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All Portfolios, ranked by Sharpe

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.
    Sharpe Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average0.660.670.520.400.470.38 10.5%11.7%8.3%5.7%6.4%5.4%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core1.861.150.930.770.88  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.631.100.780.660.730.87 -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP1.830.240.060.000.09  39.0%-0.0%-4.3%-5.2%-1.4% 
ArgentinaARGTGlobal EquitiesSouth America0.260.440.350.390.29  3.8%10.8%7.1%8.4%4.8% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-4.43-0.02-0.62-0.92-1.08  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.611.050.760.640.700.89 -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi0.950.870.750.320.37  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities2.110.44-0.01-0.27-0.29  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBGlobal Asset ClassesCommodities1.630.790.530.340.16  29.0%13.8%8.7%5.2%2.0% 
OilDBOGlobal Asset ClassesCommodities1.680.600.350.08-0.11  60.7%17.6%7.3%-1.9%-7.0% 
ChileECHGlobal EquitiesSouth America-0.96-0.45-0.17-0.13-0.22  -19.7%-15.6%-7.1%-5.5%-7.0% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-0.320.570.540.340.330.24 -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap1.160.790.620.480.580.24 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro1.121.180.930.690.740.34 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val0.960.430.320.250.390.13 11.1%7.7%5.3%3.6%5.6%1.4%
EqyptEGPTGlobal EquitiesMideast and Africa0.770.160.18-0.250.09  11.4%1.7%2.7%-8.8%-0.8% 
IndonesiaEIDOGlobal EquitiesAsia and Australia0.030.100.110.050.06  -0.6%-0.9%0.7%-1.0%-0.9% 
IsraelEISGlobal EquitiesMideast and Africa2.460.910.660.550.56  22.8%18.5%12.3%9.2%8.9% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-0.340.480.380.460.50  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-0.280.360.260.43   -1.9%4.8%3.4%4.8%  
New ZealandENZLGlobal EquitiesAsia and Australia-0.750.600.650.540.70  -11.4%11.2%11.3%9.3%12.0% 
PhilippinesEPHEGlobal EquitiesAsia and Australia-0.040.100.05-0.060.26  -2.2%0.6%0.2%-1.9%3.8% 
PolandEPOLGlobal EquitiesEurope0.580.080.270.090.18  12.2%-1.2%4.9%-0.0%2.1% 
PeruEPUGlobal EquitiesSouth America-0.37-0.000.100.140.08  -11.8%-3.3%0.6%1.2%-0.3% 
RussiaERUSGlobal EquitiesEurope1.120.710.490.630.28  21.3%18.2%10.6%14.4%4.7% 
AustraliaEWAGlobal EquitiesAsia and Australia0.670.640.500.380.390.29 9.0%13.0%8.8%6.2%6.3%4.9%
CanadaEWCGlobal EquitiesNorth America1.780.910.570.390.400.30 27.0%19.6%10.4%6.4%6.0%4.9%
SwedenEWDGlobal EquitiesEurope1.371.010.750.570.620.34 22.9%22.3%14.2%9.6%10.3%6.2%
GermanyEWGGlobal EquitiesEurope0.520.580.390.310.480.24 5.8%11.7%6.9%5.0%7.9%3.8%
Hong KongEWHGlobal EquitiesAsia and Australia-0.230.240.410.310.470.33 -3.5%3.6%6.8%4.8%7.3%5.6%
ItalyEWIGlobal EquitiesEurope0.950.600.460.330.350.04 14.4%13.8%9.5%5.8%6.1%-1.5%
JapanEWJGlobal EquitiesAsia and Australia0.190.830.600.570.600.20 1.2%11.7%8.3%7.6%8.0%2.7%
BelgiumEWKGlobal EquitiesEurope0.920.600.380.400.630.16 12.9%12.1%6.8%6.5%10.2%1.9%
SwitzerlandEWLGlobal EquitiesEurope1.291.371.040.730.860.47 20.2%20.9%14.6%9.9%11.3%7.3%
MalaysiaEWMGlobal EquitiesAsia and Australia-0.45-0.120.13-0.14-0.030.22 -7.4%-2.0%1.9%-2.6%-0.9%3.1%
NetherlandsEWNGlobal EquitiesEurope1.461.260.970.790.830.39 22.7%26.0%17.8%13.3%13.5%6.9%
AustriaEWOGlobal EquitiesEurope2.060.580.540.500.460.12 31.5%14.0%11.8%10.2%8.6%0.2%
SpainEWPGlobal EquitiesEurope0.100.180.190.040.180.08 0.3%2.2%2.8%-0.7%2.2%-0.5%
FranceEWQGlobal EquitiesEurope1.510.760.640.550.600.24 21.5%16.5%12.2%9.4%9.9%3.7%
SingaporeEWSGlobal EquitiesAsia and Australia0.500.230.340.110.270.24 5.6%3.4%5.7%1.2%3.9%3.7%
TaiwanEWTGlobal EquitiesAsia and Australia2.111.541.130.860.850.46 28.9%31.2%20.9%14.9%13.7%8.7%
UKEWUGlobal EquitiesEurope1.520.450.350.200.320.13 18.2%8.1%5.7%2.8%4.4%1.6%
MexicoEWWGlobal EquitiesNorth America1.000.450.290.090.150.17 20.3%9.5%5.1%-0.2%1.3%1.8%
S KoreaEWYGlobal EquitiesAsia and Australia-0.590.550.500.390.350.27 -7.6%11.6%9.9%7.0%5.8%4.6%
BrazilEWZGlobal EquitiesSouth America-0.640.030.160.150.040.15 -17.3%-5.6%0.3%-0.4%-3.8%-0.1%
IndustrialsEXIGlobal SectorsIndustrials1.250.880.670.620.770.43 17.4%18.4%12.2%10.2%11.9%7.4%
S AfricaEZAGlobal EquitiesMideast and Africa0.540.260.190.090.150.20 7.9%3.9%2.7%-0.2%1.3%2.4%
EMUEZUGlobal EquitiesEurope1.050.700.540.420.520.19 13.9%14.4%9.8%6.9%8.5%2.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier1.980.700.570.30   24.3%12.9%10.0%4.5%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-0.730.06-0.01-0.14-0.240.12 -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-0.220.150.10-0.32-0.24-0.29 -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar0.060.310.07-0.21-0.31-0.05 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-1.44-0.30-0.03-0.31-0.32-0.14 -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-0.520.110.03-0.06-0.120.11 -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-2.18-0.61-0.22-0.06-0.57  -10.9%-2.2%-0.3%0.0%-4.4% 
