VizMetrics Inc. - Better visibility. Better results.

All Portfolios, ranked by Standard Deviation

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.
    Standard Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average15.0%***** 32.3%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage13.5%***** 41.2%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short35.5%***** 71.0%*****
S&P AggressiveAOATactical: ManagedRisk-Driven17.3%***** 43.8%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven7.1%***** 16.8%*****
S&P ModerateAOMTactical: ManagedRisk-Driven8.4%***** 21.1%*****
S&P GrowthAORTactical: ManagedRisk-Driven12.4%***** 32.2%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage3.4%***** 10.4%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi9.6%***** 25.3%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return4.4%***** -6.0%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended8.7%***** 13.8%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi4.1%***** 13.8%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven13.9%***** 33.3%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate4.4%***** 11.5%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short19.9%***** 62.4%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended7.8%***** 19.3%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro15.3%***** 36.4%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short25.0%***** 31.7%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro29.6%***** 41.8%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi29.7%***** 71.7%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi25.1%***** 63.3%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven12.3%***** 30.3%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return2.6%***** 4.0%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3026.0%***** 56.1%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global24.4%***** 64.1%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral3.5%***** 10.8%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi33.0%***** 73.5%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi31.5%***** 78.9%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity21.2%***** 44.6%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity21.1%***** 62.0%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short19.9%***** 41.6%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity23.1%***** 45.5%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity19.5%***** 54.4%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven21.1%***** 50.0%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro23.3%***** 64.7%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity23.6%***** 51.1%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return5.8%***** 11.4%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity25.5%***** 61.3%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity15.4%***** 29.3%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return3.8%***** 10.7%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven18.1%***** 48.4%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi27.6%***** 68.3%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity26.8%***** 53.0%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt5.9%***** 6.5%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt6.3%***** 8.5%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven19.4%***** 54.8%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven15.8%***** 41.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity17.8%***** 41.4%*****
FundX UpgraderFUNDXTactical: ManagedMomentum25.4%***** 55.2%*****
First Trust Focus 5FVTactical: ManagedSector Rotation33.7%***** 73.6%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral2.9%***** 11.6%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return4.1%***** 6.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return6.5%***** 16.7%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro8.5%***** 22.0%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro4.5%***** -8.0%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro11.4%***** 31.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro11.3%***** 33.4%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi7.2%***** 15.1%*****
Hedge ReplicationHDGTactical: ManagedBlended7.7%***** 21.7%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity25.7%***** 38.2%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short8.3%***** 20.0%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi12.3%***** 31.1%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro19.1%***** 45.1%*****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro13.4%***** 29.9%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi12.6%***** 22.7%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven13.6%***** 31.3%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return7.1%***** 9.5%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral4.5%***** 3.2%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short15.3%***** 27.3%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi20.1%***** 49.2%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity20.6%***** 45.3%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity19.2%***** 43.7%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro10.5%***** 31.2%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate4.5%***** 18.7%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global15.8%***** 36.6%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro15.9%***** 37.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro16.4%***** 40.6%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended6.7%***** 19.1%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity26.5%***** 52.8%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi24.0%***** 45.7%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt5.1%***** 7.2%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short19.5%***** 51.3%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro12.6%***** 30.2%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short25.8%***** 58.1%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage6.6%***** 11.8%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3017.8%***** 40.7%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation19.6%***** 49.7%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global15.3%***** 40.3%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi9.4%***** 26.6%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return2.1%***** 6.6%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro13.5%***** 37.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return4.7%***** -4.2%*****
DWA Tech LeadersPDPTactical: ManagedBlended28.3%***** 57.8%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi13.4%***** 26.9%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi11.6%***** 19.4%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity24.3%***** 52.4%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended5.3%***** 17.2%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi3.9%***** 14.3%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi8.3%***** 20.2%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity27.8%***** 60.4%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt6.1%***** 7.5%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity15.7%***** 41.5%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi6.2%***** 17.8%*****
