40 Portfolio Recipes that Beat the "Lazy Portfolios" Over the Last 15 Years
40 Portfolio Recipes that Beat the "Lazy Portfolios" Over the Last 15 Years
Portfolio Recipes that Beat the Lazy Portfolios, with ID, Annual Return, and Maximum Drawdown for the 15 years ending March 31, 2021. Click any ID to see a Portfolio Recipe's full details.
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| ID | Portfolio Recipe / Fund | Annualized Total Return (15 Years) | Maximum Drawdown (15 Years) |
| t.pure | Pure Momentum | 18.311 | -26.225 |
| t.aaaf | Adaptive Allocation F | 14.697 | -13.415 |
| t.aaad | Adaptive Allocation D | 12.677 | -17.442 |
| t.aaad | Adaptive Allocation E | 12.656 | -17.993 |
| t.aaaa | Adaptive Allocation A | 11.805 | -13.762 |
| t.aaab | Adaptive Allocation B | 11.729 | -13.99 |
| t.aaac | Adaptive Allocation C | 11.632 | -14.239 |
| t.shar | Maximum Sharpe Portfolio | 11.534 | -19.073 |
| t.srt5 | Top 5 Sector Rotation | 11.453 | -34.466 |
| t.sort | Maximum Sortino Portfolio | 11.274 | -18.593 |
| t.cdar | Minimum CdaR | 10.919 | -14.847 |
| t.tret | Target Return 12% | 10.874 | -12.725 |
| t.trdd | Target Return Post-Modern | 10.752 | -12.583 |
| t.mva3 | Minimum Variance C | 10.306 | -12.082 |
| t.frs1 | Faber Rel Strength: Top 1 | 10.061 | -24.974 |
| t.mvar | Minimum Variance A | 9.706 | -11.229 |
| t.madm | Minimum Mean Abs Deviation | 9.627 | -11.221 |
| t.madd | Minimum Downside MAD | 9.602 | -11.221 |
| t.srrs | Rel Strength Sector Rotatn | 9.528 | -16.797 |
| t.risd | Min Downside Deviation | 9.457 | -11.515 |
| t.rpba | Risk Parity Portfolio A | 9.341 | -31.212 |
| s.plus | Permanent Plus | 9.314 | -17.143 |
| t.eqrc | Equal Risk Contribution | 9.137 | -15.333 |
| t.coco | Minimum Correlation | 9.089 | -17.019 |
| t.mva2 | Minimum Variance B | 9.057 | -11.622 |
| t.rsop | Risk Parity Portfolio B | 9.052 | -33.058 |
| t.mdiv | Maximum Diversification | 8.994 | -11.732 |
| t.frs3 | Faber Rel Strength: Top 3 | 8.926 | -17.325 |
| JANBX | Janus Balanced | 8.886 | -21.487 |
| BPLSX | Robeco Long/Short I | 8.816 | -34.301 |
| t.mca2 | Minimum Correlation B | 8.598 | -15.295 |
| VWELX | Vanguard Wellington Inv | 8.555 | -32.534 |
| t.mca1 | Minimum Correlation A | 8.5 | -14.591 |
| CCVIX | Calamos Convertible A | 8.425 | -31.601 |
| t.rpcl | Risk Parity With Cluster | 8.29 | -13.481 |
| t.dist | Equal Weight With Cluster | 8.267 | -18.474 |
| FPACX | FPA Crescent | 8.109 | -28.84 |
| s.6040 | Strategic 60-40 Portfolio | 8.091 | -32.21 |
| t.acap | Active Combined Asset | 8.05 | -17.278 |
| VGSTX | Vanguard STAR Inv | 8.002 | -35.64 |
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