Tactical Asset Allocation Portfolios

Dynamic ETF portfolios based on TAA-strategies for active investors.

Active investing

Choosing a Tactical Asset Allocation (TAA) portfolio

A man checking his stock portfolio on a tablet computer.

Tactical Asset Allocation (TAA) is a dynamic investment style where different asset classes - for example stocks, bonds and cash - are actively rebalanced and changed, with the goal of maximizing the portfolio's return while also limiting market risk in comparison to a benchmark index.

Most TAA strategies trade once a month or less, making them suitable for investors who prefer a passive approach to investing (using ETFs) while also wanting to have a grip on major market trends, with a goal to achieve good returns as well as protect their portfolio against major downturns.

This Tactical Asset Allocation approach to investing sits perfectly in the middle of two extremes, that is, active traders and passive investors. An active trader is prepared to be glued to their monitor on a daily basis, making very quick changes to their portfolio when they deem it necessary. On the other hand, passive investors have a buy and hold approach, perhaps only make changes to their portfolio once a year, and will generally follow the movements of the market, whether that's up or down. They are long-term investors and their portfolio can be subject to lengthy and large downturns when market conditions aren't favorable.

TAA portfolios adapt to changing market conditions, try to make money in both bull and bear markets, and only require a few hours a month of your attention at most.

Below is a list of quantitative portfolios based on TAA strategies, which are automatically updated and can be tracked for rebalance changes using Alphacubator.

List of Tactical Asset Allocation Portfolios

Portfolio Name
Start Year
Annual Return
Enhanced Annual Return
Cumulative Return
1D Return
MTD
3M Return
6M Return
YTD
Annual Return (1Y)
Annual Return (3Y)
Annual Return (5Y)
Annual Return (10Y)
Annual Return (20Y)
Best Return (daily)
Worst Return (daily)
Best Return (monthly)
Worst Return (monthly)
Best Return (yearly)
Worst Return (yearly)
Win Ratio (daily)
Win Ratio (monthly)
Win Ratio (quarterly)
Win Ratio (yearly)
Annual Volatility
Annual Volatility (1Y)
Annual Volatility (3Y)
Annual Volatility (5Y)
Annual Volatility (10Y)
Annual Volatility (20Y)
Max Drawdown
Max Drawdown (1Y)
Max Drawdown (3Y)
Max Drawdown (5Y)
Max Drawdown (10Y)
Max Drawdown (20Y)
Longest drawdown in days
Average days of a major drawdown
Recovery factor
Recovery Speed (3Y)
Recovery Speed (5Y)
Recovery Speed (10Y)
Recovery Speed (20Y)
Sharpe Ratio
Sharpe Ratio (1Y)
Sharpe Ratio (3Y)
Sharpe Ratio (5Y)
Sharpe Ratio (10Y)
Sharpe Ratio (20Y)
Sortino ratio
Adjusted sortino ratio
Calmar ratio
Omega ratio
Information ratio
Gain-to-Pain Ratio
Gain-to-Pain Ratio (1Y)
Gain-to-Pain Ratio (3Y)
Gain-to-Pain Ratio (5Y)
Gain-to-Pain Ratio (10Y)
Gain-to-Pain Ratio (20Y)
Winckel Ratio
Ulcer index
Kelly criterion
Skew
Kurtosis
Annual transactions
Annual turnover
1975
15.82%
-16.25%
13.15%
-34.70%
1.18
7
6.00
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Last updated on August 16, 2022. Returns are exclusive of transaction fees and taxes.