VizMetrics Inc. - Better visibility. Better results.

All Portfolios, ranked by Standard Deviation

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.
    Standard Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average18.8%19.4%21.5%19.4%17.9%18.9% 6.3%2.9%4.5%5.1%3.4%6.8%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core17.7%17.6%19.9%17.6%15.9%18.0% 11.3%5.8%9.1%9.7%7.6%10.1%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate7.7%6.6%6.1%5.3%4.8%4.7% 1.0%-4.5%0.7%0.8%1.3%2.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP15.3%27.6%47.1%38.8%33.0%  19.6%31.1%7.6%3.7%1.3% 
ArgentinaARGTGlobal EquitiesSouth America67.4%42.8%48.8%42.3%37.8%  56.6%22.8%16.1%13.1%10.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.4%0.6%0.5%0.5%0.4%0.4% 4.6%1.8%1.6%1.5%1.0%0.7%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate7.5%6.5%6.2%5.3%4.8%4.6% 1.0%-4.6%0.7%0.8%1.3%2.6%
AgricultureDBAGlobal Asset ClassesCommodities7.2%10.5%11.8%10.8%11.4%13.2% 11.7%12.9%5.9%2.1%-0.8%-0.3%
Industrial MetalsDBBGlobal Asset ClassesCommodities20.0%23.1%21.3%19.8%18.6%21.3% -6.8%2.8%3.2%3.0%1.8%2.4%
OilDBOGlobal Asset ClassesCommodities22.3%34.4%38.1%34.4%30.7%29.9% -1.3%25.3%10.8%8.4%-5.1%-2.3%
ChileECHGlobal EquitiesSouth America24.0%33.2%31.2%30.0%26.7%27.0% 5.8%5.4%-5.6%-1.6%-2.9%1.7%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts19.4%17.5%20.0%18.9%18.0%21.9% 2.4%-4.8%1.5%3.7%1.4%5.8%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap17.6%18.2%19.6%17.5%15.9%18.8% 10.3%4.0%5.9%6.5%3.9%6.9%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro19.9%20.0%20.2%18.1%16.3%18.6% 7.4%-0.1%6.2%7.2%4.5%7.4%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val16.8%18.2%21.0%18.7%16.9%20.2% 12.9%7.6%4.8%5.3%2.7%5.9%
EqyptEGPTGlobal EquitiesMideast and Africa29.4%22.2%24.9%24.2%25.1%  37.4%1.9%-0.5%1.4%-4.9% 
IndonesiaEIDOGlobal EquitiesAsia and Australia15.0%15.5%24.9%22.8%22.5%  -5.6%2.2%-0.6%0.8%1.1% 
IsraelEISGlobal EquitiesMideast and Africa24.6%21.5%23.6%21.7%19.3%21.0% -10.2%-1.5%1.0%3.6%2.8%5.8%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate10.0%11.4%13.0%11.3%10.2%11.3% 2.2%-5.6%0.4%0.9%2.1%5.1%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income9.8%11.3%13.7%12.0%11.1%  6.6%-2.3%1.5%1.6%2.8% 
New ZealandENZLGlobal EquitiesAsia and Australia19.9%19.6%22.1%20.5%20.1%  -3.3%-9.4%1.6%4.4%5.5% 
PhilippinesEPHEGlobal EquitiesAsia and Australia18.4%21.5%22.0%20.3%19.2%  -4.8%-5.3%-3.7%-2.6%-2.0% 
PolandEPOLGlobal EquitiesEurope47.4%39.6%36.2%34.3%28.8%  46.7%9.1%0.5%5.4%-1.6% 
PeruEPUGlobal EquitiesSouth America23.0%26.8%28.2%25.4%25.7%  7.5%0.9%0.4%2.4%2.2% 
