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All Portfolios, ranked by Standard Deviation

for period ending September 30, 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 average11.7%***** 17.6%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage12.9%***** 20.6%*****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short24.1%***** 29.0%*****
S&P AggressiveAOATactical: ManagedRisk-Driven13.1%***** 22.4%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven5.5%***** 8.0%*****
S&P ModerateAOMTactical: ManagedRisk-Driven6.8%***** 10.8%*****
S&P GrowthAORTactical: ManagedRisk-Driven9.8%***** 16.5%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage3.2%***** 4.4%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi7.3%***** 13.0%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return5.2%***** -8.5%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended7.8%***** 10.8%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi3.0%***** 5.1%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven11.0%***** 18.8%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate3.2%***** 5.0%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short15.7%***** 14.5%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended6.5%***** 11.6%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro12.4%***** 18.7%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short24.9%***** 33.7%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro24.0%***** 28.6%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi16.9%***** 22.5%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi16.2%***** 22.7%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven7.4%***** 13.5%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return1.9%***** 1.8%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3018.1%***** 32.6%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global15.6%***** 23.8%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral2.1%***** 5.1%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi24.0%***** 50.4%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi19.6%***** 26.8%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity19.2%***** 29.8%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity17.1%***** 34.4%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short17.2%***** 30.5%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity17.8%***** 25.9%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity16.3%***** 27.8%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven17.2%***** 32.0%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro17.5%***** 33.8%*****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity18.7%***** 28.5%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return5.0%***** 4.7%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity23.3%***** 45.6%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity15.5%***** 16.7%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return1.8%***** 4.8%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven12.3%***** 23.5%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi19.2%***** 28.5%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity21.6%***** 33.7%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt3.3%***** 4.5%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt4.3%***** 6.2%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven17.7%***** 33.6%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven10.5%***** 19.8%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity13.5%***** 24.7%*****
FundX UpgraderFUNDXTactical: ManagedMomentum16.7%***** 19.6%*****
First Trust Focus 5FVTactical: ManagedSector Rotation20.4%***** 34.2%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral1.9%***** 5.7%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return5.7%***** 4.0%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return6.5%***** 10.6%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro6.2%***** 9.0%*****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro6.3%***** -5.0%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro10.6%***** 18.0%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro9.9%***** 16.0%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi3.9%***** 3.5%*****
Hedge ReplicationHDGTactical: ManagedBlended7.2%***** 12.1%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity16.5%***** 21.4%*****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short8.4%***** 11.4%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi9.6%***** 17.5%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro14.2%***** 21.2%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi9.2%***** 10.1%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven11.1%***** 16.7%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return7.1%***** 9.9%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral5.1%***** 0.3%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short13.3%***** 29.2%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi9.7%***** 22.6%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity17.1%***** 26.3%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity16.7%***** 27.1%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro9.7%***** 16.4%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate2.8%***** 9.4%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global11.0%***** 16.7%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro11.0%***** 17.0%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro12.7%***** 16.6%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended5.0%***** 4.7%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity22.7%***** 34.7%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi13.2%***** 28.6%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt3.0%***** 3.7%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short11.5%***** 11.0%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro11.1%***** 15.8%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short19.5%***** 36.5%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage3.7%***** -0.0%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3015.7%***** 21.6%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation11.5%***** 20.0%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global12.6%***** 20.9%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi3.6%***** 12.1%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return0.5%***** 2.1%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro11.9%***** 26.6%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return4.7%***** -2.4%*****
DWA Tech LeadersPDPTactical: ManagedBlended16.4%***** 17.0%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi6.8%***** 11.4%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi5.9%***** 7.2%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity22.8%***** 42.7%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended4.4%***** 8.0%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi2.9%***** 6.9%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi3.0%***** 8.2%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity24.6%***** 41.8%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt3.2%***** 4.9%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity9.7%***** 17.8%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi2.9%***** 4.9%*****
