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All Portfolios, ranked by Downside Deviation

for period ending December 31, 2021
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
    Downside Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average8.1%14.2%12.3%11.7%11.3%13.3% 10.5%11.7%8.3%5.7%6.4%5.4%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core5.7%12.4%10.8%9.9%9.3%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate2.2%1.6%1.5%1.8%1.8%1.9% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP14.6%36.6%27.5%24.3%20.8%  39.0%-0.0%-4.3%-5.2%-1.4% 
ArgentinaARGTGlobal EquitiesSouth America16.7%33.1%27.1%24.2%22.6%  3.8%10.8%7.1%8.4%4.8% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate2.4%1.9%1.7%1.9%1.9%2.0% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi2.5%2.9%3.0%3.3%2.9%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities2.5%8.1%7.7%8.4%8.1%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBGlobal Asset ClassesCommodities7.2%11.0%10.4%10.8%11.1%  29.0%13.8%8.7%5.2%2.0% 
OilDBOGlobal Asset ClassesCommodities31.2%30.7%25.8%24.5%22.6%  60.7%17.6%7.3%-1.9%-7.0% 
ChileECHGlobal EquitiesSouth America14.2%19.7%18.9%17.4%16.3%  -19.7%-15.6%-7.1%-5.5%-7.0% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts8.3%13.7%12.3%11.8%11.6%15.7% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap6.4%12.3%10.8%10.2%10.0%13.2% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro6.2%10.2%9.6%9.3%9.3%12.8% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val7.5%15.1%12.7%11.9%11.4%14.1% 11.1%7.7%5.3%3.6%5.6%1.4%
EqyptEGPTGlobal EquitiesMideast and Africa10.0%18.3%16.9%19.4%20.0%  11.4%1.7%2.7%-8.8%-0.8% 
IndonesiaEIDOGlobal EquitiesAsia and Australia8.2%23.0%18.9%18.4%18.1%  -0.6%-0.9%0.7%-1.0%-0.9% 
IsraelEISGlobal EquitiesMideast and Africa1.5%15.5%14.4%13.0%12.2%  22.8%18.5%12.3%9.2%8.9% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate4.8%9.8%7.8%7.0%6.6%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income4.4%11.1%8.9%7.9%   -1.9%4.8%3.4%4.8%  
New ZealandENZLGlobal EquitiesAsia and Australia11.2%14.5%12.2%12.3%12.2%  -11.4%11.2%11.3%9.3%12.0% 
PhilippinesEPHEGlobal EquitiesAsia and Australia13.3%16.9%14.5%13.6%13.8%  -2.2%0.6%0.2%-1.9%3.8% 
PolandEPOLGlobal EquitiesEurope16.4%21.7%19.7%17.7%17.1%  12.2%-1.2%4.9%-0.0%2.1% 
PeruEPUGlobal EquitiesSouth America16.4%21.2%17.9%17.8%16.4%  -11.8%-3.3%0.6%1.2%-0.3% 
RussiaERUSGlobal EquitiesEurope14.7%22.5%18.2%17.7%18.6%  21.3%18.2%10.6%14.4%4.7% 
AustraliaEWAGlobal EquitiesAsia and Australia9.7%17.9%14.3%13.5%14.2%17.7% 9.0%13.0%8.8%6.2%6.3%4.9%
CanadaEWCGlobal EquitiesNorth America6.9%16.6%13.8%12.9%11.9%15.5% 27.0%19.6%10.4%6.4%6.0%4.9%
SwedenEWDGlobal EquitiesEurope11.0%16.0%13.5%12.2%12.0%16.7% 22.9%22.3%14.2%9.6%10.3%6.2%
GermanyEWGGlobal EquitiesEurope9.0%16.7%14.0%13.1%13.0%17.4% 5.8%11.7%6.9%5.0%7.9%3.8%
Hong KongEWHGlobal EquitiesAsia and Australia9.5%13.4%12.3%12.6%12.2%15.0% -3.5%3.6%6.8%4.8%7.3%5.6%
ItalyEWIGlobal EquitiesEurope9.6%19.2%16.9%15.8%16.4%18.9% 14.4%13.8%9.5%5.8%6.1%-1.5%
JapanEWJGlobal EquitiesAsia and Australia4.6%8.4%8.7%8.7%9.2%11.4% 1.2%11.7%8.3%7.6%8.0%2.7%
BelgiumEWKGlobal EquitiesEurope8.7%15.5%13.3%12.2%11.4%17.0% 12.9%12.1%6.8%6.5%10.2%1.9%
SwitzerlandEWLGlobal EquitiesEurope10.5%9.8%8.8%9.0%8.9%11.9% 20.2%20.9%14.6%9.9%11.3%7.3%