AustraliaEWAGlobal EquitiesAsia and Australia20.4%23.2%25.0%21.8%20.6%24.9% -1.6%3.9%6.1%5.9%3.3%8.3%
CanadaEWCGlobal EquitiesNorth America20.7%20.2%23.6%20.5%18.9%21.1% 1.9%7.2%8.0%6.6%4.1%7.1%
SwedenEWDGlobal EquitiesEurope23.1%25.6%27.0%24.0%20.7%25.6% 8.2%0.6%7.3%7.3%3.9%9.9%
GermanyEWGGlobal EquitiesEurope26.1%24.0%26.0%23.2%20.9%25.4% 15.0%0.7%3.9%4.6%1.7%6.2%
Hong KongEWHGlobal EquitiesAsia and Australia16.6%21.0%21.7%20.5%19.8%21.9% -13.5%-8.6%-3.6%-0.3%0.9%6.6%
ItalyEWIGlobal EquitiesEurope26.4%25.1%28.7%27.1%23.6%28.2% 23.3%8.6%8.9%9.6%3.8%3.5%
JapanEWJGlobal EquitiesAsia and Australia15.4%15.6%16.6%15.2%14.5%16.6% 13.2%0.5%4.1%5.0%4.2%5.7%
BelgiumEWKGlobal EquitiesEurope18.5%18.6%22.3%20.2%18.5%21.3% 5.8%1.1%3.1%3.5%3.8%8.7%
SwitzerlandEWLGlobal EquitiesEurope18.7%18.7%18.0%16.3%15.0%18.1% 8.2%4.3%8.5%9.2%5.7%9.2%
MalaysiaEWMGlobal EquitiesAsia and Australia15.7%15.5%15.3%14.9%15.4%17.3% -3.8%-5.1%-3.3%-0.3%-3.9%3.8%
NetherlandsEWNGlobal EquitiesEurope25.7%26.6%26.7%23.7%20.8%23.6% 10.1%4.2%10.0%10.7%7.2%10.1%
AustriaEWOGlobal EquitiesEurope22.6%26.7%30.2%27.6%24.5%28.7% 12.2%9.3%3.6%7.0%3.2%6.8%
SpainEWPGlobal EquitiesEurope25.9%22.9%26.2%24.4%21.7%27.8% 28.1%7.7%4.4%6.0%1.2%3.5%
FranceEWQGlobal EquitiesEurope22.5%23.0%25.5%22.9%20.3%24.0% 14.1%8.4%8.9%9.7%5.7%7.5%
SingaporeEWSGlobal EquitiesAsia and Australia17.5%15.9%20.1%19.1%18.2%22.8% -2.0%-0.9%-0.6%2.1%-0.1%6.1%
TaiwanEWTGlobal EquitiesAsia and Australia23.0%25.7%25.8%23.2%21.1%24.5% 13.0%6.7%13.8%11.8%9.6%12.0%
UKEWUGlobal EquitiesEurope14.7%17.6%20.4%18.2%16.7%19.1% 6.3%8.5%4.4%5.0%1.7%5.7%
MexicoEWWGlobal EquitiesNorth America32.0%28.8%31.0%28.7%24.8%26.6% 20.6%18.9%12.0%7.7%1.6%7.3%
S KoreaEWYGlobal EquitiesAsia and Australia28.4%26.2%27.7%25.8%23.2%29.1% 5.1%-4.9%2.3%4.2%1.4%8.2%
BrazilEWZGlobal EquitiesSouth America32.9%34.0%39.2%37.6%37.5%36.5% 19.0%9.1%2.7%5.2%1.0%4.0%
IndustrialsEXIGlobal SectorsIndustrials18.9%21.0%24.0%21.2%18.8%21.2% 10.6%6.2%8.7%8.7%7.4%10.8%
S AfricaEZAGlobal EquitiesMideast and Africa28.4%28.2%30.2%27.9%26.5%28.6% -6.0%3.3%0.1%1.3%-0.5%4.9%
EMUEZUGlobal EquitiesEurope23.7%23.1%25.0%22.5%19.9%24.1% 15.3%5.0%6.7%7.4%3.7%6.3%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier17.2%17.3%19.6%18.8%   1.2%0.9%1.7%3.6%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar8.8%10.2%10.5%10.0%9.9%12.5% -2.0%-3.4%-1.9%-1.3%-2.6%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound7.7%8.2%8.6%8.2%8.2%8.7% 6.5%-1.4%0.0%0.2%-2.6%-1.4%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar5.8%6.3%6.6%6.8%7.5%8.6% 0.5%-1.1%-0.1%0.1%-2.3%-0.5%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro7.9%7.4%6.9%6.8%7.2%9.3% 5.7%-3.3%-1.3%-0.2%-2.8%-1.4%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc8.8%8.4%7.4%7.2%7.7%10.3% 7.8%0.4%1.7%1.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen9.1%9.0%8.1%7.6%8.7%9.2% -7.3%-11.6%-5.8%-4.2%-4.1%-3.3%
