Tactical: Managed, ranked by Treynor

for period ending January 31, 2025

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

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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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.

      Treynor   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  
 
S&P 500 Equal Weight RSP Equal Weight 16.00% * * * * *   17.7% * * * * *
Permanent Portfolio PRPFX Low Equity 51.47% * * * * *   26.0% * * * * *
Hedge Replication HDG Blended 25.45% * * * * *   6.9% * * * * *
DWA Tech Leaders PDP Blended 17.46% * * * * *   29.6% * * * * *
iSh Global Energy PWC Blended 16.55% * * * * *   19.3% * * * * *
IQ Hedge Multi-Strat QAI Blended 24.05% * * * * *   8.8% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 22.25% * * * * *   24.2% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 18.77% * * * * *   8.3% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 43.59% * * * * *   7.2% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral -3.32% * * * * *   2.2% * * * * *
WisdmTr EM HiYld DEM Income: Equity 19.55% * * * * *   7.8% * * * * *
WisdmTr EM SmCap DGS Income: Equity 8.17% * * * * *   3.4% * * * * *
WisdomTree ex-US DLN Income: Equity 23.15% * * * * *   22.1% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 11.79% * * * * *   6.8% * * * * *
iShares Select Dividend DVY Income: Equity 22.85% * * * * *   21.5% * * * * *
SPDR S&P Int'l DWX Income: Equity 9.99% * * * * *   5.9% * * * * *
iShares Hi Div Equity HDV Income: Equity 21.80% * * * * *   14.8% * * * * *
iShr Intl Select Dividend IDV Income: Equity 18.52% * * * * *   9.6% * * * * *
PowerShares Intl Div PID Income: Equity 11.50% * * * * *   8.2% * * * * *
SPDR S&P Dividend SDY Income: Equity 13.16% * * * * *   11.7% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 24.39% * * * * *   21.1% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 103.17% * * * * *   8.9% * * * * *
Gugg Multi-Asset CVY Income: Multi 14.49% * * * * *   14.9% * * * * *
Barclays Conv Bond CWB Income: Multi 18.94% * * * * *   15.0% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 15.19% * * * * *   8.4% * * * * *
iSh MultiAsset Income IYLD Income: Multi 20.82% * * * * *   6.2% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 24.36% * * * * *   12.9% * * * * *
iShr Preferred ETF PFF Income: Multi 9.71% * * * * *   5.6% * * * * *
PowerSh Preferred ETF PGX Income: Multi 5.30% * * * * *   3.2% * * * * *
First Trust Focus 5 FV Sector Rotation 15.86% * * * * *   20.0% * * * * *
S&P Aggressive AOA Risk-Driven 20.69% * * * * *   16.2% * * * * *
S&P Conservative AOK Risk-Driven 15.53% * * * * *   7.8% * * * * *
S&P Moderate AOM Risk-Driven 17.45% * * * * *   9.5% * * * * *
S&P Growth AOR Risk-Driven 19.47% * * * * *   13.0% * * * * *
Dreyfus Alpha I AVGRX Blended 41.56% * * * * *   9.6% * * * * *
Principal GlobMultiStrat PMSAX Blended 33.83% * * * * *   9.4% * * * * *
Hundredfold Select SFHYX Blended 13.18% * * * * *   5.2% * * * * *
UBS Global Alloc BPGLX Global Macro 18.37% * * * * *   12.4% * * * * *
DFA Select Hedged DSHGX Global Macro 25.86% * * * * *   20.6% * * * * *
GMO Benchm-Free GBMFX Global Macro 25.58% * * * * *   6.2% * * * * *
Leuthold Global GLBIX Global Macro 8.16% * * * * *   5.9% * * * * *
GMO Global Alloc GMWAX Global Macro 15.99% * * * * *   8.8% * * * * *
Ivy Asset Strategy IVAEX Global Macro 28.25% * * * * *   18.5% * * * * *
Leuthold Core LCORX Global Macro 12.45% * * * * *   10.8% * * * * *
Loomis Global Eq Y LSWWX Global Macro 20.63% * * * * *   17.7% * * * * *
BlackRock Global I MALOX Global Macro 17.87% * * * * *   13.6% * * * * *
MFS Global Tot Ret MFWIX Global Macro 12.76% * * * * *   7.9% * * * * *
PIMCO All-Asset PAUIX Global Macro 6.68% * * * * *   3.8% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 64.72% * * * * *   18.2% * * * * *
VALIC Global Strat VGLSX Global Macro 22.15% * * * * *   15.4% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 30.18% * * * * *   14.6% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 45.35% * * * * *   9.6% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 99.66% * * * * *   8.9% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 28.10% * * * * *   12.2% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 25.58% * * * * *   10.2% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 9.70% * * * * *   4.7% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 28.55% * * * * *   1.8% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 7.34% * * * * *   2.8% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 74.95% * * * * *   