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All Portfolios, ranked by Sortino

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.
    Sortino Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average1.8%1.1%0.8%0.6%0.7%0.6% 10.5%11.7%8.3%5.7%6.4%5.4%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core3.6%1.9%1.4%1.2%1.4%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.8%2.4%1.5%1.2%1.2%1.7% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP3.3%0.4%0.1%0.0%0.1%  39.0%-0.0%-4.3%-5.2%-1.4% 
ArgentinaARGTGlobal EquitiesSouth America0.4%0.6%0.5%0.6%0.4%  3.8%10.8%7.1%8.4%4.8% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-2.8%-0.1%-0.9%-1.3%-1.4%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.8%2.2%1.4%1.1%1.2%1.6% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi1.7%1.5%1.3%0.5%0.5%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities9.9%0.7%-0.0%-0.4%-0.4%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBGlobal Asset ClassesCommodities4.7%1.4%0.9%0.5%0.3%  29.0%13.8%8.7%5.2%2.0% 
OilDBOGlobal Asset ClassesCommodities2.8%0.9%0.5%0.1%-0.1%  60.7%17.6%7.3%-1.9%-7.0% 
ChileECHGlobal EquitiesSouth America-1.2%-0.6%-0.2%-0.2%-0.3%  -19.7%-15.6%-7.1%-5.5%-7.0% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-0.4%0.8%0.8%0.5%0.5%0.4% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap2.0%1.2%0.9%0.7%0.9%0.3% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro1.9%2.0%1.4%1.1%1.1%0.5% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val1.7%0.6%0.5%0.4%0.6%0.2% 11.1%7.7%5.3%3.6%5.6%1.4%
EqyptEGPTGlobal EquitiesMideast and Africa1.3%0.2%0.3%-0.3%0.1%  11.4%1.7%2.7%-8.8%-0.8% 
IndonesiaEIDOGlobal EquitiesAsia and Australia0.0%0.1%0.2%0.1%0.1%  -0.6%-0.9%0.7%-1.0%-0.9% 
IsraelEISGlobal EquitiesMideast and Africa17.4%1.4%1.0%0.8%0.8%  22.8%18.5%12.3%9.2%8.9% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-0.4%0.6%0.5%0.6%0.7%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-0.4%0.5%0.3%0.6%   -1.9%4.8%3.4%4.8%  
New ZealandENZLGlobal EquitiesAsia and Australia-0.9%0.9%1.0%0.9%1.1%  -11.4%11.2%11.3%9.3%12.0% 
PhilippinesEPHEGlobal EquitiesAsia and Australia-0.1%0.1%0.1%-0.1%0.4%  -2.2%0.6%0.2%-1.9%3.8% 
PolandEPOLGlobal EquitiesEurope1.0%0.1%0.4%0.1%0.3%  12.2%-1.2%4.9%-0.0%2.1% 
PeruEPUGlobal EquitiesSouth America-0.5%-0.0%0.1%0.2%0.1%  -11.8%-3.3%0.6%1.2%-0.3% 
RussiaERUSGlobal EquitiesEurope1.7%1.1%0.7%1.0%0.4%  21.3%18.2%10.6%14.4%4.7% 
AustraliaEWAGlobal EquitiesAsia and Australia1.1%0.9%0.7%0.5%0.5%0.4% 9.0%13.0%8.8%6.2%6.3%4.9%
CanadaEWCGlobal EquitiesNorth America4.5%1.4%0.8%0.6%0.6%0.4% 27.0%19.6%10.4%6.4%6.0%4.9%
SwedenEWDGlobal EquitiesEurope2.4%1.7%1.2%0.9%1.0%0.5% 22.9%22.3%14.2%9.6%10.3%6.2%
GermanyEWGGlobal EquitiesEurope0.8%0.9%0.6%0.5%0.7%0.3% 5.8%11.7%6.9%5.0%7.9%3.8%
Hong KongEWHGlobal EquitiesAsia and Australia-0.3%0.4%0.6%0.4%0.7%0.5% -3.5%3.6%6.8%4.8%7.3%5.6%
ItalyEWIGlobal EquitiesEurope1.7%0.9%0.7%0.5%0.5%0.1% 14.4%13.8%9.5%5.8%6.1%-1.5%
JapanEWJGlobal EquitiesAsia and Australia0.3%1.5%0.9%0.9%0.9%0.3% 1.2%11.7%8.3%7.6%8.0%2.7%
BelgiumEWKGlobal EquitiesEurope1.7%0.9%0.6%0.6%1.0%0.2% 12.9%12.1%6.8%6.5%10.2%1.9%
