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All Portfolios, ranked by Downside Deviation

for period ending February 28, 2019
 
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.
    Downside Deviation Total Return, annualized
Recipe NameIDPeer GroupCategory1 year3 year5 year7 year10 year 1 year3 year5 year7 year10 year
   Group average6.6%**** 1.1%****
  
AQR Divers NADANXTactical: ManagedHedged: Arbitrage1.2%**** 4.1%****
AlphaClone AlternativeALFATactical: ManagedHedged: Long/Short16.0%**** 9.1%****
S&P AggressiveAOATactical: ManagedRisk-Driven8.6%**** -0.2%****
S&P ConservativeAOKTactical: ManagedRisk-Driven3.3%**** 1.8%****
S&P ModerateAOMTactical: ManagedRisk-Driven4.3%**** 1.5%****
S&P GrowthAORTactical: ManagedRisk-Driven6.3%**** 0.8%****
Arbitrage IARBNXTactical: ManagedHedged: Arbitrage1.6%**** 1.8%****
Am Century Target DateARTOXTactical: ManagedIncome: Multi5.4%**** 1.5%****
AQR Multi-Strat AltASAIXTactical: ManagedBlended5.4%**** -12.7%****
Absolute Strategies IASFIXTactical: ManagedHedged: Abs Return3.5%**** -1.1%****
Dreyfus Alpha IAVGRXTactical: ManagedBlended6.7%**** 1.2%****
BlackRock Strat Inc OppBASIXTactical: ManagedIncome: Multi0.8%**** -0.0%****
Ibbotson BalancedBETFXTactical: ManagedRisk-Driven6.0%**** 0.0%****
PwrSh Sr Loan PortfolioBKLNTactical: ManagedIncome: Float Rate3.6%**** 3.3%****
BlackRock EmMkt ABLSAXTactical: ManagedHedged: Long/Short10.7%**** -10.1%****
UBS Dyn Alpha ABNAAXTactical: ManagedBlended3.7%**** -3.1%****
UBS Global AllocBPGLXTactical: ManagedGlobal Macro7.1%**** -1.1%****
Robeco Long/Short IBPLSXTactical: ManagedHedged: Long/Short7.4%**** -9.0%****
Berkshire Hathaway IncBRK.ATactical: ManagedGlobal Macro9.2%**** -2.6%****
Calamos Convertible ACCVIXTactical: ManagedIncome: Multi7.2%**** 7.2%****
Invesco Convertible YCNSDXTactical: ManagedIncome: Multi8.6%**** 6.5%****
Columbia Thermostat ZCOTZXTactical: ManagedRisk-Driven2.0%**** 5.2%****
IQ CPI Hedge ETFCPITactical: ManagedHedged: Abs Return2.6%**** 1.2%****
ProShares Lg CapCSMTactical: ManagedHedged: 130-3012.4%**** 2.0%****
Calamos Global GrowthCVLOXTactical: ManagedIncome: Global9.0%**** -4.4%****
Calamos Market Neu IncCVSIXTactical: ManagedHedged: Mkt Neutral1.8%**** 2.7%****
Gugg Multi-AssetCVYTactical: ManagedIncome: Multi11.8%**** 4.7%****
Barclays Conv BondCWBTactical: ManagedIncome: Multi9.2%**** 6.9%****
WisdmTr EM HiYldDEMTactical: ManagedIncome: Equity10.5%**** -4.4%****
WisdmTr EM SmCapDGSTactical: ManagedIncome: Equity12.3%**** -9.7%****
Diamond Hill Long-Short IDHLSXTactical: ManagedHedged: Long/Short9.3%**** 1.0%****
