Tactical: Managed, ranked by Total Return

for period ending October 31, 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

Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Recipe Summary page.

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.
      Total Return   Downside Deviation
Recipe Name ID Category YTD Oct 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 13.1% -1.6% 31.9% * * * * *   6.7% * * * * *
Permanent Portfolio PRPFX Low Equity 22.6% 3.1% 31.6% * * * * *   0.7% * * * * *
Hedge Replication HDG Blended 4.4% -0.7% 9.4% * * * * *   1.4% * * * * *
DWA Tech Leaders PDP Blended 21.2% 0.3% 41.0% * * * * *   8.7% * * * * *
iSh Global Energy PWC Blended 19.9% -0.5% 38.2% * * * * *   7.4% * * * * *
IQ Hedge Multi-Strat QAI Blended 5.9% -0.6% 11.9% * * * * *   1.5% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 19.1% -1.0% 37.0% * * * * *   6.9% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 6.0% -1.3% 12.1% * * * * *   4.3% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 4.5% -0.2% 5.6% * * * * *   2.3% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 17.1% 1.2% -0.1% * * * * *   12.0% * * * * *
WisdmTr EM HiYld DEM Income: Equity 8.6% -4.0% 22.1% * * * * *   5.0% * * * * *
WisdmTr EM SmCap DGS Income: Equity 5.1% -4.7% 20.2% * * * * *   6.7% * * * * *
WisdomTree ex-US DLN Income: Equity 19.9% -0.3% 33.6% * * * * *   5.2% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 4.6% -6.3% 21.6% * * * * *   9.1% * * * * *
iShares Select Dividend DVY Income: Equity 18.2% -0.2% 33.7% * * * * *   5.4% * * * * *
SPDR S&P Int'l DWX Income: Equity 6.3% -4.9% 17.5% * * * * *   7.0% * * * * *
iShares Hi Div Equity HDV Income: Equity 18.6% 0.1% 27.9% * * * * *   2.7% * * * * *
iShr Intl Select Dividend IDV Income: Equity 7.5% -5.2% 23.1% * * * * *   8.2% * * * * *
PowerShares Intl Div PID Income: Equity 7.0% -3.4% 23.6% * * * * *   7.1% * * * * *
SPDR S&P Dividend SDY Income: Equity 12.6% -2.7% 26.7% * * * * *   5.7% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 16.9% -0.3% 31.2% * * * * *   4.8% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 6.5% 0.7% 10.1% * * * * *   0.2% * * * * *
Gugg Multi-Asset CVY Income: Multi 11.3% -1.8% 26.1% * * * * *   5.1% * * * * *
Barclays Conv Bond CWB Income: Multi 7.8% 0.3% 20.8% * * * * *   4.7% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 7.0% -1.9% 20.2% * * * * *   4.1% * * * * *
iSh MultiAsset Income IYLD Income: Multi 4.3% -1.7% 15.3% * * * * *   3.1% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 10.0% -1.4% 22.2% * * * * *   2.1% * * * * *
iShr Preferred ETF PFF Income: Multi 10.3% -0.7% 22.5% * * * * *   4.3% * * * * *
PowerSh Preferred ETF PGX Income: Multi 10.4% -1.8% 24.7% * * * * *   5.7% * * * * *
First Trust Focus 5 FV Sector Rotation 11.6% -1.4% 37.7% * * * * *   8.4% * * * * *
S&P Aggressive AOA Risk-Driven 12.8% -2.3% 27.4% * * * * *   5.0% * * * * *
S&P Conservative AOK Risk-Driven 6.5% -2.1% 16.9% * * * * *   3.9% * * * * *
S&P Moderate AOM Risk-Driven 7.6% -2.2% 18.8% * * * * *   4.1% * * * * *
S&P Growth AOR Risk-Driven 10.1% -2.3% 23.0% * * * * *   4.6% * * * * *
Dreyfus Alpha I AVGRX Blended 11.1% 0.2% 12.5% * * * * *   1.4% * * * * *
Principal GlobMultiStrat PMSAX Blended 7.9% -0.5% 7.6% * * * * *   2.7% * * * * *
Hundredfold Select SFHYX Blended 3.7% -1.0% 9.9% * * * * *   2.9% * * * * *
UBS Global Alloc BPGLX Global Macro 9.6% -1.3% 22.3% * * * * *   4.1% * * * * *
DFA Select Hedged DSHGX Global Macro 17.8% -0.5% 33.5% * * * * *   3.7% * * * * *
