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.

Filters
Allocation Type
Trade Frequency
Annual Return
3.0%17.0%
10Y Annual Return
1.0%10.0%
Sharpe Ratio
0.01.0
Max Drawdown
-58.0%-8.0%
Volatility
3.0%17.0%
1-Yr Rolling Return Average
3.0%19.0%
3-Yr Rolling Return Average
4.0%18.0%
5-Yr Rollling Return Average
4.0%18.0%
10-Yr Rolling Return Average
4.0%19.0%
Positive Months %
61.0%76.0%
Ulcer Index
2.014.0
Ulcer Performance Index
0.0%3.0%
Filters
Allocation Type
Trade Frequency
Annual Return
3.0%17.0%
10Y Annual Return
1.0%10.0%
Sharpe Ratio
0.01.0
Max Drawdown
-58.0%-8.0%
Volatility
3.0%17.0%
1-Yr Rolling Return Average
3.0%19.0%
3-Yr Rolling Return Average
4.0%18.0%
5-Yr Rollling Return Average
4.0%18.0%
10-Yr Rolling Return Average
4.0%19.0%
Positive Months %
61.0%76.0%
Ulcer Index
2.014.0
Ulcer Performance Index
0.0%3.0%
PortfolioTypeTrade FreqAnnual Return10Y Annual ReturnSharpe RatioMax DDVol1-Yr Rolling Return Avg.3-Yr Rolling Return Avg.5-Yr Rolling Return Avg.10-Yr Rolling Return Avg.Positive Months %Ulcer IndexUlcer Performance Index
Rob Arnott PortfolioBuy and HoldStatic6.1%3.8%0.58-23.2%6.8%6.5%6.6%6.4%6.5%68.5%4.11.0%
Core Four Portfolio by Rick FerriBuy and HoldStatic8.3%7.7%0.54-44.4%11.9%9.2%8.9%8.5%7.7%65.4%9.70.7%
Pinwheel PortfolioBuy and HoldStatic7.9%5.1%0.57-36.6%10.5%8.4%8.0%7.9%8.1%66.8%6.50.9%
Ultimate Buy and Hold – Portfolio 7 by Paul MerrimanBuy and HoldStatic8.6%6.6%0.46-57.6%16.0%10.0%8.8%8.4%8.5%63.2%12.90.6%
Ultimate Buy and Hold – Portfolio 8 by Paul MerrimanBuy and HoldStatic8.6%6.3%0.45-57.4%16.5%10.2%8.8%8.3%8.2%61.5%13.40.6%
Ivy Portfolio – RotationTacticalMonthly13.1%7.3%0.76-26.0%14.7%14.1%13.9%13.6%13.6%64.8%7.31.5%
Ivy Portfolio – TimingTacticalMonthly7.1%4.8%0.74-13.1%6.5%7.3%7.2%7.0%7.0%69.8%3.71.3%
Ivy Portfolio by Meb FaberBuy and HoldStatic7.0%5.2%0.47-44.4%11.2%7.8%7.1%6.8%6.8%65.9%8.20.6%
Global Asset Allocation (GAA) Portfolio by Meb FaberBuy and HoldStatic7.2%4.7%0.65-23.5%7.8%7.2%7.2%7.0%7.2%67.6%4.51.1%
The Larry Portfolio by Larry SwedroeBuy and HoldStatic6.6%2.5%0.73-19.3%6.0%6.6%6.9%7.0%7.3%70.0%3.31.3%
Big Rocks Highly Aggressive Portfolio by Larry SwedroeBuy and HoldStatic9.0%7.5%0.49-55.8%15.9%10.3%9.0%8.5%8.4%65.6%12.00.6%
Big Rocks Moderately Aggressive Portfolio by Larry SwedroeBuy and HoldStatic8.3%6.4%0.52-45.7%12.7%9.1%8.3%8.0%8.0%67.1%8.90.7%
Big Rocks Moderate Portfolio by Larry SwedroeBuy and HoldStatic7.5%5.2%0.57-34.4%9.7%7.9%7.6%7.6%7.4%68.5%6.30.9%
Big Rocks Conservative Portfolio by Larry SwedroeBuy and HoldStatic6.6%4.0%0.64-22.0%7.0%6.7%6.7%6.6%6.6%72.1%4.11.1%
Desert PortfolioBuy and HoldStatic7.1%4.6%0.79-17.8%6.0%7.3%7.6%7.5%7.4%67.0%2.91.6%
Golden Butterfly PortfolioBuy and HoldStatic7.5%5.1%0.70-18.0%7.5%7.9%8.0%7.8%8.0%65.3%3.41.5%
