Tactical Portfolio Recipes available at FolioInvesting.comInvest easily in VizMetrics Tactical Portfolios at FolioInvesting.com
More than a dozen VizMetrics Tactical Portfolios are available at FolioInvesting.com. You can invest in VizMetrics Tactical Portfolios with a single transaction with just a few clicks. You can update and rebalance your portfolio each month using quick, automated settings at Folio Investing. See "How to invest at FolioInvesting.com" on the Portfolio Recipes page for instructions.
VizMetrics publishes both dynamic and static asset allocation Folios that seek to maximize return while applying a variety of risk metrics. VizMetrics Folios invest in asset class ETFs.VizMetrics publishes Folios that can be easily purchased and rebalanced at FolioInvesting.com. VizMetrics publishes both tactical Folios (also called "dynamic" or "active") as well as Strategic Folios (also called "static" or "passive"). All VizMetrics Folios are based on asset allocation models and consist of highly liquid ETFs.
The following VizMetrics Tactical Portfolio Recipes are available at FolioInvesting.com:
 VizMetrics Adaptive (t.aaad)
 VizMetrics EW Cluster (t.dist)
 VizMetrics Max Diversity (t.mdiv)
 VizMetrics Max Sortino (t.sort)
 VizMetrics Min CDaR (t.cdar)
 VizMetrics Min CVaR (t.cvar)
 VizMetrics Min Deviation (t.madm)
 VizMetrics Min Variance (t.mvar)
 VizMetrics MinCorrelation (t.coco)
 VizMetrics PostModern (t.trdd)
 VizMetrics Risk Parity (t.rpba)
 VizMetrics Max Sharpe (t.shar)
Below are more detailed descriptions of each Portfolio Recipe.
VizMetrics Adaptive (t.aaad) Description  VizMetrics manages this Folio to invest in 3 ETFs chosen from a set of 9 possible asset class ETFs. The ETF weights are selected using a dynamic, adaptive allocation algorithm based on momentum and volatility.  Strategy  The VizMetrics Adaptive Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio uses momentum and volatility to create the weightings for each asset class ETF. This Folio is allowed to choose from 9 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, Gold, and Commodities.  Objective  The VizMetrics Adaptive Folio is designed for investors seeking to create an ETF portfolio that maximizes riskadjusted return and responds to market conditions.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, Gold, and Commodities. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics ranks the nine asset classes based on momentum. Choose the top 3 asset classes. 4. VizMetrics applies an allocation to each asset class which minimizes the variance of the overall portfolio. 5. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes three asset class ETFs.  Update Frequency  VizMetrics Adaptive Folio is updated monthly. 
VizMetrics EW Cluster (t.dist) Description  VizMetrics manages this Folio to invest in 8 different asset class ETFs based on dynamic asset allocation which applies an equal weight (hence the "EW" in the name) to clusters of similar asset classes in order to reduce volatility.  Strategy  The VizMetrics EW Cluster Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio clusters similar asset classes before applying an equal weight to each cluster (to reduce volatility). This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics EW Cluster Folio is designed for investors seeking a lowturnover asset allocation portfolio that is easy to implement and also provides diversification across multiple asset classes.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics identifies clusters of asset classes that have similar volatilty characteristics. 4. VizMetrics assigns an equal weighting to each cluster of asset classes. 5. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics EW Cluster Folio is updated monthly. 
VizMetrics Max Diversity (t.mdiv) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs using dynamic asset allocation to maximize the diversification in order to reduce volatility while also maximizing return.  Strategy  The VizMetrics Max Diversity Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to maximize the diversification among the asset classes (to reduce volatility) while also maximizing return. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Max Diversity Folio is designed for investors seeking to maximize the diversification among asset classes (to reduce volatility) while also maximizing return.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Max Diversity investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and the diversification among the assets in the portfolio. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Max Diversity Folio is updated monthly. 
VizMetrics Max Sortino (t.sort) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to maximize the portfolio's Sortino Ratio, which is a measure of riskadjusted return.  Strategy  The VizMetrics Max Sortino Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to maximize the portfolio's riskadjusted return as measured by the Sortino Ratio. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Max Sortino Folio is designed for investors seeking to maximize riskadjusted return as measured by the Sortino Ratio.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Max Sortino investment algorithm to choose the optimal asset allocation portfolio based on the Sortino Ratio. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Max Sortino Folio is updated monthly. 
VizMetrics Min CDaR (t.cdar)
Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to minimize the conditional drawdown at risk (CDaR) while also maximizing total return.  Strategy  The VizMetrics Min CDaR Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to minimize the conditional drawdown at risk (CDaR) while also maximizing total return. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Min CDaR Folio is designed for investors seeking to minimize risk (as measured by conditional drawdown at risk) while also maximizing total return.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Min CDaR investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and conditional drawdown at risk. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Min CDaR Folio is updated monthly. 
