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All Portfolios, ranked by Downside Deviation

for period ending June 30, 2021
 
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.
    Downside Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average4.0%***** 24.0%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage4.5%***** 30.1%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short10.1%***** 49.3%*****
S&P AggressiveAOATactical: ManagedRisk-Driven4.1%***** 31.0%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven1.6%***** 11.3%*****
S&P ModerateAOMTactical: ManagedRisk-Driven2.1%***** 15.2%*****
S&P GrowthAORTactical: ManagedRisk-Driven3.0%***** 23.0%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage0.9%***** 7.1%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi2.0%***** 17.4%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return5.1%***** -8.4%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended3.6%***** 13.3%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi0.3%***** 8.1%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven3.1%***** 23.6%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate1.0%***** 7.1%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short2.1%***** 40.7%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended1.8%***** 14.2%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro2.9%***** 25.9%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short12.7%***** 25.3%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro11.1%***** 56.6%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi6.0%***** 35.2%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi6.2%***** 36.0%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven2.1%***** 19.4%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return1.0%***** 1.9%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-307.6%***** 41.4%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global4.3%***** 38.0%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral0.5%***** 6.8%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi7.3%***** 53.8%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi7.1%***** 46.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity5.0%***** 33.1%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity2.8%***** 45.6%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short5.6%***** 30.0%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity5.8%***** 32.8%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity3.9%***** 38.3%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven3.1%***** 37.9%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro3.4%***** 44.9%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity4.5%***** 36.2%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return2.5%***** 7.9%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity5.6%***** 50.0%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity5.5%***** 23.4%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return0.5%***** 5.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven3.5%***** 33.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi5.6%***** 45.2%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity5.3%***** 38.6%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt1.8%***** 6.7%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt2.1%***** 8.4%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven4.2%***** 39.0%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven3.9%***** 29.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity4.4%***** 31.8%*****
FundX UpgraderFUNDXTactical: ManagedMomentum5.6%***** 35.2%*****
First Trust Focus 5FVTactical: ManagedSector Rotation8.0%***** 47.3%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral0.0%***** 8.6%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return2.4%***** 6.3%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return1.7%***** 15.3%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro2.5%***** 13.7%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro4.1%***** -2.6%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro3.1%***** 24.4%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro2.5%***** 23.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi2.4%***** 6.6%*****
Hedge ReplicationHDGTactical: ManagedBlended1.6%***** 14.3%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity6.6%***** 23.6%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short3.1%***** 15.6%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi1.8%***** 22.0%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro5.1%***** 30.8%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi3.2%***** 13.2%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven4.2%***** 24.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return2.2%***** 10.0%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral3.9%***** 1.7%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short5.9%***** 38.2%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi1.6%***** 30.6%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity5.0%***** 35.6%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity4.6%***** 33.2%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro2.9%***** 23.0%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate0.0%***** 12.4%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global3.8%***** 25.6%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro3.8%***** 26.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro3.0%***** 28.5%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended2.0%***** 11.2%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity5.9%***** 39.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi5.9%***** 30.7%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt1.7%***** 5.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short5.0%***** 26.7%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro3.0%***** 21.7%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short7.2%***** 42.1%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage2.0%***** 8.8%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-305.3%***** 30.5%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation5.2%***** 30.9%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global3.1%***** 32.3%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi0.9%***** 17.2%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return0.1%***** 2.7%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro2.2%***** 29.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return3.8%***** -0.5%*****
DWA Tech LeadersPDPTactical: ManagedBlended5.2%***** 33.1%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi2.3%***** 19.1%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi3.1%***** 14.0%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity6.2%***** 49.7%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended1.3%***** 12.4%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi0.5%***** 9.5%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi0.6%***** 12.1%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity6.6%***** 47.8%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt1.6%***** 7.1%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity5.4%***** 26.8%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi0.9%***** 8.3%*****
