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 RecipeInvesting.com and on SeekingAlpha.com on Nov 24, 2020.
| Portfolio Name | ID (link) | Downside Deviation % | Annual Return % |
| Berkshire Hathaway Inc | BRK.A | 11.10% | 8.80% |
| S&P 500 | SPY | 11.1% | 9.1% |
| Minimum CvaR | t.cvar | 5.10% | 9.90% |
| Pure Momentum | t.pure | 10.80% | 17.20% |
| Adaptive Allocation F | t.aaaf | 6.00% | 15.00% |
| Adaptive Allocation D | t.aaad | 7.90% | 12.40% |
| Adaptive Allocation E | t.aaae | 7.70% | 11.80% |
| Target Return 12% | t.tret | 5.70% | 11.10% |
| Adaptive Allocation B | t.aaab | 6.60% | 11.10% |
| Adaptive Allocation C | t.aaac | 6.60% | 11.00% |
| Minimum CdaR | t.cdar | 6.30% | 10.90% |
| Adaptive Allocation A | t.aaaa | 6.50% | 10.90% |
| Target Return Post-Modern | t.trdd | 5.90% | 10.80% |
| Maximum Sharpe Portfolio | t.shar | 6.80% | 10.80% |
| Minimum Variance C | t.mva3 | 5.30% | 10.60% |
| Maximum Sortino Portfolio | t.sort | 7.00% | 10.50% |
| Permanent Plus | s.plus | 5.60% | 10.20% |
| Minimum Variance A | t.mvar | 5.10% | 10.10% |
| Minimum Downside MAD | t.madd | 5.20% | 9.90% |
| Minimum Mean Abs Deviation | t.madm | 5.20% | 9.90% |
| Min Downside Deviation | t.risd | 5.20% | 9.90% |
| Minimum Drawdown | t.loss | 5.80% | 9.90% |
| Minimum Variance B | t.mva2 | 5.30% | 9.60% |
| Maximum Diversification | t.mdiv | 5.70% | 9.40% |
| Equal Risk Contribution | t.eqrc | 5.90% | 9.40% |
| Minimum Correlation | t.coco | 6.30% | 9.40% |
| Risk Parity Portfolio A | t.rpba | 8.10% | 9.30% |
| Faber Rel Strength: Top 1 | t.frs1 | 9.90% | 9.20% |
| Talmud Equities and Gold | s.talg | 10.10% | 10.20% |
| Minimum Correlation A | t.mca1 | 5.70% | 9.10% |
| Risk Parity Portfolio B | t.rsop | 8.30% | 9.10% |
| Risk Parity With Cluster | t.rpcl | 6.10% | 9.00% |
| Equal Weight With Cluster | t.dist | 6.90% | 9.00% |
| Minimum Correlation B | t.mca2 | 5.80% | 8.90% |
| Loomis Global Eq Y | LSWWX | 10.00% | 8.90% |
| Active Combined Asset | t.acap | 7.50% | 8.80% |
Summary
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.
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.