Sharpe | Total Return, annualized | ||||||||||||||
Recipe Name | ID | Category | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Group average | 2.52 | * | * | * | * | * | 33.1% | * | * | * | * | * | |||
AQR Divers N | ADANX | Hedged: Arbitrage | 3.47 | * | * | * | * | * | 41.2% | * | * | * | * | * | |
AlphaClone Alternative | ALFA | Hedged: Long/Short | 2.58 | * | * | * | * | * | 71.0% | * | * | * | * | * | |
S&P Aggressive | AOA | Risk-Driven | 2.93 | * | * | * | * | * | 43.8% | * | * | * | * | * | |
S&P Conservative | AOK | Risk-Driven | 2.46 | * | * | * | * | * | 16.8% | * | * | * | * | * | |
S&P Moderate | AOM | Risk-Driven | 2.67 | * | * | * | * | * | 21.1% | * | * | * | * | * | |
S&P Growth | AOR | Risk-Driven | 2.87 | * | * | * | * | * | 32.2% | * | * | * | * | * | |
Arbitrage I | ARBNX | Hedged: Arbitrage | 3.05 | * | * | * | * | * | 10.4% | * | * | * | * | * | |
Am Century Target Date | ARTOX | Income: Multi | 2.83 | * | * | * | * | * | 25.3% | * | * | * | * | * | |
Absolute Strategies I | ASFIX | Hedged: Abs Return | -1.26 | * | * | * | * | * | -6.0% | * | * | * | * | * | |
Dreyfus Alpha I | AVGRX | Blended | 1.65 | * | * | * | * | * | 13.8% | * | * | * | * | * | |
BlackRock Strat Inc Opp | BASIX | Income: Multi | 3.42 | * | * | * | * | * | 13.8% | * | * | * | * | * | |
Ibbotson Balanced | BETFX | Risk-Driven | 2.67 | * | * | * | * | * | 33.3% | * | * | * | * | * | |
PwrSh Sr Loan Portfolio | BKLN | Income: Float Rate | 2.65 | * | * | * | * | * | 11.5% | * | * | * | * | * | |
BlackRock EmMkt A | BLSAX | Hedged: Long/Short | 3.80 | * | * | * | * | * | 62.4% | * | * | * | * | * | |
UBS Dyn Alpha A | BNAAX | Blended | 2.58 | * | * | * | * | * | 19.3% | * | * | * | * | * | |
UBS Global Alloc | BPGLX | Global Macro | 2.69 | * | * | * | * | * | 36.4% | * | * | * | * | * | |
Robeco Long/Short I | BPLSX | Hedged: Long/Short | 1.49 | * | * | * | * | * | 31.7% | * | * | * | * | * | |
Berkshire Hathaway Inc | BRK.A | Global Macro | 1.72 | * | * | * | * | * | 41.8% | * | * | * | * | * | |
Calamos Convertible A | CCVIX | Income: Multi | 3.05 | * | * | * | * | * | 71.7% | * | * | * | * | * | |
Invesco Convertible Y | CNSDX | Income: Multi | 3.11 | * | * | * | * | * | 63.3% | * | * | * | * | * | |
Columbia Thermostat Z | COTZX | Risk-Driven | 2.71 | * | * | * | * | * | 30.3% | * | * | * | * | * | |
IQ CPI Hedge ETF | CPI | Hedged: Abs Return | 1.48 | * | * | * | * | * | 4.0% | * | * | * | * | * | |
ProShares Lg Cap | CSM | Hedged: 130-30 | 2.63 | * | * | * | * | * | 56.1% | * | * | * | * | * | |
Calamos Global Growth | CVLOX | Income: Global | 3.24 | * | * | * | * | * | 64.1% | * | * | * | * | * | |
Calamos Market Neu Inc | CVSIX | Hedged: Mkt Neutral | 3.10 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
