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 Name | ID (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% |
Get More Portfolio Recipes
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.
