Tactical: Managed, ranked by Sharpe

for period ending August 31, 2026

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

Sharpe is a measure of risk-adjusted return that uses standard deviation and average returns. Higher is better.

Note: The Free plan includes full multi-year analytics for all 200+ Portfolio Recipes. Click any recipe name to view its complete performance details. Investable percentage allocations require a paid plan.

Portfolio Recipes: Tactical: Managed Peer Group
Sort by any column by clicking on the gray column heading.

      Sharpe   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 -0.55 -0.04 -0.68 -0.23 0.04 0.29   1.8% 4.1% -0.4% 1.4% 2.0% 3.1%
S&P 500 SPY Benchmark 1.19 1.21 0.54 0.82 0.92 0.66   20.2% 20.9% 12.7% 15.3% 15.0% 11.3%
Strategic 60-40 Portfolio s.6040 Benchmark 1.04 0.98 0.25 0.64 0.81 0.65   12.7% 13.9% 6.9% 9.5% 9.7% 8.2%
S&P 500 Equal Weight RSP Equal Weight 1.36 0.85 0.33 0.60 0.74 0.55   18.2% 15.4% 8.8% 12.0% 12.9% 10.2%
Permanent Portfolio PRPFX Low Equity 1.06 1.59 0.72 0.78 0.59 0.65   17.2% 20.1% 12.1% 10.7% 7.5% 8.2%
Hedge Replication HDG Blended 1.39 0.68 -0.15 0.20 0.25     10.9% 7.6% 3.3% 3.9% 3.2%  
Inv Dorsey Wright PDP Blended 0.75 0.73 0.24 0.57 0.67     20.2% 18.3% 7.5% 12.4% 12.4%  
NYLI Hedge Multi-Strat QAI Blended 0.97 0.78 -0.01 0.17 0.26     10.1% 8.6% 4.2% 3.6% 3.2%  
ProShares Lg Cap CSM Hedged: 130-30 1.20 1.19 0.51 0.73 0.85     20.4% 21.0% 12.3% 14.2% 14.5%  
MultiAsset ETF RLY Hedged: Abs Return 1.84 1.01 0.54 0.48       28.0% 14.9% 11.5% 8.6%    
NYLI Merger Arbitrage MNA Hedged: Arbitrage -0.97 0.44 -0.52 0.02 0.26     2.3% 5.7% 2.4% 2.8% 3.1%  
AGF AntiBeta BTAL Hedged: Mkt Neutral -1.55 -0.72 -0.41 -0.36       -23.2% -9.8% -4.0% -4.1%    
WisdmTr EM HiYld DEM Income: Equity 1.96 1.39 0.45 0.48 0.25     26.3% 18.7% 10.5% 9.6% 4.7%  
WisdmTr EM SmCap DGS Income: Equity 0.88 0.77 0.25 0.42 0.31     17.6% 14.4% 7.5% 8.7% 5.9%  
WisdomTree ex-US DLN Income: Equity 1.78 1.30 0.59 0.73 0.88 0.59   19.5% 18.5% 12.3% 12.7% 13.1% 9.7%
WisdmTr Intl SmCap DLS Income: Equity 0.94 1.05 0.25 0.39 0.45 0.34   17.4% 18.9% 7.4% 8.1% 8.0% 6.4%
iShares Select Dividend DVY Income: Equity 1.55 0.98 0.43 0.53 0.73 0.49   18.7% 17.1% 10.4% 10.4% 11.9% 8.5%
SPDR S&P Int'l DWX Income: Equity 1.10 1.02 0.31 0.40 0.24     16.3% 16.6% 8.1% 7.4% 4.4%  
iShares Core Hi Div HDV Income: Equity 1.53 1.04 0.60 0.54 0.73     24.1% 16.8% 12.7% 10.0% 11.2%  
iShr Intl Select Dividend IDV Income: Equity 1.75 1.60 0.57 0.51 0.43     29.7% 26.8% 13.7% 10.5% 8.0%  
