Tactical: Managed, ranked by Standard Deviation

for period ending October 31, 2024

More ways to view this list of Portfolio Recipes:
Recipe Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

Standard Deviation shows the 1-, 3-, 5-, 10-, 15-, and 20-year standard deviation from the mean. This is calculated using monthly returns, then annualized.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

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 Name ID Category 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
    Group average  
 
S&P 500 Equal Weight RSP Equal Weight 16.7% * * * * *   31.9% * * * * *
Permanent Portfolio PRPFX Low Equity 6.8% * * * * *   31.6% * * * * *
Hedge Replication HDG Blended 4.5% * * * * *   9.4% * * * * *
DWA Tech Leaders PDP Blended 19.9% * * * * *   41.0% * * * * *
iSh Global Energy PWC Blended 16.5% * * * * *   38.2% * * * * *
IQ Hedge Multi-Strat QAI Blended 4.6% * * * * *   11.9% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 15.7% * * * * *   37.0% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 9.0% * * * * *   12.1% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 4.1% * * * * *   5.6% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 16.5% * * * * *   -0.1% * * * * *
WisdmTr EM HiYld DEM Income: Equity 11.8% * * * * *   22.1% * * * * *
WisdmTr EM SmCap DGS Income: Equity 13.5% * * * * *   20.2% * * * * *
WisdomTree ex-US DLN Income: Equity 11.8% * * * * *   33.6% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 17.7% * * * * *   21.6% * * * * *
iShares Select Dividend DVY Income: Equity 16.5% * * * * *   33.7% * * * * *
SPDR S&P Int'l DWX Income: Equity 14.0% * * * * *   17.5% * * * * *
iShares Hi Div Equity HDV Income: Equity 9.9% * * * * *   27.9% * * * * *
iShr Intl Select Dividend IDV Income: Equity 17.0% * * * * *   23.1% * * * * *
PowerShares Intl Div PID Income: Equity 16.9% * * * * *   23.6% * * * * *
SPDR S&P Dividend SDY Income: Equity 14.5% * * * * *   26.7% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 12.7% * * * * *   31.2% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 2.1% * * * * *   10.1% * * * * *
Gugg Multi-Asset CVY Income: Multi 14.6% * * * * *   26.1% * * * * *
Barclays Conv Bond CWB Income: Multi 10.7% * * * * *   20.8% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 11.0% * * * * *   20.2% * * * * *
iSh MultiAsset Income IYLD Income: Multi 8.9% * * * * *   15.3% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 9.6% * * * * *   22.2% * * * * *
iShr Preferred ETF PFF Income: Multi 11.1% * * * * *   22.5% * * * * *
PowerSh Preferred ETF PGX Income: Multi 14.2% * * * * *   24.7% * * * * *
First Trust Focus 5 FV Sector Rotation 22.8% * * * * *   37.7% * * * * *
S&P Aggressive AOA Risk-Driven 12.5% * * * * *   27.4% * * * * *
S&P Conservative AOK Risk-Driven 8.7% * * * * *   16.9% * * * * *
S&P Moderate AOM Risk-Driven 9.4% * * * * *   18.8% * * * * *
S&P Growth AOR Risk-Driven 10.8% * * * * *   23.0% * * * * *
Dreyfus Alpha I AVGRX Blended 5.1% * * * * *   12.5% * * * * *
Principal GlobMultiStrat PMSAX Blended 4.8% * * * * *   7.6% * * * * *
Hundredfold Select SFHYX Blended 6.5% * * * * *   9.9% * * * * *
UBS Global Alloc BPGLX Global Macro 10.4% * * * * *   22.3% * * * * *
DFA Select Hedged DSHGX Global Macro 12.1% * * * * *   33.5% * * * * *
GMO Benchm-Free GBMFX Global Macro 8.8% * * * * *   13.1% * * * * *
Leuthold Global GLBIX Global Macro 9.9% * * * * *   12.8% * * * * *
GMO Global Alloc GMWAX Global Macro 11.4% * * * * *   19.6% * * * * *
Ivy Asset Strategy IVAEX Global Macro 10.3% * * * * *   30.2% * * * * *
Leuthold Core LCORX Global Macro 9.8% * * * * *   19.4% * * * * *
Loomis Global Eq Y LSWWX Global Macro 14.2% * * * * *   31.7% * * * * *
BlackRock Global I MALOX Global Macro 10.5% * * * * *   21.9% * * * * *
MFS Global Tot Ret MFWIX Global Macro 11.6% * * * * *   20.4% * * * * *
PIMCO All-Asset PAUIX Global Macro 9.6% * * * * *   11.0% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 10.7% * * * * *   27.5% * * * * *
VALIC Global Strat VGLSX Global Macro 11.4% * * * * *   27.3% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 13.6% * * * * *   25.7% * * * * *
Absolute Strategies I ASFIX Hedged: Abs Return 7.1% * * * * *   -11.6% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 5.1% * * * * *   12.6% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 2.5% * * * * *   7.9% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 7.0% * * * * *   5.2% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 4.6% * * * * *   10.2% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 6.9% * * * * *   8.1% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 2.3% * * * * *   3.6% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 8.1% * * * * *   11.1% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 2.7% * * * * *   6.1% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 4.0% * * * * *   7.2% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 11.9% * * * * *   22.6% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 11.3% * * * * *   27.4% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 8.4% * * * * *   18.3% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 6.8% * * * * *   10.9% * * * * *
