VizMetrics Inc. - Better visibility. Better results.

All Portfolios, ranked by Sortino

for period ending November 30, 2023
 
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.
    Sortino Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average0.2%-0.0%0.2%0.3%0.3%0.6% 6.3%2.9%4.5%5.1%3.4%6.8%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core0.8%0.3%0.6%0.7%0.7%0.9% 11.3%5.8%9.1%9.7%7.6%10.1%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.7%-1.2%-0.3%-0.3%-0.0%0.5% 1.0%-4.5%0.7%0.8%1.3%2.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP2.1%2.0%0.5%0.3%0.2%  19.6%31.1%7.6%3.7%1.3% 
ArgentinaARGTGlobal EquitiesSouth America3.1%1.2%0.8%0.7%0.7%  56.6%22.8%16.1%13.1%10.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-1.1%-1.0%-0.7%-0.7%-0.6%-0.5% 4.6%1.8%1.6%1.5%1.0%0.7%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.7%-1.2%-0.3%-0.3%-0.0%0.4% 1.0%-4.6%0.7%0.8%1.3%2.6%
AgricultureDBAGlobal Asset ClassesCommodities1.8%1.5%0.5%0.0%-0.2%-0.1% 11.7%12.9%5.9%2.1%-0.8%-0.3%
Industrial MetalsDBBGlobal Asset ClassesCommodities-0.7%0.1%0.2%0.2%0.1%0.2% -6.8%2.8%3.2%3.0%1.8%2.4%
OilDBOGlobal Asset ClassesCommodities-0.3%1.3%0.6%0.5%-0.1%0.0% -1.3%25.3%10.8%8.4%-5.1%-2.3%
ChileECHGlobal EquitiesSouth America0.2%0.3%-0.2%0.0%-0.1%0.2% 5.8%5.4%-5.6%-1.6%-2.9%1.7%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-0.1%-0.5%0.0%0.2%0.1%0.5% 2.4%-4.8%1.5%3.7%1.4%5.8%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap0.7%0.2%0.4%0.5%0.3%0.6% 10.3%4.0%5.9%6.5%3.9%6.9%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro0.4%-0.1%0.4%0.5%0.4%0.7% 7.4%-0.1%6.2%7.2%4.5%7.4%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val1.0%0.4%0.3%0.4%0.2%0.5% 12.9%7.6%4.8%5.3%2.7%5.9%
EqyptEGPTGlobal EquitiesMideast and Africa3.1%0.0%-0.0%0.1%-0.2%  37.4%1.9%-0.5%1.4%-4.9% 
IndonesiaEIDOGlobal EquitiesAsia and Australia-0.7%-0.0%-0.0%0.1%0.1%  -5.6%2.2%-0.6%0.8%1.1% 
IsraelEISGlobal EquitiesMideast and Africa-0.6%-0.2%0.1%0.2%0.2%0.5% -10.2%-1.5%1.0%3.6%2.8%5.8%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-0.3%-0.8%-0.1%-0.1%0.1%0.6% 2.2%-5.6%0.4%0.9%2.1%5.1%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income0.4%-0.6%-0.0%0.0%0.2%  6.6%-2.3%1.5%1.6%2.8% 
New ZealandENZLGlobal EquitiesAsia and Australia-0.4%-0.6%0.1%0.3%0.4%  -3.3%-9.4%1.6%4.4%5.5% 
PhilippinesEPHEGlobal EquitiesAsia and Australia-0.5%-0.4%-0.2%-0.2%-0.1%  -4.8%-5.3%-3.7%-2.6%-2.0% 
PolandEPOLGlobal EquitiesEurope2.3%0.5%0.1%0.4%0.0%  46.7%9.1%0.5%5.4%-1.6% 
PeruEPUGlobal EquitiesSouth America0.3%0.0%0.1%0.2%0.2%  7.5%0.9%0.4%2.4%2.2% 
