Tactical: Managed, ranked by Sortino

for period ending October 31, 2026

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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

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

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Portfolio Recipes: Tactical: Managed Peer Group
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      Sortino   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 -0.91 0.35 -0.73 -0.21 0.11 0.49   0.2% 5.5% -0.2% 1.5% 1.9% 3.0%
S&P 500 SPY Benchmark 1.49 3.04 0.90 1.35 1.53 0.98   12.0% 23.3% 12.0% 15.3% 14.7% 10.9%
Strategic 60-40 Portfolio s.6040 Benchmark 0.84 2.40 0.42 1.06 1.31 0.97   7.4% 15.9% 6.6% 9.6% 9.4% 7.9%
S&P 500 Equal Weight RSP Equal Weight 1.70 1.89 0.54 0.96 1.19 0.80   18.0% 19.0% 8.5% 12.3% 12.7% 9.9%
Permanent Portfolio PRPFX Low Equity 0.28 2.36 1.06 1.22 0.96 0.99   5.5% 19.2% 11.1% 10.2% 7.2% 7.9%
Hedge Replication HDG Blended 0.78 1.20 -0.16 0.34 0.37     6.1% 7.6% 3.0% 3.7% 3.0%  
Inv Dorsey Wright PDP Blended 0.52 1.50 0.34 0.93 1.08     9.4% 22.0% 6.6% 12.7% 12.4%  
NYLI Hedge Multi-Strat QAI Blended 0.31 1.29 0.03 0.31 0.41     4.8% 8.4% 3.8% 3.5% 3.0%  
ProShares Lg Cap CSM Hedged: 130-30 1.28 2.84 0.82 1.17 1.38     11.3% 23.2% 11.5% 14.2% 14.1%  
MultiAsset ETF RLY Hedged: Abs Return 2.95 2.01 0.78 0.73       24.6% 16.2% 10.4% 8.6%    
NYLI Merger Arbitrage MNA Hedged: Arbitrage -0.74 0.81 -0.45 0.15 0.45     3.0% 5.8% 2.6% 2.9% 3.1%  
AGF AntiBeta BTAL Hedged: Mkt Neutral -0.65 -0.96 -0.33 -0.37 -0.27     -7.3% -10.9% -2.1% -3.3% -2.4%  
WisdmTr EM HiYld DEM Income: Equity 2.38 2.66 0.82 0.71 0.42     19.7% 18.4% 10.3% 8.8% 4.9%  
WisdmTr EM SmCap DGS Income: Equity 0.40 1.17 0.39 0.57 0.49     7.3% 13.8% 6.7% 7.8% 5.9%  
WisdomTree ex-US DLN Income: Equity 2.54 2.74 1.05 1.18 1.41 0.86   18.2% 21.3% 12.3% 13.0% 12.9% 9.4%
WisdmTr Intl SmCap DLS Income: Equity 0.93 1.91 0.39 0.52 0.69 0.44   12.7% 20.0% 6.9% 7.5% 8.0% 5.8%
iShares Select Dividend DVY Income: Equity 2.45 2.03 0.73 0.83 1.12 0.68   20.9% 20.1% 10.5% 10.7% 11.7% 8.2%
SPDR S&P Int'l DWX Income: Equity 1.54 1.97 0.58 0.57 0.39     15.4% 18.0% 8.4% 7.2% 4.6%  
iShares Core Hi Div HDV Income: Equity 4.40 2.47 1.15 0.95 1.22     34.8% 21.7% 13.6% 10.9% 11.4%  
iShr Intl Select Dividend IDV Income: Equity 1.95 3.01 0.92 0.74 0.65     21.0% 27.0% 13.3% 10.2% 7.9%  
Invesco Intl Div PID Income: Equity 0.59 1.57 0.48 0.60 0.51 0.36   8.4% 15.7% 7.9% 8.5% 6.3% 4.7%
