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All Portfolios, ranked by Downside Deviation

for period ending May 31, 2022
 
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 average11.2%14.8%13.0%12.2%11.3%12.9% -6.8%5.5%4.2%3.7%5.3%3.6%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core10.3%12.6%11.4%10.4%9.2%  -6.8%11.7%9.1%8.1%10.3% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate5.0%3.4%2.8%2.6%2.4%2.3% -8.1%-0.1%1.1%1.5%1.6%3.2%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP13.5%37.9%28.8%25.1%21.3%  27.2%3.6%0.9%-1.5%1.3% 
ArgentinaARGTGlobal EquitiesSouth America19.7%31.8%26.3%24.2%22.1%  1.4%3.9%1.2%6.5%7.9% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%0.1% -0.0%0.5%1.0%0.7%0.5%0.6%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate5.1%3.6%3.0%2.8%2.5%2.4% -8.1%0.0%1.2%1.5%1.7%3.3%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi4.2%3.4%3.4%3.6%3.1%  -2.3%3.7%3.0%1.5%1.8% 
AgricultureDBAGlobal Asset ClassesCommodities0.4%8.1%7.8%8.0%8.0%11.2% 18.3%10.4%2.5%0.5%-1.4%-0.8%
Industrial MetalsDBBGlobal Asset ClassesCommodities11.0%11.3%11.1%10.9%11.0%15.4% 8.6%15.2%8.1%6.3%2.5%-0.5%
OilDBOGlobal Asset ClassesCommodities31.7%31.1%28.1%25.0%22.9%23.8% 64.6%28.3%19.0%4.3%-2.2%-1.5%
ChileECHGlobal EquitiesSouth America21.0%22.3%20.3%18.6%16.8%  8.5%-5.3%-4.5%-2.2%-4.7% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts9.7%13.1%12.3%11.9%11.2%15.6% -20.8%3.7%2.8%2.7%3.4%2.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap9.2%12.3%11.0%10.4%9.5%13.2% -10.5%6.5%4.2%3.7%7.1%2.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro12.2%12.1%10.9%10.4%9.4%13.0% -16.8%6.4%5.0%4.5%7.5%2.9%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val8.7%14.8%12.7%12.0%10.9%14.1% -4.6%5.6%2.7%2.1%6.0%0.7%
EqyptEGPTGlobal EquitiesMideast and Africa14.8%18.0%17.3%19.4%19.2%  -18.0%-11.0%-5.2%-11.8%-6.2% 
IndonesiaEIDOGlobal EquitiesAsia and Australia6.3%22.9%18.8%18.2%17.9%  18.5%1.2%0.4%1.2%0.8% 
IsraelEISGlobal EquitiesMideast and Africa10.0%15.0%14.5%13.2%11.6%  -3.8%9.1%5.7%5.0%7.4% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate8.6%10.6%8.6%7.7%7.1%  -15.0%-2.0%-0.2%1.6%2.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income7.2%11.3%9.2%8.2%7.7%  -13.7%-1.3%-0.4%2.1%3.3% 
New ZealandENZLGlobal EquitiesAsia and Australia14.6%16.0%13.6%13.3%12.7%  -19.6%0.5%4.8%7.0%9.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia13.1%16.7%14.5%13.8%13.7%  -3.6%-5.0%-3.5%-3.5%1.2% 
PolandEPOLGlobal EquitiesEurope20.5%23.6%20.4%18.8%17.3%  -25.8%-7.9%-5.5%-3.5%-0.0% 
PeruEPUGlobal EquitiesSouth America20.7%22.7%19.1%18.7%16.8%  -2.9%-1.4%0.6%2.9%-0.9% 