AustraliaEWAGlobal EquitiesAsia and Australia-0.3%0.2%0.4%0.4%0.3%0.6% -1.6%3.9%6.1%5.9%3.3%8.3%
CanadaEWCGlobal EquitiesNorth America-0.1%0.4%0.5%0.4%0.3%0.6% 1.9%7.2%8.0%6.6%4.1%7.1%
SwedenEWDGlobal EquitiesEurope0.4%0.0%0.4%0.5%0.3%0.8% 8.2%0.6%7.3%7.3%3.9%9.9%
GermanyEWGGlobal EquitiesEurope1.0%-0.0%0.2%0.3%0.1%0.5% 15.0%0.7%3.9%4.6%1.7%6.2%
Hong KongEWHGlobal EquitiesAsia and Australia-1.0%-0.6%-0.3%-0.0%0.1%0.6% -13.5%-8.6%-3.6%-0.3%0.9%6.6%
ItalyEWIGlobal EquitiesEurope1.8%0.5%0.6%0.6%0.3%0.3% 23.3%8.6%8.9%9.6%3.8%3.5%
JapanEWJGlobal EquitiesAsia and Australia1.1%-0.2%0.2%0.4%0.4%0.5% 13.2%0.5%4.1%5.0%4.2%5.7%
BelgiumEWKGlobal EquitiesEurope0.2%-0.1%0.2%0.2%0.3%0.7% 5.8%1.1%3.1%3.5%3.8%8.7%
SwitzerlandEWLGlobal EquitiesEurope0.4%0.2%0.6%0.8%0.5%0.8% 8.2%4.3%8.5%9.2%5.7%9.2%
MalaysiaEWMGlobal EquitiesAsia and Australia-0.6%-0.6%-0.4%-0.1%-0.4%0.4% -3.8%-5.1%-3.3%-0.3%-3.9%3.8%
NetherlandsEWNGlobal EquitiesEurope0.6%0.2%0.6%0.7%0.6%0.8% 10.1%4.2%10.0%10.7%7.2%10.1%
AustriaEWOGlobal EquitiesEurope0.8%0.5%0.2%0.4%0.3%0.5% 12.2%9.3%3.6%7.0%3.2%6.8%
SpainEWPGlobal EquitiesEurope2.6%0.4%0.3%0.4%0.1%0.3% 28.1%7.7%4.4%6.0%1.2%3.5%
FranceEWQGlobal EquitiesEurope0.9%0.5%0.6%0.7%0.5%0.6% 14.1%8.4%8.9%9.7%5.7%7.5%
SingaporeEWSGlobal EquitiesAsia and Australia-0.4%-0.3%-0.1%0.1%-0.0%0.5% -2.0%-0.9%-0.6%2.1%-0.1%6.1%
TaiwanEWTGlobal EquitiesAsia and Australia0.9%0.4%0.9%0.8%0.8%1.0% 13.0%6.7%13.8%11.8%9.6%12.0%
UKEWUGlobal EquitiesEurope0.2%0.5%0.3%0.3%0.1%0.5% 6.3%8.5%4.4%5.0%1.7%5.7%
MexicoEWWGlobal EquitiesNorth America1.4%1.3%0.7%0.5%0.2%0.5% 20.6%18.9%12.0%7.7%1.6%7.3%
S KoreaEWYGlobal EquitiesAsia and Australia0.2%-0.3%0.2%0.3%0.1%0.6% 5.1%-4.9%2.3%4.2%1.4%8.2%
BrazilEWZGlobal EquitiesSouth America1.1%0.5%0.3%0.4%0.2%0.4% 19.0%9.1%2.7%5.2%1.0%4.0%
IndustrialsEXIGlobal SectorsIndustrials0.7%0.3%0.5%0.6%0.6%0.9% 10.6%6.2%8.7%8.7%7.4%10.8%
S AfricaEZAGlobal EquitiesMideast and Africa-0.3%0.2%0.1%0.1%0.1%0.4% -6.0%3.3%0.1%1.3%-0.5%4.9%
EMUEZUGlobal EquitiesEurope1.1%0.2%0.4%0.5%0.3%0.5% 15.3%5.0%6.7%7.4%3.7%6.3%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier-0.2%-0.1%0.1%0.2%   1.2%0.9%1.7%3.6%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-0.9%-0.7%-0.5%-0.4%-0.5%0.1% -2.0%-3.4%-1.9%-1.3%-2.6%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound0.3%-0.6%-0.3%-0.3%-0.6%-0.3% 6.5%-1.4%0.0%0.2%-2.6%-1.4%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar-0.9%-0.7%-0.4%-0.3%-0.6%-0.2% 0.5%-1.1%-0.1%0.1%-2.3%-0.5%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro0.2%-1.0%-0.6%-0.4%-0.7%-0.3% 5.7%-3.3%-1.3%-0.2%-2.8%-1.4%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc0.5%-0.4%-0.1%-0.2%-0.3%0.1% 7.8%0.4%1.7%1.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.4%-1.5%-1.0%-0.9%-0.7%-0.5% -7.3%-11.6%-5.8%-4.2%-4.1%-3.3%
