Tactical: Managed, ranked by Sortino

for period ending August 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 -0.66 -0.05 -0.80 -0.29 0.05 0.41   1.8% 4.1% -0.4% 1.4% 2.0% 3.1%
S&P 500 SPY Benchmark 2.84 2.35 0.83 1.26 1.47 0.98   20.2% 20.9% 12.7% 15.3% 15.0% 11.3%
Strategic 60-40 Portfolio s.6040 Benchmark 2.08 1.72 0.35 0.95 1.23 0.95   12.7% 13.9% 6.9% 9.5% 9.7% 8.2%
S&P 500 Equal Weight RSP Equal Weight 2.15 1.36 0.48 0.89 1.14 0.81   18.2% 15.4% 8.8% 12.0% 12.9% 10.2%
Permanent Portfolio PRPFX Low Equity 1.66 2.56 1.04 1.20 0.89 0.99   17.2% 20.1% 12.1% 10.7% 7.5% 8.2%
Hedge Replication HDG Blended 2.71 1.14 -0.19 0.27 0.34     10.9% 7.6% 3.3% 3.9% 3.2%  
Inv Dorsey Wright PDP Blended 1.20 1.18 0.35 0.86 1.02     20.2% 18.3% 7.5% 12.4% 12.4%  
NYLI Hedge Multi-Strat QAI Blended 1.88 1.36 -0.02 0.23 0.37     10.1% 8.6% 4.2% 3.6% 3.2%  
ProShares Lg Cap CSM Hedged: 130-30 2.72 2.25 0.77 1.10 1.33     20.4% 21.0% 12.3% 14.2% 14.5%  
MultiAsset ETF RLY Hedged: Abs Return 4.15 1.82 0.78 0.67       28.0% 14.9% 11.5% 8.6%    
NYLI Merger Arbitrage MNA Hedged: Arbitrage -1.22 0.66 -0.59 0.03 0.36     2.3% 5.7% 2.4% 2.8% 3.1%  
AGF AntiBeta BTAL Hedged: Mkt Neutral -1.69 -0.89 -0.53 -0.47       -23.2% -9.8% -4.0% -4.1%    
WisdmTr EM HiYld DEM Income: Equity 4.95 2.97 0.73 0.74 0.36     26.3% 18.7% 10.5% 9.6% 4.7%  
WisdmTr EM SmCap DGS Income: Equity 1.43 1.31 0.38 0.61 0.45     17.6% 14.4% 7.5% 8.7% 5.9%  
WisdomTree ex-US DLN Income: Equity 3.38 2.16 0.89 1.08 1.36 0.86   19.5% 18.5% 12.3% 12.7% 13.1% 9.7%
WisdmTr Intl SmCap DLS Income: Equity 1.38 1.71 0.35 0.53 0.64 0.46   17.4% 18.9% 7.4% 8.1% 8.0% 6.4%
iShares Select Dividend DVY Income: Equity 3.76 1.70 0.62 0.76 1.10 0.68   18.7% 17.1% 10.4% 10.4% 11.9% 8.5%
SPDR S&P Int'l DWX Income: Equity 1.95 1.78 0.44 0.55 0.34     16.3% 16.6% 8.1% 7.4% 4.4%  
iShares Core Hi Div HDV Income: Equity 4.23 1.82 0.94 0.81 1.16     24.1% 16.8% 12.7% 10.0% 11.2%  
iShr Intl Select Dividend IDV Income: Equity 3.45 3.13 0.85 0.72 0.62     29.7% 26.8% 13.7% 10.5% 8.0%  
Invesco Intl Div PID Income: Equity 1.01 1.18 0.46 0.57 0.50 0.37   10.4% 13.0% 8.7% 8.6% 6.5% 5.1%
SPDR S&P Dividend SDY Income: Equity 1.45 0.95 0.46 0.76 1.13 0.77   13.5% 11.7% 8.3% 9.7% 11.4% 8.9%
Vanguard Hi Div Yld ETF VYM Income: Equity 3.58 2.13 0.87 1.00 1.33     20.7% 18.3% 12.0% 11.8% 12.8%  
Invesco Sr Loan ETF BKLN Income: Float Rate 0.44 1.40 0.27 0.40 0.79     4.8% 6.9% 5.5% 4.2% 4.4%  
