Sharpe | Total Return, annualized | |||||||||||||||
Recipe Name | ID | Peer Group | Category | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Group average | 2.39 | * | * | * | * | * | 32.3% | * | * | * | * | * | ||||
AQR Divers N | ADANX | Tactical: Managed | Hedged: Arbitrage | 3.47 | * | * | * | * | * | 41.2% | * | * | * | * | * | |
AlphaClone Alternative | ALFA | Tactical: Managed | Hedged: Long/Short | 2.58 | * | * | * | * | * | 71.0% | * | * | * | * | * | |
S&P Aggressive | AOA | Tactical: Managed | Risk-Driven | 2.93 | * | * | * | * | * | 43.8% | * | * | * | * | * | |
S&P Conservative | AOK | Tactical: Managed | Risk-Driven | 2.46 | * | * | * | * | * | 16.8% | * | * | * | * | * | |
S&P Moderate | AOM | Tactical: Managed | Risk-Driven | 2.67 | * | * | * | * | * | 21.1% | * | * | * | * | * | |
S&P Growth | AOR | Tactical: Managed | Risk-Driven | 2.87 | * | * | * | * | * | 32.2% | * | * | * | * | * | |
Arbitrage I | ARBNX | Tactical: Managed | Hedged: Arbitrage | 3.05 | * | * | * | * | * | 10.4% | * | * | * | * | * | |
Am Century Target Date | ARTOX | Tactical: Managed | Income: Multi | 2.83 | * | * | * | * | * | 25.3% | * | * | * | * | * | |
Absolute Strategies I | ASFIX | Tactical: Managed | Hedged: Abs Return | -1.26 | * | * | * | * | * | -6.0% | * | * | * | * | * | |
Dreyfus Alpha I | AVGRX | Tactical: Managed | Blended | 1.65 | * | * | * | * | * | 13.8% | * | * | * | * | * | |
BlackRock Strat Inc Opp | BASIX | Tactical: Managed | Income: Multi | 3.42 | * | * | * | * | * | 13.8% | * | * | * | * | * | |
Ibbotson Balanced | BETFX | Tactical: Managed | Risk-Driven | 2.67 | * | * | * | * | * | 33.3% | * | * | * | * | * | |
PwrSh Sr Loan Portfolio | BKLN | Tactical: Managed | Income: Float Rate | 2.65 | * | * | * | * | * | 11.5% | * | * | * | * | * | |
BlackRock EmMkt A | BLSAX | Tactical: Managed | Hedged: Long/Short | 3.80 | * | * | * | * | * | 62.4% | * | * | * | * | * | |
UBS Dyn Alpha A | BNAAX | Tactical: Managed | Blended | 2.58 | * | * | * | * | * | 19.3% | * | * | * | * | * | |
UBS Global Alloc | BPGLX | Tactical: Managed | Global Macro | 2.69 | * | * | * | * | * | 36.4% | * | * | * | * | * | |
Robeco Long/Short I | BPLSX | Tactical: Managed | Hedged: Long/Short | 1.49 | * | * | * | * | * | 31.7% | * | * | * | * | * | |
Berkshire Hathaway Inc | BRK.A | Tactical: Managed | Global Macro | 1.72 | * | * | * | * | * | 41.8% | * | * | * | * | * | |
Calamos Convertible A | CCVIX | Tactical: Managed | Income: Multi | 3.05 | * | * | * | * | * | 71.7% | * | * | * | * | * | |
Invesco Convertible Y | CNSDX | Tactical: Managed | Income: Multi | 3.11 | * | * | * | * | * | 63.3% | * | * | * | * | * | |
Columbia Thermostat Z | COTZX | Tactical: Managed | Risk-Driven | 2.71 | * | * | * | * | * | 30.3% | * | * | * | * | * | |
IQ CPI Hedge ETF | CPI | Tactical: Managed | Hedged: Abs Return | 1.48 | * | * | * | * | * | 4.0% | * | * | * | * | * | |
ProShares Lg Cap | CSM | Tactical: Managed | Hedged: 130-30 | 2.63 | * | * | * | * | * | 56.1% | * | * | * | * | * | |
Calamos Global Growth | CVLOX | Tactical: Managed | Income: Global | 3.24 | * | * | * | * | * | 64.1% | * | * | * | * | * | |
Calamos Market Neu Inc | CVSIX | Tactical: Managed | Hedged: Mkt Neutral | 3.10 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
