Portfolio Screener
Use this portfolio screener to sort and filter all of the portfolios tracked on this site. Click the ‘Filters’ button to adjust any of the statistics to find your perfect portfolio.
| Portfolio | Type | Trade Freq | Annual Return | 10Y Annual Return | Sharpe Ratio | Max DD | Vol | 1-Yr Rolling Return Avg. | 3-Yr Rolling Return Avg. | 5-Yr Rolling Return Avg. | 10-Yr Rolling Return Avg. | Positive Months % | Ulcer Index | Ulcer Performance Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Rob Arnott Portfolio | Buy and Hold | Static | 6.1% | 3.8% | 0.58 | -23.2% | 6.8% | 6.5% | 6.6% | 6.4% | 6.5% | 68.5% | 4.1 | 1.0% |
| Core Four Portfolio by Rick Ferri | Buy and Hold | Static | 8.3% | 7.7% | 0.54 | -44.4% | 11.9% | 9.2% | 8.9% | 8.5% | 7.7% | 65.4% | 9.7 | 0.7% |
| Pinwheel Portfolio | Buy and Hold | Static | 7.9% | 5.1% | 0.57 | -36.6% | 10.5% | 8.4% | 8.0% | 7.9% | 8.1% | 66.8% | 6.5 | 0.9% |
| Ultimate Buy and Hold – Portfolio 7 by Paul Merriman | Buy and Hold | Static | 8.6% | 6.6% | 0.46 | -57.6% | 16.0% | 10.0% | 8.8% | 8.4% | 8.5% | 63.2% | 12.9 | 0.6% |
| Ultimate Buy and Hold – Portfolio 8 by Paul Merriman | Buy and Hold | Static | 8.6% | 6.3% | 0.45 | -57.4% | 16.5% | 10.2% | 8.8% | 8.3% | 8.2% | 61.5% | 13.4 | 0.6% |
| Ivy Portfolio – Rotation | Tactical | Monthly | 13.1% | 7.3% | 0.76 | -26.0% | 14.7% | 14.1% | 13.9% | 13.6% | 13.6% | 64.8% | 7.3 | 1.5% |
| Ivy Portfolio – Timing | Tactical | Monthly | 7.1% | 4.8% | 0.74 | -13.1% | 6.5% | 7.3% | 7.2% | 7.0% | 7.0% | 69.8% | 3.7 | 1.3% |
| Ivy Portfolio by Meb Faber | Buy and Hold | Static | 7.0% | 5.2% | 0.47 | -44.4% | 11.2% | 7.8% | 7.1% | 6.8% | 6.8% | 65.9% | 8.2 | 0.6% |
| Global Asset Allocation (GAA) Portfolio by Meb Faber | Buy and Hold | Static | 7.2% | 4.7% | 0.65 | -23.5% | 7.8% | 7.2% | 7.2% | 7.0% | 7.2% | 67.6% | 4.5 | 1.1% |
| The Larry Portfolio by Larry Swedroe | Buy and Hold | Static | 6.6% | 2.5% | 0.73 | -19.3% | 6.0% | 6.6% | 6.9% | 7.0% | 7.3% | 70.0% | 3.3 | 1.3% |
| Big Rocks Highly Aggressive Portfolio by Larry Swedroe | Buy and Hold | Static | 9.0% | 7.5% | 0.49 | -55.8% | 15.9% | 10.3% | 9.0% | 8.5% | 8.4% | 65.6% | 12.0 | 0.6% |
| Big Rocks Moderately Aggressive Portfolio by Larry Swedroe | Buy and Hold | Static | 8.3% | 6.4% | 0.52 | -45.7% | 12.7% | 9.1% | 8.3% | 8.0% | 8.0% | 67.1% | 8.9 | 0.7% |
| Big Rocks Moderate Portfolio by Larry Swedroe | Buy and Hold | Static | 7.5% | 5.2% | 0.57 | -34.4% | 9.7% | 7.9% | 7.6% | 7.6% | 7.4% | 68.5% | 6.3 | 0.9% |
| Big Rocks Conservative Portfolio by Larry Swedroe | Buy and Hold | Static | 6.6% | 4.0% | 0.64 | -22.0% | 7.0% | 6.7% | 6.7% | 6.6% | 6.6% | 72.1% | 4.1 | 1.1% |
| Desert Portfolio | Buy and Hold | Static | 7.1% | 4.6% | 0.79 | -17.8% | 6.0% | 7.3% | 7.6% | 7.5% | 7.4% | 67.0% | 2.9 | 1.6% |