GreeceGREKGlobal EquitiesEurope37.4%30.2%34.8%32.0%31.8%  45.7%20.6%13.6%9.3%-4.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income9.1%8.8%12.4%10.9%9.9%  0.2%-3.0%-0.3%1.8%2.7% 
Clean EnergyICLNGlobal SectorsClean Energy15.9%28.2%37.9%32.6%28.8%30.9% -32.3%-14.7%10.9%10.3%5.0%0.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income8.8%7.6%7.6%6.7%6.5%6.8% -1.8%-6.6%-0.0%0.1%1.0%2.1%
InfrastructureIGFGlobal SectorsInfrastructure15.8%16.9%20.2%17.8%15.8%17.6% -1.4%5.0%5.1%5.5%4.5%6.8%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income9.6%8.3%8.8%7.5%6.4%5.9% 4.1%-3.8%2.4%2.0%2.1%3.8%
Intl TreasIGOVGlobal Asset ClassesFixed Income11.9%10.8%9.9%8.9%8.4%  -1.8%-10.2%-3.7%-1.9%-2.1% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income8.1%10.1%11.6%10.2%9.6%  8.2%-2.8%1.8%2.4%1.9% 
IndiaINDYGlobal EquitiesAsia and Australia11.6%15.7%21.8%21.2%21.0%  3.7%9.8%8.1%9.6%8.9% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income8.1%7.6%7.5%6.6%6.2%6.4% 2.1%-2.3%1.4%2.0%2.4%3.5%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid18.2%19.0%21.8%19.2%17.2%17.7% 13.5%8.6%12.1%12.6%11.4%13.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap21.3%22.6%27.9%24.9%23.0%24.4% -8.3%-1.7%2.8%4.3%4.5%9.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val15.3%17.9%21.0%18.3%16.6%17.8% 1.3%8.0%7.4%7.7%7.9%10.6%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro23.9%22.9%24.9%22.1%19.4%19.1% 26.1%8.7%16.2%16.9%14.5%16.2%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap21.7%21.4%26.2%23.3%21.5%22.8% -2.6%1.0%4.7%5.9%6.1%10.9%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val21.9%23.1%27.4%24.0%22.0%23.3% -4.8%6.3%4.5%4.8%5.6%9.7%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro21.8%21.1%26.4%23.7%22.0%23.2% -0.8%-4.4%4.1%6.5%6.2%11.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro21.9%21.5%25.2%22.3%19.9%20.5% 9.8%0.3%9.9%11.2%9.9%14.2%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap20.1%20.1%24.1%20.9%18.8%19.9% 2.8%4.8%8.6%8.9%8.8%13.2%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val19.8%20.8%24.6%21.1%19.0%20.4% -0.9%7.1%6.9%6.7%7.5%12.0%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap18.3%19.1%22.0%19.3%17.3%17.9% 12.5%8.1%11.6%12.1%11.0%13.4%
EnergyIXCGlobal SectorsEnergy16.9%33.9%36.8%31.5%27.8%26.4% 0.8%31.3%8.8%6.7%3.2%5.3%
FinancialsIXGGlobal SectorsFinancials20.4%21.8%24.8%21.9%19.8%24.4% 5.5%9.3%6.4%7.0%5.7%8.2%
