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All Portfolios, ranked by Downside Deviation

for period ending December 31, 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.
    Downside Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average12.5%***** 10.7%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage10.1%***** 24.8%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short27.6%***** 31.3%*****
S&P AggressiveAOATactical: ManagedRisk-Driven15.8%***** 12.8%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven6.7%***** 9.3%*****
S&P ModerateAOMTactical: ManagedRisk-Driven7.7%***** 10.0%*****
S&P GrowthAORTactical: ManagedRisk-Driven11.9%***** 11.4%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage2.9%***** 5.7%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi9.3%***** 10.7%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return3.4%***** 0.7%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended8.6%***** 2.7%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi7.1%***** 6.9%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven12.6%***** 9.1%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate7.1%***** 1.0%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short22.2%***** 16.2%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended9.1%***** 5.0%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro13.3%***** 13.8%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short12.8%***** -6.4%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro17.2%***** 2.4%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi17.6%***** 48.4%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi15.9%***** 44.7%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven2.2%***** 29.6%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return4.2%***** -1.2%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3020.6%***** 10.9%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global17.7%***** 31.8%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral3.3%***** 5.2%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi31.8%***** -10.5%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi21.1%***** 53.4%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity21.3%***** -5.8%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity24.8%***** 4.1%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short17.7%***** -0.3%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity18.6%***** 4.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity24.7%***** -1.3%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven17.9%***** 7.9%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro22.2%***** 12.0%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity21.9%***** -5.8%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return6.3%***** 4.4%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity22.5%***** -4.9%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity18.3%***** -5.2%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return6.9%***** 3.6%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven14.3%***** 22.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi14.9%***** 42.6%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity20.8%***** 1.8%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt6.2%***** 4.6%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt7.3%***** 5.6%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven19.7%***** 12.1%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven11.7%***** 20.5%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity15.0%***** 11.3%*****
FundX UpgraderFUNDXTactical: ManagedMomentum18.6%***** 25.4%*****
First Trust Focus 5FVTactical: ManagedSector Rotation21.0%***** 28.4%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral4.8%***** 2.9%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return6.3%***** -2.1%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return7.8%***** 3.3%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro11.7%***** -2.5%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro5.4%***** -8.9%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro10.7%***** 7.5%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro13.4%***** 6.1%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi8.7%***** 9.2%*****
Hedge ReplicationHDGTactical: ManagedBlended7.3%***** 7.4%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity18.4%***** -6.5%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short12.8%***** -3.7%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi17.4%***** 3.0%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro19.2%***** 13.7%*****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro14.3%***** -0.4%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi19.6%***** -1.2%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven11.4%***** 14.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return3.8%***** 2.1%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral1.0%***** 11.9%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short10.1%***** 5.5%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi30.5%***** -2.8%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity16.0%***** 7.5%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity18.4%***** 0.2%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro9.5%***** 10.1%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate14.4%***** -1.8%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global13.3%***** 15.1%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro13.3%***** 15.4%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro12.1%***** 21.1%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended7.0%***** 8.8%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity19.1%***** 3.6%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi28.8%***** -14.9%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt6.0%***** 4.0%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short14.4%***** 19.9%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro11.6%***** 9.6%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short18.6%***** 26.6%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage9.0%***** 2.7%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3020.0%***** 1.5%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation19.6%***** 11.5%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global18.4%***** 2.6%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi15.8%***** 5.4%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return4.1%***** 3.3%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro16.6%***** 4.6%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return5.0%***** -7.8%*****
DWA Tech LeadersPDPTactical: ManagedBlended19.2%***** 36.6%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi13.9%***** 7.9%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi10.0%***** 6.6%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity26.9%***** -6.5%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended8.4%***** 4.7%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi8.5%***** 5.7%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi13.2%***** 5.4%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity22.4%***** 1.3%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt6.7%***** 4.5%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity13.1%***** 18.9%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi10.1%***** 8.1%*****
