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All Portfolios, ranked by Sortino

for period ending June 30, 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.
    Sortino Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average173.3%***** 24.0%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage7.7%***** 30.1%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short6.2%***** 49.3%*****
S&P AggressiveAOATactical: ManagedRisk-Driven8.7%***** 31.0%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven7.3%***** 11.3%*****
S&P ModerateAOMTactical: ManagedRisk-Driven7.5%***** 15.2%*****
S&P GrowthAORTactical: ManagedRisk-Driven8.5%***** 23.0%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage8.4%***** 7.1%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi9.4%***** 17.4%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return-1.6%***** -8.4%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended3.9%***** 13.3%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi23.8%***** 8.1%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven8.6%***** 23.6%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate7.6%***** 7.1%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short23.0%***** 40.7%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended8.5%***** 14.2%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro10.0%***** 25.9%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short2.4%***** 25.3%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro6.6%***** 56.6%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi7.0%***** 35.2%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi6.9%***** 36.0%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven10.0%***** 19.4%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return1.8%***** 1.9%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-306.6%***** 41.4%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global10.5%***** 38.0%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral13.3%***** 6.8%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi9.2%***** 53.8%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi8.2%***** 46.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity7.8%***** 33.1%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity19.6%***** 45.6%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short6.2%***** 30.0%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity6.7%***** 32.8%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity11.5%***** 38.3%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven14.4%***** 37.9%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro15.8%***** 44.9%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity9.4%***** 36.2%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return3.3%***** 7.9%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity11.0%***** 50.0%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity4.8%***** 23.4%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return10.4%***** 5.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven11.0%***** 33.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi10.0%***** 45.2%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity8.7%***** 38.6%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt3.9%***** 6.7%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt4.2%***** 8.4%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven10.9%***** 39.0%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven8.8%***** 29.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity8.4%***** 31.8%*****
FundX UpgraderFUNDXTactical: ManagedMomentum7.5%***** 35.2%*****
First Trust Focus 5FVTactical: ManagedSector Rotation7.2%***** 47.3%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral904.9%***** 8.6%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return2.7%***** 6.3%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return9.4%***** 15.3%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro5.9%***** 13.7%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro-0.6%***** -2.6%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro8.9%***** 24.4%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro10.3%***** 23.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi2.9%***** 6.6%*****
Hedge ReplicationHDGTactical: ManagedBlended9.8%***** 14.3%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity4.2%***** 23.6%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short5.4%***** 15.6%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi13.2%***** 22.0%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro7.0%***** 30.8%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi4.5%***** 13.2%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven6.5%***** 24.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return4.9%***** 10.0%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral0.5%***** 1.7%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short7.6%***** 38.2%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi22.3%***** 30.6%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity8.4%***** 35.6%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity8.4%***** 33.2%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro8.7%***** 23.0%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate33856.8%***** 12.4%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global7.6%***** 25.6%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro7.7%***** 26.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro10.8%***** 28.5%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended5.9%***** 11.2%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity8.2%***** 39.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi6.0%***** 30.7%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt3.1%***** 5.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short6.0%***** 26.7%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro8.0%***** 21.7%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short7.1%***** 42.1%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage4.6%***** 8.8%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-306.7%***** 30.5%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation6.9%***** 30.9%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global11.9%***** 32.3%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi21.0%***** 17.2%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return49.9%***** 2.7%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro15.4%***** 29.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return-0.1%***** -0.5%*****
DWA Tech LeadersPDPTactical: ManagedBlended7.5%***** 33.1%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi9.1%***** 19.1%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi4.9%***** 14.0%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity10.0%***** 49.7%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended10.3%***** 12.4%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi20.8%***** 9.5%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi20.3%***** 12.1%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity9.0%***** 47.8%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt4.5%***** 7.1%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity5.6%***** 26.8%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi9.1%***** 8.3%*****
