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All Portfolios, ranked by Sortino

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.
    Sortino Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average4.2%0.8%0.7%0.6%0.8%0.6% 23.7%7.1%7.3%4.9%6.8%5.7%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core5.2%1.0%1.3%1.1%1.4%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.4%2.6%0.9%1.3%1.3%1.6% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP8.8%0.2%0.1%-0.0%0.2%  83.5%-6.1%-4.1%-6.3%-0.4% 
ArgentinaARGTGlobal EquitiesSouth America3.8%0.6%0.5%0.5%0.5%  43.7%8.8%7.7%7.5%6.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-2.6%0.0%-1.0%-1.3%-1.4%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.4%2.3%0.9%1.2%1.3%1.6% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi2.8%1.1%0.7%0.4%0.5%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities10.9%0.6%-0.1%-0.4%-0.5%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBGlobal Asset ClassesCommodities6.5%0.8%0.9%0.3%0.2%  36.7%8.2%8.4%3.2%1.3% 
OilDBOGlobal Asset ClassesCommodities6.1%0.3%0.6%-0.2%-0.1%  90.8%1.1%9.5%-9.1%-4.9% 
ChileECHGlobal EquitiesSouth America0.9%-0.6%-0.1%-0.2%-0.2%  10.3%-15.7%-5.2%-5.2%-5.4% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts2.1%0.6%0.7%0.5%0.6%0.4% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap4.8%0.6%0.8%0.6%0.9%0.4% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro3.2%1.1%1.2%0.9%1.1%0.5% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val5.6%0.3%0.5%0.3%0.6%0.2% 29.8%2.8%5.6%2.5%5.9%2.0%
EqyptEGPTGlobal EquitiesMideast and Africa0.3%-0.1%-0.2%-0.5%0.0%  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOGlobal EquitiesAsia and Australia3.5%0.1%-0.0%0.0%0.1%  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISGlobal EquitiesMideast and Africa37.6%0.7%0.8%0.6%0.7%  36.8%9.5%9.7%6.6%7.8% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate0.7%0.5%0.4%0.6%0.8%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income2.3%0.5%0.3%0.5%   7.6%5.0%3.3%4.2%  
New ZealandENZLGlobal EquitiesAsia and Australia1.1%0.9%0.8%1.0%1.2%  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia1.1%0.1%-0.2%-0.1%0.4%  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLGlobal EquitiesEurope2.1%0.1%0.5%0.0%0.3%  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUGlobal EquitiesSouth America-0.4%-0.3%-0.0%0.0%0.1%  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSGlobal EquitiesEurope5.3%1.1%1.1%0.7%0.5%  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAGlobal EquitiesAsia and Australia5.7%0.6%0.6%0.4%0.6%0.5% 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCGlobal EquitiesNorth America6.9%0.8%0.8%0.4%0.6%0.4% 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDGlobal EquitiesEurope3.6%1.0%1.1%0.8%1.0%0.6% 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGGlobal EquitiesEurope1.5%0.5%0.6%0.4%0.8%0.4% 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHGlobal EquitiesAsia and Australia1.5%0.3%0.4%0.5%0.8%0.6% 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIGlobal EquitiesEurope3.6%0.6%0.8%0.3%0.5%0.1% 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJGlobal EquitiesAsia and Australia7.6%0.7%1.0%0.9%0.9%0.3% 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKGlobal EquitiesEurope2.8%0.4%0.4%0.6%1.0%0.2% 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLGlobal EquitiesEurope1.6%1.3%1.2%0.9%1.2%0.7% 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMGlobal EquitiesAsia and Australia0.1%-0.5%-0.1%-0.3%0.1%0.4% -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNGlobal EquitiesEurope5.0%1.5%1.5%1.2%1.4%0.6% 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOGlobal EquitiesEurope11.5%0.4%0.8%0.7%0.6%0.2% 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPGlobal EquitiesEurope3.1%0.1%0.3%-0.0%0.3%0.2% 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQGlobal EquitiesEurope5.0%0.6%0.9%0.7%0.9%0.3% 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSGlobal EquitiesAsia and Australia4.9%0.2%0.4%0.2%0.4%0.4% 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTGlobal EquitiesAsia and Australia6.3%1.6%1.6%1.3%1.3%0.7% 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUGlobal EquitiesEurope5.3%0.2%0.4%0.1%0.5%0.2% 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWGlobal EquitiesNorth America4.9%0.2%0.2%-0.0%0.2%0.3% 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYGlobal EquitiesAsia and Australia2.8%0.6%0.7%0.5%0.7%0.4% 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZGlobal EquitiesSouth America1.3%0.3%0.3%0.2%0.1%0.3% 18.8%1.0%1.5%-1.8%-2.2%1.8%
IndustrialsEXIGlobal SectorsIndustrials4.1%0.7%0.9%0.9%1.2%0.6% 27.8%9.6%11.6%9.5%12.4%7.5%