GreeceGREKGlobal EquitiesEurope2.5%1.2%0.7%0.6%-0.0%  45.7%20.6%13.6%9.3%-4.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income-0.7%-0.8%-0.2%0.0%0.2%  0.2%-3.0%-0.3%1.8%2.7% 
Clean EnergyICLNGlobal SectorsClean Energy-1.8%-0.6%0.6%0.6%0.4%0.2% -32.3%-14.7%10.9%10.3%5.0%0.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.9%-1.3%-0.4%-0.4%-0.1%0.2% -1.8%-6.6%-0.0%0.1%1.0%2.1%
InfrastructureIGFGlobal SectorsInfrastructure-0.4%0.2%0.3%0.4%0.3%0.6% -1.4%5.0%5.1%5.5%4.5%6.8%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-0.1%-0.9%0.0%-0.0%0.1%0.7% 4.1%-3.8%2.4%2.0%2.1%3.8%
Intl TreasIGOVGlobal Asset ClassesFixed Income-0.7%-1.2%-0.7%-0.5%-0.5%  -1.8%-10.2%-3.7%-1.9%-2.1% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income0.7%-0.7%-0.0%0.1%0.1%  8.2%-2.8%1.8%2.4%1.9% 
IndiaINDYGlobal EquitiesAsia and Australia-0.1%0.8%0.5%0.7%0.7%  3.7%9.8%8.1%9.6%8.9% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income-0.5%-0.8%-0.2%-0.0%0.2%0.6% 2.1%-2.3%1.4%2.0%2.4%3.5%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid1.0%0.5%0.8%1.0%1.0%1.3% 13.5%8.6%12.1%12.6%11.4%13.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap-0.7%-0.2%0.2%0.3%0.3%0.7% -8.3%-1.7%2.8%4.3%4.5%9.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val-0.3%0.5%0.5%0.5%0.7%1.0% 1.3%8.0%7.4%7.7%7.9%10.6%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro2.0%0.5%1.1%1.2%1.2%1.5% 26.1%8.7%16.2%16.9%14.5%16.2%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap-0.4%-0.0%0.3%0.4%0.5%0.8% -2.6%1.0%4.7%5.9%6.1%10.9%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val-0.5%0.3%0.3%0.3%0.4%0.7% -4.8%6.3%4.5%4.8%5.6%9.7%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro-0.2%-0.3%0.3%0.4%0.5%0.9% -0.8%-4.4%4.1%6.5%6.2%11.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro0.6%-0.1%0.6%0.8%0.8%1.3% 9.8%0.3%9.9%11.2%9.9%14.2%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap-0.0%0.2%0.5%0.6%0.7%1.1% 2.8%4.8%8.6%8.9%8.8%13.2%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val-0.3%0.4%0.4%0.4%0.6%1.0% -0.9%7.1%6.9%6.7%7.5%12.0%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap0.9%0.5%0.8%0.9%1.0%1.3% 12.5%8.1%11.6%12.1%11.0%13.4%
EnergyIXCGlobal SectorsEnergy-0.2%1.9%0.5%0.4%0.3%0.4% 0.8%31.3%8.8%6.7%3.2%5.3%
FinancialsIXGGlobal SectorsFinancials0.2%0.5%0.4%0.5%0.4%0.6% 5.5%9.3%6.4%7.0%5.7%8.2%