SPDR S&P Dividend SDY Income: Equity 1.85 1.43 0.65 0.89 1.18 0.79   20.2% 15.8% 9.1% 10.6% 11.4% 8.8%
Vanguard Hi Div Yld ETF VYM Income: Equity 2.21 2.50 0.97 1.08 1.37     19.3% 20.9% 11.8% 12.0% 12.6%  
Invesco Sr Loan ETF BKLN Income: Float Rate 0.18 1.52 0.59 0.55 0.85     4.2% 7.0% 5.5% 4.2% 4.1%  
Invesco Multi-Asset CVY Income: Multi 1.54 1.53 0.49 0.56 0.57 0.43   15.8% 15.9% 8.1% 8.5% 7.1% 5.6%
SPDR Conv Sec CWB Income: Multi 0.10 1.55 0.06 0.97 1.15     3.4% 15.6% 3.5% 10.5% 10.2%  
SPDR Inc Alloc INKM Income: Multi 0.71 1.60 0.07 0.45       7.5% 11.8% 3.8% 5.4%    
iSh MultiAsset Income IYLD Income: Multi 0.68 1.77 -0.05 0.22       6.5% 10.7% 3.0% 3.6%    
FirstTrust Multi-Asset MDIV Income: Multi 1.42 1.44 0.37 0.33       11.7% 11.7% 6.2% 5.2%    
iShr Preferred ETF PFF Income: Multi -1.08 0.38 -0.47 0.09 0.45     -3.8% 6.1% -0.6% 2.6% 4.1%  
Invesco Preferred ETF PGX Income: Multi -1.72 0.13 -0.60 -0.05 0.36     -8.4% 4.7% -2.5% 1.5% 3.5%  
First Trust Focus 5 FV Sector Rotation 1.54 1.74 0.57 1.00       22.0% 21.9% 9.5% 13.4%    
iShr Aggressive AOA Risk-Driven 1.07 2.69 0.58 0.98 1.16     10.1% 18.6% 8.2% 10.2% 10.0%  
iShr Conservative AOK Risk-Driven 0.06 1.59 -0.04 0.53 0.77     3.8% 10.5% 3.2% 4.9% 4.8%  
iShr Moderate AOM Risk-Driven 0.32 1.90 0.13 0.69 0.92     5.1% 12.1% 4.3% 6.0% 5.9%  
iShr Growth AOR Risk-Driven 0.76 2.35 0.39 0.87 1.08     7.6% 15.3% 6.3% 8.1% 8.0%  
Principal GlobMultiStrat PMSAX Blended 2.01 1.63 0.48 0.59 0.75     8.1% 8.5% 5.3% 4.5% 4.0%  
Hundredfold Select SFHYX Blended 0.20 1.02 -0.30 1.22 1.40 1.42   4.4% 7.9% 2.3% 7.0% 6.2% 6.4%
UBS Global Alloc BPGLX Global Macro 0.59 1.97 0.22 0.71 0.80 0.46   7.8% 15.8% 5.0% 7.3% 6.7% 5.0%
DFA Select Hedged DSHGX Global Macro 1.69 3.17 0.97 1.09       15.6% 22.7% 11.8% 12.7%    
GMO Benchm-Free GBMFX Global Macro 3.14 3.14 1.29 0.78 0.88 0.91   20.0% 17.0% 10.5% 6.7% 6.0% 6.1%
Leuthold Global GLBIX Global Macro 1.81 1.56 0.42 0.64 0.79     13.6% 12.6% 6.3% 6.3% 6.0%  
GMO Global Alloc GMWAX Global Macro 2.57 3.02 0.77 0.81 0.89 0.76   19.3% 18.9% 8.9% 7.7% 6.9% 6.1%
Mac Asset Strategy IVAEX Global Macro 0.20 2.14 0.55 0.62 0.57 0.61   4.7% 16.2% 7.5% 8.1% 6.4% 6.8%
Leuthold Core LCORX Global Macro 1.09 1.51 0.60 1.04 1.16 0.71   9.7% 13.4% 7.4% 8.4% 7.8% 6.5%
Loomis Global Alloc Y LSWWX Global Macro 0.36 1.91 0.23 0.87 1.00 0.81   5.7% 16.0% 5.2% 9.5% 9.0% 8.5%
BlackRock Global I MALOX Global Macro 0.56 1.96 0.20 0.78 0.87 0.74   7.4% 15.6% 4.8% 7.5% 6.7% 6.3%
MFS Global Tot Ret MFWIX Global Macro 1.26 1.71 0.30 0.70 0.93 0.75   12.1% 13.9% 5.6% 6.9% 7.1% 6.3%
