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All Portfolios, ranked by Sharpe

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.
    Sharpe Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average1.160.460.440.360.480.39 23.7%7.1%7.3%4.9%6.8%5.7%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core1.810.690.860.710.88  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.301.190.540.750.760.87 -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP2.590.100.07-0.030.12  83.5%-6.1%-4.1%-6.3%-0.4% 
ArgentinaARGTGlobal EquitiesSouth America1.370.390.360.360.34  43.7%8.8%7.7%7.5%6.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-3.600.01-0.68-0.93-1.06  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.311.100.520.710.740.89 -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi1.420.690.460.260.37  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities2.320.37-0.07-0.34-0.34  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBGlobal Asset ClassesCommodities1.880.480.500.220.12  36.7%8.2%8.4%3.2%1.3% 
OilDBOGlobal Asset ClassesCommodities2.270.190.42-0.15-0.04  90.8%1.1%9.5%-9.1%-4.9% 
ChileECHGlobal EquitiesSouth America0.49-0.45-0.10-0.12-0.13  10.3%-15.7%-5.2%-5.2%-5.4% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts1.100.430.490.320.380.30 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap1.480.440.570.410.590.26 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro1.300.700.760.610.730.35 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val1.420.190.350.190.410.16 29.8%2.8%5.6%2.5%5.9%2.0%
EqyptEGPTGlobal EquitiesMideast and Africa0.20-0.10-0.14-0.400.02  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOGlobal EquitiesAsia and Australia1.130.11-0.010.020.09  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISGlobal EquitiesMideast and Africa2.250.480.530.410.50  36.8%9.5%9.7%6.6%7.8% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate0.450.420.270.430.55  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income0.960.360.250.37   7.6%5.0%3.3%4.2%  
New ZealandENZLGlobal EquitiesAsia and Australia0.600.580.530.630.73  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia0.660.08-0.15-0.100.28  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLGlobal EquitiesEurope0.970.080.300.030.18  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUGlobal EquitiesSouth America-0.28-0.24-0.040.020.06  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSGlobal EquitiesEurope1.940.690.680.460.35  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAGlobal EquitiesAsia and Australia1.570.420.460.320.420.33 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCGlobal EquitiesNorth America1.820.520.540.300.400.29 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDGlobal EquitiesEurope1.490.660.670.490.630.37 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGGlobal EquitiesEurope0.790.320.390.300.490.28 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHGlobal EquitiesAsia and Australia0.770.190.300.340.530.38 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIGlobal EquitiesEurope1.120.370.510.210.340.05 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJGlobal EquitiesAsia and Australia1.590.450.640.570.600.23 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKGlobal EquitiesEurope1.030.290.270.370.610.18 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLGlobal EquitiesEurope0.930.820.800.580.790.45 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMGlobal EquitiesAsia and Australia0.06-0.32-0.05-0.250.050.28 -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNGlobal EquitiesEurope2.040.940.920.770.840.40 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOGlobal EquitiesEurope2.100.280.520.440.420.15 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPGlobal EquitiesEurope0.930.070.20-0.020.190.11 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQGlobal EquitiesEurope1.370.390.600.440.570.25 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSGlobal EquitiesAsia and Australia1.260.130.300.130.280.30 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTGlobal EquitiesAsia and Australia2.261.000.960.790.800.46 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUGlobal EquitiesEurope1.540.130.260.100.350.15 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWGlobal EquitiesNorth America1.840.120.17-0.040.170.20 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYGlobal EquitiesAsia and Australia1.010.360.440.340.410.29 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZGlobal EquitiesSouth America0.640.210.200.110.090.20 18.8%1.0%1.5%-1.8%-2.2%1.8%
IndustrialsEXIGlobal SectorsIndustrials1.400.480.640.590.790.43 27.8%9.6%11.6%9.5%12.4%7.5%
