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All Portfolios, ranked by Standard Deviation

for period ending November 30, 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.
    Standard Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average12.5%***** 4.9%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage2.9%***** 3.2%*****
S&P AggressiveAOATactical: ManagedRisk-Driven15.0%***** 8.9%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven9.6%***** 4.0%*****
S&P ModerateAOMTactical: ManagedRisk-Driven10.8%***** 5.3%*****
S&P GrowthAORTactical: ManagedRisk-Driven13.1%***** 6.9%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage4.1%***** 5.3%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi9.6%***** 4.5%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return6.9%***** -10.4%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended5.2%***** 2.3%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi4.0%***** -0.0%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven12.0%***** 4.3%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate4.7%***** 9.8%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short18.8%***** 2.5%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro11.9%***** 2.3%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short11.6%***** 10.0%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro14.6%***** 13.7%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi12.4%***** 1.9%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi9.8%***** 0.2%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven9.9%***** 5.7%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return7.2%***** 3.7%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3018.6%***** 9.0%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global13.9%***** 5.7%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral2.9%***** 7.9%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi20.1%***** 5.6%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi12.7%***** 4.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity17.9%***** 11.6%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity17.1%***** 11.3%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short11.6%***** 7.1%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity12.8%***** 1.3%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity16.2%***** 6.5%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven12.2%***** 6.2%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro16.1%***** 9.3%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return5.2%***** 7.2%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity14.5%***** -7.3%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity14.1%***** 9.2%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return2.9%***** 3.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven14.3%***** 10.7%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi10.2%***** 3.2%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity14.3%***** 2.7%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt8.9%***** 1.3%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt8.7%***** 0.6%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven12.8%***** 11.1%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven13.7%***** 11.3%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity11.7%***** 1.6%*****
First Trust Focus 5FVTactical: ManagedSector Rotation20.5%***** -2.7%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral3.9%***** 4.8%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return4.5%***** 2.4%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return6.6%***** 5.7%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro9.5%***** 7.9%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro9.0%***** 2.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro12.1%***** 8.1%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi3.5%***** 5.6%*****
Hedge ReplicationHDGTactical: ManagedBlended5.2%***** 3.8%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity10.8%***** -4.1%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi12.3%***** 2.9%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro13.4%***** 9.9%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi10.6%***** 5.3%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven11.9%***** 5.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return6.1%***** 1.8%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral2.6%***** 11.1%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short11.0%***** 5.7%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi14.9%***** 0.2%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity12.3%***** 2.2%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity13.7%***** -0.6%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro8.6%***** 5.6%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate3.0%***** 2.3%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global17.4%***** 10.9%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro17.4%***** 11.2%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro11.9%***** 6.9%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity14.9%***** 3.2%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi14.7%***** 3.4%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt7.1%***** 0.9%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short8.9%***** 2.3%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro11.6%***** 3.0%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short21.9%***** -4.8%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage2.9%***** -1.0%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3016.3%***** 6.2%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation17.0%***** 9.9%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global12.3%***** -4.4%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi11.3%***** -1.7%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return2.4%***** 1.8%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro11.3%***** -0.7%*****
DWA Tech LeadersPDPTactical: ManagedBlended19.8%***** 5.7%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi15.8%***** 3.0%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi20.7%***** 1.2%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity17.9%***** 4.8%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended4.3%***** 4.2%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi6.1%***** -0.1%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi9.6%***** 4.4%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity15.9%***** -0.3%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt9.1%***** 1.3%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity10.0%***** 7.7%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi5.9%***** 2.2%*****
iSh Global EnergyPWCTactical: ManagedBlended17.5%***** 3.4%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return6.5%***** -0.2%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended5.7%***** 6.7%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return12.7%***** -2.2%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight18.3%***** 1.4%*****
