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All Portfolios, ranked by M-squared

for period ending March 31, 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.
    M-squared Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average-9.8%***** 32.3%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage13.1%***** 41.2%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short-1.0%***** 71.0%*****
S&P AggressiveAOATactical: ManagedRisk-Driven2.3%***** 43.8%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven-11.4%***** 16.8%*****
S&P ModerateAOMTactical: ManagedRisk-Driven-6.6%***** 21.1%*****
S&P GrowthAORTactical: ManagedRisk-Driven-0.9%***** 32.2%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage-1.6%***** 10.4%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi-2.9%***** 25.3%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return-77.5%***** -6.0%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended-26.7%***** 13.8%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi5.7%***** 13.8%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven-4.6%***** 33.3%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate-8.7%***** 11.5%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short24.8%***** 62.4%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended-8.6%***** 19.3%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro-3.7%***** 36.4%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short-28.8%***** 31.7%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro-23.3%***** 41.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi10.0%***** 71.7%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi9.8%***** 63.3%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven-4.3%***** 30.3%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return-30.6%***** 4.0%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-30-1.9%***** 56.1%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global12.9%***** 64.1%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral-0.7%***** 10.8%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi5.8%***** 73.5%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi15.4%***** 78.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity-7.2%***** 44.6%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity19.7%***** 62.0%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short-8.3%***** 41.6%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity-9.9%***** 45.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity12.7%***** 54.4%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven0.9%***** 50.0%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro16.8%***** 64.7%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity-3.5%***** 51.1%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return-20.9%***** 11.4%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity5.9%***** 61.3%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity-16.4%***** 29.3%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return-5.5%***** 10.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven7.4%***** 48.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi10.4%***** 68.3%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity-7.2%***** 53.0%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt-37.2%***** 6.5%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt-32.5%***** 8.5%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven13.8%***** 54.8%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven4.1%***** 41.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity-3.2%***** 41.4%*****
FundX UpgraderFUNDXTactical: ManagedMomentum-1.8%***** 55.2%*****
First Trust Focus 5FVTactical: ManagedSector Rotation4.8%***** 73.6%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral16.9%***** 11.6%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return-27.9%***** 6.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return-7.9%***** 16.7%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro-5.5%***** 22.0%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro-83.7%***** -8.0%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro2.6%***** 31.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro7.5%***** 33.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi-17.2%***** 15.1%*****
Hedge ReplicationHDGTactical: ManagedBlended-1.1%***** 21.7%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity-22.6%***** 38.2%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short-9.4%***** 20.0%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi-2.8%***** 31.1%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro-1.0%***** 45.1%*****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro-9.2%***** 29.9%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi-20.3%***** 22.7%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven-7.2%***** 31.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return-32.6%***** 9.5%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral-44.7%***** 3.2%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short-19.2%***** 27.3%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi2.5%***** 49.2%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity-4.8%***** 45.3%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity-3.6%***** 43.7%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro6.5%***** 31.2%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate22.8%***** 18.7%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global-5.3%***** 36.6%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro-4.9%***** 37.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro-0.2%***** 40.6%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended-1.4%***** 19.1%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity-6.9%***** 52.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi-11.4%***** 45.7%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt-31.7%***** 7.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short7.6%***** 51.3%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro-5.6%***** 30.2%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short1.0%***** 58.1%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage-23.5%***** 11.8%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-30-4.4%***** 40.7%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation4.8%***** 49.7%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global3.3%***** 40.3%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi1.3%***** 26.6%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return-1.4%***** 6.6%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro5.1%***** 37.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return-70.6%***** -4.2%*****
DWA Tech LeadersPDPTactical: ManagedBlended-4.1%***** 57.8%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi-14.7%***** 26.9%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi-23.9%***** 19.4%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity-3.3%***** 52.4%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended5.8%***** 17.2%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi10.9%***** 14.3%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi-8.6%***** 20.2%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity-0.1%***** 60.4%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt-34.7%***** 7.5%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity3.7%***** 41.5%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi-1.6%***** 17.8%*****