Invesco Intl Div PID Income: Equity 0.66 0.72 0.33 0.42 0.36 0.27   10.4% 13.0% 8.7% 8.6% 6.5% 5.1%
SPDR S&P Dividend SDY Income: Equity 0.84 0.61 0.31 0.51 0.73 0.52   13.5% 11.7% 8.3% 9.7% 11.4% 8.9%
Vanguard Hi Div Yld ETF VYM Income: Equity 1.69 1.20 0.56 0.66 0.85     20.7% 18.3% 12.0% 11.8% 12.8%  
Invesco Sr Loan ETF BKLN Income: Float Rate 0.32 0.93 0.20 0.30 0.55     4.8% 6.9% 5.5% 4.2% 4.4%  
Invesco Multi-Asset CVY Income: Multi 1.36 0.90 0.35 0.40 0.41     17.5% 15.4% 9.2% 8.8% 7.5%  
SPDR Conv Sec CWB Income: Multi 1.02 0.88 0.12 0.63 0.72     20.4% 15.7% 5.2% 11.4% 10.8%  
SPDR Inc Alloc INKM Income: Multi 0.98 0.67 -0.00 0.28       9.7% 9.8% 4.0% 5.3%    
iSh MultiAsset Income IYLD Income: Multi 1.29 0.89 -0.08 0.14       11.0% 10.3% 3.3% 3.7%    
FirstTrust Multi-Asset MDIV Income: Multi 1.01 0.85 0.24 0.21       10.9% 11.4% 6.9% 4.8%    
iShr Preferred ETF PFF Income: Multi -0.19 0.21 -0.27 0.06 0.32     2.1% 5.9% 0.7% 2.9% 4.5%  
Invesco Preferred ETF PGX Income: Multi -0.81 0.03 -0.37 -0.03 0.26     -1.7% 4.2% -1.3% 1.9% 4.0%  
First Trust Focus 5 FV Sector Rotation 0.84 0.69 0.32 0.59       20.1% 16.5% 9.5% 13.0%    
iShr Aggressive AOA Risk-Driven 1.34 1.18 0.37 0.63 0.73     18.2% 17.0% 8.8% 10.4% 10.3%  
iShr Conservative AOK Risk-Driven 0.77 0.72 -0.09 0.32 0.50     8.0% 9.2% 3.4% 4.9% 4.9%  
iShr Moderate AOM Risk-Driven 0.98 0.86 0.04 0.42 0.59     10.1% 10.7% 4.5% 6.0% 6.1%  
iShr Growth AOR Risk-Driven 1.18 1.05 0.23 0.55 0.68     14.0% 13.8% 6.6% 8.2% 8.2%  
Principal GlobMultiStrat PMSAX Blended 2.11 0.94 0.18 0.35       11.7% 8.3% 5.3% 4.6%    
Hundredfold Select SFHYX Blended 0.68 0.57 -0.30 0.63 0.77 0.76   7.5% 7.5% 2.3% 7.0% 6.5% 6.5%
UBS Global Alloc BPGLX Global Macro 1.19 1.00 0.17 0.48 0.51 0.34   17.8% 14.7% 5.9% 7.6% 6.9% 5.4%
DFA Select Hedged DSHGX Global Macro 1.60 1.40 0.59 0.71       24.3% 21.2% 12.5% 13.0%    
GMO Benchm-Free GBMFX Global Macro 2.07 1.47 0.62 0.47 0.54 0.58   22.9% 16.0% 10.1% 6.7% 6.1% 6.2%
Leuthold Global GLBIX Global Macro 1.37 0.87 0.23 0.41 0.48     17.2% 12.1% 6.5% 6.4% 6.0%  
GMO Global Alloc GMWAX Global Macro 1.95 1.36 0.39 0.50 0.55 0.50   23.3% 17.2% 8.6% 7.7% 6.9% 6.3%
Mac Asset Strategy IVAEX Global Macro 0.85 1.18 0.37 0.44 0.38 0.43   12.6% 16.0% 8.5% 8.2% 6.5% 7.0%
Leuthold Core LCORX Global Macro 1.05 0.86 0.34 0.61 0.67 0.50   13.1% 12.6% 7.6% 8.2% 7.7% 6.8%
Loomis Global Alloc Y LSWWX Global Macro 1.12 0.96 0.18 0.57 0.63 0.57   14.4% 15.2% 6.3% 9.9% 9.3% 9.1%
BlackRock Global I MALOX Global Macro 1.06 1.04 0.12 0.49 0.53 0.50   15.2% 14.8% 5.4% 7.7% 6.9% 6.6%
