Tactical: Managed, ranked by Standard Deviation

for period ending April 30, 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.

 
 

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 20.2% * * * * *   12.9% * * * * *
Permanent Portfolio PRPFX Low Equity 9.7% * * * * *   15.9% * * * * *
Hedge Replication HDG Blended 4.9% * * * * *   5.7% * * * * *
DWA Tech Leaders PDP Blended 24.1% * * * * *   23.4% * * * * *
iSh Global Energy PWC Blended 19.6% * * * * *   20.0% * * * * *
IQ Hedge Multi-Strat QAI Blended 5.7% * * * * *   8.2% * * * * *
ProShares Lg Cap CSM Hedged: 130-30 19.1% * * * * *   22.2% * * * * *
MultiAsset ETF RLY Hedged: Abs Return 13.0% * * * * *   4.0% * * * * *
IQ Merger Arbitrage MNA Hedged: Arbitrage 3.6% * * * * *   -1.4% * * * * *
QuantSh AntiBeta BTAL Hedged: Mkt Neutral 20.2% * * * * *   -3.6% * * * * *
WisdmTr EM HiYld DEM Income: Equity 15.3% * * * * *   16.3% * * * * *
WisdmTr EM SmCap DGS Income: Equity 16.7% * * * * *   15.5% * * * * *
WisdomTree ex-US DLN Income: Equity 15.0% * * * * *   13.0% * * * * *
WisdmTr Intl SmCap DLS Income: Equity 16.3% * * * * *   7.0% * * * * *
iShares Select Dividend DVY Income: Equity 17.9% * * * * *   5.6% * * * * *
SPDR S&P Int'l DWX Income: Equity 11.4% * * * * *   0.5% * * * * *
iShares Hi Div Equity HDV Income: Equity 12.6% * * * * *   8.8% * * * * *
iShr Intl Select Dividend IDV Income: Equity 15.3% * * * * *   5.9% * * * * *
PowerShares Intl Div PID Income: Equity 15.9% * * * * *   1.1% * * * * *
SPDR S&P Dividend SDY Income: Equity 16.5% * * * * *   6.0% * * * * *
Vanguard Hi Div Yld ETF VYM Income: Equity 16.2% * * * * *   12.5% * * * * *
PwrSh Sr Loan Portfolio BKLN Income: Float Rate 3.7% * * * * *   10.1% * * * * *
Gugg Multi-Asset CVY Income: Multi 18.8% * * * * *   21.0% * * * * *
Barclays Conv Bond CWB Income: Multi 13.3% * * * * *   8.6% * * * * *
ETF: SPDR Inc Alloc INKM Income: Multi 11.8% * * * * *   4.0% * * * * *
iSh MultiAsset Income IYLD Income: Multi 9.5% * * * * *   7.9% * * * * *
FirstTrust Multi-Asset MDIV Income: Multi 12.3% * * * * *   13.2% * * * * *
iShr Preferred ETF PFF Income: Multi 11.9% * * * * *   5.3% * * * * *
PowerSh Preferred ETF PGX Income: Multi 14.1% * * * * *   3.6% * * * * *
First Trust Focus 5 FV Sector Rotation 27.1% * * * * *   21.7% * * * * *
S&P Aggressive AOA Risk-Driven 14.2% * * * * *   13.0% * * * * *
S&P Conservative AOK Risk-Driven 8.9% * * * * *   4.6% * * * * *
S&P Moderate AOM Risk-Driven 9.9% * * * * *   6.5% * * * * *
S&P Growth AOR Risk-Driven 11.9% * * * * *   9.5% * * * * *
Dreyfus Alpha I AVGRX Blended 6.2% * * * * *   9.9% * * * * *
Principal GlobMultiStrat PMSAX Blended 5.3% * * * * *   6.3% * * * * *
Hundredfold Select SFHYX Blended 6.7% * * * * *   6.3% * * * * *
UBS Global Alloc BPGLX Global Macro 12.4% * * * * *   9.6% * * * * *
DFA Select Hedged DSHGX Global Macro 16.1% * * * * *   19.6% * * * * *
GMO Benchm-Free GBMFX Global Macro 9.8% * * * * *   11.1% * * * * *
Leuthold Global GLBIX Global Macro 10.0% * * * * *   6.5% * * * * *
