20 Portfolios that Beat the Couch Potato Portfolio on a Risk-Adjusted Basis

Winning Portfolio Recipes, with ID, Maximum Drawdown, and Annual Return for the 10 years ending July 31, 2016. Click any ID to see a Portfolio Recipe's full details.

Portfolio Name ID (link) Max Drawdown % Annual Return %
Couch Potato: Scott Burns s.couc -28.7% 6.6%
Minimum CvaR t.cvar -11.0% 10.7%
Target Return 12% t.tret -11.2% 12.6%
Minimum Mean Abs Deviation t.madm -11.2% 10.8%
Minimum Downside MAD t.madd -11.2% 10.7%
Minimum Variance A t.mvar -11.2% 10.7%
Min Downside Deviation t.risd -11.5% 10.1%
Minimum Variance B t.mva2 -11.6% 10.6%
Maximum Diversification t.mdiv -11.7% 10.8%
Minimum Variance C t.mva3 -12.1% 11.7%
Target Return Post-Modern t.trdd -12.5% 12.7%
Minimum Drawdown t.loss -13.4% 10.4%
Adaptive Allocation A t.aaaa -13.8% 12.6%
Minimum CdaR t.cdar -14.8% 11.5%
Equal Risk Contribution t.eqrc -15.3% 9.7%
Rel Strength Sector Rotatn t.srrs -16.8% 8.5%
Vanguard Wellesley Adm VWIAX -18.7% 7.5%
Vanguard Wellesley Inv VWINX -18.8% 7.6%
Janus Balanced JANBX -21.5% 7.8%
Faber Rel Strength: Top 1 t.frs1 -25.0% 11.9%
Strategic 50-50 s.5050 -26.7% 6.8%