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All Portfolios, ranked by Standard Deviation

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.
    Standard Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average14.6%***** 5.9%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage3.1%***** 0.9%*****
S&P AggressiveAOATactical: ManagedRisk-Driven17.7%***** 11.5%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven10.4%***** 4.0%*****
S&P ModerateAOMTactical: ManagedRisk-Driven11.9%***** 5.7%*****
S&P GrowthAORTactical: ManagedRisk-Driven15.0%***** 8.6%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage4.0%***** 2.8%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi10.9%***** 5.1%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return7.3%***** -11.7%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended7.1%***** 3.2%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi4.0%***** -2.1%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven14.4%***** 6.4%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate6.8%***** 9.1%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short27.6%***** 3.1%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended6.0%***** 5.1%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro12.0%***** 4.0%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short16.5%***** 14.6%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro19.9%***** 29.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi12.3%***** 2.4%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi10.1%***** 0.6%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven9.8%***** 3.9%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return9.9%***** 2.6%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3021.8%***** 11.4%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global16.0%***** 9.3%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral4.3%***** 7.3%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi24.7%***** 8.4%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi12.8%***** 4.7%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity25.7%***** 14.1%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity23.5%***** 12.5%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short13.8%***** 4.2%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity19.3%***** 8.9%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity22.0%***** 8.2%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven15.4%***** 9.4%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro20.4%***** 13.7%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return6.3%***** 6.5%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity20.2%***** -2.0%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity21.0%***** 9.8%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return3.8%***** 5.9%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven15.4%***** 11.5%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi11.9%***** 4.7%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity19.6%***** 10.1%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt8.4%***** -0.8%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt8.6%***** -1.9%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven15.7%***** 14.2%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven14.1%***** 11.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity14.3%***** 5.3%*****
First Trust Focus 5FVTactical: ManagedSector Rotation24.7%***** 3.6%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral4.1%***** 5.7%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return5.5%***** 5.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return7.9%***** 7.5%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro11.8%***** 10.5%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro11.2%***** 6.5%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro15.2%***** 10.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi4.2%***** 4.4%*****
Hedge ReplicationHDGTactical: ManagedBlended7.6%***** 4.7%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity20.0%***** 6.6%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi13.7%***** 2.9%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro15.9%***** 11.5%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi13.3%***** 4.6%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven12.9%***** 5.9%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return8.2%***** 5.5%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral3.3%***** 8.4%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short15.5%***** 3.9%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi14.5%***** -5.7%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity18.9%***** 9.8%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity18.4%***** 7.0%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro10.3%***** 9.2%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate3.9%***** 1.0%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global19.5%***** 12.8%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro19.6%***** 13.1%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro13.3%***** 7.2%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity18.9%***** 3.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi16.5%***** 0.2%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt8.7%***** -1.4%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short12.4%***** 8.0%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro14.7%***** 8.0%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short21.4%***** 2.0%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage3.3%***** -1.1%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3024.6%***** 16.0%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation18.5%***** 13.1%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global17.1%***** 2.4%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi10.5%***** -5.8%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return2.6%***** -0.1%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro14.9%***** -0.8%*****
DWA Tech LeadersPDPTactical: ManagedBlended22.0%***** 10.6%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi14.1%***** -1.2%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi18.3%***** -3.7%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity20.3%***** 6.9%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended5.2%***** 4.8%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi6.6%***** -1.6%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi9.4%***** 0.5%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity21.8%***** 5.1%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt8.1%***** -1.4%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity12.0%***** 11.7%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi6.7%***** -3.8%*****
iSh Global EnergyPWCTactical: ManagedBlended22.2%***** 13.3%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return4.6%***** 0.2%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended7.5%***** 6.7%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return17.9%***** 1.5%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight22.1%***** 8.4%*****
