Tactical: Managed, ranked by Sharpe

for period ending June 30, 2025

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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.

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Portfolio Recipes: Tactical: Managed Peer Group
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      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 0.33 * * * * *   6.1% * * * * *
S&P 500 SPY Benchmark 0.83 * * * * *   14.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 0.80 * * * * *   11.6% * * * * *
S&P 500 Equal Weight RSP Equal Weight 0.62 * * * * *   12.4% * * * * *
Permanent Portfolio PRPFX Low Equity 2.24 * * * * *   22.6% * * * * *
Hedge Replication HDG Blended 0.04 * * * * *   4.5% * * * * *
Inv Dorsey Wright PDP Blended 0.41 * * * * *   11.2% * * * * *
Inv Dynamic Market PWC Blended 0.68 * * * * *   12.4% * * * * *
NYLI Hedge Multi-Strat QAI Blended 0.44 * * * * *   6.5% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 0.83 * * * * *   14.9% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 0.48 * * * * *   8.2% * * * * *
NYLI Merger Arbitrage MNA Hedged: Arbitrage 2.88 * * * * *   11.6% * * * * *
AGF AntiBeta BTAL Hedged: Mkt Neutral -0.59 * * * * *   -6.6% * * * * *
WisdmTr EM HiYld DEM Income: Equity 0.61 * * * * *   10.1% * * * * *
WisdmTr EM SmCap DGS Income: Equity 0.55 * * * * *   10.5% * * * * *
WisdomTree ex-US DLN Income: Equity 0.94 * * * * *   15.2% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 1.50 * * * * *   23.7% * * * * *
iShares Select Dividend DVY Income: Equity 0.68 * * * * *   14.1% * * * * *
SPDR S&P Int'l DWX Income: Equity 1.67 * * * * *   27.6% * * * * *
iShares Core Hi Div HDV Income: Equity 0.59 * * * * *   11.6% * * * * *
iShr Intl Select Dividend IDV Income: Equity 2.06 * * * * *   32.0% * * * * *
Invesco Intl Div PID Income: Equity 1.27 * * * * *   18.8% * * * * *
SPDR S&P Dividend SDY Income: Equity 0.42 * * * * *   9.6% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 0.91 * * * * *   15.5% * * * * *
Invesco Sr Loan ETF BKLN Income: Float Rate 1.53 * * * * *   7.6% * * * * *
Invesco Multi-Asset CVY Income: Multi 0.22 * * * * *   6.7% * * * * *
SPDR Conv Sec CWB Income: Multi 1.12 * * * * *   17.0% * * * * *
SPDR Inc Alloc INKM Income: Multi 0.89 * * * * *   10.6% * * * * *
iSh MultiAsset Income IYLD Income: Multi 1.05 * * * * *   10.0% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 0.34 * * * * *   7.3% * * * * *
iShr Preferred ETF PFF Income: Multi -0.07 * * * * *   3.7% * * * * *
Invesco Preferred ETF PGX Income: Multi -0.23 * * * * *   2.2% * * * * *
First Trust Focus 5 FV Sector Rotation 0.04 * * * * *   3.9% * * * * *
iShr Aggressive AOA Risk-Driven 1.06 * * * * *   14.1% * * * * *
iShr Conservative AOK Risk-Driven 0.88 * * * * *   9.4% * * * * *
iShr Moderate AOM Risk-Driven 0.98 * * * * *   10.5% * * * * *
iShr Growth AOR Risk-Driven 1.04 * * * * *   12.3% * * * * *
BNY Dynamic Ins AVGRX Blended -0.63 * * * * *   1.9% * * * * *
Principal GlobMultiStrat PMSAX Blended 0.50 * * * * *   6.2% * * * * *
Hundredfold Select SFHYX Blended 0.86 * * * * *   8.9% * * * * *
UBS Global Alloc BPGLX Global Macro 0.99 * * * * *   12.2% * * * * *
DFA Select Hedged DSHGX Global Macro 0.99 * * * * *   14.8% * * * * *
GMO Benchm-Free GBMFX Global Macro 1.03 * * * * *   10.2% * * * * *
Leuthold Global GLBIX Global Macro 0.58 * * * * *   8.9% * * * * *
GMO Global Alloc GMWAX Global Macro 1.15 * * * * *   12.4% * * * * *
Mac Asset Strategy IVAEX Global Macro 1.29 * * * * *   14.7% * * * * *
Leuthold Core LCORX Global Macro 0.54 * * * * *   10.0% * * * * *
Loomis Global Alloc Y LSWWX Global Macro 0.66 * * * * *   11.2% * * * * *
BlackRock Global I MALOX Global Macro 1.22 * * * * *   15.2% * * * * *
MFS Global Tot Ret MFWIX Global Macro 0.96 * * * * *   12.0% * * * * *
PIMCO All-Asset PAUIX Global Macro 0.74 * * * * *   9.6% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 2.75 * * * * *   25.7% * * * * *
VALIC Global Strat VGLSX Global Macro 1.21 * * * * *   13.5% * * * * *
NYLI Int'l Res MYITX Hedged: 130-30 1.75 * * * * *   22.1% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 1.68 * * * * *   9.9% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 1.60 * * * * *   8.3% * * * * *
Virtus ASG Global GAFYX Hedged: Abs Return 0.18 * * * * *   5.4% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 0.30 * * * * *   6.1% * * * * *
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return 0.54 * * * * *   8.5% * * * * *
Putnam Short Dur Y PARYX Hedged: Abs Return -0.16 * * * * *   4.2% * * * * *