Ideal Index PortfolioBuy and HoldStatic7.0%5.3%0.47-40.1%11.0%7.7%7.3%7.0%6.9%65.9%7.80.7%
Lazy Portfolio by David SwensenBuy and HoldStatic8.4%6.2%0.60-40.4%10.8%8.8%8.4%8.0%8.0%67.1%7.30.9%
7Twelve PortfolioBuy and HoldStatic6.89%4.8%0.50-36.5%10.0%7.3%6.9%6.8%6.9%65.9%6.60.8%
Balanced – Tax Aware Portfolio by SchwabBuy and HoldStatic6.3%4.2%0.58-25.4%7.2%6.3%6.2%6.0%6.0%68.2%4.31.0%
Balanced Portfolio by SchwabBuy and HoldStatic6.3%4.2%0.58-25.8%7.2%6.3%6.2%6.0%6.0%68.2%4.40.9%
Income with Growth – Tax Aware Portfolio by SchwabBuy and HoldStatic5.14%3.1%0.63-14.0%4.6%5.4%5.5%5.4%5.3%70.5%2.11.1%
Income with Growth Portfolio by SchwabBuy and HoldStatic4.8%3.3%0.60-17.8%4.8%4.8%4.8%4.8%4.8%69.3%3.30.9%
Conservative Income-Tax Aware Portfolio by SchwabBuy and HoldStatic3.9%1.5%0.58-12.2%3.3%3.9%4.1%4.1%4.0%68.7%2.10.9%
Conservative Income Portfolio by SchwabBuy and HoldStatic3.9%1.8%0.62-11.3%3.1%3.9%4.1%4.0%4.0%70.3%2.00.9%
Mid-Twenties Portfolio by Burton MalkielBuy and HoldStatic7.2%6.8%0.45-48.9%13.4%8.0%7.4%7.2%7.3%61.7%10.70.6%
Late Thirties to Early Forties Portfolio by Burton MalkielBuy and HoldStatic7.2%6.7%0.46-46.8%12.7%7.9%7.4%7.1%7.3%62.7%10.00.6%
Mid-Fifties Portfolio by Burton MalkielBuy and HoldStatic7.1%6.4%0.48-43.9%11.8%7.7%7.3%7.1%7.2%62.7%8.80.6%
Late Sixties and Beyond by Burton MalkielBuy and HoldStatic6.7%5.8%0.51-37.9%10.0%7.1%7.0%6.8%6.9%64.6%7.10.7%
Bogleheads Three Fund PortfolioBuy and HoldStatic8.7%7.9%0.56-43.3%11.8%9.2%8.8%8.6%7.6%66.0%9.50.7%
Bogleheads Four Fund PortfolioBuy and HoldStatic8.6%7.9%0.55-43.7%11.9%9.1%8.7%8.5%7.6%65.7%9.60.7%
Sandwich PortfolioBuy and HoldStatic7.2%5.1%0.62-28.7%8.8%7.4%7.4%7.2%7.4%67.4%5.71.0%
No Brainer Portfolio by Bill BernsteinBuy and HoldStatic7.4%6.7%0.48-40.4%11.6%8.3%7.7%7.2%6.9%64.2%8.60.6%
Coward’s Portfolio by Bill BernsteinBuy and HoldStatic6.8%5.5%0.53-32.4%9.6%7.1%6.8%6.6%6.7%65.5%6.10.8%
Robust Portfolio by Alpha ArchitectBuy and HoldStatic7.5%6.1%0.51-43.1%11.6%8.2%7.8%7.6%7.6%64.2%8.40.7%
Global Tactical Asset Allocation 5 (GTAA 5) by Meb FaberTacticalMonthly9.2%4.8%0.68-11.3%6.8%9.6%9.5%9.5%9.8%71.0%2.71.7%
Tactical Permanent PortfolioTacticalMonthly8.4%4.7%0.58-11.1%6.7%8.7%8.5%8.5%8.8%68.0%2.61.5%
Robust Asset Allocation – BalancedTacticalMonthly9.7%3.7%0.78-12.0%6.7%10.0%9.9%9.8%10.0%72.7%2.62.0%
Robust Asset Allocation – AggressiveTacticalMonthly9.9%4.5%0.66-15.5%8.5%10.4%10.3%10.3%10.5%70.2%4.01.4%
Trend Following Bonds by Paul NovellTacticalMonthly7.8%3.7%0.56-8.8%5.9%8.1%8.1%8.2%8.4%73.1%2.21.6%
Diversified GEM Dual MomentumTacticalMonthly13.2%6.3%0.76-19.8%11.5%14.2%13.7%13.8%14.3%68.3%5.01.7%
Papa Bear PortfolioTacticalMonthly12.8%7.1%0.68-20.8%13.1%13.5%13.1%12.8%12.5%64.4%6.71.3%
Mama Bear PortfolioTacticalMonthly12.8%6.0%0.69-20.1%12.2%13.4%13.1%13.2%13.3%67.5%5.71.5%