GMO Benchm-Free GBMFX Global Macro 4.0% -3.2% 13.1% * * * * *   4.1% * * * * *
Leuthold Global GLBIX Global Macro 4.2% -2.4% 12.8% * * * * *   5.4% * * * * *
GMO Global Alloc GMWAX Global Macro 6.8% -3.1% 19.6% * * * * *   4.9% * * * * *
Ivy Asset Strategy IVAEX Global Macro 17.0% -0.0% 30.2% * * * * *   3.5% * * * * *
Leuthold Core LCORX Global Macro 9.9% -1.1% 19.4% * * * * *   5.3% * * * * *
Loomis Global Eq Y LSWWX Global Macro 14.2% -1.7% 31.7% * * * * *   5.5% * * * * *
BlackRock Global I MALOX Global Macro 10.5% -1.6% 21.9% * * * * *   4.8% * * * * *
MFS Global Tot Ret MFWIX Global Macro 7.4% -2.1% 20.4% * * * * *   4.7% * * * * *
PIMCO All-Asset PAUIX Global Macro 1.5% -3.4% 11.0% * * * * *   5.2% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 14.8% -1.1% 27.5% * * * * *   2.4% * * * * *
VALIC Global Strat VGLSX Global Macro 13.2% -1.3% 27.3% * * * * *   4.3% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 11.5% -3.4% 25.7% * * * * *   5.5% * * * * *
Absolute Strategies I ASFIX Hedged: Abs Return -8.7% 0.8% -11.6% * * * * *   7.3% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 8.8% -0.7% 12.6% * * * * *   0.9% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 5.9% -0.7% 7.9% * * * * *   0.8% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 9.3% -1.5% 5.2% * * * * *   4.8% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 6.9% -1.2% 10.2% * * * * *   1.8% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 4.0% -1.6% 8.1% * * * * *   4.1% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 1.1% -0.8% 3.6% * * * * *   1.1% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 2.2% -2.4% 11.1% * * * * *   4.0% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 3.2% -0.6% 6.1% * * * * *   1.1% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 3.2% 0.8% 7.2% * * * * *   1.9% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 11.6% -2.4% 22.6% * * * * *   4.6% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 16.3% -0.7% 27.4% * * * * *   4.5% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 11.4% -0.7% 18.3% * * * * *   2.5% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 6.9% 0.4% 10.9% * * * * *   2.7% * * * * *
Aberdeen Long-Short A MLSAX Hedged: Long/Short 14.0% -1.4% 37.2% * * * * *   9.0% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 6.4% 0.3% 3.9% * * * * *   4.0% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 7.8% 0.9% 11.4% * * * * *   0.1% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 13.4% 2.8% 13.2% * * * * *   2.3% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 7.8% -1.0% 10.2% * * * * *   2.3% * * * * *
Fidelity Equity FEQTX Income: Equity 16.5% -0.8% 30.9% * * * * *   4.9% * * * * *
Fidelity Strategic FSDIX Income: Equity 14.7% -0.7% 27.6% * * * * *   4.6% * * * * *
Columbia Div Income LBSAX Income: Equity 16.7% -0.7% 29.5% * * * * *   4.5% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 14.9% -0.2% 29.6% * * * * *   4.5% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 13.6% -1.0% 27.3% * * * * *   3.4% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 15.6% -0.6% 31.0% * * * * *   4.2% * * * * *
Schwab Div Equity SWDSX Income: Equity 19.5% -0.2% 33.4% * * * * *   5.6% * * * * *
Vanguard Equity VEIPX Income: Equity 17.3% 0.0% 31.2% * * * * *   4.2% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 3.1% 0.2% 4.7% * * * * *   0.4% * * * * *
Calamos Global Growth CVLOX Income: Global 25.6% 0.1% 38.7% * * * * *   3.5% * * * * *