RussiaERUSGlobal EquitiesEurope31.8%40.8%36.4%32.5%28.9%  -80.3%-36.0%-19.0%-12.9%-10.8% 
AustraliaEWAGlobal EquitiesAsia and Australia13.7%18.6%15.0%14.0%14.0%17.8% -3.0%8.2%7.3%5.9%6.5%3.8%
CanadaEWCGlobal EquitiesNorth America9.9%16.4%14.2%12.7%11.7%15.5% 1.8%13.8%10.0%6.7%6.4%3.6%
SwedenEWDGlobal EquitiesEurope15.0%16.9%14.7%13.3%12.1%16.9% -20.5%11.7%5.3%4.9%8.0%3.6%
GermanyEWGGlobal EquitiesEurope12.5%16.9%14.5%13.7%12.6%17.3% -21.6%3.1%-0.1%1.4%5.8%1.1%
Hong KongEWHGlobal EquitiesAsia and Australia9.9%12.9%12.2%12.6%11.8%15.0% -19.1%-0.9%1.8%2.0%6.6%5.0%
ItalyEWIGlobal EquitiesEurope11.4%18.4%16.8%15.8%15.6%18.9% -11.7%6.6%3.7%1.9%6.6%-2.8%
JapanEWJGlobal EquitiesAsia and Australia9.1%9.4%9.5%9.2%9.1%11.5% -14.3%4.8%3.2%3.1%6.6%1.4%
BelgiumEWKGlobal EquitiesEurope9.6%14.7%13.1%12.2%11.1%16.9% -13.9%4.4%1.1%3.2%8.5%0.4%
SwitzerlandEWLGlobal EquitiesEurope12.1%10.8%9.4%9.4%8.7%12.0% -4.8%10.2%7.6%5.9%9.9%5.6%
MalaysiaEWMGlobal EquitiesAsia and Australia9.4%10.2%9.3%11.1%10.5%12.1% -6.0%-3.0%-1.4%-2.4%-1.6%1.1%
NetherlandsEWNGlobal EquitiesEurope14.2%15.6%13.6%12.6%11.7%16.2% -19.4%11.8%7.9%7.8%11.5%4.2%
AustriaEWOGlobal EquitiesEurope13.9%21.7%18.3%16.9%15.5%21.0% -12.5%5.7%2.9%6.0%7.0%-1.7%
SpainEWPGlobal EquitiesEurope12.4%17.5%15.1%14.8%14.5%18.4% -11.9%0.5%-1.8%-0.8%5.8%-1.3%
FranceEWQGlobal EquitiesEurope10.6%16.0%13.8%12.6%11.7%16.2% -8.6%8.5%5.7%6.1%9.1%1.9%
SingaporeEWSGlobal EquitiesAsia and Australia8.6%14.6%13.5%13.4%12.4%16.2% -16.0%-1.5%-0.2%-0.2%2.0%1.5%
TaiwanEWTGlobal EquitiesAsia and Australia10.7%13.2%12.9%12.3%11.2%15.7% -6.0%22.8%13.6%11.2%11.7%7.6%
UKEWUGlobal EquitiesEurope7.2%14.8%12.8%11.9%11.0%13.5% 2.6%5.4%3.2%1.8%4.8%1.0%
MexicoEWWGlobal EquitiesNorth America15.5%24.2%21.6%19.3%17.3%19.4% 10.6%9.0%2.4%0.4%1.5%0.6%
S KoreaEWYGlobal EquitiesAsia and Australia10.9%15.1%14.8%14.1%13.2%19.0% -24.5%8.8%2.0%4.3%4.3%2.5%
BrazilEWZGlobal EquitiesSouth America22.4%31.3%27.5%26.6%24.1%25.4% -1.0%-1.0%3.8%4.7%-0.6%-0.2%
IndustrialsEXIGlobal SectorsIndustrials11.2%15.7%14.3%12.7%11.2%14.7% -12.0%9.0%6.6%7.4%10.1%5.4%
S AfricaEZAGlobal EquitiesMideast and Africa16.1%23.6%20.4%19.4%17.7%19.7% -7.1%3.7%0.9%0.3%1.5%1.9%
EMUEZUGlobal EquitiesEurope11.7%15.9%13.7%12.8%11.9%16.6% -15.4%5.7%2.7%3.4%7.6%0.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier8.6%16.2%14.1%13.1%   -4.9%4.4%3.7%2.8%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar8.5%7.6%6.9%6.8%7.1%9.4% -7.3%0.9%-0.5%-0.5%-2.2%1.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound5.9%5.7%5.4%6.2%5.9%6.7% -11.6%-0.4%-0.7%-3.0%-2.3%-2.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar5.0%4.6%4.6%5.1%5.7%6.8% -4.9%2.2%1.4%-0.3%-2.0%-0.8%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro5.8%4.7%4.4%4.6%5.3%7.0% -12.9%-2.3%-1.8%-1.2%-2.1%-1.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc6.2%5.0%4.9%5.1%5.1%6.9% -7.4%0.2%-1.0%-1.5%-0.8%1.0%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen7.9%5.7%5.2%6.0%6.5%6.8% -15.2%-6.1%-3.5%-1.0%-5.3%-0.8%