Invesco Multi-Asset CVY Income: Multi 2.92 1.58 0.51 0.55 0.57     17.5% 15.4% 9.2% 8.8% 7.5%  
SPDR Conv Sec CWB Income: Multi 2.20 1.63 0.16 1.01 1.16     20.4% 15.7% 5.2% 11.4% 10.8%  
SPDR Inc Alloc INKM Income: Multi 1.58 1.09 -0.00 0.37       9.7% 9.8% 4.0% 5.3%    
iSh MultiAsset Income IYLD Income: Multi 2.11 1.58 -0.10 0.18       11.0% 10.3% 3.3% 3.7%    
FirstTrust Multi-Asset MDIV Income: Multi 2.11 1.55 0.35 0.27       10.9% 11.4% 6.9% 4.8%    
iShr Preferred ETF PFF Income: Multi -0.26 0.31 -0.38 0.09 0.46     2.1% 5.9% 0.7% 2.9% 4.5%  
Invesco Preferred ETF PGX Income: Multi -1.00 0.05 -0.52 -0.04 0.39     -1.7% 4.2% -1.3% 1.9% 4.0%  
First Trust Focus 5 FV Sector Rotation 1.41 1.15 0.50 0.92       20.1% 16.5% 9.5% 13.0%    
iShr Aggressive AOA Risk-Driven 2.44 2.10 0.53 0.92 1.10     18.2% 17.0% 8.8% 10.4% 10.3%  
iShr Conservative AOK Risk-Driven 1.14 1.12 -0.12 0.43 0.70     8.0% 9.2% 3.4% 4.9% 4.9%  
iShr Moderate AOM Risk-Driven 1.54 1.39 0.05 0.59 0.85     10.1% 10.7% 4.5% 6.0% 6.1%  
iShr Growth AOR Risk-Driven 2.03 1.79 0.32 0.79 1.01     14.0% 13.8% 6.6% 8.2% 8.2%  
Principal GlobMultiStrat PMSAX Blended 4.02 1.48 0.23 0.46       11.7% 8.3% 5.3% 4.6%    
Hundredfold Select SFHYX Blended 0.92 0.86 -0.39 1.05 1.32 1.34   7.5% 7.5% 2.3% 7.0% 6.5% 6.5%
UBS Global Alloc BPGLX Global Macro 1.91 1.63 0.24 0.69 0.75 0.48   17.8% 14.7% 5.9% 7.6% 6.9% 5.4%
DFA Select Hedged DSHGX Global Macro 2.94 2.63 0.89 1.05       24.3% 21.2% 12.5% 13.0%    
GMO Benchm-Free GBMFX Global Macro 3.94 2.75 0.96 0.69 0.80 0.87   22.9% 16.0% 10.1% 6.7% 6.1% 6.2%
Leuthold Global GLBIX Global Macro 2.55 1.41 0.33 0.58 0.70     17.2% 12.1% 6.5% 6.4% 6.0%  
GMO Global Alloc GMWAX Global Macro 3.32 2.44 0.57 0.72 0.81 0.73   23.3% 17.2% 8.6% 7.7% 6.9% 6.3%
Mac Asset Strategy IVAEX Global Macro 1.32 2.03 0.53 0.59 0.52 0.59   12.6% 16.0% 8.5% 8.2% 6.5% 7.0%
Leuthold Core LCORX Global Macro 1.71 1.34 0.48 0.91 1.02 0.71   13.1% 12.6% 7.6% 8.2% 7.7% 6.8%
Loomis Global Alloc Y LSWWX Global Macro 2.11 1.70 0.26 0.84 0.94 0.83   14.4% 15.2% 6.3% 9.9% 9.3% 9.1%
BlackRock Global I MALOX Global Macro 1.66 1.70 0.17 0.73 0.79 0.74   15.2% 14.8% 5.4% 7.7% 6.9% 6.6%
MFS Global Tot Ret MFWIX Global Macro 1.75 1.34 0.21 0.60 0.86 0.73   13.3% 11.9% 5.7% 6.8% 7.2% 6.5%
PIMCO All-Asset PAUIX Global Macro 1.78 0.96 -0.12 0.27 0.29 0.44   13.7% 9.6% 2.8% 4.5% 3.6% 4.6%
Thornburg Inv Income Y TIBIX Global Macro 6.38 6.15 1.60 1.12 1.16 0.94   30.8% 26.2% 16.5% 12.6% 11.0% 9.8%