Aberdeen Long-Short A MLSAX Hedged: Long/Short 22.4% * * * * *   37.2% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 4.7% * * * * *   3.9% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 3.1% * * * * *   11.4% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 4.6% * * * * *   13.2% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 6.4% * * * * *   10.2% * * * * *
Fidelity Equity FEQTX Income: Equity 13.3% * * * * *   30.9% * * * * *
Fidelity Strategic FSDIX Income: Equity 10.8% * * * * *   27.6% * * * * *
Columbia Div Income LBSAX Income: Equity 10.8% * * * * *   29.5% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 12.6% * * * * *   29.6% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 11.8% * * * * *   27.3% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 13.1% * * * * *   31.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 12.2% * * * * *   33.4% * * * * *
Vanguard Equity VEIPX Income: Equity 12.1% * * * * *   31.2% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 1.4% * * * * *   4.7% * * * * *
Calamos Global Growth CVLOX Income: Global 13.2% * * * * *   38.7% * * * * *
Loomis Global Eq A LGMAX Income: Global 14.2% * * * * *   31.3% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 11.3% * * * * *   28.2% * * * * *
Thornburg Inv Income A TIBAX Income: Global 10.7% * * * * *   27.2% * * * * *
Am Century Target Date ARTOX Income: Multi 8.6% * * * * *   19.0% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 5.0% * * * * *   5.3% * * * * *
Calamos Convertible A CCVIX Income: Multi 8.3% * * * * *   20.1% * * * * *
Invesco Convertible Y CNSDX Income: Multi 9.1% * * * * *   20.7% * * * * *
Fidelity Convertibles FCVSX Income: Multi 8.1% * * * * *   22.3% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 3.9% * * * * *   2.4% * * * * *
Inst: Forward Select KIFYX Income: Multi 11.9% * * * * *   27.4% * * * * *
Nuveen Preferred I NPSRX Income: Multi 6.2% * * * * *   13.0% * * * * *
Pimco Income P PONPX Income: Multi 6.0% * * * * *   5.4% * * * * *
Principal Preferred PPSIX Income: Multi 5.3% * * * * *   16.7% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 5.9% * * * * *   7.8% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 6.3% * * * * *   14.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 8.0% * * * * *   14.5% * * * * *
Vanguard Target Retire VTINX Income: Multi 6.8% * * * * *   12.9% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 9.2% * * * * *   18.4% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 7.7% * * * * *   7.6% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 7.3% * * * * *   8.5% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 5.5% * * * * *   4.7% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 7.8% * * * * *   8.5% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 8.8% * * * * *   8.4% * * * * *
Sound Mind Investing SMIFX Momentum 12.1% * * * * *   30.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation 14.9% * * * * *   40.1% * * * * *
FundX Upgrader XCOR Momentum 18.6% * * * * *   41.0% * * * * *
Ibbotson Balanced BETFX Risk-Driven 9.9% * * * * *   23.8% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 10.2% * * * * *   18.9% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 9.7% * * * * *   23.8% * * * * *
Fidelity Balanced FBALX Risk-Driven 10.8% * * * * *   30.2% * * * * *
Fidelity Puritan FPURX Risk-Driven 12.1% * * * * *   32.1% * * * * *
Janus Balanced JANBX Risk-Driven 10.9% * * * * *   29.0% * * * * *
Schwab Balanced SWOBX Risk-Driven 10.9% * * * * *   27.2% * * * * *
Vanguard Balanced VBIAX Risk-Driven 11.1% * * * * *   29.0% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 13.4% * * * * *   26.7% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 9.2% * * * * *   18.2% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 12.2% * * * * *   29.9% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 9.4% * * * * *   27.3% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 12.1% * * * * *   26.3% * * * * *
FPA Crescent FPACX Risk-Driven 8.5% * * * * *   21.9% * * * * *
WF Asset Allocation WFAIX Risk-Driven 11.7% * * * * *   30.2% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 21.1% * * * * *   30.7% * * * * *