PIMCO All-Asset PAUIX Global Macro 0.83 1.17 -0.09 0.28 0.32 0.46   9.6% 11.0% 2.4% 4.1% 3.5% 4.5%
Thornburg Inv Income Y TIBIX Global Macro 4.02 6.38 1.80 1.20 1.22 0.95   24.1% 26.7% 15.9% 12.6% 10.9% 9.5%
VALIC Global Strat VGLSX Global Macro 1.14 2.89 0.58 0.63 0.77 0.66   10.7% 18.8% 7.7% 6.7% 6.7% 6.3%
NYLI Int'l Res MYITX Hedged: 130-30 1.01 2.55 0.60 0.50 0.63     13.6% 23.0% 9.2% 6.9% 7.2%  
MFS Target Return A DVRAX Hedged: Abs Return 0.37 2.32 0.43 0.76 0.89     4.8% 9.1% 5.1% 4.9% 4.4%  
EatonVance GlobalMacro EIGMX Hedged: Abs Return 3.30 4.05 0.81 0.71 0.88 1.21   9.5% 9.7% 5.7% 4.4% 3.8% 4.4%
Virtus ASG Global GAFYX Hedged: Abs Return 1.91 0.84 0.36 0.46 0.45     13.0% 8.2% 5.2% 4.4% 3.6%  
Goldman Sachs Instl GARTX Hedged: Abs Return 0.88 1.44 0.26 0.61 0.65     7.0% 9.0% 4.8% 4.9% 4.0%  
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return -0.31 0.13 -0.14 0.21       1.3% 4.8% 2.8% 3.2%    
Putnam Short Dur Y PARYX Hedged: Abs Return -1.31 -0.90 -1.48 -0.29 0.02     1.5% 2.9% 0.7% 1.8% 1.7%  
Putnam Core Bond Y PYTRX Hedged: Abs Return -0.88 0.39 -0.41 0.05 0.23     -0.1% 5.7% 2.1% 2.5% 2.3%  
AQR Divers N ADANX Hedged: Arbitrage 0.15 1.06 -0.51 1.18 0.81     3.8% 5.7% 2.6% 6.3% 4.0%  
Arbitrage Fund ARBNX Hedged: Arbitrage 5.14 1.41 0.14 0.67 0.71 0.78   6.0% 6.5% 4.1% 3.8% 3.0% 3.4%
BlackRock EmMkt A BLSAX Hedged: Long/Short 0.78 1.59 0.28 0.37 0.29     13.6% 19.8% 5.6% 5.4% 3.5%  
Robeco Long/Short I BPLSX Hedged: Long/Short 7.56 4.52 2.50 1.18 1.28 1.20   34.1% 26.8% 19.8% 11.4% 10.2% 10.9%
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 0.23 1.72 0.43 0.66 0.88 0.60   4.9% 12.6% 6.5% 7.5% 7.8% 5.9%
Cromwell L/S MFADX Hedged: Long/Short 0.72 1.52 0.78 0.87 0.71     7.2% 12.0% 8.5% 8.3% 5.8%  
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 1.14 0.40 -0.05 0.67 1.01 0.63   4.9% 5.3% 3.6% 4.1% 4.0% 3.6%
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 0.81 1.46 0.48 0.68 0.99 0.93   5.8% 7.5% 4.9% 4.0% 3.6% 3.6%
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral -1.64 -0.03 0.05 0.58 0.32 0.34   -4.2% 4.1% 3.9% 4.2% 2.5% 2.5%
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 8.22 2.79 3.31 0.91 0.93 0.59   23.9% 12.7% 14.3% 5.8% 4.7% 3.6%
Fidelity Equity FEQTX Income: Equity 2.15 2.03 0.90 0.94 1.18 0.66   22.6% 19.6% 11.5% 11.3% 11.6% 7.8%
Fidelity Strategic FSDIX Income: Equity 1.89 2.21 0.60 1.02 1.32 0.72   15.0% 17.3% 7.9% 9.9% 10.2% 7.7%