Gugg Multi-Asset | CVY | Tactical: Managed | Income: Multi | 2.86 | * | * | * | * | * | 73.5% | * | * | * | * | * | |
Barclays Conv Bond | CWB | Tactical: Managed | Income: Multi | 3.23 | * | * | * | * | * | 78.9% | * | * | * | * | * | |
WisdmTr EM HiYld | DEM | Tactical: Managed | Income: Equity | 2.46 | * | * | * | * | * | 44.6% | * | * | * | * | * | |
WisdmTr EM SmCap | DGS | Tactical: Managed | Income: Equity | 3.57 | * | * | * | * | * | 62.0% | * | * | * | * | * | |
Diamond Hill Long-Short I | DHLSX | Tactical: Managed | Hedged: Long/Short | 2.43 | * | * | * | * | * | 41.6% | * | * | * | * | * | |
WisdomTree ex-US | DLN | Tactical: Managed | Income: Equity | 2.33 | * | * | * | * | * | 45.5% | * | * | * | * | * | |
WisdmTr Intl SmCap | DLS | Tactical: Managed | Income: Equity | 3.32 | * | * | * | * | * | 54.4% | * | * | * | * | * | |
Dodge & Cox Balanced | DODBX | Tactical: Managed | Risk-Driven | 2.81 | * | * | * | * | * | 50.0% | * | * | * | * | * | |
DFA Select Hedged | DSHGX | Tactical: Managed | Global Macro | 3.41 | * | * | * | * | * | 64.7% | * | * | * | * | * | |
WisdmTr Top 100 | DTN | Tactical: Managed | Income: Equity | 2.59 | * | * | * | * | * | 51.1% | * | * | * | * | * | |
MFS Target Return A | DVRAX | Tactical: Managed | Hedged: Abs Return | 1.98 | * | * | * | * | * | 11.4% | * | * | * | * | * | |
iShares Select Dividend | DVY | Tactical: Managed | Income: Equity | 2.95 | * | * | * | * | * | 61.3% | * | * | * | * | * | |
SPDR S&P Int'l | DWX | Tactical: Managed | Income: Equity | 2.11 | * | * | * | * | * | 29.3% | * | * | * | * | * | |
EatonVance GlobalMacro | EIGMX | Tactical: Managed | Hedged: Abs Return | 2.83 | * | * | * | * | * | 10.7% | * | * | * | * | * | |
Fidelity Balanced | FBALX | Tactical: Managed | Risk-Driven | 3.13 | * | * | * | * | * | 48.4% | * | * | * | * | * | |
Fidelity Convertibles | FCVSX | Tactical: Managed | Income: Multi | 3.10 | * | * | * | * | * | 68.3% | * | * | * | * | * | |
Fidelity Equity | FEQTX | Tactical: Managed | Income: Equity | 2.41 | * | * | * | * | * | 53.0% | * | * | * | * | * | |
Fidelity Muni | FHIGX | Tactical: Managed | Income: Tax Exempt | 1.10 | * | * | * | * | * | 6.5% | * | * | * | * | * | |
Nuveen Amer Muni | FLAAX | Tactical: Managed | Income: Tax Exempt | 1.35 | * | * | * | * | * | 8.5% | * | * | * | * | * | |
FPA Crescent | FPACX | Tactical: Managed | Risk-Driven | 3.37 | * | * | * | * | * | 54.8% | * | * | * | * | * | |
Fidelity Puritan | FPURX | Tactical: Managed | Risk-Driven | 3.03 | * | * | * | * | * | 41.8% | * | * | * | * | * | |
Fidelity Strategic | FSDIX | Tactical: Managed | Income: Equity | 2.68 | * | * | * | * | * | 41.4% | * | * | * | * | * | |
FundX Upgrader | FUNDX | Tactical: Managed | Momentum | 2.64 | * | * | * | * | * | 55.2% | * | * | * | * | * | |
First Trust Focus 5 | FV | Tactical: Managed | Sector Rotation | 2.81 | * | * | * | * | * | 73.6% | * | * | * | * | * | |
Gabelli ABC AAA | GABCX | Tactical: Managed | Hedged: Mkt Neutral | 4.06 | * | * | * | * | * | 11.6% | * | * | * | * | * | |
Natixis ASG Global | GAFYX | Tactical: Managed | Hedged: Abs Return | 1.62 | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Goldman Sachs Instl | GARTX | Tactical: Managed | Hedged: Abs Return | 2.64 | * | * | * | * | * | 16.7% | * | * | * | * | * | |