WisdomTree ex-USDLNTactical: ManagedIncome: Equity10.7%**** 5.3%****
WisdmTr Intl SmCapDLSTactical: ManagedIncome: Equity10.5%**** -11.3%****
Dodge & Cox BalancedDODBXTactical: ManagedRisk-Driven8.4%**** 1.4%****
DFA Select Hedged DSHGXTactical: ManagedGlobal Macro11.2%**** -1.8%****
WisdmTr Top 100DTNTactical: ManagedIncome: Equity11.7%**** 1.1%****
MFS Target Return ADVRAXTactical: ManagedHedged: Abs Return2.5%**** 3.6%****
iShares Select DividendDVYTactical: ManagedIncome: Equity9.4%**** 5.3%****
SPDR S&P Int'lDWXTactical: ManagedIncome: Equity7.4%**** -1.8%****
EatonVance GlobalMacroEIGMXTactical: ManagedHedged: Abs Return1.6%**** -1.8%****
Fidelity BalancedFBALXTactical: ManagedRisk-Driven8.7%**** 3.4%****
Fidelity ConvertiblesFCVSXTactical: ManagedIncome: Multi7.4%**** 8.5%****
Fidelity EquityFEQTXTactical: ManagedIncome: Equity11.3%**** 0.8%****
Fidelity MuniFHIGXTactical: ManagedIncome: Tax Exempt1.2%**** 4.2%****
Nuveen Amer MuniFLAAXTactical: ManagedIncome: Tax Exempt1.2%**** 3.6%****
Federated Abs Return AFMAAXTactical: ManagedHedged: Abs Return6.0%**** -14.5%****
FPA CrescentFPACXTactical: ManagedRisk-Driven8.6%**** 0.5%****
Fidelity PuritanFPURXTactical: ManagedRisk-Driven9.1%**** 2.1%****
Fidelity StrategicFSDIXTactical: ManagedIncome: Equity8.0%**** 6.7%****
First Trust Focus 5FVTactical: ManagedSector Rotation16.4%**** 1.4%****
Gabelli ABC AAAGABCXTactical: ManagedHedged: Mkt Neutral1.3%**** 2.0%****
Natixis ASG GlobalGAFYXTactical: ManagedHedged: Abs Return4.4%**** -1.2%****
Goldman Sachs Instl GARTXTactical: ManagedHedged: Abs Return3.8%**** 0.6%****
Aberdeen Opti AllocGASIXTactical: ManagedBlended2.4%**** -0.8%****
GMO Benchm-FreeGBMFXTactical: ManagedGlobal Macro4.3%**** -1.5%****
Goldman DynamicGDIFXTactical: ManagedGlobal Macro2.8%**** 1.1%****
Leuthold GlobalGLBIXTactical: ManagedGlobal Macro6.5%**** -8.8%****
GMO Global AllocGMWAXTactical: ManagedGlobal Macro5.7%**** -2.0%****
Goldman Sachs Strat IncGSZAXTactical: ManagedIncome: Multi2.0%**** -0.3%****
Hedge ReplicationHDGTactical: ManagedBlended4.5%**** 0.2%****
iShares Hi Div EquityHDVTactical: ManagedIncome: Equity9.1%**** 11.0%****
Hancock Horizon InstHHQTXTactical: ManagedHedged: Long/Short7.6%**** -1.5%****
ETF: SPDR Inc AllocINKMTactical: ManagedIncome: Multi3.9%**** 2.8%****
Ivy Asset StrategyIVAEXTactical: ManagedGlobal Macro18.8%**** -14.6%****
IVA WorldwideIVWIXTactical: ManagedGlobal Macro5.9%**** -0.9%****
iSh MultiAsset IncomeIYLDTactical: ManagedIncome: Multi3.2%**** 4.4%****
Janus BalancedJANBXTactical: ManagedRisk-Driven6.6%**** 5.9%****
Jhancock Global Abs Ret IJHAIXTactical: ManagedHedged: Abs Return2.9%**** -2.1%****