VALIC Global Strat VGLSX Global Macro 2.77 2.52 0.48 0.61 0.71 0.67   20.3% 18.0% 8.0% 7.1% 6.9% 6.7%
NYLI Int'l Res MYITX Hedged: 130-30 2.48 2.27 0.62 0.53 0.60     28.9% 22.0% 10.4% 7.7% 7.3%  
MFS Target Return A DVRAX Hedged: Abs Return 0.63 2.08 0.15 0.58 0.78     5.4% 8.7% 5.0% 4.9% 4.5%  
EatonVance GlobalMacro EIGMX Hedged: Abs Return 4.57 2.94 0.34 0.53 0.66 1.05   11.6% 9.1% 5.5% 4.4% 3.7% 4.4%
Virtus ASG Global GAFYX Hedged: Abs Return 2.46 0.81 0.23 0.40 0.39     15.0% 8.1% 5.4% 4.5% 3.6%  
Goldman Sachs Instl GARTX Hedged: Abs Return 2.21 1.20 0.15 0.51 0.55     11.6% 8.4% 5.1% 5.0% 4.1%  
Jhancock Multi Abs Ret I JHAIX Hedged: Abs Return 0.07 -0.03 -0.29 0.13       3.9% 4.0% 2.4% 3.2%    
Putnam Short Dur Y PARYX Hedged: Abs Return -1.72 -1.11 -1.35 -0.38 -0.11     1.3% 2.7% 0.5% 1.8% 1.6%  
Putnam Core Bond Y PYTRX Hedged: Abs Return -0.60 0.02 -0.57 -0.00 0.16     2.0% 4.3% 1.9% 2.7% 2.3%  
AQR Divers N ADANX Hedged: Arbitrage 3.36 0.59 -0.47 0.99 0.68     5.4% 5.3% 2.9% 6.3% 4.0%  
Arbitrage Fund ARBNX Hedged: Arbitrage 2.97 0.95 -0.17 0.37 0.50 0.63   5.2% 5.9% 4.0% 3.6% 2.9% 3.4%
BlackRock EmMkt A BLSAX Hedged: Long/Short 2.47 1.96 0.31 0.42       36.8% 21.3% 6.8% 6.4%    
Robeco Long/Short I BPLSX Hedged: Long/Short 8.51 4.28 2.16 1.08 1.23 1.16   35.4% 25.7% 19.8% 11.2% 10.3% 11.0%
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 0.72 1.67 0.35 0.62 0.84 0.59   8.0% 11.9% 6.8% 7.6% 8.0% 6.0%
Cromwell L/S MFADX Hedged: Long/Short 2.20 1.80 0.67 0.83 0.72     13.9% 13.1% 8.8% 8.5% 6.2%  
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 2.70 0.30 -0.19 0.45 0.80 0.56   6.2% 5.2% 3.7% 4.1% 4.0% 3.7%
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 0.79 1.29 0.23 0.47 0.80 0.82   5.5% 7.2% 5.1% 4.0% 3.7% 3.7%
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral -1.92 0.17 0.09 0.53 0.27 0.30   -3.8% 4.8% 4.7% 4.4% 2.6% 2.6%
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 6.29 2.68 2.70 0.70 0.74 0.48   19.5% 12.4% 13.1% 5.3% 4.3% 3.4%
Fidelity Equity FEQTX Income: Equity 2.88 1.72 0.78 0.88 1.12 0.66   22.5% 16.9% 11.4% 11.1% 11.7% 8.1%
Fidelity Strategic FSDIX Income: Equity 2.98 1.73 0.50 0.92 1.24 0.71   18.5% 15.1% 8.2% 9.7% 10.4% 7.9%
Columbia Div Income LBSAX Income: Equity 3.15 1.95 0.74 1.13 1.40 0.97   18.4% 16.7% 10.7% 12.5% 12.8% 10.0%
Invesco Divers Dividend LCEIX Income: Equity 1.92 1.53 0.64 0.75 1.15 0.77   15.2% 15.2% 9.9% 9.2% 11.0% 8.6%