GreeceGREKGlobal EquitiesEurope0.380.470.270.020.09  6.2%11.1%4.9%-3.7%-3.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.300.350.430.410.53  5.1%4.5%5.0%4.3%5.1% 
Clean EnergyICLNGlobal SectorsClean Energy-0.861.130.880.600.55  -24.2%38.3%23.9%14.1%12.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.670.710.510.410.410.65 -3.3%4.7%3.5%2.9%2.6%4.7%
InfrastructureIGFGlobal SectorsInfrastructure1.010.520.450.320.50  11.6%9.5%7.1%4.4%6.7% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-0.420.930.690.660.75  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVGlobal Asset ClassesFixed Income-1.690.130.270.030.05  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-0.590.500.470.47   -2.8%5.8%5.0%4.7%  
IndiaINDYGlobal EquitiesAsia and Australia1.320.620.660.450.54  19.5%13.1%13.5%8.2%10.4% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.070.680.640.510.58  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid2.211.341.080.951.170.68 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap1.020.810.540.520.720.40 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val1.830.890.650.620.900.47 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.831.651.381.171.310.83 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap1.230.860.600.580.760.48 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val1.880.740.450.500.680.40 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro0.250.900.710.620.790.53 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro0.921.241.030.861.040.65 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap1.831.070.810.730.960.59 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val1.970.880.600.580.850.50 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap2.211.311.050.921.140.66 25.5%25.5%17.7%14.4%16.1%10.4%
EnergyIXCGlobal SectorsEnergy1.710.240.100.090.110.14 41.0%3.1%-0.3%-0.3%0.3%1.1%
FinancialsIXGGlobal SectorsFinancials1.410.670.500.450.660.16 25.1%14.8%9.4%7.7%11.1%1.8%
HealthcareIXJGlobal SectorsHealthcare1.461.211.070.771.100.70 19.6%18.4%15.5%10.8%14.4%10.0%
TechnologyIXNGlobal SectorsTechnology2.301.871.541.281.330.79 29.6%40.1%29.7%23.4%22.0%14.5%
TelecomIXPGlobal SectorsTelecommunications1.091.180.640.540.620.41 12.8%19.9%9.7%7.6%8.2%6.0%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate2.230.950.700.610.750.35 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKGlobal Asset ClassesFixed Income1.190.770.560.540.67  4.0%7.8%5.2%4.6%5.1% 
Global UtilitiesJXIGlobal SectorsUtilities0.650.810.770.560.650.33 10.9%13.1%11.2%7.7%8.3%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples0.981.040.730.640.800.65 13.7%14.7%9.7%7.9%9.5%8.5%
US Mort BackedMBBGlobal Asset ClassesFixed Income-1.061.240.700.630.69  -1.4%2.9%2.4%2.1%2.1% 
ChinaMCHIGlobal EquitiesAsia and Australia-1.220.410.480.290.39  -21.7%7.3%8.9%4.8%6.5% 
MaterialsMXIGlobal SectorsMaterials1.010.930.730.550.450.31 15.1%19.8%13.5%9.9%7.3%5.4%
NorwayNORWGlobal EquitiesEurope1.170.490.450.350.31  18.6%11.0%9.0%6.2%5.0% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate-0.560.360.270.360.44  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.961.811.491.241.390.92 27.4%38.1%28.4%22.3%22.9%16.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary1.471.080.890.760.970.55 16.3%22.4%16.1%12.7%15.2%9.4%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap0.940.790.640.610.71  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-1.600.980.420.430.430.87 -0.7%1.9%1.5%1.2%1.0%1.8%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America2.421.341.070.941.160.67 28.6%25.8%18.0%14.5%16.3%10.6%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap2.341.381.110.981.190.68 28.7%26.0%18.4%14.8%16.5%10.6%
ThailandTHDGlobal EquitiesAsia and Australia0.180.080.220.180.31  1.9%-0.2%3.7%2.4%5.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income1.421.841.130.860.560.68 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-0.330.620.520.360.380.48 -4.6%8.8%6.6%4.6%4.5%6.6%
TurkeyTURGlobal EquitiesMideast and Africa-1.10-0.04-0.09-0.25-0.04  -27.5%-6.6%-8.1%-11.9%-5.4% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index1.120.04-0.200.100.18  5.7%0.9%-0.2%1.3%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia1.620.620.550.200.33  22.0%13.6%11.1%2.9%5.7% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate2.361.020.660.590.740.39 40.5%20.0%11.2%9.5%11.5%7.2%
Timber & ForestryWOODGlobal SectorsTimber and Forestry1.130.790.640.530.63  17.0%19.0%13.3%10.1%11.4%