Article - 34 Portfolios with Greater Annual Return than Warren Buffett over the Last 15 Years

34 Portfolios with Greater Annual Return than Warren Buffett over the Last 15 Years

Winning Portfolio Recipes, with ID, Downside Deviation, and Annual Return for the 15 years ending October 31, 2020. Click any ID to see a Portfolio Recipe's full details.

This table is referenced in the article "Finding Tactical Portfolios That Outperform Warren Buffett's Berkshire Hathaway" as published at and on on Nov 24, 2020.

Portfolio NameID (link)Downside Deviation %Annual Return %
 Berkshire Hathaway IncBRK.A11.10%8.80%
 S&P 500SPY11.1%9.1%
 Minimum CvaRt.cvar5.10%9.90%
Pure Momentumt.pure10.80%17.20% 
 Adaptive Allocation Ft.aaaf6.00%15.00%
Adaptive Allocation Dt.aaad 7.90%12.40%
 Adaptive Allocation Et.aaae 7.70%11.80%
 Target Return 12%t.tret 5.70%11.10%
Adaptive Allocation Bt.aaab6.60%11.10%
Adaptive Allocation Ct.aaac6.60%11.00%
Minimum CdaRt.cdar 6.30%10.90%
Adaptive Allocation At.aaaa 6.50%10.90%
Target Return Post-Modernt.trdd5.90%10.80%
Maximum Sharpe Portfoliot.shar6.80%10.80%
Minimum Variance Ct.mva3 5.30% 10.60%
 Maximum Sortino Portfoliot.sort 7.00%10.50%
Permanent Pluss.plus5.60%10.20%
Minimum Variance At.mvar5.10%10.10%
Minimum Downside MADt.madd 5.20%9.90%
Minimum Mean Abs Deviationt.madm5.20%9.90%
Min Downside Deviationt.risd5.20%9.90%
Minimum Drawdownt.loss5.80% 9.90%
Minimum Variance Bt.mva2 5.30%9.60%
Maximum Diversificationt.mdiv5.70% 9.40%
Equal Risk Contributiont.eqrc5.90%9.40%
Minimum Correlationt.coco 6.30%9.40%
Risk Parity Portfolio At.rpba8.10%9.30%
Faber Rel Strength: Top 1t.frs1 9.90%9.20%
Talmud Equities and Golds.talg 10.10% 10.20%
Minimum Correlation At.mca1 5.70% 9.10%
 Risk Parity Portfolio Bt.rsop 8.30%9.10%
Risk Parity With Clustert.rpcl6.10%9.00%
Equal Weight With Clustert.dist6.90%9.00%
 Minimum Correlation Bt.mca25.80%8.90%
 Loomis Global Eq YLSWWX10.00%8.90%
Active Combined Assett.acap 7.50%8.80%


Warren Buffett's Berkshire Hathaway (BRK.A) has performed well over the the past 15 years.
However, there are tactical portfolio recipes with algorithms and asset allocation methodologies that can offer greater return with less risk.
These tactical portfolio recipes apply a few different approaches: adaptive asset allocation, momentum-based investing, and variance minimization.


as published on  

Disclosure: I am/we are long EFA, IWM, GLD, TLT, QQQ, SPY, EEM. I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it. I have no business relationship with any company whose stock is mentioned in this article.