S AfricaEZAGlobal EquitiesMideast and Africa3.6%0.3%0.2%0.1%0.3%0.4% 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUGlobal EquitiesEurope3.6%0.6%0.8%0.5%0.8%0.3% 30.0%7.6%9.3%5.6%8.5%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier23.3%0.7%0.7%    35.4%9.4%8.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar0.2%-0.1%-0.2%-0.4%-0.3%0.2% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound1.1%0.0%-0.0%-0.5%-0.3%-0.3% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.6%0.0%-0.0%-0.4%-0.4%-0.1% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-0.4%-0.4%-0.3%-0.5%-0.4%-0.1% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-0.4%-0.1%-0.3%-0.2%-0.3%0.2% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.2%-0.2%-0.6%-0.2%-0.7%  -5.8%0.1%-2.4%-0.7%-4.1% 
GreeceGREKGlobal EquitiesEurope2.5%0.4%0.5%-0.1%   38.1%5.4%7.1%-8.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income3.7%0.3%0.3%0.5%0.6%  8.4%3.9%3.4%4.5%5.0% 
Clean EnergyICLNGlobal SectorsClean Energy1.3%2.0%1.4%0.9%0.9%  17.9%37.8%21.1%12.8%11.6% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-1.1%1.8%0.4%0.8%0.7%1.1% -4.7%6.0%2.3%3.3%2.7%4.7%
InfrastructureIGFGlobal SectorsInfrastructure5.8%0.5%0.4%0.4%0.7%  22.3%6.0%5.1%3.9%6.9% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income0.4%1.3%0.9%1.0%1.2%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVGlobal Asset ClassesFixed Income-0.5%0.4%-0.0%0.0%0.1%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income2.2%0.6%0.6%0.6%   6.4%5.5%4.8%4.0%  
IndiaINDYGlobal EquitiesAsia and Australia11.4%0.9%0.8%0.7%0.7%  48.1%15.1%12.0%8.7%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.8%1.2%0.5%0.8%0.9%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid5.4%1.3%1.6%1.5%2.0%1.0% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap7.9%0.8%1.0%0.9%1.3%0.6% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val7.7%0.7%0.9%0.9%1.4%0.7% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro3.7%1.8%2.2%2.0%2.4%1.3% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap8.9%0.7%1.0%1.0%1.3%0.7% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val12.9%0.6%0.8%0.8%1.1%0.6% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro4.6%0.8%1.1%1.1%1.4%0.8% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro5.1%1.4%1.7%1.5%1.9%1.0% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap8.0%1.0%1.1%1.1%1.6%0.8% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val9.4%0.7%0.8%0.8%1.3%0.7% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap5.9%1.2%1.5%1.4%1.9%0.9% 31.8%15.8%16.7%13.7%16.4%10.3%
EnergyIXCGlobal SectorsEnergy7.0%-0.1%0.2%-0.0%0.2%0.2% 71.0%-6.1%0.1%-3.1%1.4%1.5%
FinancialsIXGGlobal SectorsFinancials8.8%0.6%0.9%0.6%1.0%0.2% 50.0%8.5%11.5%7.4%11.3%2.2%
HealthcareIXJGlobal SectorsHealthcare2.2%1.2%1.4%1.1%1.9%1.0% 18.0%11.7%12.5%9.9%14.4%9.5%
TechnologyIXNGlobal SectorsTechnology3.6%2.0%2.5%2.2%2.4%1.2% 29.8%25.9%26.3%21.8%21.3%13.9%
TelecomIXPGlobal SectorsTelecommunications4.4%1.4%0.9%0.8%1.1%0.7% 29.4%15.5%9.3%7.4%8.9%6.9%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate4.4%0.8%0.7%0.9%1.1%0.5% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income16.6%0.7%0.8%0.7%1.2%  9.7%5.8%5.3%4.1%6.1% 
Global UtilitiesJXIGlobal SectorsUtilities0.9%0.9%0.8%0.7%0.9%0.5% 8.1%9.4%7.9%6.6%7.5%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples1.5%0.9%0.7%0.9%1.3%0.9% 10.9%8.7%6.4%7.0%9.4%8.3%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.5%3.4%0.7%1.3%1.3%  -0.5%3.8%2.1%2.4%2.2% 
ChinaMCHIGlobal EquitiesAsia and Australia-0.4%0.4%0.7%0.6%0.7%  -8.1%5.4%8.3%6.9%8.4% 
MaterialsMXIGlobal SectorsMaterials2.6%0.8%1.1%0.7%0.7%0.5% 24.3%10.9%12.3%7.6%7.2%5.7%
NorwayNORWGlobal EquitiesEurope5.0%0.3%0.7%0.3%0.5%  43.5%2.4%9.2%2.3%5.8% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate0.6%0.4%0.2%0.5%0.7%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.1%2.1%2.5%2.2%2.6%1.4% 29.5%25.3%25.7%21.2%22.4%16.6%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary7.6%0.9%1.3%1.2%1.6%0.8% 23.2%12.4%14.5%12.2%15.0%9.5%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap4.7%0.7%0.9%0.9%1.1%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.7%5.3%0.8%1.1%1.0%1.9% -0.1%2.5%1.5%1.3%1.0%1.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America5.6%1.2%1.6%1.4%1.9%0.9% 31.5%15.6%16.5%13.7%16.4%10.4%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap5.1%1.3%1.6%1.5%2.0%1.0% 30.0%15.9%16.8%13.9%16.5%10.3%
ThailandTHDGlobal EquitiesAsia and Australia2.4%-0.2%0.3%0.1%0.6%  21.5%-5.3%2.8%0.9%6.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.4%3.0%1.4%1.4%0.9%1.0% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-1.0%1.2%0.4%0.7%0.6%0.8% -10.3%9.2%3.1%5.5%4.3%6.4%
TurkeyTURGlobal EquitiesMideast and Africa0.8%0.2%-0.1%-0.2%-0.1%  11.2%-1.3%-8.5%-9.0%-5.5% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.0%-0.0%0.0%0.3%0.3%  -0.2%0.7%0.9%1.8%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia3.8%0.4%0.5%0.1%0.3%  30.3%5.4%6.2%-0.1%3.0% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate4.7%0.9%0.6%0.9%1.1%0.5% 33.5%12.0%7.5%9.4%11.5%6.8%
Timber & ForestryWOODGlobal SectorsTimber and Forestry4.4%0.5%1.0%0.8%1.0%  33.3%6.1%13.0%10.0%11.5%