iSh Global EnergyPWCTactical: ManagedBlended7.4%***** 39.2%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return4.1%***** 4.3%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended6.8%***** 8.5%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral7.2%***** 6.2%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short0.9%***** 4.0%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro8.6%***** 35.1%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return8.4%***** 37.2%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight15.7%***** 50.4%*****
Hundredfold SelectSFHYXTactical: ManagedBlended12.7%***** 33.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum12.9%***** 45.9%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity8.8%***** 38.4%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short3.6%***** 19.8%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven6.6%***** 23.1%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global7.4%***** 32.4%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro7.5%***** 32.8%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi10.9%***** 18.9%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven9.7%***** 31.9%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi5.4%***** 7.0%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven8.6%***** 24.8%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity10.7%***** 37.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro7.4%***** 18.9%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven12.5%***** 29.4%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven3.9%***** 16.1%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral0.5%***** 1.8%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi11.3%***** 26.5%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi9.8%***** 12.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven8.7%***** 26.0%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi6.6%***** 13.6%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven6.6%***** 13.5%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt3.0%***** 5.6%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity9.8%***** 37.2%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven6.2%***** 22.3%*****
Strategic 50-50s.5050Strategic: DIYBalanced8.2%***** 20.2%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced8.6%***** 24.8%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity8.9%***** 29.5%*****
7Twelve Israelsons.712Strategic: DIYBalanced10.5%***** 29.9%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity9.1%***** 34.3%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity14.0%***** 35.7%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity14.0%***** 29.6%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity8.7%***** 31.2%*****
Harry Browne inspireds.browStrategic: DIYLow Equity1.9%***** 7.1%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced12.2%***** 24.7%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced12.5%***** 25.4%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced9.3%***** 24.1%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity5.4%***** 13.4%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced9.2%***** 21.3%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced3.3%***** 15.1%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity8.9%***** 32.2%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced6.2%***** 30.0%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity4.4%***** 10.8%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced9.8%***** 28.3%*****
ETF Moderates.modeStrategic: DIYBalanced11.9%***** 25.6%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity9.6%***** 32.0%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity1.4%***** 6.7%*****
Permanent Pluss.plusStrategic: DIYLow Equity1.5%***** 8.9%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity9.5%***** 36.9%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced13.9%***** 26.5%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity4.7%***** 29.9%*****
David Swensen inspireds.swenStrategic: DIYBalanced7.9%***** 25.5%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity8.0%***** 24.9%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity6.5%***** 22.1%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity5.6%***** 25.2%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity4.9%***** 23.4%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity13.5%***** 30.2%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity0.5%***** 1.8%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity7.6%***** 25.6%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive5.4%***** 29.1%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive4.5%***** 24.6%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive4.3%***** 24.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive9.8%***** 52.4%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive6.9%***** 38.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive7.3%***** 25.7%*****
Active Combined Assett.acapTactical: DIYMomentum3.7%***** 17.0%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven4.0%***** 20.8%*****
Minimum Correlationt.cocoTactical: DIYCorrelation6.2%***** 19.0%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven-0.3%***** -2.5%*****
Defensive Bondt.dbndTactical: DIYMomentum6.1%***** 7.7%*****
Equal Weight With Clustert.distTactical: DIYCorrelation2.9%***** 11.7%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum2.8%***** 8.7%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven4.7%***** 16.1%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight8.4%***** 28.8%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum8.5%***** 46.1%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum8.5%***** 34.6%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum10.1%***** 35.5%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum8.0%***** 31.4%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven1.1%***** 6.8%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven2.4%***** 11.3%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven2.4%***** 11.3%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven2.6%***** 11.3%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven4.3%***** 15.7%*****
Maximum Diversificationt.mdivTactical: DIYDiversification2.1%***** 9.7%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven1.6%***** 7.8%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven3.2%***** 13.3%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven2.0%***** 9.9%*****
Pure Momentumt.pureTactical: DIYMomentum8.7%***** 68.9%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum1.0%***** 6.1%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven2.3%***** 10.8%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven8.0%***** 26.3%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven2.2%***** 9.6%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven7.7%***** 26.2%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward8.8%***** 44.5%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward10.5%***** 47.8%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation3.1%***** 44.0%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation10.1%***** 39.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation10.7%***** 50.6%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation13.4%***** 44.7%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return4.3%***** 17.8%*****
Target Return 12%t.tretTactical: DIYRisk-Driven3.2%***** 14.7%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven5.7%***** 19.8%*****