GMO Benchm-Free | GBMFX | Tactical: Managed | Global Macro | 2.72 | * | * | * | * | * | 22.0% | * | * | * | * | * | |
Goldman Dynamic | GDIFX | Tactical: Managed | Global Macro | -1.64 | * | * | * | * | * | -8.0% | * | * | * | * | * | |
Leuthold Global | GLBIX | Tactical: Managed | Global Macro | 3.05 | * | * | * | * | * | 31.7% | * | * | * | * | * | |
GMO Global Alloc | GMWAX | Tactical: Managed | Global Macro | 3.28 | * | * | * | * | * | 33.4% | * | * | * | * | * | |
Goldman Sachs Strat Inc | GSZAX | Tactical: Managed | Income: Multi | 2.16 | * | * | * | * | * | 15.1% | * | * | * | * | * | |
Hedge Replication | HDG | Tactical: Managed | Blended | 2.95 | * | * | * | * | * | 21.7% | * | * | * | * | * | |
iShares Hi Div Equity | HDV | Tactical: Managed | Income: Equity | 1.76 | * | * | * | * | * | 38.2% | * | * | * | * | * | |
Hancock Horizon Inst | HHQTX | Tactical: Managed | Hedged: Long/Short | 2.54 | * | * | * | * | * | 20.0% | * | * | * | * | * | |
ETF: SPDR Inc Alloc | INKM | Tactical: Managed | Income: Multi | 2.78 | * | * | * | * | * | 31.1% | * | * | * | * | * | |
Ivy Asset Strategy | IVAEX | Tactical: Managed | Global Macro | 2.75 | * | * | * | * | * | 45.1% | * | * | * | * | * | |
IVA Worldwide | IVWIX | Tactical: Managed | Global Macro | 2.47 | * | * | * | * | * | 29.9% | * | * | * | * | * | |
iSh MultiAsset Income | IYLD | Tactical: Managed | Income: Multi | 1.95 | * | * | * | * | * | 22.7% | * | * | * | * | * | |
Janus Balanced | JANBX | Tactical: Managed | Risk-Driven | 2.56 | * | * | * | * | * | 31.3% | * | * | * | * | * | |
Jhancock Global Abs Ret I | JHAIX | Tactical: Managed | Hedged: Abs Return | 1.35 | * | * | * | * | * | 9.5% | * | * | * | * | * | |
JPMorgan Mkt Neutral A | JMNAX | Tactical: Managed | Hedged: Mkt Neutral | 0.68 | * | * | * | * | * | 3.2% | * | * | * | * | * | |
KCM MacroTrends | KCMTX | Tactical: Managed | Hedged: Long/Short | 1.98 | * | * | * | * | * | 27.3% | * | * | * | * | * | |
Inst: Forward Select | KIFYX | Tactical: Managed | Income: Multi | 2.89 | * | * | * | * | * | 49.2% | * | * | * | * | * | |
Columbia Div Income | LBSAX | Tactical: Managed | Income: Equity | 2.57 | * | * | * | * | * | 45.3% | * | * | * | * | * | |
Invesco Divers Dividend | LCEIX | Tactical: Managed | Income: Equity | 2.64 | * | * | * | * | * | 43.7% | * | * | * | * | * | |
Leuthold Core | LCORX | Tactical: Managed | Global Macro | 3.25 | * | * | * | * | * | 31.2% | * | * | * | * | * | |
Lord Abbett Float Rate | LFRAX | Tactical: Managed | Income: Float Rate | 4.27 | * | * | * | * | * | 18.7% | * | * | * | * | * | |
Loomis Global Eq A | LGMAX | Tactical: Managed | Income: Global | 2.61 | * | * | * | * | * | 36.6% | * | * | * | * | * | |
Loomis Global Eq Y | LSWWX | Tactical: Managed | Global Macro | 2.63 | * | * | * | * | * | 37.0% | * | * | * | * | * | |
BlackRock Global I | MALOX | Tactical: Managed | Global Macro | 2.83 | * | * | * | * | * | 40.6% | * | * | * | * | * | |
IQ Hedge Macro ETF | MCRO | Tactical: Managed | Blended | 2.97 | * | * | * | * | * | 19.1% | * | * | * | * | * | |
BlackRock Eq Dividend | MDDVX | Tactical: Managed | Income: Equity | 2.42 | * | * | * | * | * | 52.8% | * | * | * | * | * | |