4.0% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 34.61% * * * * *   4.7% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 34.57% * * * * *   12.1% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 24.09% * * * * *   17.2% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 32.00% * * * * *   12.8% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 21.19% * * * * *   11.0% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 81.61% * * * * *   7.5% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 50.57% * * * * *   8.2% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 649.51% * * * * *   13.6% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral -11.33% * * * * *   2.2% * * * * *
Fidelity Equity FEQTX Income: Equity 18.25% * * * * *   15.3% * * * * *
Fidelity Strategic FSDIX Income: Equity 17.86% * * * * *   15.0% * * * * *
Columbia Div Income LBSAX Income: Equity 21.52% * * * * *   18.4% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 21.74% * * * * *   19.1% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 17.53% * * * * *   13.9% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 19.19% * * * * *   18.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 23.71% * * * * *   20.3% * * * * *
Vanguard Equity VEIPX Income: Equity 26.18% * * * * *   21.5% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate -162.86% * * * * *   4.4% * * * * *
Calamos Global Growth CVLOX Income: Global 27.66% * * * * *   24.3% * * * * *
Loomis Global Eq A LGMAX Income: Global 20.40% * * * * *   17.4% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 23.44% * * * * *   20.1% * * * * *
Thornburg Inv Income A TIBAX Income: Global 63.61% * * * * *   17.9% * * * * *
Am Century Target Date ARTOX Income: Multi 19.22% * * * * *   10.3% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 7.82% * * * * *   1.9% * * * * *
Calamos Convertible A CCVIX Income: Multi 21.08% * * * * *   15.4% * * * * *
Invesco Convertible Y CNSDX Income: Multi 20.08% * * * * *   14.8% * * * * *
Fidelity Convertibles FCVSX Income: Multi 23.31% * * * * *   19.2% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 15.08% * * * * *   2.0% * * * * *
Inst: Forward Select KIFYX Income: Multi 24.32% * * * * *   8.9% * * * * *
Nuveen Preferred I NPSRX Income: Multi 21.24% * * * * *   4.7% * * * * *
Pimco Income P PONPX Income: Multi 1.87% * * * * *   0.8% * * * * *
Principal Preferred PPSIX Income: Multi 40.48% * * * * *   8.5% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 2.00% * * * * *   0.8% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 17.80% * * * * *   8.1% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 15.07% * * * * *   6.3% * * * * *
Vanguard Target Retire VTINX Income: Multi 17.95% * * * * *   7.8% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 17.66% * * * * *   8.9% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt -1.99% * * * * *   -0.2% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 2.36% * * * * *   1.0% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt -3.65% * * * * *   -0.4% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt -0.76% * * * * *   0.2% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt -3.51% * * * * *   -0.6% * * * * *
Sound Mind Investing SMIFX Momentum 19.46% * * * * *   22.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation 28.47% * * * * *   29.0% * * * * *
FundX Upgrader XCOR Momentum 28.71% * * * * *   29.2% * * * * *
Ibbotson Balanced BETFX Risk-Driven 20.85% * * * * *   13.6% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 18.70% * * * * *   10.0% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 23.82% * * * * *   14.3% * * * * *
Fidelity Balanced FBALX Risk-Driven 24.64% * * * * *   18.3% * * * * *
Fidelity Puritan FPURX Risk-Driven 25.61% * * * * *   21.4% * * * * *
Janus Balanced JANBX Risk-Driven 22.78% * * * * *   17.0% * * * * *
Schwab Balanced SWOBX Risk-Driven 22.58% * * * * *   15.8% * * * * *
Vanguard Balanced VBIAX Risk-Driven 23.12% * * * * *   17.6% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 12.84% * * * * *   11.8% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 17.59% * * * * *   8.8% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 23.49% * * * * *   17.6% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 27.91% * * * * *   18.3% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 19.18% * * * * *   13.7% * * * * *
FPA Crescent FPACX Risk-Driven 34.35% * * * * *   16.3% * * * * *
WF Asset Allocation WFAIX Risk-Driven 21.46% * * * * *   17.0% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 17.46% * * * * *   21.6% * * * * *