Hundredfold SelectSFHYXTactical: ManagedBlended7.2%***** -1.6%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum6.7%***** 3.1%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity18.3%***** 5.1%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven13.1%***** 7.2%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global16.6%***** 14.4%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro16.7%***** 14.7%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi9.4%***** 1.2%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven17.6%***** 10.6%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi8.9%***** 1.5%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven14.0%***** 8.2%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity20.0%***** 7.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro14.2%***** 7.0%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven16.2%***** 8.1%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven15.7%***** 5.8%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral6.9%***** 10.8%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi9.5%***** 3.3%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven13.8%***** 7.7%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi11.0%***** 2.7%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven11.0%***** 2.6%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt9.0%***** -0.9%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity20.6%***** 7.2%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven13.4%***** 7.6%*****
FundX UpgraderXCORTactical: ManagedMomentum15.1%***** -0.8%*****
Strategic 50-50s.5050Strategic: DIYBalanced12.6%***** 6.7%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced14.0%***** 8.3%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity15.5%***** 9.9%*****
7Twelve Israelsons.712Strategic: DIYBalanced15.4%***** 3.8%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity17.2%***** 11.5%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity19.9%***** 9.8%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity17.0%***** 5.3%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity17.2%***** 10.9%*****
Harry Browne inspireds.browStrategic: DIYLow Equity11.5%***** 4.4%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced14.2%***** 4.3%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced14.4%***** 3.1%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced13.2%***** 5.3%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity11.1%***** 1.8%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced14.6%***** 6.0%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced15.4%***** 3.1%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity15.8%***** 2.5%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced17.6%***** 5.3%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity10.0%***** 4.8%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced16.2%***** 6.6%*****
ETF Moderates.modeStrategic: DIYBalanced15.0%***** 5.0%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity17.7%***** 10.4%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity15.5%***** -1.9%*****
Permanent Pluss.plusStrategic: DIYLow Equity15.7%***** 7.5%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity19.2%***** 12.1%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced13.3%***** 5.7%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity16.4%***** 11.6%*****
David Swensen inspireds.swenStrategic: DIYBalanced17.0%***** 3.1%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity15.2%***** 2.0%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity14.6%***** 1.7%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity16.7%***** 6.8%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity16.3%***** 3.5%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity14.6%***** -0.1%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity5.7%***** -8.1%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity16.9%***** 2.1%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive15.0%***** 7.9%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive17.1%***** 9.1%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive17.3%***** 8.8%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive19.9%***** 14.5%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive15.6%***** 8.4%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive14.8%***** 3.6%*****
Active Combined Assett.acapTactical: DIYMomentum12.0%***** -1.1%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven16.1%***** 8.2%*****
Minimum Correlationt.cocoTactical: DIYCorrelation19.1%***** 3.4%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven16.5%***** 10.3%*****
Defensive Bondt.dbndTactical: DIYMomentum10.9%***** 9.2%*****
Equal Weight With Clustert.distTactical: DIYCorrelation17.5%***** 5.6%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum7.8%***** 2.8%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven17.5%***** 6.2%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight19.0%***** 7.8%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum11.3%***** -1.1%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum11.3%***** 7.0%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum8.5%***** 2.9%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum7.3%***** -0.0%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven14.9%***** 9.0%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven16.8%***** 9.7%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven16.8%***** 9.7%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven16.6%***** 4.5%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven17.0%***** 6.2%*****
Maximum Diversificationt.mdivTactical: DIYDiversification18.6%***** 3.1%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven16.4%***** 6.1%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven16.9%***** 7.6%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven17.5%***** 9.7%*****
Pure Momentumt.pureTactical: DIYMomentum30.0%***** 26.3%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum15.2%***** 10.2%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven17.1%***** 8.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven18.5%***** 8.5%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven17.3%***** 7.0%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven18.6%***** 8.4%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward15.0%***** 1.3%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward15.2%***** 3.0%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation83.8%***** 30.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation14.0%***** 4.2%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation13.9%***** 7.3%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation19.0%***** 5.5%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return15.2%***** -6.2%*****
Target Return 12%t.tretTactical: DIYRisk-Driven15.5%***** -5.8%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven17.4%***** 11.2%*****