Institutional Screener

70 strategies — quantitative analysis across all portfolios

StrategyAsset MixRiskCAGRunfold_moreMax DDunfold_moreSharpearrow_downwardRebalance
Defensive Asset Allocation by Keller and KeuningTactical
ALTFIEQRECMD
Conservative13.7%-16.6%0.98Monthly
Vigilant Asset Allocation - G4 AggressiveTactical
ALTEQFI
Conservative16.1%-16.9%0.92Monthly
Generalized Protective MomentumTactical
ALTFICMDEQRE
Conservative12.0%-9.9%0.88Monthly
Vigilant Asset Allocation - G12Tactical
ALTFIEQRECMD
Conservative11.6%-21.4%0.87Monthly
Protective Asset Allocation by Keller and KeuningTactical
FIEQRECMD
Conservative11.9%-20.6%0.86Monthly
Composite Dual MomentumTactical
ALTREFICMDEQ
Conservative11.5%-13.5%0.82Monthly
GEM Dual MomentumTactical
FIEQ
Conservative14.5%-21.6%0.79Monthly
Kipnis Defensive Adaptive Asset AllocationTactical
FIALTREEQCMD
Conservative11.0%-10.6%0.74Monthly
Robust Asset Allocation - BalancedTactical
ALTREFICMDEQ
Conservative9.6%-12.0%0.74Monthly
Diversified GEM Dual MomentumTactical
FIEQ
Conservative13.1%-19.8%0.74Monthly
Accelerating Dual MomentumTactical
EQFI
Moderate14.3%-25.8%0.71Monthly
Stoken's Active Combined Asset (ACA)Tactical
RECMDFI
Moderate11.5%-24.7%0.71Daily
Mama Bear PortfolioTactical
EQRECMDFIALT
Conservative12.8%-20.1%0.69Monthly
Global Tactical Asset Allocation 13 (GTAA 13) by Meb FaberTactical
ALTREEQCMDFI
Conservative9.4%-12.5%0.69Monthly
The Trend is Our Friend - GlobalTactical
ALTFICMDEQRE
Conservative8.5%-9.0%0.68Monthly
Quint Switching FilteredTactical
FIEQ
Moderate12.2%-26.6%0.68Monthly
Global Tactical Asset Allocation - Agg. 6 by Meb FaberTactical
REEQALTFICMD
Conservative11.4%-23.6%0.67Monthly
Global Tactical Asset Allocation - Agg. 3 by Meb FaberTactical
EQRECMDFIALT
Conservative12.8%-20.7%0.67Monthly
Global Tactical Asset Allocation 5 (GTAA 5) by Meb FaberTactical
ALTREFIEQCMD
Conservative9.1%-11.3%0.66Monthly
Robust Asset Allocation - AggressiveTactical
ALTEQFIRECMD
Conservative10.1%-15.5%0.65Monthly
Papa Bear PortfolioTactical
EQREFICMD
Conservative12.8%-20.8%0.64Monthly
Adaptive Asset AllocationTactical
FIRECMDEQ
Conservative10.8%-15.6%0.64Monthly
Ivy Portfolio - RotationTactical
REEQCMDFI
Moderate12.7%-26.0%0.59Monthly
GEM + Emerging Markets Dual MomentumTactical
EQFI
Moderate12.8%-22.1%0.59Monthly
Three-Way Model by Ned DavisTactical
FICMDALT
Moderate11.5%-24.9%0.59Monthly
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