * * * *   11.9% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 28° * * * * * * * * * *   14.4% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 49° * * * * * * * * * *   15.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 150° * * * * * * * * * *   8.7% * * * * *
Vanguard Equity VEIPX Income: Equity 51° * * * * * * * * * *   14.0% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 209° * * * * * * * * * *   2.9% * * * * *
Calamos Global Growth CVLOX Income: Global 4° * * * * * * * * * *   19.9% * * * * *
Loomis Global Eq A LGMAX Income: Global 14° * * * * * * * * * *   17.4% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 137° * * * * * * * * * *   10.1% * * * * *
Thornburg Inv Income A TIBAX Income: Global 329° * * * * * * * * * *   14.5% * * * * *
Am Century Target Date ARTOX Income: Multi 194° * * * * * * * * * *   6.3% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 197° * * * * * * * * * *   -0.3% * * * * *
Calamos Convertible A CCVIX Income: Multi 171° * * * * * * * * * *   7.8% * * * * *
Invesco Convertible Y CNSDX Income: Multi 183° * * * * * * * * * *   5.5% * * * * *
Fidelity Convertibles FCVSX Income: Multi 194° * * * * * * * * * *   9.5% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 214° * * * * * * * * * *   4.5% * * * * *
Inst: Forward Select KIFYX Income: Multi 179° * * * * * * * * * *   4.1% * * * * *
Nuveen Preferred I NPSRX Income: Multi 213° * * * * * * * * * *   6.9% * * * * *
Pimco Income P PONPX Income: Multi 192° * * * * * * * * * *   -1.0% * * * * *
Principal Preferred PPSIX Income: Multi 234° * * * * * * * * * *   9.5% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 199° * * * * * * * * * *   2.1% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 196° * * * * * * * * * *   4.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 194° * * * * * * * * * *   2.4% * * * * *
Vanguard Target Retire VTINX Income: Multi 195° * * * * * * * * * *   2.4% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 188° * * * * * * * * * *   4.1% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 190° * * * * * * * * * *   -0.7% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 190° * * * * * * * * * *   -0.4% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 194° * * * * * * * * * *   -0.9% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 190° * * * * * * * * * *   -0.1% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 188° * * * * * * * * * *   -0.8% * * * * *
Sound Mind Investing SMIFX Momentum 157° * * * * * * * * * *   8.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation 10° * * * * * * * * * *   23.2% * * * * *
FundX Upgrader XCOR Momentum 14° * * * * * * * * * *   21.8% * * * * *
Ibbotson Balanced BETFX Risk-Driven 191° * * * * * * * * * *   10.1% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 190° * * * * * * * * * *   3.3% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 300° * * * * * * * * * *   12.9% * * * * *
Fidelity Balanced FBALX Risk-Driven 2° * * * * * * * * * *   15.2% * * * * *
Fidelity Puritan FPURX Risk-Driven 4° * * * * * * * * * *   19.6% * * * * *
Janus Balanced JANBX Risk-Driven 169° * * * * * * * * * *   11.2% * * * * *
Schwab Balanced SWOBX Risk-Driven 3° * * * * * * * * * *   12.9% * * * * *
Vanguard Balanced VBIAX Risk-Driven 6° * * * * * * * * * *   13.4% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 3° * * * * * * * * * *   13.9% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 188° * * * * * * * * * *   4.0% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 17° * * * * * * * * * *   14.2% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 254° * * * * * * * * * *   12.1% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 162° * * * * * * * * * *   10.3% * * * * *
FPA Crescent FPACX Risk-Driven 297° * * * * * * * * * *   13.4% * * * * *
WF Asset Allocation WFAIX Risk-Driven 47° * * * * * * * * * *   12.7% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 17° * * * * * * * * * *   19.2% * * * * *