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All Portfolios, ranked by Sortino

for period ending August 31, 2023
 
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.
    Sortino Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average-0.1%***** 5.9%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage-1.2%***** 0.9%*****
S&P AggressiveAOATactical: ManagedRisk-Driven0.4%***** 11.5%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven-0.3%***** 4.0%*****
S&P ModerateAOMTactical: ManagedRisk-Driven-0.1%***** 5.7%*****
S&P GrowthAORTactical: ManagedRisk-Driven0.2%***** 8.6%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage-0.9%***** 2.8%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi-0.2%***** 5.1%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return-2.4%***** -11.7%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended-0.5%***** 3.2%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi-1.5%***** -2.1%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven-0.0%***** 6.4%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate0.2%***** 9.1%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short-0.1%***** 3.1%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended-0.3%***** 5.1%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro-0.3%***** 4.0%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short0.7%***** 14.6%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro2.4%***** 29.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi-0.4%***** 2.4%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi-0.6%***** 0.6%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven-0.3%***** 3.9%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return-0.4%***** 2.6%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-300.4%***** 11.4%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global0.2%***** 9.3%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral-0.0%***** 7.3%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi0.2%***** 8.4%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi-0.2%***** 4.7%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity0.6%***** 14.1%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity0.5%***** 12.5%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short-0.2%***** 4.2%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity0.2%***** 8.9%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity0.2%***** 8.2%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven0.2%***** 9.4%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro0.5%***** 13.7%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return-0.1%***** 6.5%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity-0.4%***** -2.0%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity0.2%***** 9.8%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return-0.3%***** 5.9%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven0.4%***** 11.5%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi-0.2%***** 4.7%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity0.3%***** 10.1%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt-0.9%***** -0.8%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt-1.0%***** -1.9%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven0.6%***** 14.2%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven0.4%***** 11.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity-0.1%***** 5.3%*****
First Trust Focus 5FVTactical: ManagedSector Rotation-0.1%***** 3.6%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral-0.4%***** 5.7%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return-0.3%***** 5.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return0.0%***** 7.5%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro0.4%***** 10.5%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro-0.0%***** 6.5%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro0.3%***** 10.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi-0.6%***** 4.4%*****
Hedge ReplicationHDGTactical: ManagedBlended-0.3%***** 4.7%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity0.1%***** 6.6%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi-0.3%***** 2.9%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro0.4%***** 11.5%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi-0.2%***** 4.6%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven-0.1%***** 5.9%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return-0.2%***** 5.5%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral0.3%***** 8.4%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short-0.2%***** 3.9%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi-0.9%***** -5.7%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity0.3%***** 9.8%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity0.1%***** 7.0%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro0.2%***** 9.2%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate-1.0%***** 1.0%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global0.5%***** 12.8%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro0.5%***** 13.1%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro0.0%***** 7.2%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity-0.1%***** 3.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi-0.4%***** 0.2%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt-0.9%***** -1.4%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short0.1%***** 8.0%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro0.1%***** 8.0%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short-0.2%***** 2.0%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage-1.5%***** -1.1%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-300.7%***** 16.0%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation0.5%***** 13.1%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global-0.3%***** 2.4%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi-1.1%***** -5.8%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return-1.5%***** -0.1%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro-0.5%***** -0.8%*****
DWA Tech LeadersPDPTactical: ManagedBlended0.3%***** 10.6%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi-0.7%***** -1.2%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi-0.7%***** -3.7%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity0.1%***** 6.9%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended-0.4%***** 4.8%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi-1.1%***** -1.6%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi-0.7%***** 0.5%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity-0.0%***** 5.1%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt-1.0%***** -1.4%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity0.5%***** 11.7%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi-1.2%***** -3.8%*****
iSh Global EnergyPWCTactical: ManagedBlended0.5%***** 13.3%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return-1.2%***** 0.2%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended-0.1%***** 6.7%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return-0.3%***** 1.5%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight0.2%***** 8.4%*****