Gugg Multi-Asset | CVY | Income: Multi | 2.86 | * | * | * | * | * | 73.5% | * | * | * | * | * | |
Barclays Conv Bond | CWB | Income: Multi | 3.23 | * | * | * | * | * | 78.9% | * | * | * | * | * | |
WisdmTr EM HiYld | DEM | Income: Equity | 2.46 | * | * | * | * | * | 44.6% | * | * | * | * | * | |
WisdmTr EM SmCap | DGS | Income: Equity | 3.57 | * | * | * | * | * | 62.0% | * | * | * | * | * | |
Diamond Hill Long-Short I | DHLSX | Hedged: Long/Short | 2.43 | * | * | * | * | * | 41.6% | * | * | * | * | * | |
WisdomTree ex-US | DLN | Income: Equity | 2.33 | * | * | * | * | * | 45.5% | * | * | * | * | * | |
WisdmTr Intl SmCap | DLS | Income: Equity | 3.32 | * | * | * | * | * | 54.4% | * | * | * | * | * | |
Dodge & Cox Balanced | DODBX | Risk-Driven | 2.81 | * | * | * | * | * | 50.0% | * | * | * | * | * | |
DFA Select Hedged | DSHGX | Global Macro | 3.41 | * | * | * | * | * | 64.7% | * | * | * | * | * | |
WisdmTr Top 100 | DTN | Income: Equity | 2.59 | * | * | * | * | * | 51.1% | * | * | * | * | * | |
MFS Target Return A | DVRAX | Hedged: Abs Return | 1.98 | * | * | * | * | * | 11.4% | * | * | * | * | * | |
iShares Select Dividend | DVY | Income: Equity | 2.95 | * | * | * | * | * | 61.3% | * | * | * | * | * | |
SPDR S&P Int'l | DWX | Income: Equity | 2.11 | * | * | * | * | * | 29.3% | * | * | * | * | * | |
EatonVance GlobalMacro | EIGMX | Hedged: Abs Return | 2.83 | * | * | * | * | * | 10.7% | * | * | * | * | * | |
Fidelity Balanced | FBALX | Risk-Driven | 3.13 | * | * | * | * | * | 48.4% | * | * | * | * | * | |
Fidelity Convertibles | FCVSX | Income: Multi | 3.10 | * | * | * | * | * | 68.3% | * | * | * | * | * | |
Fidelity Equity | FEQTX | Income: Equity | 2.41 | * | * | * | * | * | 53.0% | * | * | * | * | * | |
Fidelity Muni | FHIGX | Income: Tax Exempt | 1.10 | * | * | * | * | * | 6.5% | * | * | * | * | * | |
Nuveen Amer Muni | FLAAX | Income: Tax Exempt | 1.35 | * | * | * | * | * | 8.5% | * | * | * | * | * | |
FPA Crescent | FPACX | Risk-Driven | 3.37 | * | * | * | * | * | 54.8% | * | * | * | * | * | |
Fidelity Puritan | FPURX | Risk-Driven | 3.03 | * | * | * | * | * | 41.8% | * | * | * | * | * | |
Fidelity Strategic | FSDIX | Income: Equity | 2.68 | * | * | * | * | * | 41.4% | * | * | * | * | * | |
FundX Upgrader | FUNDX | Momentum | 2.64 | * | * | * | * | * | 55.2% | * | * | * | * | * | |
First Trust Focus 5 | FV | Sector Rotation | 2.81 | * | * | * | * | * | 73.6% | * | * | * | * | * | |
Gabelli ABC AAA | GABCX | Hedged: Mkt Neutral | 4.06 | * | * | * | * | * | 11.6% | * | * | * | * | * | |
Natixis ASG Global | GAFYX | Hedged: Abs Return | 1.62 | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Goldman Sachs Instl | GARTX | Hedged: Abs Return | 2.64 | * | * | * | * | * | 16.7% | * | * | * | * | * | |