MFS Global Tot Ret MFWIX Global Macro 1.17 0.84 0.15 0.42 0.58 0.50   13.3% 11.9% 5.7% 6.8% 7.2% 6.5%
PIMCO All-Asset PAUIX Global Macro 1.11 0.63 -0.09 0.21 0.21 0.31   13.7% 9.6% 2.8% 4.5% 3.6% 4.6%
Thornburg Inv Income Y TIBIX Global Macro 2.39 2.23 0.98 0.77 0.78 0.65   30.8% 26.2% 16.5% 12.6% 11.0% 9.8%
VALIC Global Strat VGLSX Global Macro 1.53 1.36 0.34 0.44 0.49 0.46   20.3% 18.0% 8.0% 7.1% 6.9% 6.7%
NYLI Int'l Res MYITX Hedged: 130-30 1.58 1.33 0.42 0.38 0.42     28.9% 22.0% 10.4% 7.7% 7.3%  
MFS Target Return A DVRAX Hedged: Abs Return 0.49 1.09 0.11 0.42 0.55     5.4% 8.7% 5.0% 4.9% 4.5%  
EatonVance GlobalMacro EIGMX Hedged: Abs Return 2.45 1.66 0.26 0.41 0.50 0.76   11.6% 9.1% 5.5% 4.4% 3.7% 4.4%
Virtus ASG Global GAFYX Hedged: Abs Return 1.23 0.51 0.16 0.29 0.28     15.0% 8.1% 5.4% 4.5% 3.6%  
Goldman Sachs Instl GARTX Hedged: Abs Return 1.20 0.72 0.11 0.37 0.40     11.6% 8.4% 5.1% 5.0% 4.1%  
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return 0.06 -0.02 -0.22 0.09       3.9% 4.0% 2.4% 3.2%    
Putnam Short Dur Y PARYX Hedged: Abs Return -1.83 -0.98 -1.38 -0.34 -0.10     1.3% 2.7% 0.5% 1.8% 1.6%  
Putnam Core Bond Y PYTRX Hedged: Abs Return -0.49 0.01 -0.45 -0.00 0.12     2.0% 4.3% 1.9% 2.7% 2.3%  
AQR Divers N ADANX Hedged: Arbitrage 1.16 0.41 -0.42 0.61 0.43     5.4% 5.3% 2.9% 6.3% 4.0%  
Arbitrage Fund ARBNX Hedged: Arbitrage 1.19 0.59 -0.14 0.27 0.37 0.47   5.2% 5.9% 4.0% 3.6% 2.9% 3.4%
BlackRock EmMkt A BLSAX Hedged: Long/Short 1.35 1.06 0.20 0.28       36.8% 21.3% 6.8% 6.4%    
Robeco Long/Short I BPLSX Hedged: Long/Short 2.91 1.97 1.19 0.66 0.74 0.69   35.4% 25.7% 19.8% 11.2% 10.3% 11.0%
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 0.47 0.91 0.25 0.43 0.57 0.41   8.0% 11.9% 6.8% 7.6% 8.0% 6.0%
Cromwell L/S MFADX Hedged: Long/Short 0.99 0.94 0.43 0.53 0.46     13.9% 13.1% 8.8% 8.5% 6.2%  
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 1.37 0.26 -0.16 0.36 0.58 0.42   6.2% 5.2% 3.7% 4.1% 4.0% 3.7%
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 0.45 0.73 0.16 0.34 0.56 0.57   5.5% 7.2% 5.1% 4.0% 3.7% 3.7%
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral -1.96 0.12 0.07 0.37 0.20 0.22   -3.8% 4.8% 4.7% 4.4% 2.6% 2.6%
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 2.36 1.22 1.19 0.40 0.42 0.29   19.5% 12.4% 13.1% 5.3% 4.3% 3.4%
Fidelity Equity FEQTX Income: Equity 1.71 1.06 0.52 0.59 0.73 0.46   22.5% 16.9% 11.4% 11.1% 11.7% 8.1%
Fidelity Strategic FSDIX Income: Equity 1.49 1.05 0.34 0.62 0.80 0.51   18.5% 15.1% 8.2% 9.7% 10.4% 7.9%