FirstTrust Multi-Asset | MDIV | Tactical: Managed | Income: Multi | 2.26 | * | * | * | * | * | 45.7% | * | * | * | * | * | |
BlackRock Nat'l Muni | MDNLX | Tactical: Managed | Income: Tax Exempt | 1.40 | * | * | * | * | * | 7.2% | * | * | * | * | * | |
MainStay Marketfield A | MFADX | Tactical: Managed | Hedged: Long/Short | 3.11 | * | * | * | * | * | 51.3% | * | * | * | * | * | |
MFS Global Tot Ret | MFWIX | Tactical: Managed | Global Macro | 2.64 | * | * | * | * | * | 30.2% | * | * | * | * | * | |
Aberdeen Long-Short A | MLSAX | Tactical: Managed | Hedged: Long/Short | 2.75 | * | * | * | * | * | 58.1% | * | * | * | * | * | |
IQ Merger Arbitrage | MNA | Tactical: Managed | Hedged: Arbitrage | 1.84 | * | * | * | * | * | 11.8% | * | * | * | * | * | |
MainStay Int'l Opp | MYITX | Tactical: Managed | Hedged: 130-30 | 2.62 | * | * | * | * | * | 40.7% | * | * | * | * | * | |
Grimaldi Sector | NAVFX | Tactical: Managed | Sector Rotation | 2.99 | * | * | * | * | * | 49.7% | * | * | * | * | * | |
Neuberger Berman Eq Inc | NBHAX | Tactical: Managed | Income: Global | 3.00 | * | * | * | * | * | 40.3% | * | * | * | * | * | |
Nuveen Preferred I | NPSRX | Tactical: Managed | Income: Multi | 3.03 | * | * | * | * | * | 26.6% | * | * | * | * | * | |
Putnam Abs Ret 100 Y | PARYX | Tactical: Managed | Hedged: Abs Return | 3.12 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
PIMCO All-Asset | PAUIX | Tactical: Managed | Global Macro | 3.12 | * | * | * | * | * | 37.5% | * | * | * | * | * | |
Putnam 700 Y | PDMYX | Tactical: Managed | Hedged: Abs Return | -0.84 | * | * | * | * | * | -4.2% | * | * | * | * | * | |
DWA Tech Leaders | PDP | Tactical: Managed | Blended | 2.52 | * | * | * | * | * | 57.8% | * | * | * | * | * | |
iShr Preferred ETF | PFF | Tactical: Managed | Income: Multi | 2.21 | * | * | * | * | * | 26.9% | * | * | * | * | * | |
PIMCO Global Multi | PGAIX | Tactical: Managed | Global Macro | * | * | * | * | * | * | * | * | * | * | |||
PowerSh Preferred ETF | PGX | Tactical: Managed | Income: Multi | 1.78 | * | * | * | * | * | 19.4% | * | * | * | * | * | |
PowerShares Intl Div | PID | Tactical: Managed | Income: Equity | 2.59 | * | * | * | * | * | 52.4% | * | * | * | * | * | |
Principal GlobMultiStrat | PMSAX | Tactical: Managed | Blended | 3.37 | * | * | * | * | * | 17.2% | * | * | * | * | * | |
Pimco Income P | PONPX | Tactical: Managed | Income: Multi | 3.70 | * | * | * | * | * | 14.3% | * | * | * | * | * | |
Principal Preferred | PPSIX | Tactical: Managed | Income: Multi | 2.58 | * | * | * | * | * | 20.2% | * | * | * | * | * | |
T. Rowe Equity Income | PRFDX | Tactical: Managed | Income: Equity | 2.68 | * | * | * | * | * | 60.4% | * | * | * | * | * | |
T. Rowe Summit Muni | PRINX | Tactical: Managed | Income: Tax Exempt | 1.24 | * | * | * | * | * | 7.5% | * | * | * | * | * | |
Permanent Portfolio | PRPFX | Strategic: Managed | Low Equity | 3.01 | * | * | * | * | * | 41.5% | * | * | * | * | * | |
T. Rowe Global Bond | PRSNX | Tactical: Managed | Income: Multi | 2.98 | * | * | * | * | * | 17.8% | * | * | * | * | * | |
iSh Global Energy | PWC | Tactical: Managed | Blended | 3.14 | * | * | * | * | * | 58.8% | * | * | * | * | * | |