BlackRock Eq Dividend MDDVX Income: Equity 2.84 2.12 0.54 0.86 1.06 0.79   24.0% 19.0% 9.1% 10.7% 10.9% 8.8%
T. Rowe Equity Income PRFDX Income: Equity 3.35 1.90 0.72 0.87 1.06 0.71   23.9% 18.1% 11.3% 11.6% 11.7% 8.7%
Schwab Div Equity SWDSX Income: Equity 2.59 1.88 0.59 0.71 0.94 0.66   16.5% 16.6% 9.4% 9.5% 10.4% 7.8%
Vanguard Equity VEIPX Income: Equity 2.76 2.06 0.84 1.04 1.35 0.91   18.1% 17.5% 11.7% 12.1% 12.9% 10.0%
Lord Abbett Float Rate LFRAX Income: Float Rate -0.92 -0.91 -0.83 -0.06 0.35     1.8% 2.7% 1.4% 2.3% 3.3%  
Calamos Global Opp CVLOX Income: Global 1.76 2.06 0.48 0.95 0.89 0.71   18.8% 19.9% 8.6% 11.0% 8.7% 7.6%
Loomis Global Alloc A LGMAX Income: Global 2.04 1.66 0.23 0.81 0.89 0.79   14.1% 14.9% 6.0% 9.6% 8.9% 8.7%
Neuberger Berman Eq Inc NBHAX Income: Global 1.72 1.67 0.60 0.78 0.88     15.7% 15.8% 9.7% 9.5% 8.9%  
Thornburg Inv Income A TIBAX Income: Global 6.26 5.94 1.56 1.09 1.09 0.88   30.5% 25.7% 16.2% 12.3% 10.4% 9.2%
Am Century Target Date ARTOX Income: Multi 1.16 1.25 0.02 0.59 0.86 0.74   8.4% 9.9% 4.3% 6.1% 6.2% 5.7%
BlackRock Strat Inc Opp BASIX Income: Multi -1.08 -0.49 -1.09 -0.19 0.20     0.4% 2.8% -0.1% 2.0% 2.4%  
Calamos Convertible CCVIX Income: Multi 2.70 1.66 0.24 1.05 1.00 0.82   25.9% 16.7% 5.9% 11.2% 9.2% 8.0%
Invesco Convertible Y CNSDX Income: Multi 2.06 1.62 0.27 1.04 1.14 0.90   20.2% 15.7% 6.2% 10.6% 9.7% 8.8%
Fidelity Convertibles FCVSX Income: Multi 2.45 1.89 0.49 1.28 1.25 0.77   23.0% 17.9% 8.4% 12.7% 11.1% 9.3%
Goldman Sachs Dyn A GSZAX Income: Multi 1.07 0.42 -0.47 -0.02 0.26     5.8% 5.3% 2.7% 2.6% 2.7%  
WestWood REs Inc KIFYX Income: Multi -0.11 0.15 -0.40 0.04 0.42 0.31   3.0% 4.9% 0.5% 2.1% 5.1% 4.3%
Nuveen Preferred I NPSRX Income: Multi 0.83 0.97 -0.53 0.15 0.64     6.1% 7.2% 0.7% 3.5% 5.4%  
Pimco Income PONPX Income: Multi -0.66 -0.33 -0.85 -0.03 0.68     1.3% 3.1% -0.3% 2.5% 4.5%  
Principal Spectrum PPSIX Income: Multi 0.07 1.24 -0.33 0.26 0.73 0.53   3.8% 7.6% 2.4% 4.0% 5.3% 5.4%
T. Rowe Price Global PRSNX Income: Multi -1.72 -0.72 -1.18 -0.25 0.17     -1.1% 2.2% -2.2% 1.3% 2.5%  
T. Rowe Retire Balanced TRRIX Income: Multi 0.54 0.77 -0.33 0.42 0.69 0.62   5.8% 7.5% 1.9% 5.0% 5.3% 5.0%
Vanguard LifeStrategy VASIX Income: Multi 0.63 0.69 -0.40 0.20 0.57 0.61   5.8% 7.0% 1.8% 3.6% 4.0% 4.1%
Vanguard Target Retire VTINX Income: Multi 1.19 0.96 -0.20 0.44 0.76 0.76   8.0% 8.0% 3.0% 4.8% 5.0% 5.1%