iSh Global EnergyPWCTactical: ManagedBlended17.2%***** 27.4%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return3.2%***** 1.7%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended4.4%***** 4.5%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral3.3%***** 3.7%*****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short7.8%***** 7.0%*****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro15.6%***** 22.5%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return15.7%***** 33.9%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight21.4%***** 40.6%*****
Hundredfold SelectSFHYXTactical: ManagedBlended9.7%***** 20.6%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum20.3%***** 27.6%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity18.1%***** 34.3%*****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short10.4%***** 19.9%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven9.8%***** 17.0%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global18.3%***** 30.6%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro18.6%***** 30.9%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi6.9%***** 14.2%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven13.5%***** 22.5%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi4.3%***** 4.5%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven10.4%***** 18.0%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity18.0%***** 30.7%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro9.4%***** 12.1%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven12.3%***** 20.3%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven10.9%***** 11.8%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral8.0%***** 7.6%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi9.9%***** 20.2%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi5.3%***** 8.5%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven11.1%***** 20.2%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi7.3%***** 11.3%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven7.3%***** 11.2%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt3.2%***** 3.6%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity18.3%***** 31.6%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven10.4%***** 16.4%*****
Strategic 50-50s.5050Strategic: DIYBalanced8.7%***** 14.7%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced10.3%***** 18.0%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity11.9%***** 21.4%*****
7Twelve Israelsons.712Strategic: DIYBalanced11.3%***** 23.8%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity13.7%***** 24.9%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity13.9%***** 25.0%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity12.2%***** 20.6%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity13.1%***** 23.5%*****
Harry Browne inspireds.browStrategic: DIYLow Equity6.9%***** 3.0%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced10.8%***** 18.9%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced10.7%***** 20.4%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced9.0%***** 18.0%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity6.6%***** 9.9%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced10.5%***** 17.5%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced9.7%***** 8.3%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity12.4%***** 26.8%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced14.1%***** 28.6%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity6.2%***** 7.1%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced11.5%***** 20.2%*****
ETF Moderates.modeStrategic: DIYBalanced10.2%***** 18.0%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity14.9%***** 24.6%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity9.7%***** 4.3%*****
Permanent Pluss.plusStrategic: DIYLow Equity10.2%***** 2.5%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity15.5%***** 26.1%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced10.3%***** 20.5%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity13.2%***** 23.2%*****
David Swensen inspireds.swenStrategic: DIYBalanced12.1%***** 19.5%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity11.5%***** 20.7%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity11.3%***** 17.9%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity12.2%***** 18.6%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity12.5%***** 18.3%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity12.1%***** 26.0%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity5.3%***** 1.4%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity12.3%***** 19.7%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive13.6%***** 21.9%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive14.4%***** 15.6%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive15.3%***** 15.2%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive16.4%***** 35.3%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive15.3%***** 26.9%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive12.5%***** 22.7%*****
Active Combined Assett.acapTactical: DIYMomentum10.9%***** 14.9%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven13.3%***** 12.3%*****
Minimum Correlationt.cocoTactical: DIYCorrelation11.3%***** 12.4%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven11.0%***** -3.2%*****
Defensive Bondt.dbndTactical: DIYMomentum3.1%***** 3.9%*****
Equal Weight With Clustert.distTactical: DIYCorrelation8.7%***** 6.1%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum5.8%***** 3.2%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven10.2%***** 10.2%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight12.4%***** 19.4%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum22.6%***** 32.2%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum12.3%***** 33.9%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum13.4%***** 33.1%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum12.1%***** 30.4%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven10.8%***** -0.8%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven10.3%***** 6.6%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven10.3%***** 6.6%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven9.4%***** 5.6%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven10.1%***** 10.0%*****
Maximum Diversificationt.mdivTactical: DIYDiversification10.1%***** 6.5%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven9.3%***** 3.0%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven10.2%***** 6.9%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven10.2%***** 4.4%*****
Pure Momentumt.pureTactical: DIYMomentum29.4%***** 45.4%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum8.3%***** 0.8%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven10.1%***** 4.2%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven11.9%***** 17.5%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven8.7%***** 4.5%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven11.9%***** 17.4%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward21.2%***** 38.7%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward23.2%***** 41.1%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation29.6%***** 30.4%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation14.9%***** 26.8%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation25.9%***** 26.5%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation21.2%***** 30.2%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return13.0%***** 12.1%*****
Target Return 12%t.tretTactical: DIYRisk-Driven12.1%***** 8.9%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven11.8%***** 15.8%*****