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Tactical: DIY, ranked by VizMetrics Score

for period ending May 31, 2019
 
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.
   VizMetrics Score Total Return, annualized
Recipe NameIDCategory1 year3 year5 year7 year10 year 1 year3 year5 year7 year10 year
  Group average71**** -1.2%****
 
Adaptive Allocation At.aaaaAdaptive50**** -8.1%****
Adaptive Allocation Bt.aaabAdaptive52**** -7.2%****
Adaptive Allocation Ct.aaacAdaptive51**** -7.3%****
Adaptive Allocation Dt.aaadAdaptive65**** -2.1%****
Adaptive Allocation Et.aaaeAdaptive53**** -5.3%****
Adaptive Allocation Ft.aaafAdaptive56**** -5.1%****
Active Combined Assett.acapMomentum91**** 5.7%****
Minimum CdaRt.cdarRisk-Driven75**** -0.6%****
Minimum Correlationt.cocoCorrelation78**** 1.2%****
Minimum CvaRt.cvarRisk-Driven85**** 2.5%****
Defensive Bondt.dbndMomentum100**** 5.6%****
Equal Weight With Clustert.distCorrelation94**** 5.4%****
Dynamic Harry Brownet.dyhbMomentum87**** 2.4%****
Equal Risk Contributiont.eqrcRisk-Driven85**** 2.4%****
Equal Weight Portfoliot.eqwtEqual Weight75**** 1.5%****
Faber Rel Strength: Top 1t.frs1Momentum49**** -5.9%****
Faber Rel Strength: Top 2t.frs2Momentum45**** -7.9%****
Faber Rel Strength: Top 3t.frs3Momentum69**** -2.1%****
Faber Rel Strength: Top 4t.frs4Momentum75**** -1.3%****
Minimum Drawdownt.lossRisk-Driven94**** 4.7%****
Minimum Downside MADt.maddRisk-Driven93**** 4.6%****
Minimum Mean Abs Deviationt.madmRisk-Driven93**** 4.6%****
Minimum Correlation At.mca1Risk-Driven88**** 3.1%****
Minimum Correlation Bt.mca2Risk-Driven84**** 2.0%****
Maximum Diversificationt.mdivDiversification84**** 2.6%****
Minimum Variance Bt.mva2Risk-Driven87**** 2.5%****
Minimum Variance Ct.mva3Risk-Driven83**** 1.5%****
Minimum Variance At.mvarRisk-Driven91**** 4.2%****
Pure Momentumt.pureMomentum59**** -0.4%****
Quarterly Asset Rotationt.qaroMomentum95**** 3.8%****
Min Downside Deviationt.risdRisk-Driven91**** 4.3%****
Risk Parity Portfolio At.rpbaRisk-Driven77**** 1.1%****
Risk Parity With Clustert.rpclRisk-Driven90**** 3.5%****
Risk Parity Portfolio Bt.rsopRisk-Driven78**** 1.3%****
Maximum Sharpe Portfoliot.sharRisk/Reward70**** -1.5%****
Maximum Sortino Portfoliot.sortRisk/Reward68**** -2.3%****
Quartile Sector Rotationt.srqrSector Rotation0**** -31.7%****
Rel Strength Sector Rotatnt.srrsSector Rotation53**** -3.8%****
Top 3 Sector Rotationt.srt3Sector Rotation25**** -11.1%****
Top 5 Sector Rotationt.srt5Sector Rotation43**** -4.5%****
Target Return Post-Modernt.trddTarget Return50**** -6.8%****
Target Return 12%t.tretRisk-Driven54**** -5.1%****
Target Risk 10%t.trisRisk-Driven69**** -0.4%****