iSh Global EnergyPWCTactical: ManagedBlended22.7%***** 58.8%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return2.4%***** 10.8%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended5.4%***** 13.9%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral4.1%***** 10.6%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short7.1%***** 3.7%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro19.9%***** 50.2%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return17.4%***** 42.4%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight29.5%***** 71.5%*****
Hundredfold SelectSFHYXTactical: ManagedBlended10.5%***** 36.4%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum26.4%***** 62.4%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity22.0%***** 49.6%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short13.4%***** 18.3%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven14.2%***** 33.0%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global21.5%***** 47.5%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro21.6%***** 47.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi9.6%***** 27.8%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven18.0%***** 45.3%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi5.4%***** 10.8%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven14.3%***** 34.8%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity21.8%***** 47.4%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro9.6%***** 23.7%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven16.5%***** 42.9%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven13.7%***** 24.9%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral7.5%***** -0.3%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi11.4%***** 32.6%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi6.7%***** 17.0%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven13.9%***** 32.8%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi9.2%***** 18.4%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven9.2%***** 18.4%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt5.4%***** 6.4%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity22.3%***** 47.9%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven13.6%***** 29.9%*****
Strategic 50-50s.5050Strategic: DIYBalanced12.4%***** 29.2%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced14.7%***** 35.5%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity17.3%***** 41.9%*****
7Twelve Israelsons.712Strategic: DIYBalanced14.6%***** 40.1%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity20.0%***** 48.6%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity17.8%***** 52.2%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity16.3%***** 43.0%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity17.2%***** 43.3%*****
Harry Browne inspireds.browStrategic: DIYLow Equity9.7%***** 10.9%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced12.3%***** 33.2%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced13.0%***** 34.1%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced12.9%***** 32.9%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity8.8%***** 17.4%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced12.5%***** 29.8%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced11.6%***** 21.6%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity13.8%***** 36.8%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced20.1%***** 40.5%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity7.7%***** 15.5%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced15.1%***** 39.4%*****
ETF Moderates.modeStrategic: DIYBalanced13.5%***** 36.5%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity18.8%***** 45.4%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity11.3%***** 7.8%*****
Permanent Pluss.plusStrategic: DIYLow Equity14.9%***** 14.4%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity21.3%***** 52.3%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced12.9%***** 37.4%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity19.3%***** 45.3%*****
David Swensen inspireds.swenStrategic: DIYBalanced14.2%***** 32.3%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity13.6%***** 31.7%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity12.3%***** 27.9%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity16.7%***** 34.8%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity14.9%***** 31.8%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity13.9%***** 39.7%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity5.8%***** 6.2%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity14.7%***** 32.8%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive17.8%***** 39.6%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive19.3%***** 39.4%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive20.1%***** 39.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive20.0%***** 54.0%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive19.6%***** 56.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive13.1%***** 24.7%*****
Active Combined Assett.acapTactical: DIYMomentum9.2%***** 12.3%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven14.1%***** 22.2%*****
Minimum Correlationt.cocoTactical: DIYCorrelation15.0%***** 27.2%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven11.2%***** 4.8%*****
Defensive Bondt.dbndTactical: DIYMomentum6.1%***** 9.6%*****
Equal Weight With Clustert.distTactical: DIYCorrelation12.2%***** 16.0%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum7.3%***** 10.5%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven12.7%***** 20.4%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight17.0%***** 40.7%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum20.1%***** 26.8%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum11.6%***** 21.4%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum12.8%***** 25.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum10.7%***** 20.0%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven12.8%***** 9.2%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven12.7%***** 13.3%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven12.7%***** 13.3%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven12.7%***** 15.4%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven12.8%***** 19.3%*****
Maximum Diversificationt.mdivTactical: DIYDiversification13.1%***** 14.4%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven12.0%***** 11.0%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven13.0%***** 17.6%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven13.7%***** 14.3%*****
Pure Momentumt.pureTactical: DIYMomentum36.2%***** 67.0%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum13.4%***** 5.2%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven14.1%***** 15.4%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven15.8%***** 36.2%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven12.6%***** 13.5%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven16.1%***** 36.3%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward22.0%***** 45.6%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward23.9%***** 48.1%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation45.1%***** 68.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation16.2%***** 38.1%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation27.0%***** 47.8%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation29.6%***** 74.3%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return15.5%***** 21.1%*****
Target Return 12%t.tretTactical: DIYRisk-Driven15.0%***** 18.7%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven13.5%***** 24.1%*****