Hundredfold SelectSFHYXTactical: ManagedBlended8.4%***** 2.3%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum9.6%***** -1.6%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity12.0%***** -2.7%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven12.3%***** 7.7%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global11.4%***** 10.7%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro11.5%***** 10.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi8.2%***** 2.1%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven15.1%***** 8.6%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi8.4%***** 2.6%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven13.2%***** 8.0%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity13.3%***** -1.6%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro12.5%***** 7.4%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven15.0%***** 6.8%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven15.8%***** 7.8%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral7.4%***** 14.0%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi8.6%***** 3.9%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven11.6%***** 6.9%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi9.5%***** 0.9%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven9.5%***** 0.8%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt10.0%***** 1.0%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity12.8%***** -2.6%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven13.4%***** 7.3%*****
FundX UpgraderXCORTactical: ManagedMomentum16.9%***** 5.2%*****
Strategic 50-50s.5050Strategic: DIYBalanced12.1%***** 6.8%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced13.3%***** 8.0%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity14.5%***** 9.2%*****
7Twelve Israelsons.712Strategic: DIYBalanced12.6%***** 1.8%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity15.7%***** 10.4%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity16.3%***** 6.1%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity14.7%***** 4.1%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity13.8%***** 8.2%*****
Harry Browne inspireds.browStrategic: DIYLow Equity11.3%***** 5.7%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced11.7%***** 2.2%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced12.9%***** 1.3%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced11.1%***** 6.4%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity9.6%***** 3.1%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced11.4%***** 3.6%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced11.7%***** 1.6%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity13.3%***** 2.2%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced13.3%***** 2.3%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity7.1%***** 3.8%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced12.9%***** 5.9%*****
ETF Moderates.modeStrategic: DIYBalanced13.5%***** 4.6%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity15.2%***** 6.2%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity15.7%***** 1.3%*****
Permanent Pluss.plusStrategic: DIYLow Equity16.1%***** 10.5%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity16.4%***** 9.6%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced11.2%***** 3.6%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity11.1%***** 2.9%*****
David Swensen inspireds.swenStrategic: DIYBalanced15.9%***** 3.6%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity15.0%***** 3.6%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity13.0%***** 1.8%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity15.8%***** 8.3%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity14.4%***** 2.7%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity14.2%***** -0.3%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity4.1%***** -8.2%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity15.5%***** 2.7%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive13.9%***** 11.1%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive14.7%***** 5.0%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive14.7%***** 4.6%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive14.8%***** 9.4%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive13.9%***** 7.6%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive14.3%***** 7.8%*****
Active Combined Assett.acapTactical: DIYMomentum13.8%***** 1.9%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven14.9%***** 19.4%*****
Minimum Correlationt.cocoTactical: DIYCorrelation17.9%***** 6.4%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven15.1%***** 15.5%*****
Defensive Bondt.dbndTactical: DIYMomentum9.9%***** 6.3%*****
Equal Weight With Clustert.distTactical: DIYCorrelation16.3%***** 5.7%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum8.3%***** 3.1%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven16.0%***** 6.3%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight17.4%***** 7.6%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum10.3%***** -0.4%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum11.4%***** 3.4%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum8.2%***** 1.8%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum7.0%***** -0.3%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven14.5%***** 9.5%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven15.1%***** 15.0%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven15.1%***** 15.0%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven15.2%***** 4.8%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven15.8%***** 6.3%*****
Maximum Diversificationt.mdivTactical: DIYDiversification16.8%***** 6.8%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven15.0%***** 7.0%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven14.9%***** 8.9%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven15.3%***** 15.6%*****
Pure Momentumt.pureTactical: DIYMomentum26.6%***** 24.6%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum15.7%***** 6.7%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven14.8%***** 13.8%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven16.8%***** 8.5%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven15.9%***** 6.8%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven16.9%***** 8.3%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward12.7%***** 7.5%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward12.9%***** 9.0%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation60.2%***** 7.2%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation11.2%***** -2.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation15.7%***** -4.9%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation17.2%***** 0.6%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return12.5%***** 2.0%*****
Target Return 12%t.tretTactical: DIYRisk-Driven12.8%***** 2.6%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven13.6%***** 9.6%*****