| Golden Butterfly Portfolio | Buy and Hold | Static | 7.5% | 5.1% | 0.70 | -18.0% | 7.5% | 7.9% | 8.0% | 7.8% | 8.0% | 65.3% | 3.4 | 1.5% |
| Ideal Index Portfolio | Buy and Hold | Static | 7.0% | 5.3% | 0.47 | -40.1% | 11.0% | 7.7% | 7.3% | 7.0% | 6.9% | 65.9% | 7.8 | 0.7% |
| Lazy Portfolio by David Swensen | Buy and Hold | Static | 8.4% | 6.2% | 0.60 | -40.4% | 10.8% | 8.8% | 8.4% | 8.0% | 8.0% | 67.1% | 7.3 | 0.9% |
| 7Twelve Portfolio | Buy and Hold | Static | 6.89% | 4.8% | 0.50 | -36.5% | 10.0% | 7.3% | 6.9% | 6.8% | 6.9% | 65.9% | 6.6 | 0.8% |
| Balanced – Tax Aware Portfolio by Schwab | Buy and Hold | Static | 6.3% | 4.2% | 0.58 | -25.4% | 7.2% | 6.3% | 6.2% | 6.0% | 6.0% | 68.2% | 4.3 | 1.0% |
| Balanced Portfolio by Schwab | Buy and Hold | Static | 6.3% | 4.2% | 0.58 | -25.8% | 7.2% | 6.3% | 6.2% | 6.0% | 6.0% | 68.2% | 4.4 | 0.9% |
| Income with Growth – Tax Aware Portfolio by Schwab | Buy and Hold | Static | 5.14% | 3.1% | 0.63 | -14.0% | 4.6% | 5.4% | 5.5% | 5.4% | 5.3% | 70.5% | 2.1 | 1.1% |
| Income with Growth Portfolio by Schwab | Buy and Hold | Static | 4.8% | 3.3% | 0.60 | -17.8% | 4.8% | 4.8% | 4.8% | 4.8% | 4.8% | 69.3% | 3.3 | 0.9% |
| Conservative Income-Tax Aware Portfolio by Schwab | Buy and Hold | Static | 3.9% | 1.5% | 0.58 | -12.2% | 3.3% | 3.9% | 4.1% | 4.1% | 4.0% | 68.7% | 2.1 | 0.9% |
| Conservative Income Portfolio by Schwab | Buy and Hold | Static | 3.9% | 1.8% | 0.62 | -11.3% | 3.1% | 3.9% | 4.1% | 4.0% | 4.0% | 70.3% | 2.0 | 0.9% |
| Mid-Twenties Portfolio by Burton Malkiel | Buy and Hold | Static | 7.2% | 6.8% | 0.45 | -48.9% | 13.4% | 8.0% | 7.4% | 7.2% | 7.3% | 61.7% | 10.7 | 0.6% |
| Late Thirties to Early Forties Portfolio by Burton Malkiel | Buy and Hold | Static | 7.2% | 6.7% | 0.46 | -46.8% | 12.7% | 7.9% | 7.4% | 7.1% | 7.3% | 62.7% | 10.0 | 0.6% |
| Mid-Fifties Portfolio by Burton Malkiel | Buy and Hold | Static | 7.1% | 6.4% | 0.48 | -43.9% | 11.8% | 7.7% | 7.3% | 7.1% | 7.2% | 62.7% | 8.8 | 0.6% |
| Late Sixties and Beyond by Burton Malkiel | Buy and Hold | Static | 6.7% | 5.8% | 0.51 | -37.9% | 10.0% | 7.1% | 7.0% | 6.8% | 6.9% | 64.6% | 7.1 | 0.7% |
| Bogleheads Three Fund Portfolio | Buy and Hold | Static | 8.7% | 7.9% | 0.56 | -43.3% | 11.8% | 9.2% | 8.8% | 8.6% | 7.6% | 66.0% | 9.5 | 0.7% |
| Bogleheads Four Fund Portfolio | Buy and Hold | Static | 8.6% | 7.9% | 0.55 | -43.7% | 11.9% | 9.1% | 8.7% | 8.5% | 7.6% | 65.7% | 9.6 | 0.7% |
| Sandwich Portfolio | Buy and Hold | Static | 7.2% | 5.1% | 0.62 | -28.7% | 8.8% | 7.4% | 7.4% | 7.2% | 7.4% | 67.4% | 5.7 | 1.0% |
| No Brainer Portfolio by Bill Bernstein | Buy and Hold | Static | 7.4% | 6.7% | 0.48 | -40.4% | 11.6% | 8.3% | 7.7% | 7.2% | 6.9% | 64.2% | 8.6 | 0.6% |