iSh Global EnergyPWCTactical: ManagedBlended22.4%***** 8.5%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return7.6%***** 0.8%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended6.3%***** 5.7%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral4.9%***** 4.1%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short4.9%***** -10.3%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro20.4%***** 8.4%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return18.4%***** -0.6%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight23.8%***** 12.7%*****
Hundredfold SelectSFHYXTactical: ManagedBlended3.1%***** 37.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum22.1%***** 20.8%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity21.5%***** -3.8%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short12.2%***** -7.4%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven11.3%***** 14.7%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global21.9%***** 0.6%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro21.9%***** 0.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi10.1%***** 11.4%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven15.9%***** 15.5%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi4.4%***** 9.1%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven11.4%***** 16.4%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity17.8%***** 3.0%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro10.7%***** 3.6%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven13.0%***** 21.4%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven11.3%***** 15.2%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral5.4%***** -11.6%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi13.3%***** 6.9%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi6.1%***** 10.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven12.2%***** 10.6%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi7.5%***** 8.5%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven7.5%***** 8.5%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt4.8%***** 6.2%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity18.0%***** 1.1%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven8.9%***** 16.4%*****
Strategic 50-50s.5050Strategic: DIYBalanced9.9%***** 15.1%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced11.8%***** 16.4%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity13.9%***** 17.6%*****
7Twelve Israelsons.712Strategic: DIYBalanced15.8%***** 7.7%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity16.0%***** 18.8%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity17.2%***** 18.0%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity14.6%***** 18.0%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity15.5%***** 11.0%*****
Harry Browne inspireds.browStrategic: DIYLow Equity3.3%***** 17.7%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced12.2%***** 9.8%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced13.4%***** 9.2%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced10.4%***** 16.6%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity7.8%***** 12.3%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced12.9%***** 7.4%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced11.3%***** 7.9%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity15.0%***** 6.4%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced17.8%***** 3.2%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity8.6%***** 2.9%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced13.6%***** 15.1%*****
ETF Moderates.modeStrategic: DIYBalanced13.3%***** 14.1%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity16.8%***** 13.7%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity6.4%***** 13.5%*****
Permanent Pluss.plusStrategic: DIYLow Equity4.9%***** 28.2%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity18.1%***** 16.9%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced14.0%***** 9.4%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity18.8%***** 4.9%*****
David Swensen inspireds.swenStrategic: DIYBalanced13.0%***** 12.7%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity13.9%***** 8.3%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity12.4%***** 4.8%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity14.9%***** 13.9%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity14.6%***** 7.6%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity15.5%***** 7.1%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity2.5%***** 14.4%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity13.3%***** 12.7%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive9.2%***** 13.3%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive10.2%***** 12.5%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive10.4%***** 12.0%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive11.4%***** 28.7%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive10.9%***** 26.4%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive3.9%***** 18.8%*****
Active Combined Assett.acapTactical: DIYMomentum12.4%***** -3.2%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven6.9%***** 18.7%*****
Minimum Correlationt.cocoTactical: DIYCorrelation8.3%***** 23.0%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven4.5%***** 10.8%*****
Defensive Bondt.dbndTactical: DIYMomentum0.9%***** 12.4%*****
Equal Weight With Clustert.distTactical: DIYCorrelation12.4%***** 6.4%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum2.4%***** 17.7%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven8.3%***** 13.8%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight14.4%***** 19.2%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum10.2%***** 11.9%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum8.9%***** 5.8%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum5.7%***** 13.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum6.9%***** 4.8%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven5.1%***** 15.3%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven7.3%***** 10.5%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven7.3%***** 10.5%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven6.7%***** 15.9%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven8.0%***** 14.5%*****
Maximum Diversificationt.mdivTactical: DIYDiversification7.2%***** 13.5%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven5.8%***** 13.9%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven6.7%***** 16.4%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven7.2%***** 13.8%*****
Pure Momentumt.pureTactical: DIYMomentum15.2%***** 38.7%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum7.6%***** 13.8%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven6.0%***** 16.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven13.2%***** 16.8%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven10.8%***** 6.2%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven13.5%***** 16.7%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward7.3%***** 31.9%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward7.2%***** 34.2%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation27.9%***** 20.0%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation10.7%***** 14.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation9.0%***** 33.3%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation17.3%***** 42.4%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return6.4%***** 18.9%*****
Target Return 12%t.tretTactical: DIYRisk-Driven6.6%***** 18.8%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven8.4%***** 18.9%*****