Columbia Div Income LBSAX Income: Equity 2.50 2.52 0.90 1.26 1.47 1.00   18.7% 19.7% 10.8% 13.0% 12.7% 9.9%
Invesco Divers Dividend LCEIX Income: Equity 1.85 2.13 0.78 0.84 1.21 0.78   16.8% 18.7% 10.1% 9.6% 10.9% 8.4%
BlackRock Eq Dividend MDDVX Income: Equity 2.40 2.44 0.60 0.94 1.11 0.81   23.0% 21.2% 8.7% 11.0% 10.8% 8.7%
T. Rowe Equity Income PRFDX Income: Equity 3.01 2.32 0.82 0.94 1.11 0.71   25.1% 20.8% 11.1% 11.7% 11.6% 8.4%
Schwab Div Equity SWDSX Income: Equity 2.11 2.48 0.74 0.80 0.97 0.68   17.7% 20.1% 9.7% 10.0% 10.2% 7.7%
Vanguard Equity VEIPX Income: Equity 2.06 2.50 0.97 1.14 1.39 0.93   18.7% 20.4% 11.7% 12.5% 12.7% 9.8%
Lord Abbett Float Rate LFRAX Income: Float Rate -1.16 -0.89 -0.96 -0.05 0.35     0.9% 2.7% 1.0% 2.0% 3.0%  
Calamos Global Opp CVLOX Income: Global 0.45 2.30 0.44 0.98 0.91 0.70   6.9% 21.1% 7.2% 10.7% 8.4% 7.2%
Loomis Global Alloc A LGMAX Income: Global 0.32 1.86 0.21 0.84 0.95 0.77   5.4% 15.7% 4.9% 9.2% 8.6% 8.2%
Neuberger Berman Eq Inc NBHAX Income: Global 1.18 1.93 0.66 0.83 0.94     14.5% 18.3% 9.3% 9.6% 8.9%  
Thornburg Inv Income A TIBAX Income: Global 3.91 6.15 1.73 1.16 1.14 0.89   23.8% 26.2% 15.4% 12.3% 10.3% 8.9%
Am Century Target Date ARTOX Income: Multi 0.38 1.66 0.08 0.69 0.92 0.76   5.4% 11.2% 4.0% 6.1% 6.0% 5.5%
BlackRock Strat Inc Opp BASIX Income: Multi -1.54 -0.39 -1.16 -0.16 0.27     -1.8% 3.1% -0.2% 1.8% 2.4%  
Calamos Convertible CCVIX Income: Multi 0.37 1.57 0.11 1.02 0.97 0.78   6.1% 16.5% 4.0% 10.5% 8.6% 7.4%
Invesco Convertible Y CNSDX Income: Multi 0.18 1.52 0.14 1.02 1.14 0.86   4.2% 15.3% 4.3% 10.0% 9.2% 8.2%
Fidelity Convertibles FCVSX Income: Multi 0.32 1.70 0.37 1.26 1.24 0.75   5.6% 17.2% 6.4% 11.9% 10.5% 8.8%
Goldman Sachs Dyn A GSZAX Income: Multi -0.12 0.15 -0.28 0.03 0.35     3.4% 4.6% 3.0% 2.4% 2.7%  
WestWood REs Inc KIFYX Income: Multi -0.73 0.43 -0.47 0.05 0.42 0.29   -0.3% 6.3% -0.5% 2.0% 4.8% 3.9%
Nuveen Preferred I NPSRX Income: Multi -0.62 1.25 -0.52 0.18 0.69     1.3% 7.7% 0.4% 3.3% 5.3%  
Pimco Income PONPX Income: Multi -0.88 -0.06 -0.82 -0.01 0.75     -0.9% 4.0% -0.4% 2.3% 4.4%  
Principal Spectrum PPSIX Income: Multi -0.96 1.22 -0.32 0.29 0.79 0.54   -0.1% 7.6% 2.0% 3.8% 5.2% 5.1%
T. Rowe Price Global PRSNX Income: Multi -1.76 -0.47 -1.22 -0.21 0.21     -2.2% 2.9% -2.1% 1.3% 2.4%  
T. Rowe Retire Balanced TRRIX Income: Multi -0.24 1.11 -0.32 0.50 0.75 0.64   2.3% 8.5% 1.6% 4.9% 5.1% 4.8%
Vanguard LifeStrategy VASIX Income: Multi -0.27 1.07 -0.33 0.31 0.65 0.65   2.4% 8.3% 1.7% 3.6% 3.9% 4.0%
Vanguard Target Retire VTINX Income: Multi 0.13 1.35 -0.13 0.55 0.85 0.81   4.1% 9.1% 2.8% 4.8% 4.8% 4.9%