HealthcareIXJGlobal SectorsHealthcare-0.7%0.3%0.6%0.9%0.9%1.3% -2.2%5.4%7.6%10.2%8.7%11.7%
TechnologyIXNGlobal SectorsTechnology2.4%0.7%1.3%1.5%1.5%1.6% 34.4%12.4%21.1%21.1%18.2%18.5%
TelecomIXPGlobal SectorsTelecommunications2.8%-0.0%0.5%0.4%0.3%0.6% 28.6%1.3%7.7%5.9%4.2%6.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate-0.4%0.1%0.2%0.3%0.5%0.8% -2.2%2.8%3.3%4.8%6.4%10.3%
US Hi YieldJNKGlobal Asset ClassesFixed Income0.2%-0.4%0.1%0.2%0.2%1.1% 5.6%0.1%3.0%3.1%2.7%7.6%
Global UtilitiesJXIGlobal SectorsUtilities-0.5%0.0%0.4%0.6%0.5%0.5% -2.3%2.2%5.8%7.5%6.3%5.5%
Consumer StaplesKXIGlobal SectorsConsumer Staples-0.6%0.1%0.4%0.5%0.5%1.0% -2.5%3.1%5.5%6.2%5.5%8.9%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.8%-1.1%-0.5%-0.5%-0.2%0.2% -0.0%-4.3%-0.3%-0.0%0.8%1.7%
ChinaMCHIGlobal EquitiesAsia and Australia-0.4%-0.8%-0.2%0.1%0.1%  -7.0%-17.5%-4.3%0.3%0.1% 
MaterialsMXIGlobal SectorsMaterials0.0%0.3%0.6%0.6%0.5%0.7% 3.2%6.1%10.0%9.1%5.9%8.1%
NorwayNORWGlobal EquitiesEurope-0.7%0.1%0.1%0.3%0.1%  -4.4%3.4%1.7%4.6%0.3% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate0.6%-0.7%-0.1%-0.1%0.1%0.6% 8.7%-6.3%-0.3%0.1%2.0%5.6%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro2.3%0.5%1.2%1.4%1.4%1.8% 33.4%9.7%18.9%19.5%17.4%19.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary0.7%0.0%0.5%0.6%0.6%1.1% 12.1%1.5%8.0%9.0%7.6%12.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap0.1%-0.2%0.2%0.3%0.3%0.8% 4.5%-0.7%3.5%5.2%4.2%9.1%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-1.0%-1.3%-0.6%-0.6%-0.5%-0.2% 3.1%-0.5%1.1%0.9%0.8%0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America0.9%0.6%0.8%1.0%1.0%1.3% 12.7%9.5%12.3%12.6%11.4%13.7%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap1.0%0.6%0.8%1.0%1.1%1.3% 13.7%9.6%12.5%12.9%11.7%13.6%
ThailandTHDGlobal EquitiesAsia and Australia-1.1%-0.5%-0.3%0.0%0.1%0.8% -15.0%-4.3%-4.3%0.2%0.7%10.2%
US Inflation ProtTIPGlobal Asset ClassesFixed Income-1.1%-0.7%0.0%-0.0%0.1%0.6% -0.0%-1.7%2.6%1.9%1.9%3.4%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-0.9%-1.3%-0.3%-0.3%0.0%0.2% -7.9%-15.1%-2.4%-1.6%1.1%1.8%
TurkeyTURGlobal EquitiesMideast and Africa0.3%1.1%0.6%0.4%0.1%0.4% 6.9%20.6%9.2%4.5%-1.9%4.8%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.3%0.6%0.1%-0.0%0.4%0.0% 3.3%6.0%3.1%2.0%3.3%0.9%
VietnamVNMGlobal EquitiesAsia and Australia0.2%-0.3%-0.1%0.1%-0.1%  3.4%-5.8%-2.9%0.7%-2.3% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate-0.4%0.1%0.2%0.3%0.5%0.9% -2.9%2.8%3.7%4.3%6.4%10.9%
Timber & ForestryWOODGlobal SectorsTimber and Forestry-0.0%0.2%0.4%0.5%0.4%0.7% 3.3%4.1%6.0%7.6%6.1%8.9%