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All Portfolios, ranked by Standard Deviation

for period ending February 28, 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 average14.9%***** -7.2%*****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage3.8%***** -1.2%*****
S&P AggressiveAOATactical: ManagedRisk-Driven18.2%***** -7.5%*****
S&P ConservativeAOKTactical: ManagedRisk-Driven11.3%***** -8.7%*****
S&P ModerateAOMTactical: ManagedRisk-Driven12.7%***** -8.3%*****
S&P GrowthAORTactical: ManagedRisk-Driven15.5%***** -8.1%*****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage3.3%***** 0.5%*****
Am Century Target DateARTOXTactical: ManagedIncome: Multi12.2%***** -6.8%*****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return9.4%***** -0.1%*****
Dreyfus Alpha IAVGRXTactical: ManagedBlended14.6%***** -3.8%*****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi4.4%***** -5.3%*****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven15.4%***** -6.8%*****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate8.2%***** 1.7%*****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short22.4%***** -15.4%*****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended7.0%***** -4.1%*****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro12.8%***** -10.3%*****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short16.6%***** 7.1%*****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro27.4%***** -2.7%*****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi13.7%***** -12.1%*****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi13.1%***** -8.5%*****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven10.7%***** -8.1%*****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return10.5%***** -6.2%*****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3023.2%***** -7.9%*****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global17.3%***** -12.7%*****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral5.9%***** -1.0%*****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi25.8%***** -2.0%*****
Barclays Conv BondCWBTactical: ManagedIncome: Multi14.2%***** -10.0%*****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity21.9%***** -9.1%*****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity20.2%***** -9.2%*****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short15.1%***** -4.4%*****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity19.9%***** -1.0%*****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity21.2%***** -6.9%*****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven16.1%***** -3.8%*****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro20.5%***** -3.5%*****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return6.7%***** -0.3%*****
iShares Select DividendDVYTactical: ManagedIncome: Equity21.7%***** 1.2%*****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity18.8%***** -8.8%*****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return5.5%***** 1.9%*****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven16.9%***** -9.2%*****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi15.0%***** -6.6%*****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity19.7%***** 0.8%*****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt9.2%***** -8.0%*****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt10.8%***** -13.3%*****
FPA CrescentFPACXTactical: ManagedRisk-Driven16.8%***** -2.4%*****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven15.2%***** -9.0%*****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity15.1%***** -3.8%*****
First Trust Focus 5FVTactical: ManagedSector Rotation30.0%***** 1.5%*****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral3.6%***** 1.0%*****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return5.5%***** 4.8%*****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return8.4%***** -1.2%*****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro11.1%***** 0.5%*****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro13.0%***** -3.7%*****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro14.9%***** -5.9%*****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi5.4%***** -0.5%*****
Hedge ReplicationHDGTactical: ManagedBlended8.7%***** -2.2%*****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity21.1%***** 1.1%*****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi14.0%***** -7.2%*****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro16.3%***** -5.1%*****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi14.3%***** -10.3%*****
Janus BalancedJANBXTactical: ManagedRisk-Driven14.4%***** -9.5%*****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return8.1%***** -3.6%*****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral4.1%***** 0.3%*****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short18.4%***** -12.0%*****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi14.7%***** -8.0%*****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity19.2%***** -0.8%*****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity18.5%***** -1.5%*****