Hundredfold SelectSFHYXTactical: ManagedBlended-1.3%***** -1.6%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum-0.6%***** 3.1%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity-0.1%***** 5.1%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven0.0%***** 7.2%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global0.6%***** 14.4%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro0.7%***** 14.7%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi-0.6%***** 1.2%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven0.3%***** 10.6%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi-0.6%***** 1.5%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven0.1%***** 8.2%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity0.1%***** 7.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro0.0%***** 7.0%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven0.1%***** 8.1%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven-0.0%***** 5.8%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral0.8%***** 10.8%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi-0.4%***** 3.3%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven0.1%***** 7.7%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi-0.4%***** 2.7%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven-0.4%***** 2.6%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt-0.9%***** -0.9%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity0.1%***** 7.2%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven0.1%***** 7.6%*****
FundX UpgraderXCORTactical: ManagedMomentum-0.5%***** -0.8%*****
Strategic 50-50s.5050Strategic: DIYBalanced-0.0%***** 6.7%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced0.1%***** 8.3%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity0.3%***** 9.9%*****
7Twelve Israelsons.712Strategic: DIYBalanced-0.2%***** 3.8%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity0.4%***** 11.5%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity0.3%***** 9.8%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity-0.1%***** 5.3%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity0.3%***** 10.9%*****
Harry Browne inspireds.browStrategic: DIYLow Equity-0.2%***** 4.4%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced-0.2%***** 4.3%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced-0.3%***** 3.1%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced-0.1%***** 5.3%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity-0.5%***** 1.8%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced-0.0%***** 6.0%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced-0.2%***** 3.1%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity-0.3%***** 2.5%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced-0.1%***** 5.3%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity-0.2%***** 4.8%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced0.0%***** 6.6%*****
ETF Moderates.modeStrategic: DIYBalanced-0.1%***** 5.0%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity0.3%***** 10.4%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity-0.6%***** -1.9%*****
Permanent Pluss.plusStrategic: DIYLow Equity0.1%***** 7.5%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity0.4%***** 12.1%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced-0.1%***** 5.7%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity0.4%***** 11.6%*****
David Swensen inspireds.swenStrategic: DIYBalanced-0.2%***** 3.1%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity-0.3%***** 2.0%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity-0.4%***** 1.7%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity0.0%***** 6.8%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity-0.2%***** 3.5%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity-0.5%***** -0.1%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity-1.8%***** -8.1%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity-0.3%***** 2.1%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive0.1%***** 7.9%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive0.2%***** 9.1%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive0.2%***** 8.8%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive0.5%***** 14.5%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive0.1%***** 8.4%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive-0.2%***** 3.6%*****
Active Combined Assett.acapTactical: DIYMomentum-0.7%***** -1.1%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven0.1%***** 8.2%*****
Minimum Correlationt.cocoTactical: DIYCorrelation-0.2%***** 3.4%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven0.3%***** 10.3%*****
Defensive Bondt.dbndTactical: DIYMomentum0.2%***** 9.2%*****
Equal Weight With Clustert.distTactical: DIYCorrelation-0.0%***** 5.6%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum-0.6%***** 2.8%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven0.0%***** 6.2%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight0.1%***** 7.8%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum-0.7%***** -1.1%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum-0.0%***** 7.0%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum-0.5%***** 2.9%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum-0.9%***** -0.0%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven0.2%***** 9.0%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven0.3%***** 9.7%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven0.3%***** 9.7%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven-0.1%***** 4.5%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven-0.0%***** 6.2%*****
Maximum Diversificationt.mdivTactical: DIYDiversification-0.2%***** 3.1%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven-0.0%***** 6.1%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven0.1%***** 7.6%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven0.3%***** 9.7%*****
Pure Momentumt.pureTactical: DIYMomentum1.2%***** 26.3%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum0.3%***** 10.2%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven0.2%***** 8.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven0.2%***** 8.5%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven0.1%***** 7.0%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven0.2%***** 8.4%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward-0.4%***** 1.3%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward-0.2%***** 3.0%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation1.2%***** 30.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation-0.2%***** 4.2%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation0.1%***** 7.3%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation-0.0%***** 5.5%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return-0.8%***** -6.2%*****
Target Return 12%t.tretTactical: DIYRisk-Driven-0.8%***** -5.8%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven0.4%***** 11.2%*****