Vigilant Asset Allocation – G12TacticalMonthly11.8%2.8%0.92-20.6%7.7%12.5%12.7%12.8%12.9%73.8%3.32.2%
Vigilant Asset Allocation – G4 AggressiveTacticalMonthly16.8%4.1%0.96-16.9%12.4%18.2%17.8%17.6%18.1%75.9%4.52.7%
Kipnis Defensive Adaptive Asset AllocationTacticalMonthly11.0%4.0%0.97-9.6%8.4%11.3%11.4%11.5%12.0%70.6%2.73.0%
Generalized Protective MomentumTacticalMonthly12.0%4.7%0.91-9.9%8.1%12.4%12.5%12.7%12.8%72.2%2.43.0%
The Trend is Our Friend – GlobalTacticalMonthly8.7%2.1%0.73-9.0%5.6%8.9%8.9%9.1%9.3%72.5%2.21.9%
Paired Switching by Lewis GlennTacticalMonthly10.9%7.4%0.52-30.8%13.0%12.1%11.7%11.8%12.14%63.1%7.30.9%
Global Tactical Asset Allocation 13 (GTAA 13) by Meb FaberTacticalMonthly9.3%3.9%0.76-12.5%6.8%9.7%9.6%9.5%9.3%71.9%2.81.8%
Global Tactical Asset Allocation – Agg. 6 by Meb FaberTacticalMonthly11.3%6.3%0.71-23.6%10.2%11.9%11.6%11.4%11.3%67.3%5.11.4%
Global Tactical Asset Allocation – Agg. 3 by Meb FaberTacticalMonthly12.9%7.3%0.72-20.7%12.5%13.5%13.0%12.8%12.6%63.7%5.91.5%
Three-Way Model by Ned DavisTacticalMonthly11.5%7.8%0.59-24.9%11.9%12.3%11.6%11.4%11.5%66.9%6.01.2%
Stoken’s Active Combined Asset (ACA)TacticalDaily10.9%5.5%0.84-24.7%9.5%11.5%11.7%11.7%12.1%64.6%4.51.8%
Defensive Asset Allocation by Keller and KeuningTacticalMonthly13.8%4.8%0.99-16.6%9.1%14.4%14.4%14.4%14.5%70.2%3.62.5%
Andrew Tobias PortfolioBuy and HoldStatic7.5%6.1%0.55-36.4%9.6%7.8%7.5%7.4%6.7%64.7%7.30.7%
Gone Fishin’ PortfolioBuy and HoldStatic6.6%5.4%0.44-39.5%11.9%7.3%7.1%7.0%7.2%62.7%8.50.6%
Protective Asset Allocation by Keller and KeuningTacticalMonthly12.1%4.8%0.88-18.2%8.3%12.6%12.9%13.1%13.3%70.0%3.22.3%
Adaptive Asset AllocationTacticalMonthly10.7%5.4%0.81-15.6%9.9%10.8%11.0%11.4%12.3%66.3%3.62.2%
GEM + Emerging Markets Dual MomentumTacticalMonthly12.1%5.6%0.72-22.2%14.6%13.1%12.3%12.0%12.6%65.9%8.61.2%
GEM Dual MomentumTacticalMonthly14.4%6.1%0.79-19.5%12.6%15.6%15.5%15.1%15.8%67.5%5.41.8%
United States 60/40 PortfolioBuy and HoldStatic9.3%7.9%0.51-29.7%9.9%10.0%9.7%9.7%10.0%65.8%6.10.8%
Betterment 100 PortfolioRobo-AdvisorStatic7.8%8.0%0.43-54.9%16.2%8.9%7.8%7.4%7.5%62.3%13.00.5%
Betterment 50/50 PortfolioRobo-AdvisorStatic6.36%4.9%0.52-32.5%9.3%6.8%6.8%6.7%6.8%64.6%6.20.8%
Ray Dalio’s All-Weather PortfolioBuy and HoldStatic9.1%5.0%0.56-21.2%8.2%9.5%9.4%9.4%9.6%66.7%3.51.3%
Accelerating Dual MomentumTacticalMonthly14.4%9.1%0.86-25.8%14.0%15.9%15.9%15.9%16.1%65.8%6.12.0%
Quint Switching FilteredTacticalMonthly12.6%3.2%0.78-22.5%11.5%13.5%13.3%13.4%13.8%64.2%4.91.8%
Composite Dual MomentumTacticalMonthly11.4%2.5%0.82-11.0%8.2%11.9%11.9%12.1%12.3%71.4%3.12.2%
Permanent PortfolioBuy and HoldStatic8.4%4.6%0.53-15.5%7.4%8.7%8.7%8.5%8.5%65.3%3.01.4%
Coffeehouse PortfolioBuy and HoldStatic7.0%5.7%0.54-34.1%9.9%7.3%7.2%7.1%7.0%67.1%6.40.8%