Article - 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.
You can also get FREE, instant access to analytics for 275+ Portfolio Recipes, including tactical, strategic, do-it-yourself, and managed.

IDPortfolio Recipe / FundAnnualized Total Return (15 Years)Maximum Drawdown (15 Years)
t.purePure Momentum18.311-26.225
t.aaafAdaptive Allocation F14.697-13.415
t.aaadAdaptive Allocation D12.677-17.442
t.aaadAdaptive Allocation E12.656-17.993
t.aaaaAdaptive Allocation A11.805-13.762
t.aaabAdaptive Allocation B11.729-13.99
t.aaacAdaptive Allocation C11.632-14.239
t.sharMaximum Sharpe Portfolio11.534-19.073
t.srt5Top 5 Sector Rotation11.453-34.466
t.sortMaximum Sortino Portfolio11.274-18.593
t.cdarMinimum CdaR10.919-14.847
t.tretTarget Return 12%10.874-12.725
t.trddTarget Return Post-Modern10.752-12.583
t.mva3Minimum Variance C10.306-12.082
t.frs1Faber Rel Strength: Top 110.061-24.974
t.mvarMinimum Variance A9.706-11.229
t.madmMinimum Mean Abs Deviation9.627-11.221
t.maddMinimum Downside MAD9.602-11.221
t.srrsRel Strength Sector Rotatn9.528-16.797
t.risdMin Downside Deviation9.457-11.515
t.rpbaRisk Parity Portfolio A9.341-31.212
s.plusPermanent Plus9.314-17.143
t.eqrcEqual Risk Contribution9.137-15.333
t.cocoMinimum Correlation9.089-17.019
t.mva2Minimum Variance B9.057-11.622
t.rsopRisk Parity Portfolio B9.052-33.058
t.mdivMaximum Diversification8.994-11.732
t.frs3Faber Rel Strength: Top 38.926-17.325
JANBXJanus Balanced8.886-21.487
BPLSXRobeco Long/Short I8.816-34.301
t.mca2Minimum Correlation B8.598-15.295
VWELXVanguard Wellington Inv8.555-32.534
t.mca1Minimum Correlation A8.5-14.591
CCVIXCalamos Convertible A8.425-31.601
t.rpclRisk Parity With Cluster8.29-13.481
t.distEqual Weight With Cluster8.267-18.474
FPACXFPA Crescent8.109-28.84
s.6040Strategic 60-40 Portfolio8.091-32.21
t.acapActive Combined Asset8.05-17.278
VGSTXVanguard STAR Inv8.002-35.64

 

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Get FREE, instant access to 275+ Portfolio Recipes, including tactical, strategic, do-it-yourself, and managed.

Find low risk, high return Portfolio Recipes using full analytics (Performance, Risk vs. Return, Risk) for each individual Portfolio Recipe.

Compare all Portfolio Recipes head-to-head using risk vs. return scatterplots. Compare 100+ asset class ETFs with results over 1, 3, 5, 7, and 10-year periods.