SwitzerlandEWLGlobal EquitiesEurope2.2%2.3%1.7%1.1%1.4%0.7% 20.2%20.9%14.6%9.9%11.3%7.3%
MalaysiaEWMGlobal EquitiesAsia and Australia-0.6%-0.2%0.2%-0.2%-0.0%0.3% -7.4%-2.0%1.9%-2.6%-0.9%3.1%
NetherlandsEWNGlobal EquitiesEurope2.4%2.1%1.6%1.3%1.3%0.6% 22.7%26.0%17.8%13.3%13.5%6.9%
AustriaEWOGlobal EquitiesEurope4.7%0.9%0.8%0.8%0.7%0.2% 31.5%14.0%11.8%10.2%8.6%0.2%
SpainEWPGlobal EquitiesEurope0.1%0.3%0.3%0.1%0.3%0.1% 0.3%2.2%2.8%-0.7%2.2%-0.5%
FranceEWQGlobal EquitiesEurope3.3%1.2%1.0%0.9%0.9%0.3% 21.5%16.5%12.2%9.4%9.9%3.7%
SingaporeEWSGlobal EquitiesAsia and Australia0.8%0.3%0.5%0.2%0.4%0.3% 5.6%3.4%5.7%1.2%3.9%3.7%
TaiwanEWTGlobal EquitiesAsia and Australia4.6%2.8%1.9%1.4%1.4%0.7% 28.9%31.2%20.9%14.9%13.7%8.7%
UKEWUGlobal EquitiesEurope3.1%0.6%0.5%0.3%0.4%0.2% 18.2%8.1%5.7%2.8%4.4%1.6%
MexicoEWWGlobal EquitiesNorth America1.9%0.6%0.4%0.1%0.2%0.2% 20.3%9.5%5.1%-0.2%1.3%1.8%
S KoreaEWYGlobal EquitiesAsia and Australia-0.7%0.9%0.8%0.6%0.5%0.4% -7.6%11.6%9.9%7.0%5.8%4.6%
BrazilEWZGlobal EquitiesSouth America-0.8%0.0%0.2%0.2%0.1%0.2% -17.3%-5.6%0.3%-0.4%-3.8%-0.1%
IndustrialsEXIGlobal SectorsIndustrials2.4%1.4%1.0%0.9%1.2%0.6% 17.4%18.4%12.2%10.2%11.9%7.4%
S AfricaEZAGlobal EquitiesMideast and Africa0.9%0.3%0.3%0.1%0.2%0.3% 7.9%3.9%2.7%-0.2%1.3%2.4%
EMUEZUGlobal EquitiesEurope1.7%1.1%0.8%0.6%0.8%0.3% 13.9%14.4%9.8%6.9%8.5%2.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier4.2%0.9%0.8%0.4%   24.3%12.9%10.0%4.5%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-0.9%0.1%-0.0%-0.2%-0.3%0.2% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-0.3%0.2%0.2%-0.4%-0.3%-0.4% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar0.1%0.5%0.1%-0.3%-0.4%-0.1% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-1.6%-0.4%-0.0%-0.4%-0.4%-0.2% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-0.7%0.2%0.0%-0.1%-0.2%0.2% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-2.0%-0.7%-0.3%-0.1%-0.7%  -10.9%-2.2%-0.3%0.0%-4.4% 
GreeceGREKGlobal EquitiesEurope0.6%0.7%0.4%0.0%0.1%  6.2%11.1%4.9%-3.7%-3.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income2.3%0.4%0.5%0.5%0.6%  5.1%4.5%5.0%4.3%5.1% 
Clean EnergyICLNGlobal SectorsClean Energy-1.2%2.0%1.5%1.0%0.9%  -24.2%38.3%23.9%14.1%12.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.8%1.4%0.9%0.7%0.7%1.2% -3.3%4.7%3.5%2.9%2.6%4.7%
InfrastructureIGFGlobal SectorsInfrastructure1.9%0.7%0.6%0.4%0.7%  11.6%9.5%7.1%4.4%6.7% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-0.6%1.4%1.0%1.0%1.1%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVGlobal Asset ClassesFixed Income-1.8%0.2%0.4%0.0%0.1%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-0.8%0.7%0.6%0.7%   -2.8%5.8%5.0%4.7%  
IndiaINDYGlobal EquitiesAsia and Australia3.5%0.9%1.0%0.7%0.8%  19.5%13.1%13.5%8.2%10.4% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.1%1.1%1.0%0.7%0.8%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid5.0%2.3%1.7%1.5%1.9%1.0% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap2.2%1.3%0.8%0.8%1.1%0.6% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val4.4%1.3%0.9%0.9%1.4%0.7% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.3%3.3%2.5%2.1%2.4%1.3% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap2.2%1.3%0.9%0.9