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All Portfolios, ranked by Downside Deviation

for period ending October 31, 2022
 
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 average10.2%***** -13.2%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage3.4%***** -4.9%*****
S&P AggressiveAOATactical: ManagedRisk-Driven12.2%***** -18.1%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven8.2%***** -16.1%*****
S&P ModerateAOMTactical: ManagedRisk-Driven9.0%***** -16.5%*****
S&P GrowthAORTactical: ManagedRisk-Driven10.4%***** -17.4%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage2.5%***** -0.6%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi8.9%***** -14.5%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return5.9%***** 5.0%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended10.2%***** -10.5%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi3.8%***** -8.7%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven10.7%***** -14.7%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate5.3%***** -2.5%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short11.6%***** -32.1%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended5.6%***** -8.2%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro10.0%***** -18.0%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short10.2%***** 9.7%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro19.6%***** 2.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi11.8%***** -22.2%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi11.0%***** -17.3%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven7.9%***** -14.8%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return8.1%***** -7.6%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3015.7%***** -12.5%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global12.9%***** -23.9%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral4.4%***** -5.2%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi16.4%***** -9.0%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi11.8%***** -24.4%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity11.8%***** -18.7%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity11.7%***** -20.2%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short11.2%***** -8.1%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity12.8%***** -0.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity13.2%***** -26.5%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven11.0%***** -9.3%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro13.0%***** -13.7%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return4.9%***** -7.8%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity14.8%***** 3.4%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity12.3%***** -20.1%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return3.7%***** -5.2%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven12.1%***** -17.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi12.0%***** -16.9%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity13.0%***** -1.7%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt6.8%***** -14.8%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt8.9%***** -20.2%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven10.5%***** -13.6%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven11.5%***** -16.9%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity10.5%***** -9.9%*****
FundX UpgraderFUNDXTactical: ManagedMomentum13.2%***** -25.3%*****
First Trust Focus 5FVTactical: ManagedSector Rotation19.2%***** -2.7%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral2.4%***** -1.5%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return4.0%***** -1.5%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return5.9%***** -8.1%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro7.2%***** -6.7%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro9.5%***** -7.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro10.0%***** -16.8%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi3.7%***** -5.6%*****
Hedge ReplicationHDGTactical: ManagedBlended6.7%***** -11.8%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity13.6%***** 8.6%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi9.7%***** -15.4%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro10.6%***** -16.7%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi9.9%***** -20.0%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven11.0%***** -16.4%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return5.6%***** -3.9%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral3.6%***** -2.7%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short14.2%***** -22.3%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi9.8%***** -16.0%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity12.5%***** -5.2%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity12.6%***** -0.8%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro8.0%***** -6.4%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate4.5%***** -5.0%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global14.0%***** -24.9%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro14.0%***** -24.8%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro9.7%***** -22.7%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended5.5%***** -12.5%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity13.2%***** -13.0%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi12.9%***** -2.8%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt7.3%***** -15.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short8.8%***** 2.9%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro10.2%***** -14.6%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short21.9%***** -8.7%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage3.5%***** -3.7%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3013.6%***** -25.9%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation12.7%***** -16.6%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global12.8%***** -1.8%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi6.8%***** -14.7%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return2.7%***** -6.4%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro11.3%***** -18.2%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return2.3%***** 4.7%*****
DWA Tech LeadersPDPTactical: ManagedBlended17.7%***** -23.4%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi10.0%***** -18.8%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi10.8%***** -21.5%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity15.2%***** -8.2%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended4.6%***** -1.8%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi6.2%***** -12.2%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi6.6%***** -13.6%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity14.2%***** -2.8%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt6.8%***** -15.0%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity9.1%***** -8.2%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi6.9%***** -18.2%*****
iSh Global EnergyPWCTactical: ManagedBlended16.6%***** -12.7%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return2.6%***** -3.5%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended6.1%***** -12.1%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral4.0%***** -8.1%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return14.9%***** 4.8%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight14.9%***** -10.0%*****
