Tactical: DIY, ranked by Total Return

for period ending June 30, 2020

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.

Recipe Name	ID	Category	Year-to-date	Jun 2020	1 year	3 year	5 year	7 year	10 year	15 year	1 year	3 year	5 year	7 year	10 year	15 year
			Total Return								VizMetrics Score
		Group average	2.2%	2.4%	10.3%	7.3%	6.7%	7.9%	9.2%	9.7%	87	92	93	97	99	99

Adaptive Allocation A	t.aaaa	Adaptive	4.0%	4.5%	10.0%	4.3%	7.5%	7.6%	7.8%	10.6%	87	85	100	100	100	100
Adaptive Allocation B	t.aaab	Adaptive	3.9%	4.4%	8.4%	3.8%	7.1%	7.6%	8.0%	10.8%	82	82	99	100	100	100
Adaptive Allocation C	t.aaac	Adaptive	3.3%	4.4%	7.8%	3.5%	6.9%	7.5%	7.9%	10.7%	81	81	98	100	100	100
Adaptive Allocation D	t.aaad	Adaptive	2.8%	2.7%	11.7%	6.0%	3.5%	5.9%	9.0%	11.6%	87	89	79	94	100	100
Adaptive Allocation E	t.aaae	Adaptive	5.1%	4.5%	12.2%	6.8%	7.8%	7.5%	8.6%	11.4%	89	90	98	100	100	100
Adaptive Allocation F	t.aaaf	Adaptive	11.1%	2.2%	19.3%	10.8%	11.8%	13.0%	14.5%	14.8%	100	100	100	100	100	100
Active Combined Asset	t.acap	Momentum	-9.7%	0.9%	-1.6%	2.9%	5.0%	6.5%	7.6%	8.7%	59	76	87	96	100	100
Minimum CdaR	t.cdar	Risk-Driven	4.9%	2.1%	12.9%	8.1%	7.7%	9.5%	10.5%	10.5%	96	100	100	100	100	100
Minimum Correlation	t.coco	Correlation	6.5%	3.0%	14.1%	8.9%	7.0%	7.0%	8.9%	9.3%	94	100	100	100	100	100
Minimum CvaR	t.cvar	Risk-Driven	7.5%	2.7%	15.7%	11.0%	9.5%	8.5%	10.4%	10.1%	100	100	100	100	100	100
Defensive Bond	t.dbnd	Momentum	7.1%	-0.2%	11.3%	5.7%	4.8%	5.1%			100	100	100	100
Equal Weight With Cluster	t.dist	Correlation	-2.7%	2.4%	6.5%	7.9%	7.8%	7.8%	7.8%	9.1%	73	95	100	100	100	100
Dynamic Harry Browne	t.dyhb	Momentum	8.4%	1.4%	13.0%	6.6%	3.5%	3.1%	5.0%	7.7%	99	100	95	93	100	100
Equal Risk Contribution	t.eqrc	Risk-Driven	1.9%	2.3%	9.9%	8.3%	8.1%	8.6%	9.2%	9.4%	87	100	100	100	100	100
Equal Weight Portfolio	t.eqwt	Equal Weight	0.3%	3.4%	8.7%	8.5%	8.3%	8.8%	9.8%	8.6%	76	92	98	100	100	93
Faber Rel Strength: Top 1	t.frs1	Momentum	-3.9%	0.0%	6.1%	5.1%	4.4%	6.0%	5.5%	8.7%	78	82	80	89	80	90
Faber Rel Strength: Top 2	t.frs2	Momentum	-5.3%	0.9%	2.2%	2.2%	2.5%	5.6%	6.1%	7.7%	73	74	74	91	92	92
Faber Rel Strength: Top 3	t.frs3	Momentum	-1.6%	0.6%	6.4%	6.0%	5.3%	6.7%	7.6%	8.6%	86	96	97	100	100	100
Faber Rel Strength: Top 4	t.frs4	Momentum	-4.9%	0.5%	1.6%	3.3%	3.0%	4.1%	5.0%	6.5%	75	89	90	97	99	100
Minimum Drawdown	t.loss	Risk-Driven	4.6%	2.2%	14.5%	11.1%	8.1%	8.8%	10.2%	9.8%	100	100	100	100	100	100