Columbia Div Income LBSAX Income: Equity 1.72 1.19 0.49 0.75 0.89 0.66   18.4% 16.7% 10.7% 12.5% 12.8% 10.0%
Invesco Divers Dividend LCEIX Income: Equity 1.24 0.95 0.44 0.52 0.76 0.54   15.2% 15.2% 9.9% 9.2% 11.0% 8.6%
BlackRock Eq Dividend MDDVX Income: Equity 1.64 1.23 0.37 0.57 0.69 0.54   24.0% 19.0% 9.1% 10.7% 10.9% 8.8%
T. Rowe Equity Income PRFDX Income: Equity 1.76 1.11 0.49 0.59 0.70 0.49   23.9% 18.1% 11.3% 11.6% 11.7% 8.7%
Schwab Div Equity SWDSX Income: Equity 1.41 1.14 0.40 0.50 0.64 0.47   16.5% 16.6% 9.4% 9.5% 10.4% 7.8%
Vanguard Equity VEIPX Income: Equity 1.44 1.17 0.55 0.69 0.86 0.62   18.1% 17.5% 11.7% 12.1% 12.9% 10.0%
Lord Abbett Float Rate LFRAX Income: Float Rate -0.80 -0.78 -0.78 -0.06 0.30     1.8% 2.7% 1.4% 2.3% 3.3%  
Calamos Global Opp CVLOX Income: Global 0.90 1.10 0.33 0.61 0.57 0.48   18.8% 19.9% 8.6% 11.0% 8.7% 7.6%
Loomis Global Alloc A LGMAX Income: Global 1.09 0.95 0.17 0.55 0.60 0.54   14.1% 14.9% 6.0% 9.6% 8.9% 8.7%
Neuberger Berman Eq Inc NBHAX Income: Global 1.05 1.01 0.42 0.55 0.62     15.7% 15.8% 9.7% 9.5% 8.9%  
Thornburg Inv Income A TIBAX Income: Global 2.37 2.17 0.96 0.75 0.73 0.61   30.5% 25.7% 16.2% 12.3% 10.4% 9.2%
Am Century Target Date ARTOX Income: Multi 0.79 0.79 0.02 0.42 0.59 0.52   8.4% 9.9% 4.3% 6.1% 6.2% 5.7%
BlackRock Strat Inc Opp BASIX Income: Multi -1.06 -0.39 -1.02 -0.16 0.16     0.4% 2.8% -0.1% 2.0% 2.4%  
Calamos Convertible CCVIX Income: Multi 1.21 0.91 0.16 0.64 0.62 0.54   25.9% 16.7% 5.9% 11.2% 9.2% 8.0%
Invesco Convertible Y CNSDX Income: Multi 1.00 0.89 0.18 0.64 0.70 0.60   20.2% 15.7% 6.2% 10.6% 9.7% 8.8%
Fidelity Convertibles FCVSX Income: Multi 1.14 1.02 0.34 0.76 0.75 0.54   23.0% 17.9% 8.4% 12.7% 11.1% 9.3%
Goldman Sachs Dyn A GSZAX Income: Multi 0.74 0.28 -0.38 -0.01 0.19     5.8% 5.3% 2.7% 2.6% 2.7%  
WestWood REs Inc KIFYX Income: Multi -0.07 0.10 -0.30 0.03 0.32 0.23   3.0% 4.9% 0.5% 2.1% 5.1% 4.3%
Nuveen Preferred I NPSRX Income: Multi 0.60 0.59 -0.45 0.12 0.48     6.1% 7.2% 0.7% 3.5% 5.4%  
Pimco Income PONPX Income: Multi -0.59 -0.25 -0.75 -0.02 0.52     1.3% 3.1% -0.3% 2.5% 4.5%  
Principal Spectrum PPSIX Income: Multi 0.05 0.74 -0.27 0.20 0.54 0.38   3.8% 7.6% 2.4% 4.0% 5.3% 5.4%
T. Rowe Price Global PRSNX Income: Multi -1.82 -0.52 -1.10 -0.21 0.13     -1.1% 2.2% -2.2% 1.3% 2.5%  
T. Rowe Retire Balanced TRRIX Income: Multi 0.37 0.52 -0.28 0.31 0.49 0.45   5.8% 7.5% 1.9% 5.0% 5.3% 5.0%
Vanguard LifeStrategy VASIX Income: Multi 0.46 0.45 -0.32 0.15 0.41 0.44   5.8% 7.0% 1.8% 3.6% 4.0% 4.1%
