VizMetrics Inc. - Better visibility. Better results.

All Portfolios, ranked by Sortino

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.
    Sortino Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average253.6%***** 32.3%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage10.2%***** 41.2%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short8.7%***** 71.0%*****
S&P AggressiveAOATactical: ManagedRisk-Driven11.7%***** 43.8%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven10.5%***** 16.8%*****
S&P ModerateAOMTactical: ManagedRisk-Driven10.3%***** 21.1%*****
S&P GrowthAORTactical: ManagedRisk-Driven11.5%***** 32.2%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage112.7%***** 10.4%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi13.3%***** 25.3%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return-1.4%***** -6.0%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended4.1%***** 13.8%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi39.7%***** 13.8%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven11.7%***** 33.3%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate12.0%***** 11.5%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short32.7%***** 62.4%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended11.3%***** 19.3%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro13.6%***** 36.4%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short3.5%***** 31.7%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro5.1%***** 41.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi13.8%***** 71.7%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi11.7%***** 63.3%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven15.1%***** 30.3%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return3.8%***** 4.0%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-308.5%***** 56.1%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global16.2%***** 64.1%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral20.7%***** 10.8%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi11.9%***** 73.5%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi12.7%***** 78.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity10.2%***** 44.6%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity25.3%***** 62.0%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short9.2%***** 41.6%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity8.9%***** 45.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity16.5%***** 54.4%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven18.2%***** 50.0%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro21.4%***** 64.7%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity14.0%***** 51.1%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return4.7%***** 11.4%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity17.3%***** 61.3%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity6.1%***** 29.3%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return19.4%***** 10.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven15.2%***** 48.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi14.4%***** 68.3%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity11.8%***** 53.0%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt1.9%***** 6.5%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt2.7%***** 8.5%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven16.2%***** 54.8%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven11.8%***** 41.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity10.6%***** 41.4%*****
FundX UpgraderFUNDXTactical: ManagedMomentum10.9%***** 55.2%*****
First Trust Focus 5FVTactical: ManagedSector Rotation10.4%***** 73.6%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral1212.9%***** 11.6%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return4.1%***** 6.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return10.2%***** 16.7%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro22.5%***** 22.0%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro-1.8%***** -8.0%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro11.6%***** 31.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro17.3%***** 33.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi6.4%***** 15.1%*****
Hedge ReplicationHDGTactical: ManagedBlended14.4%***** 21.7%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity6.0%***** 38.2%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short6.8%***** 20.0%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi18.1%***** 31.1%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro9.6%***** 45.1%*****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro9.5%***** 29.9%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi7.5%***** 22.7%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven8.2%***** 31.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return3.6%***** 9.5%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral0.9%***** 3.2%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short4.9%***** 27.3%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi33.8%***** 49.2%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity10.3%***** 45.3%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity12.8%***** 43.7%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro13.9%***** 31.2%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate49865.8%***** 18.7%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global10.4%***** 36.6%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro10.6%***** 37.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro14.7%***** 40.6%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended9.7%***** 19.1%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity12.1%***** 52.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi8.5%***** 45.7%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt3.1%***** 7.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short18.5%***** 51.3%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro12.0%***** 30.2%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short9.7%***** 58.1%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage6.0%***** 11.8%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-308.6%***** 40.7%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation10.4%***** 49.7%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global15.1%***** 40.3%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi31.5%***** 26.6%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return121.5%***** 6.6%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro19.0%***** 37.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return-1.0%***** -4.2%*****
DWA Tech LeadersPDPTactical: ManagedBlended12.5%***** 57.8%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi11.2%***** 26.9%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi5.9%***** 19.4%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity11.5%***** 52.4%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended14.1%***** 17.2%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi30.7%***** 14.3%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi33.1%***** 20.2%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity12.7%***** 60.4%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt2.3%***** 7.5%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity8.6%***** 41.5%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi18.9%***** 17.8%*****