S AfricaEZAGlobal EquitiesMideast and Africa1.550.210.150.100.190.26 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUGlobal EquitiesEurope1.260.390.510.350.520.21 30.0%7.6%9.3%5.6%8.5%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier4.060.520.52    35.4%9.4%8.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar0.10-0.05-0.15-0.25-0.180.15 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound0.640.02-0.03-0.40-0.25-0.26 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar0.860.00-0.01-0.28-0.27-0.08 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-0.31-0.30-0.18-0.36-0.32-0.10 -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-0.26-0.04-0.18-0.17-0.190.11 -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.12-0.15-0.49-0.15-0.53  -5.8%0.1%-2.4%-0.7%-4.1% 
GreeceGREKGlobal EquitiesEurope1.030.290.34-0.10   38.1%5.4%7.1%-8.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.770.280.260.420.52  8.4%3.9%3.4%4.5%5.0% 
Clean EnergyICLNGlobal SectorsClean Energy0.621.140.810.570.54  17.9%37.8%21.1%12.8%11.6% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.970.880.250.480.430.64 -4.7%6.0%2.3%3.3%2.7%4.7%
InfrastructureIGFGlobal SectorsInfrastructure1.470.350.330.280.52  22.3%6.0%5.1%3.9%6.9% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income0.280.910.600.680.78  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVGlobal Asset ClassesFixed Income-0.380.24-0.020.020.04  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income0.910.460.450.40   6.4%5.5%4.8%4.0%  
IndiaINDYGlobal EquitiesAsia and Australia2.470.670.590.470.48  48.1%15.1%12.0%8.7%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.530.740.360.550.61  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid1.970.831.020.921.170.66 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap2.050.500.640.610.790.43 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val1.990.520.650.610.930.47 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.591.031.271.121.290.81 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap2.050.480.650.640.810.50 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val2.510.400.530.540.720.41 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro1.430.520.740.690.850.56 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro1.660.851.010.891.080.66 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap2.210.660.780.730.980.59 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val2.270.490.570.570.870.50 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap2.020.800.990.901.140.65 31.8%15.8%16.7%13.7%16.4%10.3%
EnergyIXCGlobal SectorsEnergy1.79-0.040.11-0.020.150.15 71.0%-6.1%0.1%-3.1%1.4%1.5%
FinancialsIXGGlobal SectorsFinancials1.980.420.600.440.660.18 50.0%8.5%11.5%7.4%11.3%2.2%
HealthcareIXJGlobal SectorsHealthcare1.250.740.870.721.120.67 18.0%11.7%12.5%9.9%14.4%9.5%
TechnologyIXNGlobal SectorsTechnology1.581.171.381.211.280.76 29.8%25.9%26.3%21.8%21.3%13.9%
TelecomIXPGlobal SectorsTelecommunications2.210.880.600.530.670.46 29.4%15.5%9.3%7.4%8.9%6.9%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate1.960.600.500.600.730.34 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income2.400.530.580.480.74  9.7%5.8%5.3%4.1%6.1% 
Global UtilitiesJXIGlobal SectorsUtilities0.570.610.550.500.600.33 8.1%9.4%7.9%6.6%7.5%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples0.800.610.480.580.810.64 10.9%8.7%6.4%7.0%9.4%8.3%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.401.460.470.800.76  -0.5%3.8%2.1%2.4%2.2% 
ChinaMCHIGlobal EquitiesAsia and Australia-0.340.300.450.390.47  -8.1%5.4%8.3%6.9%8.4% 
MaterialsMXIGlobal SectorsMaterials1.230.540.670.440.440.32 24.3%10.9%12.3%7.6%7.2%5.7%
NorwayNORWGlobal EquitiesEurope1.570.190.460.180.34  43.5%2.4%9.2%2.3%5.8% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate0.350.320.150.360.50  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.701.161.371.191.340.90 29.5%25.3%25.7%21.2%22.4%16.6%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary1.620.610.820.750.950.55 23.2%12.4%14.5%12.2%15.0%9.5%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap1.640.470.600.590.71  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.501.400.420.520.520.88 -0.1%2.5%1.5%1.3%1.0%1.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America2.050.801.000.901.150.65 31.5%15.6%16.5%13.7%16.4%10.4%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap1.970.831.040.931.180.66 30.0%15.9%16.8%13.9%16.5%10.3%
ThailandTHDGlobal EquitiesAsia and Australia0.82-0.130.180.100.36  21.5%-5.3%2.8%0.9%6.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income1.161.470.810.770.560.62 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-0.860.630.220.430.360.46 -10.3%9.2%3.1%5.5%4.3%6.4%
TurkeyTURGlobal EquitiesMideast and Africa0.440.10-0.11-0.16-0.04  11.2%-1.3%-8.5%-9.0%-5.5% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.01-0.020.000.180.17  -0.2%0.7%0.9%1.8%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia1.690.300.340.070.22  30.3%5.4%6.2%-0.1%3.0% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate2.050.640.470.590.740.37 33.5%12.0%7.5%9.4%11.5%6.8%
Timber & ForestryWOODGlobal SectorsTimber and Forestry1.520.320.630.530.64  33.3%6.1%13.0%10.0%11.5%