Leuthold CoreLCORXTactical: ManagedGlobal Macro11.3%***** -2.6%*****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate5.2%***** -3.3%*****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global21.1%***** -10.3%*****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro21.2%***** -10.1%*****
BlackRock Global IMALOXTactical: ManagedGlobal Macro12.5%***** -12.1%*****
IQ Hedge Macro ETFMCROTactical: ManagedBlended7.8%***** -3.8%*****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity16.8%***** -13.2%*****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi19.6%***** -0.5%*****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt9.8%***** -9.0%*****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short13.0%***** -0.0%*****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro15.5%***** -5.5%*****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short24.4%***** -10.6%*****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage3.7%***** -1.9%*****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3023.8%***** -5.9%*****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation19.4%***** -7.5%*****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global17.9%***** -5.2%*****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi9.2%***** -5.9%*****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return3.0%***** -3.9%*****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro15.6%***** -10.5%*****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return3.5%***** 2.7%*****
DWA Tech LeadersPDPTactical: ManagedBlended24.5%***** -6.1%*****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi16.7%***** -4.8%*****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro *****  *****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi20.8%***** -5.6%*****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity21.6%***** -4.1%*****
Principal GlobMultiStratPMSAXTactical: ManagedBlended6.4%***** 0.2%*****
Pimco Income PPONPXTactical: ManagedIncome: Multi7.7%***** -7.5%*****
Principal PreferredPPSIXTactical: ManagedIncome: Multi9.6%***** -3.2%*****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity21.1%***** -2.5%*****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt9.1%***** -8.9%*****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity13.0%***** -3.5%*****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi7.1%***** -14.1%*****
iSh Global EnergyPWCTactical: ManagedBlended25.6%***** -1.0%*****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return3.9%***** -2.2%*****
IQ Hedge Multi-StratQAITactical: ManagedBlended8.1%***** -4.2%*****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral46.4%***** -100.0%*****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return20.0%***** 0.7%*****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight23.3%***** -3.2%*****
Hundredfold SelectSFHYXTactical: ManagedBlended7.0%***** -10.2%*****
Sound Mind InvestingSMIFXTactical: ManagedMomentum10.4%***** -2.5%*****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity18.8%***** -3.9%*****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven13.9%***** -11.2%*****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global17.0%***** -0.7%*****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro17.0%***** -0.4%*****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi10.4%***** -10.0%*****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven18.0%***** -8.3%*****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi9.8%***** -9.2%*****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven15.5%***** -8.7%*****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity20.2%***** 0.1%*****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro14.6%***** -8.5%*****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven17.2%***** -8.9%*****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven17.2%***** -8.3%*****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral7.1%***** 9.6%*****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi15.0%***** -4.9%*****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi10.5%***** -7.7%*****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven14.9%***** -7.8%*****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi11.7%***** -6.5%*****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven11.7%***** -6.6%*****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt10.1%***** -8.7%*****
Vanguard Hi Div Yld ETFVYMTactical: ManagedIncome: Equity20.8%***** 0.3%*****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven14.5%***** -9.6%*****
FundX UpgraderXCORTactical: ManagedMomentum15.5%***** -16.3%*****
Strategic 50-50s.5050Strategic: DIYBalanced14.0%***** -8.8%*****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced15.5%***** -8.6%*****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity17.1%***** -8.5%*****
7Twelve Israelsons.712Strategic: DIYBalanced15.7%***** -6.7%*****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity18.7%***** -8.4%*****
ETF Aggressives.aggrStrategic: DIYHigh Equity18.9%***** -7.3%*****
Lazy: Aronsons.aronStrategic: DIYHigh Equity17.4%***** -10.9%*****