| Coward’s Portfolio by Bill Bernstein | Buy and Hold | Static | 6.8% | 5.5% | 0.53 | -32.4% | 9.6% | 7.1% | 6.8% | 6.6% | 6.7% | 65.5% | 6.1 | 0.8% |
| Robust Portfolio by Alpha Architect | Buy and Hold | Static | 7.5% | 6.1% | 0.51 | -43.1% | 11.6% | 8.2% | 7.8% | 7.6% | 7.6% | 64.2% | 8.4 | 0.7% |
| Global Tactical Asset Allocation 5 (GTAA 5) by Meb Faber | Tactical | Monthly | 9.2% | 4.8% | 0.68 | -11.3% | 6.8% | 9.6% | 9.5% | 9.5% | 9.8% | 71.0% | 2.7 | 1.7% |
| Tactical Permanent Portfolio | Tactical | Monthly | 8.4% | 4.7% | 0.58 | -11.1% | 6.7% | 8.7% | 8.5% | 8.5% | 8.8% | 68.0% | 2.6 | 1.5% |
| Robust Asset Allocation – Balanced | Tactical | Monthly | 9.7% | 3.7% | 0.78 | -12.0% | 6.7% | 10.0% | 9.9% | 9.8% | 10.0% | 72.7% | 2.6 | 2.0% |
| Robust Asset Allocation – Aggressive | Tactical | Monthly | 9.9% | 4.5% | 0.66 | -15.5% | 8.5% | 10.4% | 10.3% | 10.3% | 10.5% | 70.2% | 4.0 | 1.4% |
| Trend Following Bonds by Paul Novell | Tactical | Monthly | 7.8% | 3.7% | 0.56 | -8.8% | 5.9% | 8.1% | 8.1% | 8.2% | 8.4% | 73.1% | 2.2 | 1.6% |
| Diversified GEM Dual Momentum | Tactical | Monthly | 13.2% | 6.3% | 0.76 | -19.8% | 11.5% | 14.2% | 13.7% | 13.8% | 14.3% | 68.3% | 5.0 | 1.7% |
| Papa Bear Portfolio | Tactical | Monthly | 12.8% | 7.1% | 0.68 | -20.8% | 13.1% | 13.5% | 13.1% | 12.8% | 12.5% | 64.4% | 6.7 | 1.3% |
| Mama Bear Portfolio | Tactical | Monthly | 12.8% | 6.0% | 0.69 | -20.1% | 12.2% | 13.4% | 13.1% | 13.2% | 13.3% | 67.5% | 5.7 | 1.5% |
| Vigilant Asset Allocation – G12 | Tactical | Monthly | 11.8% | 2.8% | 0.92 | -20.6% | 7.7% | 12.5% | 12.7% | 12.8% | 12.9% | 73.8% | 3.3 | 2.2% |
| Vigilant Asset Allocation – G4 Aggressive | Tactical | Monthly | 16.8% | 4.1% | 0.96 | -16.9% | 12.4% | 18.2% | 17.8% | 17.6% | 18.1% | 75.9% | 4.5 | 2.7% |
| Kipnis Defensive Adaptive Asset Allocation | Tactical | Monthly | 11.0% | 4.0% | 0.97 | -9.6% | 8.4% | 11.3% | 11.4% | 11.5% | 12.0% | 70.6% | 2.7 | 3.0% |
| Generalized Protective Momentum | Tactical | Monthly | 12.0% | 4.7% | 0.91 | -9.9% | 8.1% | 12.4% | 12.5% | 12.7% | 12.8% | 72.2% | 2.4 | 3.0% |
| The Trend is Our Friend – Global | Tactical | Monthly | 8.7% | 2.1% | 0.73 | -9.0% | 5.6% | 8.9% | 8.9% | 9.1% | 9.3% | 72.5% | 2.2 | 1.9% |
| Paired Switching by Lewis Glenn | Tactical | Monthly | 10.9% | 7.4% | 0.52 | -30.8% | 13.0% | 12.1% | 11.7% | 11.8% | 12.14% | 63.1% | 7.3 | 0.9% |
| Global Tactical Asset Allocation 13 (GTAA 13) by Meb Faber | Tactical | Monthly | 9.3% | 3.9% | 0.76 | -12.5% | 6.8% | 9.7% | 9.6% | 9.5% | 9.3% | 71.9% | 2.8 | 1.8% |
| Global Tactical Asset Allocation – Agg. 6 by Meb Faber | Tactical | Monthly | 11.3% | 6.3% | 0.71 | -23.6% | 10.2% | 11.9% | 11.6% | 11.4% | 11.3% | 67.3% | 5.1 | 1.4% |
