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All Portfolios, ranked by Standard Deviation

for period ending December 31, 2020
 
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 average19.1%***** 10.7%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage16.1%***** 24.8%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short43.2%***** 31.3%*****
S&P AggressiveAOATactical: ManagedRisk-Driven23.6%***** 12.8%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven10.2%***** 9.3%*****
S&P ModerateAOMTactical: ManagedRisk-Driven11.9%***** 10.0%*****
S&P GrowthAORTactical: ManagedRisk-Driven17.7%***** 11.4%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage4.9%***** 5.7%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi14.0%***** 10.7%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return5.7%***** 0.7%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended11.8%***** 2.7%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi8.8%***** 6.9%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven18.9%***** 9.1%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate8.7%***** 1.0%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short31.2%***** 16.2%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended12.4%***** 5.0%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro20.7%***** 13.8%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short17.0%***** -6.4%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro28.1%***** 2.4%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi34.8%***** 48.4%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi30.2%***** 44.7%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven12.2%***** 29.6%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return4.8%***** -1.2%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3030.8%***** 10.9%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global30.8%***** 31.8%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral5.2%***** 5.2%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi39.9%***** -10.5%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi38.4%***** 53.4%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity27.3%***** -5.8%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity32.1%***** 4.1%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short23.7%***** -0.3%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity26.8%***** 4.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity30.9%***** -1.3%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven26.2%***** 7.9%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro31.8%***** 12.0%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity28.3%***** -5.8%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return8.4%***** 4.4%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity28.6%***** -4.9%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity22.2%***** -5.2%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return8.3%***** 3.6%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven23.7%***** 22.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi31.5%***** 42.6%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity30.0%***** 1.8%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt8.2%***** 4.6%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt9.6%***** 5.6%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven27.0%***** 12.1%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven20.2%***** 20.5%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity22.9%***** 11.3%*****
FundX UpgraderFUNDXTactical: ManagedMomentum31.0%***** 25.4%*****
First Trust Focus 5FVTactical: ManagedSector Rotation37.1%***** 28.4%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral6.2%***** 2.9%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return7.3%***** -2.1%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return10.6%***** 3.3%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro14.5%***** -2.5%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro5.4%***** -8.9%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro15.6%***** 7.5%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro18.2%***** 6.1%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi11.4%***** 9.2%*****
Hedge ReplicationHDGTactical: ManagedBlended11.2%***** 7.4%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity26.3%***** -6.5%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short15.1%***** -3.7%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi21.7%***** 3.0%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro26.9%***** 13.7%*****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro18.9%***** -0.4%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi23.1%***** -1.2%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven17.8%***** 14.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return6.8%***** 2.1%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral4.5%***** 11.9%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short15.7%***** 5.5%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi36.2%***** -2.8%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity24.0%***** 7.5%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity24.4%***** 0.2%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro14.5%***** 10.1%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate15.7%***** -1.8%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global20.9%***** 15.1%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro21.0%***** 15.4%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro21.1%***** 21.1%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended10.3%***** 8.8%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity28.7%***** 3.6%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi34.0%***** -14.9%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt7.7%***** 4.0%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short24.7%***** 19.9%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro17.5%***** 9.6%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short31.5%***** 26.6%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage11.1%***** 2.7%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3026.0%***** 1.5%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation27.4%***** 11.5%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global23.6%***** 2.6%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi19.2%***** 5.4%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return4.9%***** 3.3%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro21.8%***** 4.6%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return5.3%***** -7.8%*****
DWA Tech LeadersPDPTactical: ManagedBlended34.2%***** 36.6%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi19.2%***** 7.9%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi14.8%***** 6.6%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity33.6%***** -6.5%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended10.6%***** 4.7%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi10.0%***** 5.7%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi16.1%***** 5.4%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity31.4%***** 1.3%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt8.7%***** 4.5%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity20.8%***** 18.9%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi12.4%***** 8.1%*****
