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.

Portfolio NameID (link)Downside
Deviation
Annual
Return
Berkshire Hathaway Inc BRK.A 11.1% 8.8%
S&P 500 (for comparison) SPY 11.1% 9.1%
Pure Momentum t.pure 10.8% 17.2%
Adaptive Allocation F t.aaaf 6.0% 15.0%
Adaptive Allocation D t.aaad 7.9% 12.4%
Adaptive Allocation E t.aaae 7.7% 11.8%
Target Return 12% t.tret 5.7% 11.1%
Adaptive Allocation B t.aaab 6.6% 11.1%
Adaptive Allocation C t.aaac 6.6% 11.0%
Minimum CdaR t.cdar 6.3% 10.9%
Adaptive Allocation A t.aaaa 6.5% 10.9%
Target Return Post-Modern t.trdd 5.9% 10.8%
Maximum Sharpe Portfolio t.shar 6.8% 10.8%
Minimum Variance C t.mva3 5.3% 10.6%
Maximum Sortino Portfolio t.sort 7.0% 10.5%
Permanent Plus s.plus 5.6% 10.2%
Minimum Variance A t.mvar 5.1% 10.1%
Minimum CvaR t.cvar 5.1% 9.9%
Minimum Downside MAD t.madd 5.2% 9.9%
Minimum Mean Abs Deviation t.madm 5.2% 9.9%
Min Downside Deviation t.risd 5.2% 9.9%
Minimum Drawdown t.loss 5.8% 9.9%
Minimum Variance B t.mva2 5.3% 9.6%
Maximum Diversification t.mdiv 5.7% 9.4%
Equal Risk Contribution t.eqrc 5.9% 9.4%
Minimum Correlation t.coco 6.3% 9.4%
Risk Parity Portfolio A t.rpba 8.1% 9.3%
Faber Rel Strength: Top 1 t.frs1 9.9% 9.2%
Talmud Equities and Gold s.talg 10.1% 9.2%
Minimum Correlation A t.mca1 5.7% 9.1%
Risk Parity Portfolio B t.rsop 8.3% 9.1%
Risk Parity With Cluster t.rpcl 6.1% 9.0%
Equal Weight With Cluster t.dist 6.9% 9.0%
Minimum Correlation B t.mca2 5.8% 8.9%
Loomis Global Equity Y LSWWX 10.0% 8.9%
Active Combined Asset t.acap 7.5% 8.8%

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