GreeceGREKGlobal EquitiesEurope11.3%23.3%21.1%21.6%24.6%  -4.3%1.4%1.5%-2.4%0.7% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income5.8%12.3%9.7%9.0%8.2%  -8.7%-0.8%1.6%2.6%3.0% 
Clean EnergyICLNGlobal SectorsClean Energy20.6%27.6%21.5%19.1%17.8%  -12.3%27.1%20.0%9.5%13.5% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income6.0%4.5%3.8%3.8%3.7%3.9% -8.8%-0.5%0.8%1.2%1.2%3.9%
InfrastructureIGFGlobal SectorsInfrastructure7.7%16.2%13.1%11.8%10.5%  11.5%7.5%5.8%5.2%7.6% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income6.0%6.2%4.9%4.2%3.6%3.7% -9.7%1.0%2.1%2.2%2.4%3.8%
Intl TreasIGOVGlobal Asset ClassesFixed Income8.0%6.2%5.3%5.4%5.2%  -19.3%-4.4%-1.8%-0.5%-0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income6.9%9.2%7.5%6.7%6.2%  -16.7%-0.5%0.8%2.1%4.0% 
IndiaINDYGlobal EquitiesAsia and Australia8.2%19.0%16.2%15.3%15.1%  -1.5%5.9%6.6%6.5%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income5.9%5.0%4.1%4.1%4.0%  -8.8%-0.5%1.2%2.0%2.1% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid11.7%13.6%12.4%11.1%9.6%11.8% -2.9%15.9%13.0%11.7%14.1%8.9%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap13.4%20.4%17.9%16.3%14.7%16.8% -22.4%10.5%7.6%6.6%10.7%5.5%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val8.3%14.4%12.7%11.3%10.0%12.3% 0.7%12.6%9.3%8.6%11.9%6.4%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro16.1%14.7%13.4%11.9%10.3%12.1% -6.5%18.1%15.9%14.3%15.8%11.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap13.0%18.5%16.8%15.2%13.6%15.6% -17.0%9.6%7.6%7.3%10.8%6.8%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val10.4%20.2%17.5%15.5%13.9%16.0% -8.0%12.0%7.7%7.9%10.6%6.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro15.3%18.5%17.1%15.8%14.3%16.0% -25.8%6.1%6.8%6.2%10.6%7.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro16.0%16.3%14.7%13.1%11.5%14.1% -18.9%9.2%10.4%9.1%12.4%8.4%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap11.4%16.4%14.4%12.8%11.2%13.8% -7.0%12.7%10.3%9.2%12.6%8.2%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val9.1%17.8%15.2%13.3%11.7%14.3% -0.3%13.1%8.9%8.3%12.1%7.4%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap11.7%13.8%12.6%11.3%9.8%12.1% -3.9%15.4%12.6%11.4%13.8%8.7%
EnergyIXCGlobal SectorsEnergy14.9%27.8%22.5%19.4%17.1%17.7% 60.9%15.1%9.5%5.5%5.3%3.0%
FinancialsIXGGlobal SectorsFinancials11.8%18.0%15.3%14.3%12.8%17.7% -6.4%9.2%6.6%6.0%10.2%1.0%