Loomis Global Eq A LGMAX Income: Global 14.0% -1.7% 31.3% * * * * *   5.5% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 16.0% -0.7% 28.2% * * * * *   3.5% * * * * *
Thornburg Inv Income A TIBAX Income: Global 14.6% -1.1% 27.2% * * * * *   2.5% * * * * *
Am Century Target Date ARTOX Income: Multi 8.4% -1.2% 19.0% * * * * *   3.6% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 0.1% -1.7% 5.3% * * * * *   2.7% * * * * *
Calamos Convertible A CCVIX Income: Multi 9.4% 1.4% 20.1% * * * * *   3.4% * * * * *
Invesco Convertible Y CNSDX Income: Multi 8.9% 0.8% 20.7% * * * * *   4.0% * * * * *
Fidelity Convertibles FCVSX Income: Multi 12.1% 1.9% 22.3% * * * * *   3.7% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi -1.0% -1.6% 2.4% * * * * *   2.1% * * * * *
Inst: Forward Select KIFYX Income: Multi 12.1% 0.2% 27.4% * * * * *   2.7% * * * * *
Nuveen Preferred I NPSRX Income: Multi 4.4% -0.9% 13.0% * * * * *   1.9% * * * * *
Pimco Income P PONPX Income: Multi -0.7% -1.9% 5.4% * * * * *   3.3% * * * * *
Principal Preferred PPSIX Income: Multi 9.4% -0.2% 16.7% * * * * *   1.6% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 0.5% -0.3% 7.8% * * * * *   2.4% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 7.2% -1.1% 14.8% * * * * *   2.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 4.8% -1.8% 14.5% * * * * *   3.3% * * * * *
Vanguard Target Retire VTINX Income: Multi 6.1% -1.4% 12.9% * * * * *   2.9% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 7.3% -1.5% 18.4% * * * * *   3.3% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt -1.3% -1.8% 7.6% * * * * *   2.7% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt -0.3% -1.6% 8.5% * * * * *   2.4% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -1.5% -1.6% 4.7% * * * * *   2.2% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt -0.5% -1.7% 8.5% * * * * *   2.3% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -1.6% -1.9% 8.4% * * * * *   2.9% * * * * *
Sound Mind Investing SMIFX Momentum 19.1% -0.9% 30.6% * * * * *   5.5% * * * * *
Grimaldi Sector NAVFX Sector Rotation 21.2% 0.6% 40.1% * * * * *   6.1% * * * * *
FundX Upgrader XCOR Momentum 22.4% -0.3% 41.0% * * * * *   6.4% * * * * *
Ibbotson Balanced BETFX Risk-Driven 11.3% -1.0% 23.8% * * * * *   3.9% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 7.3% -1.5% 18.9% * * * * *   3.9% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 11.9% -0.5% 23.8% * * * * *   3.1% * * * * *
Fidelity Balanced FBALX Risk-Driven 16.3% 0.0% 30.2% * * * * *   4.1% * * * * *
Fidelity Puritan FPURX Risk-Driven 17.8% -0.1% 32.1% * * * * *   4.8% * * * * *
Janus Balanced JANBX Risk-Driven 15.9% -0.3% 29.0% * * * * *   4.6% * * * * *
Schwab Balanced SWOBX Risk-Driven 13.3% -0.8% 27.2% * * * * *   4.3% * * * * *
Vanguard Balanced VBIAX Risk-Driven 14.8% -0.3% 29.0% * * * * *   4.6% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 11.8% -1.1% 26.7% * * * * *   5.9% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 7.2% -1.5% 18.2% * * * * *   3.3% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 14.5% -1.2% 29.9% * * * * *   4.4% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 14.9% 0.0% 27.3% * * * * *   3.5% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 11.0% -1.3% 26.3% * * * * *   4.5% * * * * *
FPA Crescent FPACX Risk-Driven 13.4% 0.8% 21.9% * * * * *   2.5% * * * * *
WF Asset Allocation WFAIX Risk-Driven 15.7% -0.5% 30.2% * * * * *   5.0% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 24.8% -2.1% 30.7% * * * * *   9.3% * * * * *