VizMetrics Min CVaR (t.cvar) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to minimize the conditional value at risk (CVaR) while also maximizing total return.  Strategy  The VizMetrics CVaR Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to minimize the conditional value at risk (CVaR) while also maximizing total return. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Min CVaR Folio is designed for investors seeking to minimize risk (as measured by conditional value at risk) while also maximizing total return.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Min CVaR investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and conditional value at risk. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Min CVaR Folio is updated monthly. 
VizMetrics Min Deviation (t.madm) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to minimize the mean absolute deviation (MAD) while also maximizing total return.  Strategy  The VizMetrics Min Deviation Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to minimize the mean absolute deviation (MAD) while also maximizing total return. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Min Deviation Folio is designed for investors seeking to minimize risk (as measured by the portfolio's mean absolute deviation) while also maximizing total return.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Min Deviation investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and mean absolute deviation. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Min Deviation Folio is updated monthly. 
VizMetrics Min Variance (t.mvar) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to minimize the portfolio's variance while also maximizing total return.  Strategy  The VizMetrics Min Variance Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to minimize the portfolio's variance while also maximizing total return. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Min Variance Folio is designed for investors seeking to minimize portfolio variance while also maximizing total return.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Min Variance investment algorithm to choose the optimal asset allocation portfolio based on portfolio return and portfolio variance. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Min Variance Folio is updated monthly. 
VizMetrics MinCorrelation (t.coco) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs using dynamic asset allocation to minimize correlation of the asset classes to reduce volatility & maximize total return.  Strategy  The VizMetrics Adaptive Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio uses momentum and volatility to create the weightings for each asset class ETF. This Folio is allowed to choose from 9 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, Gold, and Commodities.  Objective  The VizMetrics Adaptive Folio is designed for investors seeking to create an ETF portfolio that maximizes riskadjusted return and responds to market conditions.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, Gold, and Commodities. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics ranks the nine asset classes based on momentum. Choose the top 3 asset classes. 4. VizMetrics applies an allocation to each asset class which minimizes the variance of the overall portfolio. 5. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes three asset class ETFs.  Update Frequency  VizMetrics MinCorrelation Folio is updated monthly. 
VizMetrics PostModern (t.trdd) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs, using a dynamic asset allocation model which targets a return that minimizes downside deviation.  Strategy  The VizMetrics PostModern Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks a target return that minimizes downside deviation. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics PostModern Folio is designed for investors seeking a dynamic asset allocation that targets a return and minimizes downside deviation.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics PostModern investment algorithm to choose the optimal asset allocation portfolio based on a target portfolio return that minimize downside deviation. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics PostModern Folio is updated monthly. 
VizMetrics Risk Parity (t.rpba) Description  VizMetrics manages this Folio to invest in asset class ETFs and uses dynamic asset allocation to weight asset class clusters in inverse proportion to their risk.  Strategy  The VizMetrics Risk Parity Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to optimize risk allocation by weighting assets in inverse proportion to their risk, so the portfolio has equal risk in each asset class cluster. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Risk Parity Folio is designed for investors seeking to optimize their portfolio's risk allocation by using dynamic asset allocation to weight assets in inverse proportion to their risk.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics identifies clusters of asset classes that have similar volatilty characteristics. 4. VizMetrics assigns a weight to each cluster of asset classes. The weight is based is inversely proportional to cluster's risk. 5. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.  Update Frequency  VizMetrics Risk Parity Folio is updated monthly. 
VizMetrics Max Sharpe (t.shar) Description  VizMetrics manages this Folio to invest in up to 8 different asset class ETFs and uses dynamic asset allocation to maximize the portfolio's Sharpe Ratio, which is a measure of riskadjusted return.
 Strategy  The VizMetrics Max Sharpe Folio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio seeks to maximize riskadjusted return by choosing an asset allocation that maximizes the Sharpe ratio, which is a measure of riskadjusted return developed by Nobel Laureate and Stanford Professor William Sharpe. This Folio is allowed to choose from 8 ETFs that represent major asset classes: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, Developed Markets Equity, and Gold.  Objective  The VizMetrics Max Sharpe Folio is designed for investors seeking to create an ETF portfolio that responds to market conditions while maximizing riskadjusted return. The riskadjusted return is represented by the Sharpe Ratio.  How this Folio is constructed  1. VizMetrics chooses the set of possible asset classes that will be used for this Folio's asset allocation, which are the following: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, and Gold. 2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. 3. VizMetrics runs the VizMetrics Max Sharpe investment algorithm to choose the optimal asset allocation portfolio based on the Sharpe Ratio. 4. VizMetrics determines the weighting (% allocation) for each asset class ETF based on the chosen asset allocation.  Number of Holdings  This Folio includes up to eight asset class ETFs.
 Update Frequency  VizMetrics Max Sharpe Folio is updated monthly. 