GMO Global Alloc GMWAX Global Macro 12.2% * * * * *   11.5% * * * * *
Ivy Asset Strategy IVAEX Global Macro 13.2% * * * * *   16.5% * * * * *
Leuthold Core LCORX Global Macro 10.7% * * * * *   12.7% * * * * *
Loomis Global Eq Y LSWWX Global Macro 16.3% * * * * *   17.7% * * * * *
BlackRock Global I MALOX Global Macro 11.7% * * * * *   8.6% * * * * *
MFS Global Tot Ret MFWIX Global Macro 12.1% * * * * *   5.7% * * * * *
PIMCO All-Asset PAUIX Global Macro 9.7% * * * * *   -1.6% * * * * *
Thornburg Inv Income Y TIBIX Global Macro 12.7% * * * * *   14.8% * * * * *
VALIC Global Strat VGLSX Global Macro 13.0% * * * * *   14.3% * * * * *
MainStay Int'l Opp MYITX Hedged: 130-30 15.2% * * * * *   9.3% * * * * *
Absolute Strategies I ASFIX Hedged: Abs Return 6.6% * * * * *   -4.8% * * * * *
MFS Target Return A DVRAX Hedged: Abs Return 5.3% * * * * *   9.5% * * * * *
EatonVance GlobalMacro EIGMX Hedged: Abs Return 2.8% * * * * *   5.8% * * * * *
Natixis ASG Global GAFYX Hedged: Abs Return 6.9% * * * * *   2.2% * * * * *
Goldman Sachs Instl GARTX Hedged: Abs Return 5.6% * * * * *   6.7% * * * * *
Jhancock Global Abs Ret I JHAIX Hedged: Abs Return 5.6% * * * * *   -1.3% * * * * *
Putnam Abs Ret 100 Y PARYX Hedged: Abs Return 2.1% * * * * *   0.6% * * * * *
Putnam Abs Ret 300 Y PYTRX Hedged: Abs Return 7.4% * * * * *   -1.4% * * * * *
AQR Divers N ADANX Hedged: Arbitrage 3.4% * * * * *   4.0% * * * * *
Arbitrage I ARBNX Hedged: Arbitrage 5.0% * * * * *   5.2% * * * * *
BlackRock EmMkt A BLSAX Hedged: Long/Short 15.3% * * * * *   8.9% * * * * *
Robeco Long/Short I BPLSX Hedged: Long/Short 11.9% * * * * *   15.7% * * * * *
Diamond Hill Long-Short I DHLSX Hedged: Long/Short 9.7% * * * * *   15.3% * * * * *
KCM MacroTrends KCMTX Hedged: Long/Short 10.9% * * * * *   15.8% * * * * *
MainStay Marketfield A MFADX Hedged: Long/Short 9.9% * * * * *   9.3% * * * * *
Aberdeen Long-Short A MLSAX Hedged: Long/Short 25.0% * * * * *   13.0% * * * * *
Calamos Market Neu Inc CVSIX Hedged: Mkt Neutral 4.7% * * * * *   2.0% * * * * *
Gabelli ABC AAA GABCX Hedged: Mkt Neutral 3.9% * * * * *   6.4% * * * * *
JPMorgan Mkt Neutral A JMNAX Hedged: Mkt Neutral 4.4% * * * * *   10.7% * * * * *
Vanguard Market Neutral VMNFX Hedged: Mkt Neutral 6.4% * * * * *   22.5% * * * * *
Fidelity Equity FEQTX Income: Equity 15.5% * * * * *   14.2% * * * * *
Fidelity Strategic FSDIX Income: Equity 12.6% * * * * *   8.9% * * * * *
Columbia Div Income LBSAX Income: Equity 14.5% * * * * *   15.3% * * * * *
Invesco Divers Dividend LCEIX Income: Equity 16.1% * * * * *   11.9% * * * * *
BlackRock Eq Dividend MDDVX Income: Equity 14.9% * * * * *   14.4% * * * * *
T. Rowe Equity Income PRFDX Income: Equity 17.6% * * * * *   15.0% * * * * *
Schwab Div Equity SWDSX Income: Equity 14.4% * * * * *   8.7% * * * * *
Vanguard Equity VEIPX Income: Equity 16.1% * * * * *   14.0% * * * * *
Lord Abbett Float Rate LFRAX Income: Float Rate 2.5% * * * * *   2.9% * * * * *
Calamos Global Growth CVLOX Income: Global 15.1% * * * * *   19.9% * * * * *