Vanguard Target Retire VTINX Income: Multi 0.79 0.63 -0.16 0.33 0.54 0.55   8.0% 8.0% 3.0% 4.8% 5.0% 5.1%
Vanguard Wellesley Adm VWIAX Income: Multi 0.71 0.59 -0.04 0.40 0.70 0.68   7.3% 8.5% 3.7% 5.7% 6.6% 6.5%
Fidelity Muni FHIGX Income: Tax Exempt -0.35 -0.62 -0.89 -0.31 0.08 0.20   1.9% 0.5% -2.1% 0.7% 2.2% 2.8%
Nuveen Amer Muni FLAAX Income: Tax Exempt 0.08 -0.39 -0.86 -0.27 0.14 0.22   3.9% 1.9% -2.7% 0.6% 2.6% 3.1%
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -0.52 -0.81 -0.94 -0.38 0.05 0.16   1.5% 0.6% -2.1% 0.4% 2.0% 2.5%
T. Rowe Summit Muni PRINX Income: Tax Exempt -0.33 -0.55 -0.86 -0.31 0.11 0.21   1.8% 0.8% -2.0% 0.6% 2.4% 2.8%
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -0.06 -0.41 -0.75 -0.24 0.14 0.23   3.3% 1.4% -1.7% 1.0% 2.5% 3.0%
Sound Mind Investing SMIFX Momentum 0.62 0.57 0.12 0.47 0.55 0.42   11.8% 11.4% 5.3% 8.7% 8.8% 7.3%
Sector Rotation NAVFX Sector Rotation 0.74 1.02 0.40 0.60       12.7% 18.5% 9.9% 11.2%    
FundX ETF XCOR Momentum 0.82 0.98 0.21 0.56 0.64 0.44   16.5% 19.5% 6.8% 10.8% 10.7% 7.7%
ALPS Insurance Trust BETFX Risk-Driven 1.17 1.07 0.24 0.49 0.58     14.3% 13.9% 6.7% 7.5% 7.2%  
Columbia Thermostat COTZX Risk-Driven 0.64 0.84 0.04 0.66 0.80 0.55   7.0% 10.8% 4.5% 7.7% 7.5% 6.9%
Dodge & Cox Balanced DODBX Risk-Driven 0.94 0.88 0.28 0.56 0.74 0.50   10.2% 12.0% 7.2% 9.3% 10.2% 7.6%
Fidelity Balanced FBALX Risk-Driven 1.37 1.18 0.40 0.75 0.86 0.66   17.9% 16.7% 9.1% 11.7% 11.3% 9.2%
Fidelity Puritan FPURX Risk-Driven 1.14 1.08 0.40 0.75 0.87 0.67   15.9% 16.4% 9.0% 11.4% 11.0% 9.0%
Janus Balanced JANBX Risk-Driven 0.55 0.93 0.21 0.71 0.82 0.72   8.6% 13.8% 6.4% 10.2% 9.9% 8.8%
Schwab Balanced SWOBX Risk-Driven 0.80 0.93 0.16 0.58 0.72 0.56   10.8% 13.1% 5.8% 8.7% 8.8% 7.1%
Vanguard Balanced VBIAX Risk-Driven 1.05 0.97 0.25 0.64 0.82 0.66   12.8% 14.1% 7.0% 9.5% 9.8% 8.3%
ValueLine AssetAlloc VLAAX Risk-Driven -1.83 0.03 -0.21 0.38 0.60 0.49   -8.5% 4.2% 0.9% 6.7% 8.0% 7.0%
Vanguard Wellesley Inv VWINX Risk-Driven 0.69 0.63 -0.03 0.40 0.71 0.68   7.2% 8.8% 3.8% 5.7% 6.7% 6.5%
Vanguard LifeStrat Growth VASGX Risk-Driven 1.28 1.22 0.36 0.65 0.73 0.52   18.4% 17.5% 8.8% 10.6% 10.2% 8.0%
Vanguard Wellington Inv VWELX Risk-Driven 0.96 1.19 0.35 0.70 0.87 0.69   12.8% 15.5% 8.1% 10.1% 10.4% 8.8%
Vanguard STAR Inv VGSTX Risk-Driven 1.16 0.95 0.15 0.58 0.71 0.57   13.7% 13.8% 5.7% 9.2% 9.2% 7.8%
FPA Crescent FPACX Risk-Driven 1.28 1.26 0.43 0.60 0.72 0.63   14.5% 15.0% 9.0% 9.9% 9.7% 8.6%
Allspring Asset Alloc WFAIX Risk-Driven 0.99 0.98 0.26 0.66 0.92 0.63   12.4% 14.1% 7.1% 9.4% 10.7% 8.4%