Vanguard Wellesley Adm VWIAX Income: Multi 0.49 1.41 0.05 0.69 1.10 1.04   6.0% 10.4% 3.8% 5.9% 6.4% 6.4%
Fidelity Muni FHIGX Income: Tax Exempt -0.96 -0.49 -0.99 -0.31 0.14 0.30   -2.3% 1.8% -2.1% 0.7% 2.1% 2.7%
Nuveen Amer Muni FLAAX Income: Tax Exempt -0.69 -0.19 -0.93 -0.27 0.20 0.32   -0.8% 3.3% -2.6% 0.7% 2.4% 3.0%
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -0.74 -0.61 -1.01 -0.39 0.10 0.27   -0.3% 1.8% -1.9% 0.6% 1.9% 2.5%
T. Rowe Summit Muni PRINX Income: Tax Exempt -1.10 -0.44 -0.99 -0.33 0.16 0.31   -3.3% 2.1% -2.1% 0.7% 2.2% 2.7%
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -0.79 -0.22 -0.85 -0.23 0.23 0.35   -1.4% 3.0% -1.6% 1.1% 2.4% 2.9%
Sound Mind Investing SMIFX Momentum 0.81 1.32 0.18 0.73 0.87 0.60   9.0% 13.9% 4.7% 8.8% 8.8% 7.0%
Sector Rotation NAVFX Sector Rotation 0.32 2.03 0.60 0.92       5.5% 19.8% 8.8% 11.1%    
FundX ETF XCOR Momentum 0.41 2.02 0.30 0.89 1.02 0.62   6.4% 21.3% 5.9% 10.8% 10.4% 7.3%
ALPS Insurance Trust BETFX Risk-Driven 0.81 2.37 0.39 0.77 0.93     7.8% 15.2% 6.2% 7.4% 7.1%  
Columbia Thermostat COTZX Risk-Driven -0.14 2.04 0.17 1.25 1.57 0.82   3.0% 12.3% 4.5% 7.6% 7.4% 6.7%
Dodge & Cox Balanced DODBX Risk-Driven 0.65 1.59 0.46 0.86 1.18 0.71   7.8% 13.1% 6.8% 9.0% 10.0% 7.3%
Fidelity Balanced FBALX Risk-Driven 1.53 2.99 0.62 1.24 1.42 0.98   10.7% 18.9% 8.4% 11.8% 11.1% 8.9%
Fidelity Puritan FPURX Risk-Driven 0.94 2.39 0.59 1.22 1.42 0.99   9.2% 18.2% 8.2% 11.3% 10.8% 8.7%
Janus Balanced JANBX Risk-Driven 0.03 2.08 0.34 1.14 1.33 1.11   3.5% 15.7% 6.0% 10.2% 9.7% 8.6%
Schwab Balanced SWOBX Risk-Driven 0.18 2.21 0.28 0.92 1.14 0.81   4.3% 14.9% 5.4% 8.6% 8.5% 6.9%
Vanguard Balanced VBIAX Risk-Driven 0.81 2.17 0.42 1.05 1.32 0.99   7.2% 16.1% 6.6% 9.6% 9.5% 8.0%
ValueLine AssetAlloc VLAAX Risk-Driven -0.94 0.30 -0.25 0.64 0.95 0.71   -3.7% 6.0% 0.7% 7.0% 7.9% 6.8%
Vanguard Wellesley Inv VWINX Risk-Driven 0.47 1.49 0.06 0.69 1.12 1.05   6.0% 10.7% 3.9% 5.9% 6.5% 6.4%
Vanguard LifeStrat Growth VASGX Risk-Driven 1.01 2.73 0.57 1.01 1.17 0.73   10.0% 19.1% 8.1% 10.5% 10.0% 7.6%
Vanguard Wellington Inv VWELX Risk-Driven 0.77 2.83 0.60 1.15 1.42 1.05   7.1% 17.1% 7.8% 10.2% 10.1% 8.5%
Vanguard STAR Inv VGSTX Risk-Driven 0.74 2.18 0.25 0.94 1.14 0.84   7.9% 15.9% 5.3% 9.2% 8.9% 7.5%
FPA Crescent FPACX Risk-Driven 1.23 2.59 0.74 0.94 1.12 0.94   11.1% 16.3% 8.7% 9.8% 9.5% 8.4%
Allspring Asset Alloc WFAIX Risk-Driven 0.59 2.37 0.43 1.08 1.50 0.90   6.0% 16.0% 6.6% 9.4% 10.2% 8.0%