iSh Global EnergyPWCTactical: ManagedBlended6.3%***** 39.2%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return1.1%***** 4.3%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended1.3%***** 8.5%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral0.9%***** 6.2%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short4.8%***** 4.0%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro4.7%***** 35.1%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return5.2%***** 37.2%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight3.9%***** 50.4%*****
Hundredfold SelectSFHYXTactical: ManagedBlended3.0%***** 33.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum4.4%***** 45.9%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity5.2%***** 38.4%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short6.1%***** 19.8%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven3.9%***** 23.1%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global5.2%***** 32.4%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro5.1%***** 32.8%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi1.9%***** 18.9%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven3.8%***** 31.9%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi1.3%***** 7.0%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven3.2%***** 24.8%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity4.2%***** 37.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro2.8%***** 18.9%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven2.7%***** 29.4%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven4.5%***** 16.1%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral4.4%***** 1.8%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi2.6%***** 26.5%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi1.3%***** 12.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven3.4%***** 26.0%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi2.2%***** 13.6%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven2.2%***** 13.5%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt1.9%***** 5.6%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity4.5%***** 37.2%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven4.0%***** 22.3%*****
Strategic 50-50s.5050Strategic: DIYBalanced2.7%***** 20.2%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced3.2%***** 24.8%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity3.8%***** 29.5%*****
7Twelve Israelsons.712Strategic: DIYBalanced3.2%***** 29.9%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity4.4%***** 34.3%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity3.0%***** 35.7%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity2.4%***** 29.6%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity4.1%***** 31.2%*****
Harry Browne inspireds.browStrategic: DIYLow Equity4.0%***** 7.1%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced2.3%***** 24.7%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced2.3%***** 25.4%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced2.9%***** 24.1%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity2.6%***** 13.4%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced2.6%***** 21.3%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced4.9%***** 15.1%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity4.2%***** 32.2%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced5.6%***** 30.0%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity2.6%***** 10.8%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced3.3%***** 28.3%*****
ETF Moderates.modeStrategic: DIYBalanced2.4%***** 25.6%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity3.9%***** 32.0%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity5.4%***** 6.7%*****
Permanent Pluss.plusStrategic: DIYLow Equity6.7%***** 8.9%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity4.6%***** 36.9%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced2.1%***** 26.5%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity7.4%***** 29.9%*****
David Swensen inspireds.swenStrategic: DIYBalanced3.6%***** 25.5%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity3.5%***** 24.9%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity3.8%***** 22.1%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity5.1%***** 25.2%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity5.3%***** 23.4%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity2.6%***** 30.2%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity3.8%***** 1.8%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity3.8%***** 25.6%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive6.3%***** 29.1%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive6.4%***** 24.6%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive6.5%***** 24.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive6.6%***** 52.4%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive6.7%***** 38.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive4.0%***** 25.7%*****
Active Combined Assett.acapTactical: DIYMomentum5.0%***** 17.0%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven5.9%***** 20.8%*****
Minimum Correlationt.cocoTactical: DIYCorrelation3.4%***** 19.0%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven7.2%***** -2.5%*****
Defensive Bondt.dbndTactical: DIYMomentum1.3%***** 7.7%*****
Equal Weight With Clustert.distTactical: DIYCorrelation4.4%***** 11.7%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum3.4%***** 8.7%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven3.8%***** 16.1%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight3.9%***** 28.8%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum6.7%***** 46.1%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum4.7%***** 34.6%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum4.1%***** 35.5%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum4.5%***** 31.4%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven6.9%***** 6.8%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven5.1%***** 11.3%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven5.1%***** 11.3%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven4.7%***** 11.3%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven4.0%***** 15.7%*****
Maximum Diversificationt.mdivTactical: DIYDiversification5.0%***** 9.7%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven5.2%***** 7.8%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven4.6%***** 13.3%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven5.3%***** 9.9%*****
Pure Momentumt.pureTactical: DIYMomentum10.6%***** 68.9%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum6.6%***** 6.1%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven5.3%***** 10.8%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven3.7%***** 26.3%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven4.8%***** 9.6%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven3.8%***** 26.2%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward6.2%***** 44.5%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward5.6%***** 47.8%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation19.3%***** 44.0%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation4.6%***** 39.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation5.9%***** 50.6%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation4.1%***** 44.7%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return4.6%***** 17.8%*****
Target Return 12%t.tretTactical: DIYRisk-Driven5.2%***** 14.7%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven3.9%***** 19.8%*****