Putnam Core Bond Y PYTRX Hedged: Abs Return 0.37 * * * * *   6.2% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 0.91 * * * * *   6.5% * * * * *
Arbitrage Fund ARBNX Hedged: Arbitrage 1.09 * * * * *   7.0% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 0.83 * * * * *   13.0% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 1.51 * * * * *   22.4% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 0.77 * * * * *   9.8% * * * * *
Cromwell L/S MFADX Hedged: Long/Short 0.70 * * * * *   11.8% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 2.17 * * * * *   7.3% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 0.72 * * * * *   7.5% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 1.00 * * * * *   8.3% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 0.03 * * * * *   4.5% * * * * *
Fidelity Equity FEQTX Income: Equity 1.11 * * * * *   17.3% * * * * *
Fidelity Strategic FSDIX Income: Equity 0.67 * * * * *   11.1% * * * * *
Columbia Div Income LBSAX Income: Equity 0.79 * * * * *   13.5% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 0.72 * * * * *   13.3% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 0.75 * * * * *   13.4% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 0.51 * * * * *   10.5% * * * * *
Schwab Div Equity SWDSX Income: Equity 1.19 * * * * *   18.0% * * * * *
Vanguard Equity VEIPX Income: Equity 0.94 * * * * *   15.3% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate -0.17 * * * * *   4.0% * * * * *
Calamos Global Opp CVLOX Income: Global 0.80 * * * * *   13.5% * * * * *
Loomis Global Alloc A LGMAX Income: Global 0.64 * * * * *   10.9% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 1.18 * * * * *   17.9% * * * * *
Thornburg Inv Income A TIBAX Income: Global 2.56 * * * * *   24.4% * * * * *
Am Century Target Date ARTOX Income: Multi 0.85 * * * * *   9.7% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 0.43 * * * * *   5.8% * * * * *
Calamos Convertible CCVIX Income: Multi 0.85 * * * * *   15.0% * * * * *
Invesco Convertible Y CNSDX Income: Multi 0.97 * * * * *   15.9% * * * * *
Fidelity Convertibles FCVSX Income: Multi 0.56 * * * * *   12.0% * * * * *
Goldman Sachs Dyn A GSZAX Income: Multi 0.23 * * * * *   5.2% * * * * *
WestWood REs Inc KIFYX Income: Multi -0.22 * * * * *   2.0% * * * * *
Nuveen Preferred I NPSRX Income: Multi 0.72 * * * * *   7.0% * * * * *
Pimco Income PONPX Income: Multi 0.42 * * * * *   6.1% * * * * *
Principal Spectrum PPSIX Income: Multi 1.12 * * * * *   8.0% * * * * *
T. Rowe Price Global PRSNX Income: Multi -0.27 * * * * *   3.7% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 0.68 * * * * *   7.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 0.65 * * * * *   7.8% * * * * *
Vanguard Target Retire VTINX Income: Multi 0.86 * * * * *   8.7% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 0.69 * * * * *   9.2% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt -1.72 * * * * *   -3.0% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt -1.37 * * * * *   -1.1% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -1.72 * * * * *   -1.3% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt -1.46 * * * * *   -1.7% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -1.33 * * * * *   -1.5% * * * * *
Sound Mind Investing SMIFX Momentum 0.17 * * * * *   6.0% * * * * *
Sector Rotation NAVFX Sector Rotation 0.85 * * * * *   17.0% * * * * *
FundX ETF XCOR Momentum 0.46 * * * * *   10.4% * * * * *
ALPS Insurance Trust BETFX Risk-Driven 1.00 * * * * *   11.8% * * * * *
Columbia Thermostat COTZX Risk-Driven 1.46 * * * * *   14.7% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 0.85 * * * * *   12.0% * * * * *
Fidelity Balanced FBALX Risk-Driven 0.38 * * * * *   8.1% * * * * *
Fidelity Puritan FPURX Risk-Driven 0.18 * * * * *   6.0% * * * * *
Janus Balanced JANBX Risk-Driven 0.94 * * * * *   13.6% * * * * *
Schwab Balanced SWOBX Risk-Driven 0.85 * * * * *   11.2% * * * * *
Vanguard Balanced VBIAX Risk-Driven 0.67 * * * * *   11.0% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 0.71 * * * * *   11.3% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 0.86 * * * * *   10.1% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 1.20 * * * * *   14.8% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 1.16 * * * * *   14.8% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 0.88 * * * * *   12.0% * * * * *
FPA Crescent FPACX Risk-Driven 0.72 * * * * *   10.7% * * * * *
Allspring Asset Alloc WFAIX Risk-Driven 0.73 * * * * *   10.7% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 0.75 * * * * *   19.0% * * * * *