Loomis Global Eq A LGMAX Income: Global 16.2% * * * * *   17.4% * * * * *
Neuberger Berman Eq Inc NBHAX Income: Global 15.2% * * * * *   10.1% * * * * *
Thornburg Inv Income A TIBAX Income: Global 12.6% * * * * *   14.5% * * * * *
Am Century Target Date ARTOX Income: Multi 9.4% * * * * *   6.3% * * * * *
BlackRock Strat Inc Opp BASIX Income: Multi 4.6% * * * * *   -0.3% * * * * *
Calamos Convertible A CCVIX Income: Multi 12.3% * * * * *   7.8% * * * * *
Invesco Convertible Y CNSDX Income: Multi 11.0% * * * * *   5.5% * * * * *
Fidelity Convertibles FCVSX Income: Multi 10.7% * * * * *   9.5% * * * * *
Goldman Sachs Strat Inc GSZAX Income: Multi 3.6% * * * * *   4.5% * * * * *
Inst: Forward Select KIFYX Income: Multi 12.3% * * * * *   4.1% * * * * *
Nuveen Preferred I NPSRX Income: Multi 7.0% * * * * *   6.9% * * * * *
Pimco Income P PONPX Income: Multi 5.8% * * * * *   -1.0% * * * * *
Principal Preferred PPSIX Income: Multi 6.3% * * * * *   9.5% * * * * *
T. Rowe Global Bond PRSNX Income: Multi 6.2% * * * * *   2.1% * * * * *
T. Rowe Retire Balanced TRRIX Income: Multi 7.5% * * * * *   4.8% * * * * *
Vanguard LifeStrategy VASIX Income: Multi 7.9% * * * * *   2.4% * * * * *
Vanguard Target Retire VTINX Income: Multi 7.0% * * * * *   2.4% * * * * *
Vanguard Wellesley Adm VWIAX Income: Multi 9.9% * * * * *   4.1% * * * * *
Fidelity Muni FHIGX Income: Tax Exempt 8.1% * * * * *   -0.7% * * * * *
Nuveen Amer Muni FLAAX Income: Tax Exempt 7.9% * * * * *   -0.4% * * * * *
BlackRock Nat'l Muni MDNLX Income: Tax Exempt 5.9% * * * * *   -0.9% * * * * *
T. Rowe Summit Muni PRINX Income: Tax Exempt 8.3% * * * * *   -0.1% * * * * *
Vanguard LT Tax-Exempt VWLTX Income: Tax Exempt 9.2% * * * * *   -0.8% * * * * *
Sound Mind Investing SMIFX Momentum 13.2% * * * * *   8.6% * * * * *
Grimaldi Sector NAVFX Sector Rotation 18.1% * * * * *   23.2% * * * * *
FundX Upgrader XCOR Momentum 19.0% * * * * *   21.8% * * * * *
Ibbotson Balanced BETFX Risk-Driven 11.8% * * * * *   10.1% * * * * *
Columbia Thermostat Z COTZX Risk-Driven 9.6% * * * * *   3.3% * * * * *
Dodge & Cox Balanced DODBX Risk-Driven 12.2% * * * * *   12.9% * * * * *
Fidelity Balanced FBALX Risk-Driven 13.1% * * * * *   15.2% * * * * *
Fidelity Puritan FPURX Risk-Driven 14.2% * * * * *   19.6% * * * * *
Janus Balanced JANBX Risk-Driven 12.3% * * * * *   11.2% * * * * *
Schwab Balanced SWOBX Risk-Driven 12.5% * * * * *   12.9% * * * * *
Vanguard Balanced VBIAX Risk-Driven 13.0% * * * * *   13.4% * * * * *
ValueLine AssetAlloc VLAAX Risk-Driven 13.6% * * * * *   13.9% * * * * *
Vanguard Wellesley Inv VWINX Risk-Driven 9.9% * * * * *   4.0% * * * * *
Vanguard LifeStrat Growth VASGX Risk-Driven 14.5% * * * * *   14.2% * * * * *
Vanguard Wellington Inv VWELX Risk-Driven 11.2% * * * * *   12.1% * * * * *
Vanguard STAR Inv VGSTX Risk-Driven 13.8% * * * * *   10.3% * * * * *
FPA Crescent FPACX Risk-Driven 10.6% * * * * *   13.4% * * * * *
WF Asset Allocation WFAIX Risk-Driven 13.1% * * * * *   12.7% * * * * *
Berkshire Hathaway Inc BRK.A Global Macro 17.0% * * * * *   19.2% * * * * *