%1.2%0.7% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val4.8%1.1%0.6%0.7%1.0%0.6% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro0.4%1.5%1.1%0.9%1.2%0.8% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro1.8%2.3%1.7%1.4%1.8%1.0% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap3.8%1.7%1.2%1.1%1.5%0.8% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val5.1%1.3%0.8%0.8%1.3%0.7% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap5.0%2.2%1.6%1.5%1.9%1.0% 25.5%25.5%17.7%14.4%16.1%10.4%
EnergyIXCGlobal SectorsEnergy4.0%0.3%0.1%0.1%0.2%0.2% 41.0%3.1%-0.3%-0.3%0.3%1.1%
FinancialsIXGGlobal SectorsFinancials2.9%1.0%0.7%0.6%1.0%0.2% 25.1%14.8%9.4%7.7%11.1%1.8%
HealthcareIXJGlobal SectorsHealthcare2.7%2.4%1.9%1.2%1.9%1.1% 19.6%18.4%15.5%10.8%14.4%10.0%
TechnologyIXNGlobal SectorsTechnology4.6%3.6%2.8%2.4%2.4%1.2% 29.6%40.1%29.7%23.4%22.0%14.5%
TelecomIXPGlobal SectorsTelecommunications1.8%2.0%1.0%0.8%1.0%0.6% 12.8%19.9%9.7%7.6%8.2%6.0%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate5.6%1.4%1.0%0.9%1.1%0.5% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKGlobal Asset ClassesFixed Income2.7%1.1%0.8%0.8%1.0%  4.0%7.8%5.2%4.6%5.1% 
Global UtilitiesJXIGlobal SectorsUtilities1.1%1.2%1.2%0.8%1.0%0.5% 10.9%13.1%11.2%7.7%8.3%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples2.1%1.8%1.1%1.0%1.3%1.0% 13.7%14.7%9.7%7.9%9.5%8.5%
US Mort BackedMBBGlobal Asset ClassesFixed Income-1.3%2.8%1.2%1.0%1.1%  -1.4%2.9%2.4%2.1%2.1% 
ChinaMCHIGlobal EquitiesAsia and Australia-1.3%0.6%0.7%0.4%0.6%  -21.7%7.3%8.9%4.8%6.5% 
MaterialsMXIGlobal SectorsMaterials1.7%1.5%1.2%0.9%0.7%0.5% 15.1%19.8%13.5%9.9%7.3%5.4%
NorwayNORWGlobal EquitiesEurope1.9%0.7%0.7%0.5%0.5%  18.6%11.0%9.0%6.2%5.0% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate-0.7%0.4%0.3%0.5%0.6%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.3%3.7%2.8%2.3%2.6%1.5% 27.4%38.1%28.4%22.3%22.9%16.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary5.3%1.8%1.4%1.2%1.6%0.8% 16.3%22.4%16.1%12.7%15.2%9.4%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap1.4%1.2%0.9%0.9%1.1%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-1.6%2.9%0.9%0.9%0.8%1.9% -0.7%1.9%1.5%1.2%1.0%1.8%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America5.6%2.3%1.7%1.5%1.9%1.0% 28.6%25.8%18.0%14.5%16.3%10.6%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap5.4%2.4%1.8%1.6%2.0%1.0% 28.7%26.0%18.4%14.8%16.5%10.6%
ThailandTHDGlobal EquitiesAsia and Australia0.3%0.1%0.3%0.3%0.5%  1.9%-0.2%3.7%2.4%5.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.9%4.1%2.2%1.6%0.9%1.1% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-0.4%1.2%0.9%0.6%0.6%0.8% -4.6%8.8%6.6%4.6%4.5%6.6%
TurkeyTURGlobal EquitiesMideast and Africa-1.2%-0.1%-0.1%-0.3%-0.0%  -27.5%-6.6%-8.1%-11.9%-5.4% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.1%0.1%-0.3%0.1%0.3%  5.7%0.9%-0.2%1.3%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia2.9%0.9%0.8%0.3%0.5%  22.0%13.6%11.1%2.9%5.7% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate5.9%1.5%1.0%0.9%1.1%0.5% 40.5%20.0%11.2%9.5%11.5%7.2%
Timber & ForestryWOODGlobal SectorsTimber and Forestry2.5%1.3%1.0%0.8%1.0%  17.0%19.0%13.3%10.1%11.4%