iSh Global EnergyPWCTactical: ManagedBlended30.8%***** 8.5%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return8.3%***** 0.8%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended8.7%***** 5.7%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral6.8%***** 4.1%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short4.6%***** -10.3%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro28.2%***** 8.4%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return23.8%***** -0.6%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight35.3%***** 12.7%*****
Hundredfold SelectSFHYXTactical: ManagedBlended10.0%***** 37.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum34.2%***** 20.8%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity27.8%***** -3.8%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short15.1%***** -7.4%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven18.4%***** 14.7%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global29.0%***** 0.6%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro29.1%***** 0.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi14.8%***** 11.4%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven24.3%***** 15.5%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi7.1%***** 9.1%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven18.8%***** 16.4%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity25.5%***** 3.0%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro14.6%***** 3.6%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven21.8%***** 21.4%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven17.7%***** 15.2%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral4.8%***** -11.6%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi18.2%***** 6.9%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi9.6%***** 10.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven18.5%***** 10.6%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi12.0%***** 8.5%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven12.0%***** 8.5%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt7.1%***** 6.2%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity25.6%***** 1.1%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven16.3%***** 16.4%*****
Strategic 50-50s.5050Strategic: DIYBalanced16.3%***** 15.1%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced19.3%***** 16.4%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity22.5%***** 17.6%*****
7Twelve Israelsons.712Strategic: DIYBalanced21.9%***** 7.7%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity25.7%***** 18.8%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity26.0%***** 18.0%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity22.8%***** 18.0%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity23.1%***** 11.0%*****
Harry Browne inspireds.browStrategic: DIYLow Equity9.6%***** 17.7%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced18.0%***** 9.8%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced19.2%***** 9.2%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced17.2%***** 16.6%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity11.9%***** 12.3%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced18.2%***** 7.4%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced15.7%***** 7.9%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity20.5%***** 6.4%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced25.1%***** 3.2%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity11.5%***** 2.9%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced21.0%***** 15.1%*****
ETF Moderates.modeStrategic: DIYBalanced19.8%***** 14.1%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity25.2%***** 13.7%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity12.7%***** 13.5%*****
Permanent Pluss.plusStrategic: DIYLow Equity14.6%***** 28.2%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity27.9%***** 16.9%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced19.8%***** 9.4%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity25.8%***** 4.9%*****
David Swensen inspireds.swenStrategic: DIYBalanced19.6%***** 12.7%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity19.5%***** 8.3%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity17.0%***** 4.8%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity22.2%***** 13.9%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity20.3%***** 7.6%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity21.2%***** 7.1%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity5.9%***** 14.4%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity20.0%***** 12.7%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive17.9%***** 13.3%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive18.3%***** 12.5%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive18.3%***** 12.0%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive21.9%***** 28.7%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive22.2%***** 26.4%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive11.6%***** 18.8%*****
Active Combined Assett.acapTactical: DIYMomentum14.6%***** -3.2%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven14.5%***** 18.7%*****
Minimum Correlationt.cocoTactical: DIYCorrelation17.1%***** 23.0%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven10.5%***** 10.8%*****
Defensive Bondt.dbndTactical: DIYMomentum5.8%***** 12.4%*****
Equal Weight With Clustert.distTactical: DIYCorrelation17.0%***** 6.4%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum8.2%***** 17.7%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven14.9%***** 13.8%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight22.8%***** 19.2%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum18.4%***** 11.9%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum12.8%***** 5.8%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum12.8%***** 13.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum11.2%***** 4.8%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven11.8%***** 15.3%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven13.7%***** 10.5%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven13.7%***** 10.5%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven13.7%***** 15.9%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven14.8%***** 14.5%*****
Maximum Diversificationt.mdivTactical: DIYDiversification14.1%***** 13.5%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven12.4%***** 13.9%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven14.1%***** 16.4%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven14.6%***** 13.8%*****
Pure Momentumt.pureTactical: DIYMomentum36.5%***** 38.7%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum15.7%***** 13.8%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven14.2%***** 16.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven21.0%***** 16.8%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven15.8%***** 6.2%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven21.3%***** 16.7%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward22.1%***** 31.9%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward24.2%***** 34.2%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation46.6%***** 20.0%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation18.1%***** 14.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation27.4%***** 33.3%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation35.0%***** 42.4%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return16.1%***** 18.9%*****
Target Return 12%t.tretTactical: DIYRisk-Driven15.6%***** 18.8%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven16.4%***** 18.9%*****