HealthcareIXJGlobal SectorsHealthcare11.0%9.6%9.4%9.7%8.6%10.0% 4.8%14.7%11.2%8.0%13.4%9.0%
TechnologyIXNGlobal SectorsTechnology15.7%14.8%13.7%12.5%10.8%13.8% -3.7%23.8%19.1%18.4%18.3%12.3%
TelecomIXPGlobal SectorsTelecommunications12.9%13.0%11.9%10.7%9.9%11.4% -20.3%7.9%4.4%3.6%6.2%3.6%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate13.2%16.1%13.6%12.3%11.3%17.3% 1.2%7.0%7.7%7.4%8.5%4.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income5.3%7.4%6.0%5.7%5.1%  -5.4%2.5%2.6%2.8%4.2% 
Global UtilitiesJXIGlobal SectorsUtilities10.7%11.8%9.9%9.6%8.9%10.7% 7.8%10.1%8.3%8.2%8.8%3.7%
Consumer StaplesKXIGlobal SectorsConsumer Staples6.1%8.5%8.3%8.1%7.7%9.0% 0.2%8.5%5.3%6.3%8.5%7.4%
US Mort BackedMBBGlobal Asset ClassesFixed Income4.4%2.8%2.3%2.1%2.0%1.7% -7.6%-0.7%0.5%0.8%1.2%2.8%
ChinaMCHIGlobal EquitiesAsia and Australia13.7%13.9%14.8%15.1%14.1%  -36.1%-1.0%0.6%-0.5%4.4% 
MaterialsMXIGlobal SectorsMaterials11.2%14.9%13.2%13.1%11.8%16.7% -3.0%17.1%11.3%8.8%7.8%3.9%
NorwayNORWGlobal EquitiesEurope13.1%21.4%17.8%15.8%15.0%  -0.4%9.1%7.9%5.2%5.2% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate11.5%13.0%10.6%9.5%8.8%  -21.6%-5.1%-2.4%0.3%1.9% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro17.1%15.0%13.9%12.7%11.1%13.7% -7.2%21.8%17.7%16.8%18.5%14.3%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary12.0%14.9%13.6%12.2%10.9%13.3% -16.9%8.9%8.0%7.4%11.4%7.0%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap10.4%15.0%13.1%11.9%10.7%  -16.1%6.4%4.1%5.2%8.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term1.7%1.0%0.8%0.7%0.6%0.6% -3.1%0.4%0.9%0.8%0.7%1.5%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America11.5%13.4%12.3%11.1%9.7%12.2% -0.9%16.1%13.1%11.8%14.1%9.0%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap11.8%13.1%12.1%10.8%9.4%11.6% -0.4%16.4%13.3%12.1%14.3%9.0%
ThailandTHDGlobal EquitiesAsia and Australia11.3%16.3%14.8%13.7%13.6%  -3.6%-2.9%2.0%2.6%4.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income3.7%2.8%2.5%2.4%3.0%3.8% -1.5%4.2%3.5%3.0%1.8%4.0%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term10.9%9.7%8.4%8.2%8.0%8.7% -14.4%-2.4%0.7%1.4%1.4%5.0%
TurkeyTURGlobal EquitiesMideast and Africa22.1%25.0%24.9%23.2%22.5%  -4.0%0.2%-9.9%-8.3%-5.2% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index1.5%4.0%3.9%4.1%4.1%5.2% 12.3%1.8%2.1%1.3%1.9%0.8%
VietnamVNMGlobal EquitiesAsia and Australia12.9%18.4%16.6%15.3%15.4%  -18.1%0.3%2.9%0.0%0.6% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate13.1%15.6%13.4%12.3%11.5%17.9% 2.0%8.1%7.8%7.4%8.9%5.9%
Timber & ForestryWOODGlobal SectorsTimber and Forestry7.4%15.0%15.4%14.9%13.2%  -1.5%19.2%9.9%9.2%11.4%