| Global Tactical Asset Allocation – Agg. 3 by Meb Faber | Tactical | Monthly | 12.9% | 7.3% | 0.72 | -20.7% | 12.5% | 13.5% | 13.0% | 12.8% | 12.6% | 63.7% | 5.9 | 1.5% |
| Three-Way Model by Ned Davis | Tactical | Monthly | 11.5% | 7.8% | 0.59 | -24.9% | 11.9% | 12.3% | 11.6% | 11.4% | 11.5% | 66.9% | 6.0 | 1.2% |
| Stoken’s Active Combined Asset (ACA) | Tactical | Daily | 10.9% | 5.5% | 0.84 | -24.7% | 9.5% | 11.5% | 11.7% | 11.7% | 12.1% | 64.6% | 4.5 | 1.8% |
| Defensive Asset Allocation by Keller and Keuning | Tactical | Monthly | 13.8% | 4.8% | 0.99 | -16.6% | 9.1% | 14.4% | 14.4% | 14.4% | 14.5% | 70.2% | 3.6 | 2.5% |
| Andrew Tobias Portfolio | Buy and Hold | Static | 7.5% | 6.1% | 0.55 | -36.4% | 9.6% | 7.8% | 7.5% | 7.4% | 6.7% | 64.7% | 7.3 | 0.7% |
| Gone Fishin’ Portfolio | Buy and Hold | Static | 6.6% | 5.4% | 0.44 | -39.5% | 11.9% | 7.3% | 7.1% | 7.0% | 7.2% | 62.7% | 8.5 | 0.6% |
| Protective Asset Allocation by Keller and Keuning | Tactical | Monthly | 12.1% | 4.8% | 0.88 | -18.2% | 8.3% | 12.6% | 12.9% | 13.1% | 13.3% | 70.0% | 3.2 | 2.3% |
| Adaptive Asset Allocation | Tactical | Monthly | 10.7% | 5.4% | 0.81 | -15.6% | 9.9% | 10.8% | 11.0% | 11.4% | 12.3% | 66.3% | 3.6 | 2.2% |
| GEM + Emerging Markets Dual Momentum | Tactical | Monthly | 12.1% | 5.6% | 0.72 | -22.2% | 14.6% | 13.1% | 12.3% | 12.0% | 12.6% | 65.9% | 8.6 | 1.2% |
| GEM Dual Momentum | Tactical | Monthly | 14.4% | 6.1% | 0.79 | -19.5% | 12.6% | 15.6% | 15.5% | 15.1% | 15.8% | 67.5% | 5.4 | 1.8% |
| United States 60/40 Portfolio | Buy and Hold | Static | 9.3% | 7.9% | 0.51 | -29.7% | 9.9% | 10.0% | 9.7% | 9.7% | 10.0% | 65.8% | 6.1 | 0.8% |
| Betterment 100 Portfolio | Robo-Advisor | Static | 7.8% | 8.0% | 0.43 | -54.9% | 16.2% | 8.9% | 7.8% | 7.4% | 7.5% | 62.3% | 13.0 | 0.5% |
| Betterment 50/50 Portfolio | Robo-Advisor | Static | 6.36% | 4.9% | 0.52 | -32.5% | 9.3% | 6.8% | 6.8% | 6.7% | 6.8% | 64.6% | 6.2 | 0.8% |
| Ray Dalio’s All-Weather Portfolio | Buy and Hold | Static | 9.1% | 5.0% | 0.56 | -21.2% | 8.2% | 9.5% | 9.4% | 9.4% | 9.6% | 66.7% | 3.5 | 1.3% |
| Accelerating Dual Momentum | Tactical | Monthly | 14.4% | 9.1% | 0.86 | -25.8% | 14.0% | 15.9% | 15.9% | 15.9% | 16.1% | 65.8% | 6.1 | 2.0% |
| Quint Switching Filtered | Tactical | Monthly | 12.6% | 3.2% | 0.78 | -22.5% | 11.5% | 13.5% | 13.3% | 13.4% | 13.8% | 64.2% | 4.9 | 1.8% |
| Composite Dual Momentum | Tactical | Monthly | 11.4% | 2.5% | 0.82 | -11.0% | 8.2% | 11.9% | 11.9% | 12.1% | 12.3% | 71.4% | 3.1 | 2.2% |
| Permanent Portfolio | Buy and Hold | Static | 8.4% | 4.6% | 0.53 | -15.5% | 7.4% | 8.7% | 8.7% | 8.5% | 8.5% | 65.3% | 3.0 | 1.4% |
| Coffeehouse Portfolio | Buy and Hold | Static | 7.0% | 5.7% | 0.54 | -34.1% | 9.9% | 7.3% | 7.2% | 7.1% | 7.0% | 67.1% | 6.4 | 0.8% |