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All Portfolios, ranked by Downside Deviation

for period ending September 30, 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 average8.3%14.5%12.3%11.6%11.1%13.3% 23.7%7.1%7.3%4.9%6.8%5.7%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core6.0%13.4%10.7%9.8%9.3%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate2.3%1.6%2.0%1.8%1.8%1.9% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP13.1%35.1%27.3%23.9%20.9%  83.5%-6.1%-4.1%-6.3%-0.4% 
ArgentinaARGTGlobal EquitiesSouth America15.2%32.1%26.6%23.9%22.6%  43.7%8.8%7.7%7.5%6.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate2.5%1.9%2.1%1.9%1.9%2.0% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi2.6%3.0%3.2%3.3%2.9%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities3.1%8.1%7.7%8.4%8.2%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBGlobal Asset ClassesCommodities6.9%11.3%10.5%10.8%11.2%  36.7%8.2%8.4%3.2%1.3% 
OilDBOGlobal Asset ClassesCommodities21.7%29.4%24.4%24.4%22.3%  90.8%1.1%9.5%-9.1%-4.9% 
ChileECHGlobal EquitiesSouth America16.9%19.8%19.1%17.3%16.5%  10.3%-15.7%-5.2%-5.2%-5.4% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts8.7%14.5%12.3%11.8%11.8%15.8% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap6.2%12.9%10.6%10.0%9.9%13.2% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro7.2%11.7%9.7%9.3%9.3%12.8% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val6.4%15.0%12.4%11.7%11.3%14.1% 29.8%2.8%5.6%2.5%5.9%2.0%
EqyptEGPTGlobal EquitiesMideast and Africa10.2%18.7%20.5%19.2%20.2%  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOGlobal EquitiesAsia and Australia9.9%23.2%19.0%18.2%18.2%  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISGlobal EquitiesMideast and Africa1.2%16.7%14.2%12.8%12.4%  36.8%9.5%9.7%6.6%7.8% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate4.6%9.8%8.0%7.0%6.6%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income3.6%11.0%8.9%8.0%   7.6%5.0%3.3%4.2%  
New ZealandENZLGlobal EquitiesAsia and Australia10.3%14.3%12.1%12.0%11.9%  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia15.2%16.9%14.7%13.5%13.8%  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLGlobal EquitiesEurope23.9%21.3%19.3%17.2%17.0%  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUGlobal EquitiesSouth America16.3%20.1%17.3%17.3%16.4%  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSGlobal EquitiesEurope13.3%21.1%18.0%19.0%18.8%  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAGlobal EquitiesAsia and Australia5.9%17.3%13.8%13.4%14.1%17.7% 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCGlobal EquitiesNorth America6.1%17.0%13.5%12.7%11.9%15.4% 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDGlobal EquitiesEurope10.5%16.3%13.3%12.0%11.9%16.8% 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGGlobal EquitiesEurope13.6%16.7%13.9%13.0%13.2%17.4% 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHGlobal EquitiesAsia and Australia9.5%14.5%12.4%12.7%12.2%15.1% 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIGlobal EquitiesEurope11.6%18.9%16.9%15.7%16.4%18.9% 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJGlobal EquitiesAsia and Australia3.0%10.6%8.6%8.8%9.1%11.4% 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKGlobal EquitiesEurope11.8%16.0%13.2%12.0%11.3%17.0% 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLGlobal EquitiesEurope11.7%10.2%9.0%9.0%9.0%11.9% 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMGlobal EquitiesAsia and Australia9.9%10.0%9.6%11.3%10.5%12.3% -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNGlobal EquitiesEurope10.6%15.4%12.4%11.4%11.5%16.1% 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOGlobal EquitiesEurope8.8%21.7%18.2%16.5%15.8%21.2% 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPGlobal EquitiesEurope12.1%17.1%15.4%14.6%15.6%18.4% 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQGlobal EquitiesEurope9.0%16.4%13.4%12.3%12.1%16.3% 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSGlobal EquitiesAsia and Australia6.1%15.8%13.6%13.4%13.0%16.6% 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTGlobal EquitiesAsia and Australia7.9%14.9%12.2%11.8%11.2%15.6% 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUGlobal EquitiesEurope6.9%15.2%12.8%11.9%11.5%13.5% 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWGlobal EquitiesNorth America12.5%24.4%21.6%18.5%17.3%19.5% 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYGlobal EquitiesAsia and Australia11.0%17.6%15.0%13.9%13.8%19.2% 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZGlobal EquitiesSouth America22.1%30.5%26.4%25.6%23.9%25.4% 18.8%1.0%1.5%-1.8%-2.2%1.8%
IndustrialsEXIGlobal SectorsIndustrials8.2%17.1%13.7%12.1%11.1%14.6% 27.8%9.6%11.6%9.5%12.4%7.5%