Putnam Abs Ret 300 Y | PYTRX | Tactical: Managed | Hedged: Abs Return | 4.57 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
IQ Hedge Multi-Strat | QAI | Tactical: Managed | Blended | 2.64 | * | * | * | * | * | 13.9% | * | * | * | * | * | |
IQ Hedge ETF | QMN | Tactical: Managed | Hedged: Mkt Neutral | 2.58 | * | * | * | * | * | 10.6% | * | * | * | * | * | |
RAFI Long-Short | RALS | Tactical: Managed | Hedged: Long/Short | 0.53 | * | * | * | * | * | 3.7% | * | * | * | * | * | |
RiverFront GlobalGro | RLTSX | Tactical: Managed | Global Macro | 2.97 | * | * | * | * | * | 50.2% | * | * | * | * | * | |
MultiAsset ETF | RLY | Tactical: Managed | Hedged: Abs Return | 2.81 | * | * | * | * | * | 42.4% | * | * | * | * | * | |
S&P 500 Equal Weight | RSP | Strategic: Managed | Equal Weight | 3.07 | * | * | * | * | * | 71.5% | * | * | * | * | * | |
Hundredfold Select | SFHYX | Tactical: Managed | Blended | 3.87 | * | * | * | * | * | 36.4% | * | * | * | * | * | |
Sound Mind Investing | SMIFX | Tactical: Managed | Momentum | 2.92 | * | * | * | * | * | 62.4% | * | * | * | * | * | |
Schwab Div Equity | SWDSX | Tactical: Managed | Income: Equity | 2.67 | * | * | * | * | * | 49.6% | * | * | * | * | * | |
Schwab Hedged Eq | SWHEX | Tactical: Managed | Hedged: Long/Short | 1.47 | * | * | * | * | * | 18.3% | * | * | * | * | * | |
Schwab Balanced | SWOBX | Tactical: Managed | Risk-Driven | 2.60 | * | * | * | * | * | 33.0% | * | * | * | * | * | |
Thornburg Inv Income A | TIBAX | Tactical: Managed | Income: Global | 2.60 | * | * | * | * | * | 47.5% | * | * | * | * | * | |
Thornburg Inv Income Y | TIBIX | Tactical: Managed | Global Macro | 2.62 | * | * | * | * | * | 47.9% | * | * | * | * | * | |
T. Rowe Retire Balanced | TRRIX | Tactical: Managed | Income: Multi | 3.15 | * | * | * | * | * | 27.8% | * | * | * | * | * | |
Vanguard LifeStrat Growth | VASGX | Tactical: Managed | Risk-Driven | 2.93 | * | * | * | * | * | 45.3% | * | * | * | * | * | |
Vanguard LifeStrategy | VASIX | Tactical: Managed | Income: Multi | 2.02 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
Vanguard Balanced | VBIAX | Tactical: Managed | Risk-Driven | 2.72 | * | * | * | * | * | 34.8% | * | * | * | * | * | |
Vanguard Equity | VEIPX | Tactical: Managed | Income: Equity | 2.57 | * | * | * | * | * | 47.4% | * | * | * | * | * | |
VALIC Global Strat | VGLSX | Tactical: Managed | Global Macro | 2.63 | * | * | * | * | * | 23.7% | * | * | * | * | * | |
Vanguard STAR Inv | VGSTX | Tactical: Managed | Risk-Driven | 3.00 | * | * | * | * | * | 42.9% | * | * | * | * | * | |
ValueLine AssetAlloc | VLAAX | Tactical: Managed | Risk-Driven | 1.99 | * | * | * | * | * | 24.9% | * | * | * | * | * | |
Vanguard Market Neutral | VMNFX | Tactical: Managed | Hedged: Mkt Neutral | -0.02 | * | * | * | * | * | -0.3% | * | * | * | * | * | |
Vanguard Managed Payout | VPGDX | Tactical: Managed | Income: Multi | 3.14 | * | * | * | * | * | 32.6% | * | * | * | * | * | |
Vanguard Target Retire | VTINX | Tactical: Managed | Income: Multi | 2.64 | * | * | * | * | * | 17.0% | * | * | * | * | * | |
Vanguard Wellington Inv | VWELX | Tactical: Managed | Risk-Driven | 2.63 | * | * | * | * | * | 32.8% | * | * | * | * | * | |
