Tactical: DIY, ranked by VizMetrics Score

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	1 year	3 year	5 year	7 year	10 year	15 year	1 year	3 year	5 year	7 year	10 year	15 year
			VizMetrics Score						Total Return, annualized
		Group average	87	92	93	97	99	99	10.3%	7.3%	6.7%	7.9%	9.2%	9.7%

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

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