Minimum Downside MAD	t.madd	Risk-Driven	0.6%	2.1%	9.1%	8.7%	8.6%	8.8%	10.3%	9.8%	87	100	100	100	100	100
Minimum Mean Abs Deviation	t.madm	Risk-Driven	0.6%	2.1%	9.1%	8.7%	8.6%	8.9%	10.3%	9.8%	87	100	100	100	100	100
Minimum Correlation A	t.mca1	Risk-Driven	5.4%	2.3%	13.6%	9.0%	8.1%	7.9%	8.5%	9.0%	96	100	100	100	100	100
Minimum Correlation B	t.mca2	Risk-Driven	2.6%	2.2%	9.9%	8.0%	7.9%	8.1%	8.5%	8.9%	88	100	100	100	100	100
Maximum Diversification	t.mdiv	Diversification	4.2%	2.4%	12.1%	8.5%	6.8%	7.4%	9.2%	9.5%	93	100	100	100	100	100
Minimum Variance B	t.mva2	Risk-Driven	5.9%	2.2%	15.1%	9.3%	8.2%	8.4%	9.0%	9.5%	100	100	100	100	100	100
Minimum Variance C	t.mva3	Risk-Driven	5.1%	2.4%	14.4%	9.2%	8.6%	9.6%	10.6%	10.5%	97	100	100	100	100	100
Minimum Variance A	t.mvar	Risk-Driven	3.4%	2.2%	12.8%	10.0%	8.9%	9.2%	10.4%	9.9%	94	100	100	100	100	100
Pure Momentum	t.pure	Momentum	-0.9%	6.3%	14.8%	9.1%	3.8%	6.8%	11.5%	16.2%	90	88	72	88	100	100
Quarterly Asset Rotation	t.qaro	Momentum	8.1%	0.2%	20.7%	9.9%	6.0%	5.1%	4.9%	4.5%	100	100	97	96	93	89
Min Downside Deviation	t.risd	Risk-Driven	5.1%	2.5%	13.8%	10.8%	9.4%	9.0%	10.2%	9.7%	98	100	100	100	100	100
Risk Parity Portfolio A	t.rpba	Risk-Driven	-0.5%	3.2%	8.3%	8.0%	8.0%	8.9%	10.1%	9.2%	76	94	100	100	100	100
Risk Parity With Cluster	t.rpcl	Risk-Driven	-1.7%	2.2%	6.1%	7.1%	7.3%	7.0%	7.5%	9.0%	75	95	100	100	100	100
Risk Parity Portfolio B	t.rsop	Risk-Driven	-0.6%	3.2%	7.9%	8.0%	8.0%	8.8%	9.9%	9.0%	75	93	99	100	100	100
Maximum Sharpe Portfolio	t.shar	Risk/Reward	5.7%	2.3%	14.4%	7.9%	5.7%	8.4%	9.1%	10.2%	100	100	96	100	100	100
Maximum Sortino Portfolio	t.sort	Risk/Reward	5.0%	2.2%	13.4%	7.0%	5.1%	8.0%	8.5%	9.7%	98	99	93	100	100	100
Quartile Sector Rotation	t.srqr	Sector Rotation	-13.9%	0.7%	-10.2%	-0.1%	2.8%	10.8%	17.7%		31	15	20	58	87
Rel Strength Sector Rotatn	t.srrs	Sector Rotation	-5.0%	2.4%	4.5%	5.5%	6.2%	8.8%	9.7%		74	81	88	100	100
Top 3 Sector Rotation	t.srt3	Sector Rotation	-0.3%	4.8%	9.1%	4.4%	5.0%	8.6%	10.8%		87	74	76	95	100
Top 5 Sector Rotation	t.srt5	Sector Rotation	7.4%	4.4%	17.6%	13.2%	7.2%	12.1%	13.1%		89	97	81	100	100
Target Return Post-Modern	t.trdd	Target Return	3.5%	2.2%	12.2%	6.5%	6.1%	8.0%	9.5%	10.6%	95	92	95	100	100	100
Target Return 12%	t.tret	Risk-Driven	4.6%	2.2%	14.1%	7.9%	7.1%	8.9%	10.2%	10.9%	98	97	99	100	100	100
Target Risk 10%	t.tris	Risk-Driven	5.3%	2.2%	10.9%	5.6%	3.8%	6.2%	6.7%	8.2%	88	90	85	97	99	100

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