JPMorgan Mkt Neutral AJMNAXTactical: ManagedHedged: Mkt Neutral3.2%**** 0.0%****
KCM MacroTrendsKCMTXTactical: ManagedHedged: Long/Short10.0%**** 2.6%****
Inst: Forward SelectKIFYXTactical: ManagedIncome: Multi6.0%**** 7.4%****
Columbia Div IncomeLBSAXTactical: ManagedIncome: Equity10.4%**** 5.2%****
Invesco Divers DividendLCEIXTactical: ManagedIncome: Equity8.9%**** 4.4%****
Leuthold CoreLCORXTactical: ManagedGlobal Macro5.2%**** -4.1%****
Lord Abbett Float RateLFRAXTactical: ManagedIncome: Float Rate2.8%**** 2.2%****
Loomis Global Eq ALGMAXTactical: ManagedIncome: Global8.3%**** 2.0%****
Loomis Global Eq YLSWWXTactical: ManagedGlobal Macro8.3%**** 2.3%****
BlackRock Global IMALOXTactical: ManagedGlobal Macro6.2%**** -1.9%****
IQ Hedge Macro ETFMCROTactical: ManagedBlended3.8%**** -0.9%****
BlackRock Eq DividendMDDVXTactical: ManagedIncome: Equity10.7%**** 1.7%****
FirstTrust Multi-AssetMDIVTactical: ManagedIncome: Multi6.3%**** 7.6%****
BlackRock Nat'l MuniMDNLXTactical: ManagedIncome: Tax Exempt1.1%**** 2.7%****
MainStay Marketfield AMFADXTactical: ManagedHedged: Long/Short8.8%**** -9.6%****
MFS Global Tot RetMFWIXTactical: ManagedGlobal Macro5.7%**** -0.5%****
Aberdeen Long-Short AMLSAXTactical: ManagedHedged: Long/Short12.6%**** 4.7%****
IQ Merger ArbitrageMNATactical: ManagedHedged: Arbitrage0.9%**** 4.1%****
MainStay Int'l OppMYITXTactical: ManagedHedged: 130-3011.5%**** -15.2%****
Grimaldi SectorNAVFXTactical: ManagedSector Rotation13.4%**** -0.2%****
Neuberger Berman Eq IncNBHAXTactical: ManagedIncome: Global9.0%**** 4.0%****
Nuveen Preferred INPSRXTactical: ManagedIncome: Multi3.1%**** 0.6%****
Putnam Abs Ret 100 YPARYXTactical: ManagedHedged: Abs Return0.1%**** 3.1%****
PIMCO All-AssetPAUIXTactical: ManagedGlobal Macro4.1%**** -2.0%****
Putnam 700 YPDMYXTactical: ManagedHedged: Abs Return4.4%**** -2.6%****
DWA Tech LeadersPDPTactical: ManagedBlended15.3%**** 4.2%****
iShr Preferred ETFPFFTactical: ManagedIncome: Multi4.1%**** 2.3%****
PIMCO Global MultiPGAIXTactical: ManagedGlobal Macro ****  ****
PowerSh Preferred ETFPGXTactical: ManagedIncome: Multi3.7%**** 4.2%****
PowerShares Intl DivPIDTactical: ManagedIncome: Equity9.5%**** 3.6%****
Principal GlobMultiStratPMSAXTactical: ManagedBlended2.9%**** -1.3%****
Pimco Income PPONPXTactical: ManagedIncome: Multi0.5%**** 3.3%****
Principal PreferredPPSIXTactical: ManagedIncome: Multi2.3%**** 1.4%****
T. Rowe Equity IncomePRFDXTactical: ManagedIncome: Equity11.7%**** 0.1%****
T. Rowe Summit MuniPRINXTactical: ManagedIncome: Tax Exempt1.2%**** 2.9%****