Vanguard Wellesley Adm | VWIAX | Tactical: Managed | Income: Multi | 2.10 | * | * | * | * | * | 18.4% | * | * | * | * | * | |
Vanguard Wellesley Inv | VWINX | Tactical: Managed | Risk-Driven | 2.10 | * | * | * | * | * | 18.4% | * | * | * | * | * | |
Vanguard LT Tax-Exempt | VWLTX | Tactical: Managed | Income: Tax Exempt | 1.18 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Vanguard Hi Div Yld ETF | VYM | Tactical: Managed | Income: Equity | 2.55 | * | * | * | * | * | 47.9% | * | * | * | * | * | |
WF Asset Allocation | WFAIX | Tactical: Managed | Risk-Driven | 2.42 | * | * | * | * | * | 29.9% | * | * | * | * | * | |
Strategic 50-50 | s.5050 | Strategic: DIY | Balanced | 2.59 | * | * | * | * | * | 29.2% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Strategic: DIY | Balanced | 2.71 | * | * | * | * | * | 35.5% | * | * | * | * | * | |
Strategic 70-30 Portfolio | s.7030 | Strategic: DIY | High Equity | 2.79 | * | * | * | * | * | 41.9% | * | * | * | * | * | |
7Twelve Israelson | s.712 | Strategic: DIY | Balanced | 3.12 | * | * | * | * | * | 40.1% | * | * | * | * | * | |
Strategic 80-20 Portfolio | s.8020 | Strategic: DIY | High Equity | 2.86 | * | * | * | * | * | 48.6% | * | * | * | * | * | |
ETF Aggressive | s.aggr | Strategic: DIY | High Equity | 3.45 | * | * | * | * | * | 52.2% | * | * | * | * | * | |
Lazy: Aronson | s.aron | Strategic: DIY | High Equity | 3.04 | * | * | * | * | * | 43.0% | * | * | * | * | * | |
Ben Stein inspired | s.bens | Strategic: DIY | High Equity | 2.91 | * | * | * | * | * | 43.3% | * | * | * | * | * | |
Harry Browne inspired | s.brow | Strategic: DIY | Low Equity | 1.16 | * | * | * | * | * | 10.9% | * | * | * | * | * | |
Lazy: Ultimate Buy & Hold | s.buyh | Strategic: DIY | Balanced | 3.00 | * | * | * | * | * | 33.2% | * | * | * | * | * | |
Lazy: Coffeehouse | s.coff | Strategic: DIY | Balanced | 2.92 | * | * | * | * | * | 34.1% | * | * | * | * | * | |
Couch Potato: Scott Burns | s.couc | Strategic: DIY | Balanced | 2.83 | * | * | * | * | * | 32.9% | * | * | * | * | * | |
Ray Dalio inspired | s.dali | Strategic: DIY | Low Equity | 2.08 | * | * | * | * | * | 17.4% | * | * | * | * | * | |
Ben Graham 50-50 | s.grah | Strategic: DIY | Balanced | 2.62 | * | * | * | * | * | 29.8% | * | * | * | * | * | |
Safe Haven Portfolio | s.have | Strategic: DIY | Balanced | 1.99 | * | * | * | * | * | 21.6% | * | * | * | * | * | |
Ivy Portfolio | s.ivyp | Strategic: DIY | Low Equity | 3.00 | * | * | * | * | * | 36.8% | * | * | * | * | * | |
Six Ways from Sunday | s.lazy | Strategic: DIY | Balanced | 2.34 | * | * | * | * | * | 40.5% | * | * | * | * | * | |
Low Volatility Portfolio | s.lowv | Strategic: DIY | High Equity | 2.07 | * | * | * | * | * | 15.5% | * | * | * | * | * | |
Lazy: Margaritaville | s.marg | Strategic: DIY | Balanced | 2.95 | * | * | * | * | * | 39.4% | * | * | * | * | * | |
ETF Moderate | s.mode | Strategic: DIY | Balanced | 3.03 | * | * | * | * | * | 36.5% | * | * | * | * | * | |
Lazy: No Brainer | s.nobr | Strategic: DIY | High Equity | 2.82 | * | * | * | * | * | 45.4% | * | * | * | * | * | |
No Equity Portfolio | s.noeq | Strategic: DIY | Low Equity | 0.73 | * | * | * | * | * | 7.8% | * | * | * | * | * | |
Permanent Plus | s.plus | Strategic: DIY | Low Equity | 1.05 | * | * | * | * | * | 14.4% | * | * | * | * | * | |