GMO Benchm-Free | GBMFX | Global Macro | 2.72 | * | * | * | * | * | 22.0% | * | * | * | * | * | |
Goldman Dynamic | GDIFX | Global Macro | -1.64 | * | * | * | * | * | -8.0% | * | * | * | * | * | |
Leuthold Global | GLBIX | Global Macro | 3.05 | * | * | * | * | * | 31.7% | * | * | * | * | * | |
GMO Global Alloc | GMWAX | Global Macro | 3.28 | * | * | * | * | * | 33.4% | * | * | * | * | * | |
Goldman Sachs Strat Inc | GSZAX | Income: Multi | 2.16 | * | * | * | * | * | 15.1% | * | * | * | * | * | |
Hedge Replication | HDG | Blended | 2.95 | * | * | * | * | * | 21.7% | * | * | * | * | * | |
iShares Hi Div Equity | HDV | Income: Equity | 1.76 | * | * | * | * | * | 38.2% | * | * | * | * | * | |
Hancock Horizon Inst | HHQTX | Hedged: Long/Short | 2.54 | * | * | * | * | * | 20.0% | * | * | * | * | * | |
ETF: SPDR Inc Alloc | INKM | Income: Multi | 2.78 | * | * | * | * | * | 31.1% | * | * | * | * | * | |
Ivy Asset Strategy | IVAEX | Global Macro | 2.75 | * | * | * | * | * | 45.1% | * | * | * | * | * | |
IVA Worldwide | IVWIX | Global Macro | 2.47 | * | * | * | * | * | 29.9% | * | * | * | * | * | |
iSh MultiAsset Income | IYLD | Income: Multi | 1.95 | * | * | * | * | * | 22.7% | * | * | * | * | * | |
Janus Balanced | JANBX | Risk-Driven | 2.56 | * | * | * | * | * | 31.3% | * | * | * | * | * | |
Jhancock Global Abs Ret I | JHAIX | Hedged: Abs Return | 1.35 | * | * | * | * | * | 9.5% | * | * | * | * | * | |
JPMorgan Mkt Neutral A | JMNAX | Hedged: Mkt Neutral | 0.68 | * | * | * | * | * | 3.2% | * | * | * | * | * | |
KCM MacroTrends | KCMTX | Hedged: Long/Short | 1.98 | * | * | * | * | * | 27.3% | * | * | * | * | * | |
Inst: Forward Select | KIFYX | Income: Multi | 2.89 | * | * | * | * | * | 49.2% | * | * | * | * | * | |
Columbia Div Income | LBSAX | Income: Equity | 2.57 | * | * | * | * | * | 45.3% | * | * | * | * | * | |
Invesco Divers Dividend | LCEIX | Income: Equity | 2.64 | * | * | * | * | * | 43.7% | * | * | * | * | * | |
Leuthold Core | LCORX | Global Macro | 3.25 | * | * | * | * | * | 31.2% | * | * | * | * | * | |
Lord Abbett Float Rate | LFRAX | Income: Float Rate | 4.27 | * | * | * | * | * | 18.7% | * | * | * | * | * | |
Loomis Global Eq A | LGMAX | Income: Global | 2.61 | * | * | * | * | * | 36.6% | * | * | * | * | * | |
Loomis Global Eq Y | LSWWX | Global Macro | 2.63 | * | * | * | * | * | 37.0% | * | * | * | * | * | |
BlackRock Global I | MALOX | Global Macro | 2.83 | * | * | * | * | * | 40.6% | * | * | * | * | * | |
IQ Hedge Macro ETF | MCRO | Blended | 2.97 | * | * | * | * | * | 19.1% | * | * | * | * | * | |
BlackRock Eq Dividend | MDDVX | Income: Equity | 2.42 | * | * | * | * | * | 52.8% | * | * | * | * | * | |
FirstTrust Multi-Asset | MDIV | Income: Multi | 2.26 | * | * | * | * | * | 45.7% | * | * | * | * | * | |