Permanent PortfolioPRPFXStrategic: ManagedLow Equity4.7%**** 2.1%****
T. Rowe Global BondPRSNXTactical: ManagedIncome: Multi1.1%**** 3.1%****
iSh Global EnergyPWCTactical: ManagedBlended12.1%**** 1.6%****
Putnam Abs Ret 300 YPYTRXTactical: ManagedHedged: Abs Return1.5%**** 2.4%****
IQ Hedge Multi-StratQAITactical: ManagedBlended3.4%**** -0.4%****
IQ Hedge ETFQMNTactical: ManagedHedged: Mkt Neutral1.9%**** 0.6%****
RAFI Long-ShortRALSTactical: ManagedHedged: Long/Short2.4%**** -1.0%****
RiverFront GlobalGroRLTSXTactical: ManagedGlobal Macro11.7%**** -7.9%****
MultiAsset ETFRLYTactical: ManagedHedged: Abs Return8.2%**** -0.9%****
S&P 500 Equal WeightRSPStrategic: ManagedEqual Weight12.8%**** 5.1%****
Hundredfold SelectSFHYXTactical: ManagedBlended3.7%**** 1.4%****
Sound Mind InvestingSMIFXTactical: ManagedMomentum13.8%**** -4.9%****
Schwab Div EquitySWDSXTactical: ManagedIncome: Equity12.0%**** 0.4%****
Schwab Hedged EqSWHEXTactical: ManagedHedged: Long/Short6.6%**** -1.7%****
Schwab BalancedSWOBXTactical: ManagedRisk-Driven8.1%**** 3.0%****
FundX Tact UpgraderTACTXTactical: ManagedMomentum2.7%**** 4.7%****
Thornburg Inv Income ATIBAXTactical: ManagedIncome: Global6.6%**** 3.0%****
Thornburg Inv Income YTIBIXTactical: ManagedGlobal Macro6.3%**** 2.9%****
T. Rowe Retire BalancedTRRIXTactical: ManagedIncome: Multi4.2%**** 2.0%****
Vanguard LifeStrat GrowthVASGXTactical: ManagedRisk-Driven8.7%**** 1.1%****
Vanguard LifeStrategyVASIXTactical: ManagedIncome: Multi2.1%**** 2.9%****
Vanguard BalancedVBIAXTactical: ManagedRisk-Driven7.2%**** 4.6%****
Vanguard Conv SecVCVSXTactical: ManagedIncome: Multi5.7%**** 0.0%****
Vanguard EquityVEIPXTactical: ManagedIncome: Equity10.4%**** 4.9%****
VALIC Global StratVGLSXTactical: ManagedGlobal Macro7.3%**** -1.8%****
Vanguard STAR InvVGSTXTactical: ManagedRisk-Driven7.6%**** 1.8%****
Vanguard Hi Div YldVHDYXTactical: ManagedIncome: Equity10.6%**** 4.3%****
ValueLine AssetAllocVLAAXTactical: ManagedRisk-Driven8.3%**** 10.4%****
Vanguard Market NeutralVMNFXTactical: ManagedHedged: Mkt Neutral4.7%**** -5.1%****
Vanguard Managed PayoutVPGDXTactical: ManagedIncome: Multi5.5%**** 0.4%****
Vanguard Target RetireVTINXTactical: ManagedIncome: Multi3.0%**** 2.4%****
Vanguard Wellington InvVWELXTactical: ManagedRisk-Driven6.6%**** 4.1%****
Vanguard Wellesley AdmVWIAXTactical: ManagedIncome: Multi3.3%**** 4.4%****
Vanguard Wellesley InvVWINXTactical: ManagedRisk-Driven3.3%**** 4.4%****
Vanguard LT Tax-Exempt VWLTXTactical: ManagedIncome: Tax Exempt1.2%**** 4.1%****
WF Asset AllocationWFAIXTactical: ManagedRisk-Driven7.5%**** 4.0%****
Strategic 50-50s.5050Strategic: DIYBalanced5.8%**** 4.6%****