Lazy: Second Grader | s.seco | Strategic: DIY | High Equity | 2.93 | * | * | * | * | * | 52.3% | * | * | * | * | * | |
Lazy: Smart Money | s.smar | Strategic: DIY | Balanced | 3.24 | * | * | * | * | * | 37.4% | * | * | * | * | * | |
Black Swan Hyperinflation | s.swan | Strategic: DIY | Low Equity | 2.74 | * | * | * | * | * | 45.3% | * | * | * | * | * | |
David Swensen inspired | s.swen | Strategic: DIY | Balanced | 2.52 | * | * | * | * | * | 32.3% | * | * | * | * | * | |
Talmud Broad Market | s.talb | Strategic: DIY | Low Equity | 2.59 | * | * | * | * | * | 31.7% | * | * | * | * | * | |
Talmud with Blue Chip | s.talc | Strategic: DIY | Low Equity | 2.47 | * | * | * | * | * | 27.9% | * | * | * | * | * | |
Talmud Equities and Gold | s.talg | Strategic: DIY | Low Equity | 2.35 | * | * | * | * | * | 34.8% | * | * | * | * | * | |
Talmud Dividend Equities | s.talm | Strategic: DIY | Low Equity | 2.39 | * | * | * | * | * | 31.8% | * | * | * | * | * | |
Talmud with Small Cap | s.tals | Strategic: DIY | Low Equity | 3.23 | * | * | * | * | * | 39.7% | * | * | * | * | * | |
Worst Case Scenario | s.wors | Strategic: DIY | Low Equity | 1.05 | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Lazy: Yale Unconventional | s.yale | Strategic: DIY | High Equity | 2.49 | * | * | * | * | * | 32.8% | * | * | * | * | * | |
Adaptive Allocation A | t.aaaa | Tactical: DIY | Adaptive | 2.55 | * | * | * | * | * | 39.6% | * | * | * | * | * | |
Adaptive Allocation B | t.aaab | Tactical: DIY | Adaptive | 2.36 | * | * | * | * | * | 39.4% | * | * | * | * | * | |
Adaptive Allocation C | t.aaac | Tactical: DIY | Adaptive | 2.25 | * | * | * | * | * | 39.2% | * | * | * | * | * | |
Adaptive Allocation D | t.aaad | Tactical: DIY | Adaptive | 3.23 | * | * | * | * | * | 54.0% | * | * | * | * | * | |
Adaptive Allocation E | t.aaae | Tactical: DIY | Adaptive | 3.48 | * | * | * | * | * | 56.8% | * | * | * | * | * | |
Adaptive Allocation F | t.aaaf | Tactical: DIY | Adaptive | 2.05 | * | * | * | * | * | 24.7% | * | * | * | * | * | |
Active Combined Asset | t.acap | Tactical: DIY | Momentum | 1.39 | * | * | * | * | * | 12.3% | * | * | * | * | * | |
Minimum CdaR | t.cdar | Tactical: DIY | Risk-Driven | 1.71 | * | * | * | * | * | 22.2% | * | * | * | * | * | |
Minimum Correlation | t.coco | Tactical: DIY | Correlation | 2.00 | * | * | * | * | * | 27.2% | * | * | * | * | * | |
Minimum CvaR | t.cvar | Tactical: DIY | Risk-Driven | 0.46 | * | * | * | * | * | 4.8% | * | * | * | * | * | |
Defensive Bond | t.dbnd | Tactical: DIY | Momentum | 1.57 | * | * | * | * | * | 9.6% | * | * | * | * | * | |
Equal Weight With Cluster | t.dist | Tactical: DIY | Correlation | 1.39 | * | * | * | * | * | 16.0% | * | * | * | * | * | |
Dynamic Harry Browne | t.dyhb | Tactical: DIY | Momentum | 1.45 | * | * | * | * | * | 10.5% | * | * | * | * | * | |
Equal Risk Contribution | t.eqrc | Tactical: DIY | Risk-Driven | 1.72 | * | * | * | * | * | 20.4% | * | * | * | * | * | |
Equal Weight Portfolio | t.eqwt | Tactical: DIY | Equal Weight | 2.74 | * | * | * | * | * | 40.7% | * | * | * | * | * | |
Faber Rel Strength: Top 1 | t.frs1 | Tactical: DIY | Momentum | 1.51 | * | * | * | * | * | 26.8% | * | * | * | * | * | |