HealthcareIXJGlobal SectorsHealthcare11.3%15.0%16.2%15.2%14.5%15.4% -2.2%5.4%7.6%10.2%8.7%11.7%
TechnologyIXNGlobal SectorsTechnology31.9%26.9%28.5%25.3%22.5%22.3% 34.4%12.4%21.1%21.1%18.2%18.5%
TelecomIXPGlobal SectorsTelecommunications24.5%19.6%20.6%18.2%16.2%16.6% 28.6%1.3%7.7%5.9%4.2%6.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate21.2%22.0%22.3%19.7%18.5%22.8% -2.2%2.8%3.3%4.8%6.4%10.3%
US Hi YieldJNKGlobal Asset ClassesFixed Income8.0%9.5%10.6%9.1%8.4%11.3% 5.6%0.1%3.0%3.1%2.7%7.6%
Global UtilitiesJXIGlobal SectorsUtilities14.1%17.8%17.4%16.0%14.8%15.1% -2.3%2.2%5.8%7.5%6.3%5.5%
Consumer StaplesKXIGlobal SectorsConsumer Staples13.0%14.7%15.1%13.7%13.0%13.7% -2.5%3.1%5.5%6.2%5.5%8.9%
US Mort BackedMBBGlobal Asset ClassesFixed Income8.2%7.0%5.9%5.1%4.5%4.0% -0.0%-4.3%-0.3%-0.0%0.8%1.7%
ChinaMCHIGlobal EquitiesAsia and Australia25.6%27.6%28.0%26.7%25.0%  -7.0%-17.5%-4.3%0.3%0.1% 
MaterialsMXIGlobal SectorsMaterials22.1%23.5%25.1%22.2%20.9%23.8% 3.2%6.1%10.0%9.1%5.9%8.1%
NorwayNORWGlobal EquitiesEurope15.0%23.9%28.0%25.5%23.1%  -4.4%3.4%1.7%4.6%0.3% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate14.8%15.8%16.6%14.3%12.8%12.8% 8.7%-6.3%-0.3%0.1%2.0%5.6%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro29.1%24.9%27.0%24.1%21.7%21.5% 33.4%9.7%18.9%19.5%17.4%19.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary27.5%21.9%24.6%21.8%19.5%21.2% 12.1%1.5%8.0%9.0%7.6%12.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap17.0%18.4%21.3%19.1%17.2%20.2% 4.5%-0.7%3.5%5.2%4.2%9.1%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term2.3%2.0%1.9%1.6%1.4%1.3% 3.1%-0.5%1.1%0.9%0.8%0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America17.8%19.1%21.7%19.0%17.2%17.7% 12.7%9.5%12.3%12.6%11.4%13.7%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap17.9%19.2%21.5%18.9%16.9%17.5% 13.7%9.6%12.5%12.9%11.7%13.6%
ThailandTHDGlobal EquitiesAsia and Australia16.6%17.2%22.5%21.4%19.8%25.7% -15.0%-4.3%-4.3%0.2%0.7%10.2%
US Inflation ProtTIPGlobal Asset ClassesFixed Income5.5%6.9%6.3%5.5%5.2%5.8% -0.0%-1.7%2.6%1.9%1.9%3.4%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term17.1%13.7%15.8%13.9%13.9%15.0% -7.9%-15.1%-2.4%-1.6%1.1%1.8%
TurkeyTURGlobal EquitiesMideast and Africa34.2%45.6%42.5%40.3%35.4%37.7% 6.9%20.6%9.2%4.5%-1.9%4.8%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index7.3%7.6%6.8%6.5%6.8%7.8% 3.3%6.0%3.1%2.0%3.3%0.9%
VietnamVNMGlobal EquitiesAsia and Australia36.4%26.3%27.2%25.4%23.4%  3.4%-5.8%-2.9%0.7%-2.3% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate21.2%22.0%22.3%19.7%19.0%23.9% -2.9%2.8%3.7%4.3%6.4%10.9%
Timber & ForestryWOODGlobal SectorsTimber and Forestry18.1%21.8%26.3%23.7%21.9%24.7% 3.3%4.1%6.0%7.6%6.1%8.9%