BlackRock Nat'l Muni | MDNLX | Income: Tax Exempt | 1.40 | * | * | * | * | * | 7.2% | * | * | * | * | * | |
MainStay Marketfield A | MFADX | Hedged: Long/Short | 3.11 | * | * | * | * | * | 51.3% | * | * | * | * | * | |
MFS Global Tot Ret | MFWIX | Global Macro | 2.64 | * | * | * | * | * | 30.2% | * | * | * | * | * | |
Aberdeen Long-Short A | MLSAX | Hedged: Long/Short | 2.75 | * | * | * | * | * | 58.1% | * | * | * | * | * | |
IQ Merger Arbitrage | MNA | Hedged: Arbitrage | 1.84 | * | * | * | * | * | 11.8% | * | * | * | * | * | |
MainStay Int'l Opp | MYITX | Hedged: 130-30 | 2.62 | * | * | * | * | * | 40.7% | * | * | * | * | * | |
Grimaldi Sector | NAVFX | Sector Rotation | 2.99 | * | * | * | * | * | 49.7% | * | * | * | * | * | |
Neuberger Berman Eq Inc | NBHAX | Income: Global | 3.00 | * | * | * | * | * | 40.3% | * | * | * | * | * | |
Nuveen Preferred I | NPSRX | Income: Multi | 3.03 | * | * | * | * | * | 26.6% | * | * | * | * | * | |
Putnam Abs Ret 100 Y | PARYX | Hedged: Abs Return | 3.12 | * | * | * | * | * | 6.6% | * | * | * | * | * | |
PIMCO All-Asset | PAUIX | Global Macro | 3.12 | * | * | * | * | * | 37.5% | * | * | * | * | * | |
Putnam 700 Y | PDMYX | Hedged: Abs Return | -0.84 | * | * | * | * | * | -4.2% | * | * | * | * | * | |
DWA Tech Leaders | PDP | Blended | 2.52 | * | * | * | * | * | 57.8% | * | * | * | * | * | |
iShr Preferred ETF | PFF | Income: Multi | 2.21 | * | * | * | * | * | 26.9% | * | * | * | * | * | |
PIMCO Global Multi | PGAIX | Global Macro | * | * | * | * | * | * | * | * | * | * | |||
PowerSh Preferred ETF | PGX | Income: Multi | 1.78 | * | * | * | * | * | 19.4% | * | * | * | * | * | |
PowerShares Intl Div | PID | Income: Equity | 2.59 | * | * | * | * | * | 52.4% | * | * | * | * | * | |
Principal GlobMultiStrat | PMSAX | Blended | 3.37 | * | * | * | * | * | 17.2% | * | * | * | * | * | |
Pimco Income P | PONPX | Income: Multi | 3.70 | * | * | * | * | * | 14.3% | * | * | * | * | * | |
Principal Preferred | PPSIX | Income: Multi | 2.58 | * | * | * | * | * | 20.2% | * | * | * | * | * | |
T. Rowe Equity Income | PRFDX | Income: Equity | 2.68 | * | * | * | * | * | 60.4% | * | * | * | * | * | |
T. Rowe Summit Muni | PRINX | Income: Tax Exempt | 1.24 | * | * | * | * | * | 7.5% | * | * | * | * | * | |
T. Rowe Global Bond | PRSNX | Income: Multi | 2.98 | * | * | * | * | * | 17.8% | * | * | * | * | * | |
iSh Global Energy | PWC | Blended | 3.14 | * | * | * | * | * | 58.8% | * | * | * | * | * | |
Putnam Abs Ret 300 Y | PYTRX | Hedged: Abs Return | 4.57 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
IQ Hedge Multi-Strat | QAI | Blended | 2.64 | * | * | * | * | * | 13.9% | * | * | * | * | * | |
IQ Hedge ETF | QMN | Hedged: Mkt Neutral | 2.58 | * | * | * | * | * | 10.6% | * | * | * | * | * | |