Faber Rel Strength: Top 2 | t.frs2 | Tactical: DIY | Momentum | 1.97 | * | * | * | * | * | 21.4% | * | * | * | * | * | |
Faber Rel Strength: Top 3 | t.frs3 | Tactical: DIY | Momentum | 2.16 | * | * | * | * | * | 25.4% | * | * | * | * | * | |
Faber Rel Strength: Top 4 | t.frs4 | Tactical: DIY | Momentum | 1.98 | * | * | * | * | * | 20.0% | * | * | * | * | * | |
Minimum Drawdown | t.loss | Tactical: DIY | Risk-Driven | 0.77 | * | * | * | * | * | 9.2% | * | * | * | * | * | |
Minimum Downside MAD | t.madd | Tactical: DIY | Risk-Driven | 1.12 | * | * | * | * | * | 13.3% | * | * | * | * | * | |
Minimum Mean Abs Deviation | t.madm | Tactical: DIY | Risk-Driven | 1.12 | * | * | * | * | * | 13.3% | * | * | * | * | * | |
Minimum Correlation A | t.mca1 | Tactical: DIY | Risk-Driven | 1.29 | * | * | * | * | * | 15.4% | * | * | * | * | * | |
Minimum Correlation B | t.mca2 | Tactical: DIY | Risk-Driven | 1.62 | * | * | * | * | * | 19.3% | * | * | * | * | * | |
Maximum Diversification | t.mdiv | Tactical: DIY | Diversification | 1.17 | * | * | * | * | * | 14.4% | * | * | * | * | * | |
Minimum Variance B | t.mva2 | Tactical: DIY | Risk-Driven | 0.98 | * | * | * | * | * | 11.0% | * | * | * | * | * | |
Minimum Variance C | t.mva3 | Tactical: DIY | Risk-Driven | 1.44 | * | * | * | * | * | 17.6% | * | * | * | * | * | |
Minimum Variance A | t.mvar | Tactical: DIY | Risk-Driven | 1.12 | * | * | * | * | * | 14.3% | * | * | * | * | * | |
Pure Momentum | t.pure | Tactical: DIY | Momentum | 2.38 | * | * | * | * | * | 67.0% | * | * | * | * | * | |
Quarterly Asset Rotation | t.qaro | Tactical: DIY | Momentum | 0.43 | * | * | * | * | * | 5.2% | * | * | * | * | * | |
Min Downside Deviation | t.risd | Tactical: DIY | Risk-Driven | 1.18 | * | * | * | * | * | 15.4% | * | * | * | * | * | |
Risk Parity Portfolio A | t.rpba | Tactical: DIY | Risk-Driven | 2.58 | * | * | * | * | * | 36.2% | * | * | * | * | * | |
Risk Parity With Cluster | t.rpcl | Tactical: DIY | Risk-Driven | 1.14 | * | * | * | * | * | 13.5% | * | * | * | * | * | |
Risk Parity Portfolio B | t.rsop | Tactical: DIY | Risk-Driven | 2.55 | * | * | * | * | * | 36.3% | * | * | * | * | * | |
Maximum Sharpe Portfolio | t.shar | Tactical: DIY | Risk/Reward | 2.44 | * | * | * | * | * | 45.6% | * | * | * | * | * | |
Maximum Sortino Portfolio | t.sort | Tactical: DIY | Risk/Reward | 2.40 | * | * | * | * | * | 48.1% | * | * | * | * | * | |
Quartile Sector Rotation | t.srqr | Tactical: DIY | Sector Rotation | 2.03 | * | * | * | * | * | 68.5% | * | * | * | * | * | |
Rel Strength Sector Rotatn | t.srrs | Tactical: DIY | Sector Rotation | 2.67 | * | * | * | * | * | 38.1% | * | * | * | * | * | |
Top 3 Sector Rotation | t.srt3 | Tactical: DIY | Sector Rotation | 2.14 | * | * | * | * | * | 47.8% | * | * | * | * | * | |
Top 5 Sector Rotation | t.srt5 | Tactical: DIY | Sector Rotation | 3.19 | * | * | * | * | * | 74.3% | * | * | * | * | * | |
Target Return Post-Modern | t.trdd | Tactical: DIY | Target Return | 1.48 | * | * | * | * | * | 21.1% | * | * | * | * | * | |
Target Return 12% | t.tret | Tactical: DIY | Risk-Driven | 1.36 | * | * | * | * | * | 18.7% | * | * | * | * | * | |
Target Risk 10% | t.tris | Tactical: DIY | Risk-Driven | 1.94 | * | * | * | * | * | 24.1% | * | * | * | * | * |