iSh Global EnergyPWCTactical: ManagedBlended9.7%***** 58.8%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return25.8%***** 10.8%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended-8.4%***** 13.9%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral-10.0%***** 10.6%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short-47.4%***** 3.7%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro4.5%***** 50.2%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return-0.3%***** 42.4%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight10.3%***** 71.5%*****
Hundredfold SelectSFHYXTactical: ManagedBlended20.0%***** 36.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum5.4%***** 62.4%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity-2.0%***** 49.6%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short-29.8%***** 18.3%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven-6.2%***** 33.0%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global-3.8%***** 47.5%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro-3.4%***** 47.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi3.8%***** 27.8%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven2.7%***** 45.3%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi-20.3%***** 10.8%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven-3.4%***** 34.8%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity-4.5%***** 47.4%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro-7.0%***** 23.7%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven3.7%***** 42.9%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven-19.2%***** 24.9%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral-57.1%***** -0.3%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi4.6%***** 32.6%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi-8.0%***** 17.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven-5.6%***** 32.8%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi-17.7%***** 18.4%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven-17.8%***** 18.4%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt-35.7%***** 6.4%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity-4.9%***** 47.9%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven-10.2%***** 29.9%*****
Strategic 50-50s.5050Strategic: DIYBalanced-6.9%***** 29.2%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced-3.6%***** 35.5%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity-0.7%***** 41.9%*****
7Twelve Israelsons.712Strategic: DIYBalanced5.6%***** 40.1%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity1.8%***** 48.6%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity15.0%***** 52.2%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity4.5%***** 43.0%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity1.9%***** 43.3%*****
Harry Browne inspireds.browStrategic: DIYLow Equity-36.0%***** 10.9%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced1.9%***** 33.2%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced0.4%***** 34.1%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced-1.5%***** 32.9%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity-18.3%***** 17.4%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced-6.3%***** 29.8%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced-19.5%***** 21.6%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity2.6%***** 36.8%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced-10.3%***** 40.5%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity-18.7%***** 15.5%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced2.1%***** 39.4%*****
ETF Moderates.modeStrategic: DIYBalanced3.1%***** 36.5%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity0.4%***** 45.4%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity-44.0%***** 7.8%*****
Permanent Pluss.plusStrategic: DIYLow Equity-38.1%***** 14.4%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity3.8%***** 52.3%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced7.7%***** 37.4%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity-1.3%***** 45.3%*****
David Swensen inspireds.swenStrategic: DIYBalanced-7.7%***** 32.3%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity-6.5%***** 31.7%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity-9.5%***** 27.9%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity-10.9%***** 34.8%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity-10.5%***** 31.8%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity7.9%***** 39.7%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity-38.1%***** 6.2%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity-8.4%***** 32.8%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive-6.1%***** 39.6%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive-10.1%***** 39.4%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive-12.3%***** 39.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive10.6%***** 54.0%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive16.5%***** 56.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive-18.1%***** 24.7%*****
Active Combined Assett.acapTactical: DIYMomentum-31.6%***** 12.3%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven-24.9%***** 22.2%*****
Minimum Correlationt.cocoTactical: DIYCorrelation-18.9%***** 27.2%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven-48.9%***** 4.8%*****
Defensive Bondt.dbndTactical: DIYMomentum-28.5%***** 9.6%*****
Equal Weight With Clustert.distTactical: DIYCorrelation-31.6%***** 16.0%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum-30.6%***** 10.5%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven-24.8%***** 20.4%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight-2.0%***** 40.7%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum-28.5%***** 26.8%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum-19.9%***** 21.4%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum-15.9%***** 25.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum-19.9%***** 20.0%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven-43.3%***** 9.2%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven-36.7%***** 13.3%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven-36.7%***** 13.3%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven-33.4%***** 15.4%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven-27.0%***** 19.3%*****
Maximum Diversificationt.mdivTactical: DIYDiversification-35.8%***** 14.4%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven-39.5%***** 11.0%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven-30.4%***** 17.6%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven-36.7%***** 14.3%*****
Pure Momentumt.pureTactical: DIYMomentum-6.0%***** 67.0%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum-49.6%***** 5.2%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven-35.5%***** 15.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven-6.0%***** 36.2%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven-36.3%***** 13.5%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven-6.5%***** 36.3%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward-7.5%***** 45.6%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward-8.1%***** 48.1%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation-14.0%***** 68.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation-3.9%***** 38.1%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation-13.7%***** 47.8%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation13.7%***** 74.3%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return-29.4%***** 21.1%*****
Target Return 12%t.tretTactical: DIYRisk-Driven-32.0%***** 18.7%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven-20.3%***** 24.1%*****