S AfricaEZAGlobal EquitiesMideast and Africa11.5%23.4%19.7%18.8%17.4%19.7% 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUGlobal EquitiesEurope10.4%16.1%13.3%12.3%12.4%16.6% 30.0%7.6%9.3%5.6%8.5%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier1.7%16.5%14.2%    35.4%9.4%8.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar4.5%6.5%6.1%6.6%7.1%9.2% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound3.7%5.3%5.5%6.3%5.9%6.6% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar3.1%4.3%4.6%5.9%5.8%6.8% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.6%3.9%4.3%5.2%5.6%7.0% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc5.7%4.5%4.5%5.1%5.5%6.8% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen4.5%3.5%5.3%5.7%6.3%  -5.8%0.1%-2.4%-0.7%-4.1% 
GreeceGREKGlobal EquitiesEurope22.1%24.3%21.8%24.4%   38.1%5.4%7.1%-8.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income2.3%12.3%10.3%8.9%8.0%  8.4%3.9%3.4%4.5%5.0% 
Clean EnergyICLNGlobal SectorsClean Energy21.1%25.2%19.0%17.5%17.5%  17.9%37.8%21.1%12.8%11.6% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income4.0%2.8%3.3%3.1%3.2%3.5% -4.7%6.0%2.3%3.3%2.7%4.7%
InfrastructureIGFGlobal SectorsInfrastructure4.4%15.8%12.9%11.4%10.5%  22.3%6.0%5.1%3.9%6.9% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income2.6%5.2%4.1%3.5%3.1%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVGlobal Asset ClassesFixed Income5.2%4.1%4.7%4.6%4.8%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income3.0%8.6%6.9%6.4%   6.4%5.5%4.8%4.0%  
IndiaINDYGlobal EquitiesAsia and Australia5.2%20.3%16.8%15.7%16.5%  48.1%15.1%12.0%8.7%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income2.4%3.7%4.0%3.5%3.5%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid6.7%14.5%11.5%10.3%9.3%11.6% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap10.2%21.8%17.4%15.8%14.4%16.6% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val5.4%15.6%12.4%11.1%10.0%12.2% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro8.5%14.1%11.2%10.1%9.1%11.4% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap6.7%20.1%16.1%14.6%13.3%15.4% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val6.4%21.7%17.4%15.3%13.9%15.9% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro8.8%19.4%15.7%14.7%13.4%15.4% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro7.1%15.9%12.5%11.3%10.2%13.5% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap5.6%17.6%13.8%12.2%10.9%13.6% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val5.5%19.1%14.9%13.0%11.7%14.2% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap6.4%14.7%11.7%10.5%9.4%11.9% 31.8%15.8%16.7%13.7%16.4%10.3%
EnergyIXCGlobal SectorsEnergy14.3%24.6%20.5%18.4%16.9%17.4% 71.0%-6.1%0.1%-3.1%1.4%1.5%
FinancialsIXGGlobal SectorsFinancials7.2%18.3%14.8%13.8%13.1%17.6% 50.0%8.5%11.5%7.4%11.3%2.2%
HealthcareIXJGlobal SectorsHealthcare9.2%10.1%9.0%9.2%8.3%9.7% 18.0%11.7%12.5%9.9%14.4%9.5%
TechnologyIXNGlobal SectorsTechnology9.9%14.9%11.7%11.0%10.1%13.3% 29.8%25.9%26.3%21.8%21.3%13.9%
TelecomIXPGlobal SectorsTelecommunications7.7%12.4%10.5%9.8%9.0%11.0% 29.4%15.5%9.3%7.4%8.9%6.9%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate8.2%15.7%12.7%11.7%11.0%17.2% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income0.6%7.2%5.6%5.4%5.1%  9.7%5.8%5.3%4.1%6.1% 
Global UtilitiesJXIGlobal SectorsUtilities11.0%11.3%10.0%9.4%8.8%10.7% 8.1%9.4%7.9%6.6%7.5%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples8.2%9.5%8.7%8.0%7.7%9.0% 10.9%8.7%6.4%7.0%9.4%8.3%
US Mort BackedMBBGlobal Asset ClassesFixed Income1.1%0.8%1.3%1.2%1.3%  -0.5%3.8%2.1%2.4%2.2% 
ChinaMCHIGlobal EquitiesAsia and Australia14.8%16.6%14.5%15.1%14.4%  -8.1%5.4%8.3%6.9%8.4% 
MaterialsMXIGlobal SectorsMaterials11.2%15.6%12.7%12.9%12.5%16.9% 24.3%10.9%12.3%7.6%7.2%5.7%
NorwayNORWGlobal EquitiesEurope11.3%20.7%16.9%15.9%15.5%  43.5%2.4%9.2%2.3%5.8% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate5.7%11.6%9.5%8.2%7.8%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro8.4%14.2%11.3%10.7%9.9%12.9% 29.5%25.3%25.7%21.2%22.4%16.6%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary3.5%15.6%12.4%11.3%10.5%13.0% 23.2%12.4%14.5%12.2%15.0%9.5%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap7.1%15.9%12.7%11.4%11.0%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.2%0.2%0.3%0.4%0.3%0.5% -0.1%2.5%1.5%1.3%1.0%1.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America6.6%14.4%11.4%10.4%9.3%11.9% 31.5%15.6%16.5%13.7%16.4%10.4%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap6.9%14.0%11.1%10.0%9.0%11.3% 30.0%15.9%16.8%13.9%16.5%10.3%
ThailandTHDGlobal EquitiesAsia and Australia11.9%16.3%14.6%13.5%14.3%  21.5%-5.3%2.8%0.9%6.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.1%2.0%2.1%2.1%2.8%3.7% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term8.9%7.9%7.8%7.6%7.5%8.2% -10.3%9.2%3.1%5.5%4.3%6.4%
TurkeyTURGlobal EquitiesMideast and Africa25.0%23.9%24.8%22.4%22.2%  11.2%-1.3%-8.5%-9.0%-5.5% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index4.1%4.0%4.1%4.3%4.2%  -0.2%0.7%0.9%1.8%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia9.4%18.6%16.2%15.7%16.5%  30.3%5.4%6.2%-0.1%3.0% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate8.4%15.3%12.6%11.9%11.3%17.7% 33.5%12.0%7.5%9.4%11.5%6.8%
Timber & ForestryWOODGlobal SectorsTimber and Forestry9.2%19.1%15.7%14.9%13.8%  33.3%6.1%13.0%10.0%11.5%