MalaysiaEWMGlobal EquitiesAsia and Australia10.0%10.0%9.3%11.3%10.5%12.2% -7.4%-2.0%1.9%-2.6%-0.9%3.1%
NetherlandsEWNGlobal EquitiesEurope11.1%14.7%12.6%11.6%11.5%16.1% 22.7%26.0%17.8%13.3%13.5%6.9%
AustriaEWOGlobal EquitiesEurope7.9%21.9%18.3%16.6%15.7%21.0% 31.5%14.0%11.8%10.2%8.6%0.2%
SpainEWPGlobal EquitiesEurope13.7%17.9%15.6%14.9%15.8%18.5% 0.3%2.2%2.8%-0.7%2.2%-0.5%
FranceEWQGlobal EquitiesEurope7.5%16.2%13.6%12.3%12.1%16.3% 21.5%16.5%12.2%9.4%9.9%3.7%
SingaporeEWSGlobal EquitiesAsia and Australia7.7%15.7%13.9%13.6%12.9%16.4% 5.6%3.4%5.7%1.2%3.9%3.7%
TaiwanEWTGlobal EquitiesAsia and Australia7.2%13.0%12.4%11.9%11.1%15.6% 28.9%31.2%20.9%14.9%13.7%8.7%
UKEWUGlobal EquitiesEurope6.6%15.5%12.9%12.1%11.5%13.5% 18.2%8.1%5.7%2.8%4.4%1.6%
MexicoEWWGlobal EquitiesNorth America12.8%23.7%21.5%18.8%17.3%19.4% 20.3%9.5%5.1%-0.2%1.3%1.8%
S KoreaEWYGlobal EquitiesAsia and Australia9.4%15.7%15.1%14.0%13.5%19.2% -7.6%11.6%9.9%7.0%5.8%4.6%
BrazilEWZGlobal EquitiesSouth America17.2%29.1%25.8%25.7%23.6%25.1% -17.3%-5.6%0.3%-0.4%-3.8%-0.1%
IndustrialsEXIGlobal SectorsIndustrials8.3%16.0%13.9%12.3%11.2%14.6% 17.4%18.4%12.2%10.2%11.9%7.4%
S AfricaEZAGlobal EquitiesMideast and Africa10.6%22.9%19.6%18.8%17.3%19.4% 7.9%3.9%2.7%-0.2%1.3%2.4%
EMUEZUGlobal EquitiesEurope9.1%16.0%13.5%12.4%12.4%16.6% 13.9%14.4%9.8%6.9%8.5%2.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier6.6%16.8%14.5%13.2%   24.3%12.9%10.0%4.5%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar6.3%6.9%6.4%6.7%7.2%9.3% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound4.6%5.4%5.1%6.3%6.0%6.6% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar4.5%4.4%4.7%6.0%5.8%6.9% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.7%3.9%3.9%5.2%5.4%7.0% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc5.6%4.2%4.3%5.0%5.3%6.8% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen5.1%3.8%3.8%5.4%6.3%  -10.9%-2.2%-0.3%0.0%-4.4% 
GreeceGREKGlobal EquitiesEurope14.8%25.2%21.7%23.7%27.0%  6.2%11.1%4.9%-3.7%-3.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income2.3%12.3%9.6%8.9%8.0%  5.1%4.5%5.0%4.3%5.1% 
Clean EnergyICLNGlobal SectorsClean Energy16.8%26.1%19.8%18.3%17.9%  -24.2%38.3%23.9%14.1%12.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income3.8%2.8%2.7%3.1%3.2%3.5% -3.3%4.7%3.5%2.9%2.6%4.7%
InfrastructureIGFGlobal SectorsInfrastructure6.8%16.4%13.1%11.6%10.7%  11.6%9.5%7.1%4.4%6.7% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income2.5%5.1%4.0%3.5%3.0%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVGlobal Asset ClassesFixed Income5.0%4.0%3.6%4.6%4.6%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income3.5%8.6%6.9%6.3%   -2.8%5.8%5.0%4.7%  
IndiaINDYGlobal EquitiesAsia and Australia6.5%19.6%16.8%15.6%15.8%  19.5%13.1%13.5%8.2%10.4% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income2.3%3.7%3.1%3.5%3.5%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid6.0%13.2%11.5%10.4%9.3%11.6% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap9.8%20.3%17.0%15.7%14.3%16.5% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val6.5%15.0%12.5%11.2%10.1%12.3% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro7.4%12.2%11.4%10.1%9.1%11.5% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap7.2%18.5%15.9%14.6%13.2