Strategic 60-40 Portfolios.6040Strategic: DIYBalanced7.1%**** 4.8%****
Strategic 70-30 Portfolios.7030Strategic: DIYHigh Equity8.5%**** 4.9%****
7Twelve Israelsons.712Strategic: DIYBalanced7.6%**** 1.7%****
Strategic 80-20 Portfolios.8020Strategic: DIYHigh Equity9.9%**** 5.0%****
ETF Aggressives.aggrStrategic: DIYHigh Equity8.9%**** -1.3%****
Lazy: Aronsons.aronStrategic: DIYHigh Equity8.4%**** 1.0%****
Ben Stein inspireds.bensStrategic: DIYHigh Equity8.6%**** 1.1%****
Harry Browne inspireds.browStrategic: DIYLow Equity2.4%**** 3.0%****
Lazy: Ultimate Buy & Holds.buyhStrategic: DIYBalanced6.1%**** 1.5%****
Lazy: Coffeehouses.coffStrategic: DIYBalanced6.8%**** 4.8%****
Couch Potato: Scott Burnss.coucStrategic: DIYBalanced6.5%**** 3.8%****
Ray Dalio inspireds.daliStrategic: DIYLow Equity3.0%**** 2.6%****
Ben Graham 50-50s.grahStrategic: DIYBalanced5.4%**** 1.2%****
Safe Haven Portfolios.haveStrategic: DIYBalanced2.9%**** 4.2%****
Ivy Portfolios.ivypStrategic: DIYLow Equity7.1%**** 4.2%****
Six Ways from Sundays.lazyStrategic: DIYBalanced8.1%**** 2.8%****
Low Volatility Portfolios.lowvStrategic: DIYHigh Equity3.8%**** 4.6%****
Lazy: Margaritavilles.margStrategic: DIYBalanced7.4%**** 0.2%****
ETF Moderates.modeStrategic: DIYBalanced6.8%**** 2.5%****
Lazy: No Brainers.nobrStrategic: DIYHigh Equity8.9%**** 2.7%****
No Equity Portfolios.noeqStrategic: DIYLow Equity2.9%**** 7.8%****
Permanent Pluss.plusStrategic: DIYLow Equity3.7%**** 3.7%****
Lazy: Second Graders.secoStrategic: DIYHigh Equity10.1%**** 1.4%****
Lazy: Smart Moneys.smarStrategic: DIYBalanced6.8%**** 3.1%****
Black Swan Hyperinflations.swanStrategic: DIYLow Equity5.8%**** -1.5%****
David Swensen inspireds.swenStrategic: DIYBalanced7.2%**** 5.2%****
Talmud Broad Markets.talbStrategic: DIYLow Equity7.0%**** 9.5%****
Talmud with Blue Chips.talcStrategic: DIYLow Equity6.1%**** 9.8%****
Talmud Equities and Golds.talgStrategic: DIYLow Equity5.4%**** 8.3%****
Talmud Dividend Equitiess.talmStrategic: DIYLow Equity4.6%**** 10.2%****
Talmud with Small Caps.talsStrategic: DIYLow Equity8.8%**** 9.5%****
Worst Case Scenarios.worsStrategic: DIYLow Equity2.1%**** 2.7%****
Lazy: Yale Unconventionals.yaleStrategic: DIYHigh Equity7.2%**** 5.0%****
Adaptive Allocation At.aaaaTactical: DIYAdaptive7.0%**** -1.7%****
Adaptive Allocation Bt.aaabTactical: DIYAdaptive7.1%**** -1.8%****
Adaptive Allocation Ct.aaacTactical: DIYAdaptive7.1%**** -2.1%****
Adaptive Allocation Dt.aaadTactical: DIYAdaptive6.8%**** -3.2%****
Adaptive Allocation Et.aaaeTactical: DIYAdaptive7.9%**** 3.8%****