Ben Stein inspireds.bensStrategic: DIYHigh Equity17.6%***** -5.4%*****
Harry Browne inspireds.browStrategic: DIYLow Equity11.0%***** -10.3%*****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced14.6%***** -6.9%*****
Lazy: Coffeehouses.coffStrategic: DIYBalanced15.4%***** -7.7%*****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced14.8%***** -9.2%*****
Ray Dalio inspireds.daliStrategic: DIYLow Equity11.6%***** -10.5%*****
Ben Graham 50-50s.grahStrategic: DIYBalanced15.5%***** -5.7%*****
Safe Haven Portfolios.haveStrategic: DIYBalanced14.1%***** -5.2%*****
Ivy Portfolios.ivypStrategic: DIYLow Equity15.9%***** -7.9%*****
Six Ways from Sundays.lazyStrategic: DIYBalanced18.9%***** -6.0%*****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity9.3%***** -4.3%*****
Lazy: Margaritavilles.margStrategic: DIYBalanced16.8%***** -9.7%*****
ETF Moderates.modeStrategic: DIYBalanced15.5%***** -9.5%*****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity18.9%***** -6.1%*****
No Equity Portfolios.noeqStrategic: DIYLow Equity14.7%***** -14.5%*****
Permanent Pluss.plusStrategic: DIYLow Equity14.4%***** -14.4%*****
Lazy: Second Graders.secoStrategic: DIYHigh Equity19.6%***** -8.2%*****
Lazy: Smart Moneys.smarStrategic: DIYBalanced14.2%***** -5.1%*****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity17.2%***** 3.0%*****
David Swensen inspireds.swenStrategic: DIYBalanced17.3%***** -11.8%*****
Talmud Broad Markets.talbStrategic: DIYLow Equity16.5%***** -10.1%*****
Talmud with Blue Chips.talcStrategic: DIYLow Equity15.4%***** -7.3%*****
Talmud Equities and Golds.talgStrategic: DIYLow Equity17.2%***** -8.3%*****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity16.5%***** -4.0%*****
Talmud with Small Caps.talsStrategic: DIYLow Equity15.8%***** -6.8%*****
Worst Case Scenarios.worsStrategic: DIYLow Equity6.2%***** -9.2%*****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity17.4%***** -12.5%*****
Adaptive Allocation At.aaaaTactical: DIYAdaptive13.8%***** -13.2%*****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive14.9%***** -17.1%*****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive15.0%***** -16.6%*****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive16.9%***** -6.2%*****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive13.6%***** -17.8%*****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive12.7%***** -12.1%*****
Active Combined Assett.acapTactical: DIYMomentum10.5%***** -15.1%*****
Minimum CdaRt.cdarTactical: DIYRisk-Driven13.9%***** -13.3%*****
Minimum Correlationt.cocoTactical: DIYCorrelation15.9%***** -16.8%*****
Minimum CvaRt.cvarTactical: DIYRisk-Driven14.5%***** -11.9%*****
Defensive Bondt.dbndTactical: DIYMomentum12.6%***** 4.1%*****
Equal Weight With Clustert.distTactical: DIYCorrelation15.7%***** -12.5%*****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum6.1%***** -5.0%*****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven16.1%***** -11.9%*****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight18.5%***** -10.9%*****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum16.2%***** -1.5%*****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum9.4%***** -1.5%*****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum6.9%***** -6.4%*****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum5.9%***** -6.7%*****
Minimum Drawdownt.lossTactical: DIYRisk-Driven12.9%***** -9.7%*****
Minimum Downside MADt.maddTactical: DIYRisk-Driven13.5%***** -14.4%*****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven13.5%***** -14.4%*****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven14.7%***** -13.1%*****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven15.5%***** -11.9%*****
Maximum Diversificationt.mdivTactical: DIYDiversification15.0%***** -17.2%*****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven14.1%***** -12.6%*****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven14.6%***** -12.0%*****
Minimum Variance At.mvarTactical: DIYRisk-Driven14.3%***** -12.2%*****
Pure Momentumt.pureTactical: DIYMomentum19.4%***** -22.2%*****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum15.7%***** -1.0%*****
Min Downside Deviationt.risdTactical: DIYRisk-Driven13.9%***** -12.6%*****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven17.3%***** -11.1%*****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven15.1%***** -11.6%*****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven17.6%***** -10.6%*****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward11.7%***** -16.0%*****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward11.7%***** -15.4%*****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation83.9%***** 24.5%*****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation16.1%***** -2.5%*****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation5.2%***** -11.6%*****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation24.5%***** -2.6%*****
Target Return Post-Modernt.trddTactical: DIYTarget Return13.3%***** -20.9%*****
Target Return 12%t.tretTactical: DIYRisk-Driven13.3%***** -20.8%*****
Target Risk 10%t.trisTactical: DIYRisk-Driven14.4%***** -8.2%*****