RAFI Long-Short | RALS | Hedged: Long/Short | 0.53 | * | * | * | * | * | 3.7% | * | * | * | * | * | |
RiverFront GlobalGro | RLTSX | Global Macro | 2.97 | * | * | * | * | * | 50.2% | * | * | * | * | * | |
MultiAsset ETF | RLY | Hedged: Abs Return | 2.81 | * | * | * | * | * | 42.4% | * | * | * | * | * | |
Hundredfold Select | SFHYX | Blended | 3.87 | * | * | * | * | * | 36.4% | * | * | * | * | * | |
Sound Mind Investing | SMIFX | Momentum | 2.92 | * | * | * | * | * | 62.4% | * | * | * | * | * | |
Schwab Div Equity | SWDSX | Income: Equity | 2.67 | * | * | * | * | * | 49.6% | * | * | * | * | * | |
Schwab Hedged Eq | SWHEX | Hedged: Long/Short | 1.47 | * | * | * | * | * | 18.3% | * | * | * | * | * | |
Schwab Balanced | SWOBX | Risk-Driven | 2.60 | * | * | * | * | * | 33.0% | * | * | * | * | * | |
Thornburg Inv Income A | TIBAX | Income: Global | 2.60 | * | * | * | * | * | 47.5% | * | * | * | * | * | |
Thornburg Inv Income Y | TIBIX | Global Macro | 2.62 | * | * | * | * | * | 47.9% | * | * | * | * | * | |
T. Rowe Retire Balanced | TRRIX | Income: Multi | 3.15 | * | * | * | * | * | 27.8% | * | * | * | * | * | |
Vanguard LifeStrat Growth | VASGX | Risk-Driven | 2.93 | * | * | * | * | * | 45.3% | * | * | * | * | * | |
Vanguard LifeStrategy | VASIX | Income: Multi | 2.02 | * | * | * | * | * | 10.8% | * | * | * | * | * | |
Vanguard Balanced | VBIAX | Risk-Driven | 2.72 | * | * | * | * | * | 34.8% | * | * | * | * | * | |
Vanguard Equity | VEIPX | Income: Equity | 2.57 | * | * | * | * | * | 47.4% | * | * | * | * | * | |
VALIC Global Strat | VGLSX | Global Macro | 2.63 | * | * | * | * | * | 23.7% | * | * | * | * | * | |
Vanguard STAR Inv | VGSTX | Risk-Driven | 3.00 | * | * | * | * | * | 42.9% | * | * | * | * | * | |
ValueLine AssetAlloc | VLAAX | Risk-Driven | 1.99 | * | * | * | * | * | 24.9% | * | * | * | * | * | |
Vanguard Market Neutral | VMNFX | Hedged: Mkt Neutral | -0.02 | * | * | * | * | * | -0.3% | * | * | * | * | * | |
Vanguard Managed Payout | VPGDX | Income: Multi | 3.14 | * | * | * | * | * | 32.6% | * | * | * | * | * | |
Vanguard Target Retire | VTINX | Income: Multi | 2.64 | * | * | * | * | * | 17.0% | * | * | * | * | * | |
Vanguard Wellington Inv | VWELX | Risk-Driven | 2.63 | * | * | * | * | * | 32.8% | * | * | * | * | * | |
Vanguard Wellesley Adm | VWIAX | Income: Multi | 2.10 | * | * | * | * | * | 18.4% | * | * | * | * | * | |
Vanguard Wellesley Inv | VWINX | Risk-Driven | 2.10 | * | * | * | * | * | 18.4% | * | * | * | * | * | |
Vanguard LT Tax-Exempt | VWLTX | Income: Tax Exempt | 1.18 | * | * | * | * | * | 6.4% | * | * | * | * | * | |
Vanguard Hi Div Yld ETF | VYM | Income: Equity | 2.55 | * | * | * | * | * | 47.9% | * | * | * | * | * | |
WF Asset Allocation | WFAIX | Risk-Driven | 2.42 | * | * | * | * | * | 29.9% | * | * | * | * | * |