Adaptive Allocation Ft.aaafTactical: DIYAdaptive8.9%**** 0.8%****
Active Combined Assett.acapTactical: DIYMomentum5.9%**** 0.4%****
Minimum CdaRt.cdarTactical: DIYRisk-Driven5.7%**** -2.6%****
Minimum Correlationt.cocoTactical: DIYCorrelation6.6%**** 1.1%****
Minimum CvaRt.cvarTactical: DIYRisk-Driven5.4%**** 1.3%****
Defensive Bondt.dbndTactical: DIYMomentum0.6%**** 3.7%****
Equal Weight With Clustert.distTactical: DIYCorrelation4.7%**** 4.8%****
Dynamic Harry Brownet.dyhbTactical: DIYMomentum4.1%**** 0.6%****
Equal Risk Contributiont.eqrcTactical: DIYRisk-Driven5.2%**** 1.2%****
Equal Weight Portfoliot.eqwtTactical: DIYEqual Weight7.6%**** 2.9%****
Faber Rel Strength: Top 1t.frs1Tactical: DIYMomentum10.7%**** -6.8%****
Faber Rel Strength: Top 2t.frs2Tactical: DIYMomentum9.8%**** -9.4%****
Faber Rel Strength: Top 3t.frs3Tactical: DIYMomentum6.8%**** -2.5%****
Faber Rel Strength: Top 4t.frs4Tactical: DIYMomentum5.0%**** -1.2%****
Minimum Drawdownt.lossTactical: DIYRisk-Driven4.4%**** 5.6%****
Minimum Downside MADt.maddTactical: DIYRisk-Driven4.4%**** 1.3%****
Minimum Mean Abs Deviationt.madmTactical: DIYRisk-Driven4.4%**** 1.3%****
Minimum Correlation At.mca1Tactical: DIYRisk-Driven4.6%**** 1.5%****
Minimum Correlation Bt.mca2Tactical: DIYRisk-Driven5.1%**** 0.8%****
Maximum Diversificationt.mdivTactical: DIYDiversification5.8%**** 0.7%****
Minimum Variance Bt.mva2Tactical: DIYRisk-Driven4.5%**** 0.9%****
Minimum Variance Ct.mva3Tactical: DIYRisk-Driven5.2%**** 0.8%****
Minimum Variance At.mvarTactical: DIYRisk-Driven4.7%**** 1.7%****
Pure Momentumt.pureTactical: DIYMomentum10.5%**** 3.9%****
Quarterly Asset Rotationt.qaroTactical: DIYMomentum2.6%**** 2.8%****
Min Downside Deviationt.risdTactical: DIYRisk-Driven4.7%**** 3.1%****
Risk Parity Portfolio At.rpbaTactical: DIYRisk-Driven6.3%**** 2.3%****
Risk Parity With Clustert.rpclTactical: DIYRisk-Driven4.3%**** 2.4%****
Risk Parity Portfolio Bt.rsopTactical: DIYRisk-Driven6.5%**** 2.2%****
Maximum Sharpe Portfoliot.sharTactical: DIYRisk/Reward7.2%**** -0.3%****
Maximum Sortino Portfoliot.sortTactical: DIYRisk/Reward7.1%**** 0.6%****
Quartile Sector Rotationt.srqrTactical: DIYSector Rotation21.1%**** -9.7%****
Rel Strength Sector Rotatnt.srrsTactical: DIYSector Rotation10.2%**** -2.1%****
Top 3 Sector Rotationt.srt3Tactical: DIYSector Rotation12.7%**** -8.8%****
Top 5 Sector Rotationt.srt5Tactical: DIYSector Rotation13.3%**** -2.1%****
Target Return Post-Modernt.trddTactical: DIYTarget Return9.6%**** -4.7%****
Target Return 12%t.tretTactical: DIYRisk-Driven9.6%**** -4.9%****
Target Risk 10%t.trisTactical: DIYRisk-Driven7.8%**** -2.6%****