Hundredfold SelectSFHYXTactical: ManagedBlended4.9%***** -10.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum10.2%***** -10.4%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity12.7%***** -5.0%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven10.9%***** -18.9%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global11.0%***** -9.9%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro11.0%***** -9.7%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi8.4%***** -15.9%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven12.1%***** -18.9%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi7.3%***** -15.6%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven11.2%***** -16.2%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity12.7%***** 0.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro10.6%***** -19.1%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven11.5%***** -21.1%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven11.7%***** -16.9%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral3.0%***** 22.3%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi10.4%***** -11.2%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi7.7%***** -14.1%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven11.0%***** -14.2%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi8.2%***** -11.4%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven8.3%***** -11.5%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt7.3%***** -15.3%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity12.9%***** 1.2%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven10.8%***** -15.0%*****
Strategic 50-50s.5050Strategic: DIYBalanced10.3%***** -15.9%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced11.2%***** -16.1%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity12.1%***** -16.2%*****
7Twelve Israelsons.712Strategic: DIYBalanced11.0%***** -11.9%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity13.1%***** -16.4%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity12.0%***** -20.5%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity12.1%***** -21.6%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity11.6%***** -14.7%*****
Harry Browne inspireds.browStrategic: DIYLow Equity7.9%***** -16.3%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced10.0%***** -15.1%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced10.8%***** -15.2%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced11.0%***** -14.0%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity8.9%***** -16.2%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced10.5%***** -13.1%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced9.3%***** -9.7%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity11.3%***** -12.7%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced12.9%***** -9.3%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity6.6%***** -9.5%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced12.0%***** -18.8%*****
ETF Moderates.modeStrategic: DIYBalanced10.8%***** -18.5%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity12.5%***** -18.1%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity10.2%***** -21.4%*****
Permanent Pluss.plusStrategic: DIYLow Equity10.4%***** -22.5%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity13.2%***** -19.2%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced9.8%***** -12.5%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity11.6%***** 7.0%*****
David Swensen inspireds.swenStrategic: DIYBalanced12.2%***** -20.9%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity12.0%***** -17.6%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity11.0%***** -12.8%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity11.9%***** -15.3%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity10.8%***** -8.8%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity11.5%***** -14.6%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity5.7%***** -5.0%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity12.5%***** -21.4%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive9.7%***** -23.9%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive10.6%***** -26.2%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive10.5%***** -26.1%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive11.7%***** -17.9%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive11.1%***** -23.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive8.2%***** -15.4%*****
Active Combined Assett.acapTactical: DIYMomentum9.4%***** -21.4%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven9.5%***** -25.4%*****
Minimum Correlationt.cocoTactical: DIYCorrelation10.2%***** -26.5%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven8.7%***** -25.1%*****
Defensive Bondt.dbndTactical: DIYMomentum7.0%***** -6.9%*****
Equal Weight With Clustert.distTactical: DIYCorrelation10.0%***** -22.9%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum4.1%***** -8.2%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven10.4%***** -22.3%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight12.3%***** -22.2%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum16.2%***** -2.4%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum8.1%***** -0.7%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum6.4%***** -5.1%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum5.9%***** -6.8%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven8.2%***** -21.6%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven8.9%***** -25.4%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven8.9%***** -25.4%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven9.4%***** -22.0%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven10.0%***** -21.6%*****
Maximum Diversificationt.mdivTactical: DIYDiversification9.7%***** -26.1%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven8.7%***** -20.9%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven8.9%***** -21.2%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven8.9%***** -23.0%*****
Pure Momentumt.pureTactical: DIYMomentum14.4%***** -25.3%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum8.8%***** -14.3%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven8.8%***** -22.8%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven11.4%***** -22.0%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven9.3%***** -21.9%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven11.5%***** -21.7%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward10.0%***** -21.9%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward10.0%***** -22.3%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation48.9%***** 17.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation11.8%***** -0.6%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation4.2%***** 0.0%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation18.3%***** -0.3%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return11.3%***** -26.1%*****
Target Return 12%t.tretTactical: DIYRisk-Driven11.4%***** -25.9%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven9.0%***** -20.7%*****