%15.4% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val6.8%20.9%17.1%15.3%13.8%15.9% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro8.6%17.1%15.5%14.7%13.4%15.4% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro7.8%14.0%12.6%11.4%10.3%13.5% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap6.6%16.6%13.9%12.3%11.0%13.6% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val6.3%18.6%15.0%13.1%11.7%14.3% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap5.8%13.3%11.7%10.6%9.4%11.9% 25.5%25.5%17.7%14.4%16.1%10.4%
EnergyIXCGlobal SectorsEnergy12.9%25.6%20.6%18.6%16.9%17.4% 41.0%3.1%-0.3%-0.3%0.3%1.1%
FinancialsIXGGlobal SectorsFinancials10.1%18.4%14.9%14.1%13.2%17.7% 25.1%14.8%9.4%7.7%11.1%1.8%
HealthcareIXJGlobal SectorsHealthcare8.2%8.4%8.7%9.3%8.3%9.8% 19.6%18.4%15.5%10.8%14.4%10.0%
TechnologyIXNGlobal SectorsTechnology7.4%13.5%12.0%11.1%10.1%13.4% 29.6%40.1%29.7%23.4%22.0%14.5%
TelecomIXPGlobal SectorsTelecommunications8.1%11.4%10.4%9.6%9.0%11.0% 12.8%19.9%9.7%7.6%8.2%6.0%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate8.4%15.8%12.9%11.8%11.0%17.2% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKGlobal Asset ClassesFixed Income1.5%7.1%5.6%5.3%5.0%  4.0%7.8%5.2%4.6%5.1% 
Global UtilitiesJXIGlobal SectorsUtilities11.6%11.7%9.8%9.5%8.8%10.7% 10.9%13.1%11.2%7.7%8.3%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples7.5%8.8%8.4%8.1%7.8%9.0% 13.7%14.7%9.7%7.9%9.5%8.5%
US Mort BackedMBBGlobal Asset ClassesFixed Income1.1%0.7%1.0%1.2%1.3%  -1.4%2.9%2.4%2.1%2.1% 
ChinaMCHIGlobal EquitiesAsia and Australia13.8%15.1%14.6%15.1%14.3%  -21.7%7.3%8.9%4.8%6.5% 
MaterialsMXIGlobal SectorsMaterials10.2%15.3%12.9%13.1%12.4%16.8% 15.1%19.8%13.5%9.9%7.3%5.4%
NorwayNORWGlobal EquitiesEurope11.4%21.3%17.5%15.9%15.6%  18.6%11.0%9.0%6.2%5.0% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate5.9%11.6%9.2%8.3%7.8%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro7.3%12.1%11.5%10.8%9.8%13.0% 27.4%38.1%28.4%22.3%22.9%16.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary3.4%14.4%12.6%11.3%10.5%13.0% 16.3%22.4%16.1%12.7%15.2%9.4%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap7.9%15.2%13.0%11.6%11.1%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.4%0.3%0.3%0.4%0.4%0.5% -0.7%1.9%1.5%1.2%1.0%1.8%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America5.8%13.1%11.5%10.5%9.3%12.0% 28.6%25.8%18.0%14.5%16.3%10.6%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap6.1%12.7%11.2%10.1%9.0%11.3% 28.7%26.0%18.4%14.8%16.5%10.6%
ThailandTHDGlobal EquitiesAsia and Australia10.8%16.5%14.9%13.6%14.3%  1.9%-0.2%3.7%2.4%5.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.0%1.8%1.8%2.0%2.8%3.7% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term9.0%7.8%6.8%7.6%7.4%8.2% -4.6%8.8%6.6%4.6%4.5%6.6%
TurkeyTURGlobal EquitiesMideast and Africa18.9%24.3%25.0%22.3%22.5%  -27.5%-6.6%-8.1%-11.9%-5.4% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.8%3.9%4.1%4.3%4.1%  5.7%0.9%-0.2%1.3%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia8.7%18.5%16.4%15.9%16.1%  22.0%13.6%11.1%2.9%5.7% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate8.4%15.3%12.7%12.0%11.2%17.8% 40.5%20.0%11.2%9.5%11.5%7.2%
Timber & ForestryWOODGlobal SectorsTimber and Forestry7.8%18.1%15.8%14.9%13.7%  17.0%19.0%13.3%10.1%11.4%