iSh Global EnergyPWCTactical: ManagedBlended10.6%***** 58.8%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return43.2%***** 10.8%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended10.9%***** 13.9%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral12.2%***** 10.6%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short1.0%***** 3.7%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro11.7%***** 50.2%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return9.4%***** 42.4%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight20.9%***** 71.5%*****
Hundredfold SelectSFHYXTactical: ManagedBlended13.7%***** 36.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum17.0%***** 62.4%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity11.2%***** 49.6%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short3.2%***** 18.3%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven9.1%***** 33.0%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global10.6%***** 47.5%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro10.7%***** 47.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi15.6%***** 27.8%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven13.2%***** 45.3%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi8.2%***** 10.8%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven11.7%***** 34.8%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity12.9%***** 47.4%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro9.1%***** 23.7%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven17.4%***** 42.9%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven6.0%***** 24.9%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral-0.0%***** -0.3%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi13.6%***** 32.6%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi13.6%***** 17.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven10.7%***** 32.8%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi8.8%***** 18.4%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven8.8%***** 18.4%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt2.3%***** 6.4%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity12.6%***** 47.9%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven8.1%***** 29.9%*****
Strategic 50-50s.5050Strategic: DIYBalanced11.4%***** 29.2%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced11.8%***** 35.5%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity12.1%***** 41.9%*****
7Twelve Israelsons.712Strategic: DIYBalanced13.6%***** 40.1%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity12.3%***** 48.6%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity19.4%***** 52.2%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity19.4%***** 43.0%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity11.6%***** 43.3%*****
Harry Browne inspireds.browStrategic: DIYLow Equity2.9%***** 10.9%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced15.9%***** 33.2%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced16.2%***** 34.1%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced12.3%***** 32.9%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity6.9%***** 17.4%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced12.4%***** 29.8%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced5.4%***** 21.6%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity10.0%***** 36.8%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced8.0%***** 40.5%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity6.1%***** 15.5%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced13.1%***** 39.4%*****
ETF Moderates.modeStrategic: DIYBalanced16.3%***** 36.5%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity13.0%***** 45.4%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity1.6%***** 7.8%*****
Permanent Pluss.plusStrategic: DIYLow Equity2.3%***** 14.4%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity12.8%***** 52.3%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced18.9%***** 37.4%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity7.6%***** 45.3%*****
David Swensen inspireds.swenStrategic: DIYBalanced9.7%***** 32.3%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity10.0%***** 31.7%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity8.0%***** 27.9%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity7.5%***** 34.8%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity7.4%***** 31.8%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity17.1%***** 39.7%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity1.8%***** 6.2%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity9.5%***** 32.8%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive7.1%***** 39.6%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive7.2%***** 39.4%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive7.2%***** 39.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive10.0%***** 54.0%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive9.9%***** 56.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive7.0%***** 24.7%*****
Active Combined Assett.acapTactical: DIYMomentum2.7%***** 12.3%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven4.2%***** 22.2%*****
Minimum Correlationt.cocoTactical: DIYCorrelation8.5%***** 27.2%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven0.9%***** 4.8%*****
Defensive Bondt.dbndTactical: DIYMomentum7.4%***** 9.6%*****
Equal Weight With Clustert.distTactical: DIYCorrelation3.9%***** 16.0%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum4.9%***** 10.5%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven5.8%***** 20.4%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight11.4%***** 40.7%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum5.4%***** 26.8%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum5.5%***** 21.4%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum7.6%***** 25.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum5.4%***** 20.0%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven1.5%***** 9.2%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven2.8%***** 13.3%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven2.8%***** 13.3%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven3.5%***** 15.4%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven5.2%***** 19.3%*****
Maximum Diversificationt.mdivTactical: DIYDiversification3.1%***** 14.4%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven2.3%***** 11.0%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven4.1%***** 17.6%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven2.9%***** 14.3%*****
Pure Momentumt.pureTactical: DIYMomentum8.2%***** 67.0%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum0.9%***** 5.2%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven3.1%***** 15.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven10.6%***** 36.2%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven3.0%***** 13.5%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven10.3%***** 36.3%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward9.0%***** 45.6%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward10.5%***** 48.1%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation5.5%***** 68.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation9.8%***** 38.1%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation11.0%***** 47.8%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation20.5%***** 74.3%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return5.0%***** 21.1%*****
Target Return 12%t.tretTactical: DIYRisk-Driven4.0%***** 18.7%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven6.8%***** 24.1%*****