Vanguard Wellesley Adm VWIAX Income: Multi 1.02 0.94 -0.06 0.56 1.03 0.99   7.3% 8.5% 3.7% 5.7% 6.6% 6.5%
Fidelity Muni FHIGX Income: Tax Exempt -0.43 -0.83 -1.05 -0.38 0.11 0.27   1.9% 0.5% -2.1% 0.7% 2.2% 2.8%
Nuveen Amer Muni FLAAX Income: Tax Exempt 0.10 -0.55 -0.99 -0.34 0.18 0.30   3.9% 1.9% -2.7% 0.6% 2.6% 3.1%
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -0.60 -1.01 -1.07 -0.46 0.07 0.21   1.5% 0.6% -2.1% 0.4% 2.0% 2.5%
T. Rowe Summit Muni PRINX Income: Tax Exempt -0.44 -0.78 -1.04 -0.39 0.14 0.28   1.8% 0.8% -2.0% 0.6% 2.4% 2.8%
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -0.08 -0.60 -0.93 -0.31 0.19 0.31   3.3% 1.4% -1.7% 1.0% 2.5% 3.0%
Sound Mind Investing SMIFX Momentum 1.15 0.91 0.17 0.68 0.82 0.60   11.8% 11.4% 5.3% 8.7% 8.8% 7.3%
Sector Rotation NAVFX Sector Rotation 1.28 1.77 0.60 0.87       12.7% 18.5% 9.9% 11.2%    
FundX ETF XCOR Momentum 1.64 1.75 0.31 0.84 0.98 0.62   16.5% 19.5% 6.8% 10.8% 10.7% 7.7%
ALPS Insurance Trust BETFX Risk-Driven 2.10 1.86 0.33 0.70 0.86     14.3% 13.9% 6.7% 7.5% 7.2%  
Columbia Thermostat COTZX Risk-Driven 1.06 1.47 0.05 1.06 1.30 0.80   7.0% 10.8% 4.5% 7.7% 7.5% 6.9%
Dodge & Cox Balanced DODBX Risk-Driven 1.39 1.45 0.39 0.82 1.12 0.71   10.2% 12.0% 7.2% 9.3% 10.2% 7.6%
Fidelity Balanced FBALX Risk-Driven 3.07 2.14 0.57 1.13 1.34 0.96   17.9% 16.7% 9.1% 11.7% 11.3% 9.2%
Fidelity Puritan FPURX Risk-Driven 2.02 1.86 0.56 1.12 1.34 0.98   15.9% 16.4% 9.0% 11.4% 11.0% 9.0%
Janus Balanced JANBX Risk-Driven 0.90 1.53 0.29 1.03 1.24 1.08   8.6% 13.8% 6.4% 10.2% 9.9% 8.8%
Schwab Balanced SWOBX Risk-Driven 1.46 1.59 0.22 0.83 1.08 0.80   10.8% 13.1% 5.8% 8.7% 8.8% 7.1%
Vanguard Balanced VBIAX Risk-Driven 2.11 1.61 0.35 0.94 1.24 0.97   12.8% 14.1% 7.0% 9.5% 9.8% 8.3%
ValueLine AssetAlloc VLAAX Risk-Driven -1.69 0.04 -0.28 0.54 0.90 0.70   -8.5% 4.2% 0.9% 6.7% 8.0% 7.0%
Vanguard Wellesley Inv VWINX Risk-Driven 1.00 1.01 -0.05 0.56 1.04 1.00   7.2% 8.8% 3.8% 5.7% 6.7% 6.5%
Vanguard LifeStrat Growth VASGX Risk-Driven 2.31 2.17 0.52 0.95 1.10 0.74   18.4% 17.5% 8.8% 10.6% 10.2% 8.0%
Vanguard Wellington Inv VWELX Risk-Driven 1.94 2.19 0.50 1.03 1.34 1.02   12.8% 15.5% 8.1% 10.1% 10.4% 8.8%
Vanguard STAR Inv VGSTX Risk-Driven 1.86 1.58 0.20 0.86 1.08 0.83   13.7% 13.8% 5.7% 9.2% 9.2% 7.8%
FPA Crescent FPACX Risk-Driven 1.97 2.20 0.63 0.87 1.08 0.92   14.5% 15.0% 9.0% 9.9% 9.7% 8.6%
Allspring Asset Alloc WFAIX Risk-Driven 2.08 1.71 0.37 0.98 1.46 0.90   12.4% 14.1% 7.1% 9.4% 10.7% 8.4%