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All Portfolios, ranked by Standard Deviation

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.
    Standard Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average20.9%21.3%18.3%17.3%17.1%19.5% 23.7%7.1%7.3%4.9%6.8%5.7%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core16.5%20.0%16.2%15.1%14.9%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate3.0%3.8%3.5%3.3%3.2%3.8% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP43.3%52.8%40.6%34.8%30.6%  83.5%-6.1%-4.1%-6.3%-0.4% 
ArgentinaARGTGlobal EquitiesSouth America41.3%47.2%38.9%36.3%33.8%  43.7%8.8%7.7%7.5%6.3% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.3%0.3%0.3%0.3%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate3.2%4.1%3.7%3.5%3.3%3.8% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi4.8%5.1%5.4%5.1%4.4%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities14.2%13.1%11.2%11.2%11.4%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBGlobal Asset ClassesCommodities22.8%18.6%18.0%17.2%17.3%  36.7%8.2%8.4%3.2%1.3% 
OilDBOGlobal Asset ClassesCommodities56.7%41.7%35.5%31.9%29.5%  90.8%1.1%9.5%-9.1%-4.9% 
ChileECHGlobal EquitiesSouth America29.3%26.9%27.4%24.8%23.6%  10.3%-15.7%-5.2%-5.2%-5.4% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts15.9%21.0%18.4%18.0%18.5%23.6% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap19.4%18.9%15.7%14.9%15.2%18.7% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro16.9%17.8%14.9%14.3%14.6%18.1% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val24.5%21.2%17.8%16.6%16.9%20.0% 29.8%2.8%5.6%2.5%5.9%2.0%
EqyptEGPTGlobal EquitiesMideast and Africa16.1%25.2%26.0%23.8%29.4%  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOGlobal EquitiesAsia and Australia29.1%30.9%24.9%24.2%24.5%  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISGlobal EquitiesMideast and Africa18.7%24.0%20.5%18.6%18.5%  36.8%9.5%9.7%6.6%7.8% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate7.3%12.5%10.3%9.3%9.2%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income8.2%13.9%11.5%10.7%   7.6%5.0%3.3%4.2%  
New ZealandENZLGlobal EquitiesAsia and Australia18.6%21.8%18.9%19.6%19.7%  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia23.7%21.9%19.0%18.1%20.0%  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLGlobal EquitiesEurope50.2%31.8%29.7%26.0%26.9%  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUGlobal EquitiesSouth America23.0%25.3%22.5%25.0%23.9%  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSGlobal EquitiesEurope35.4%32.9%28.7%30.0%29.7%  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAGlobal EquitiesAsia and Australia20.9%23.5%19.1%18.9%20.5%25.3% 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCGlobal EquitiesNorth America22.3%24.7%19.7%18.6%17.6%22.4% 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDGlobal EquitiesEurope24.2%25.2%20.9%18.6%19.7%25.4% 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGGlobal EquitiesEurope25.1%24.4%20.7%19.6%20.7%25.0% 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHGlobal EquitiesAsia and Australia17.4%21.1%18.3%18.6%18.8%22.6% 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIGlobal EquitiesEurope36.8%28.5%26.2%23.2%25.0%26.8% 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJGlobal EquitiesAsia and Australia13.8%16.1%13.6%13.7%14.4%16.1% 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKGlobal EquitiesEurope31.4%23.8%20.0%18.5%18.2%23.1% 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLGlobal EquitiesEurope18.9%15.8%14.2%13.6%14.1%17.3% 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMGlobal EquitiesAsia and Australia16.4%14.2%14.1%15.4%15.4%18.6% -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNGlobal EquitiesEurope25.0%24.2%20.0%18.5%18.8%23.2% 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOGlobal EquitiesEurope47.0%31.9%27.6%25.5%24.0%29.8% 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPGlobal EquitiesEurope38.9%25.9%23.6%21.4%24.1%27.3% 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQGlobal EquitiesEurope31.6%25.0%21.3%19.2%19.6%23.4% 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSGlobal EquitiesAsia and Australia23.0%22.1%19.7%19.1%19.4%24.8% 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTGlobal EquitiesAsia and Australia21.1%24.3%20.4%19.2%18.5%24.7% 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUGlobal EquitiesEurope22.5%20.6%17.5%16.3%16.6%19.1% 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWGlobal EquitiesNorth America31.9%30.2%27.5%23.7%23.2%26.4% 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYGlobal EquitiesAsia and Australia29.3%27.0%23.5%22.2%22.1%29.2% 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZGlobal EquitiesSouth America43.4%43.5%38.3%38.4%35.5%38.0% 18.8%1.0%1.5%-1.8%-2.2%1.8%
IndustrialsEXIGlobal SectorsIndustrials22.8%24.6%20.1%18.2%17.6%20.8% 27.8%9.6%11.6%9.5%12.4%7.5%
S AfricaEZAGlobal EquitiesMideast and Africa25.9%31.5%26.8%26.4%24.9%29.0% 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUGlobal EquitiesEurope28.4%23.9%20.4%18.7%19.6%23.6% 30.0%7.6%9.3%5.6%8.5%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier9.7%20.7%18.8%    35.4%9.4%8.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar8.3%10.0%9.3%9.6%10.2%13.5% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound6.3%8.0%8.2%8.3%8.0%8.8% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar5.5%6.4%6.8%8.0%7.7%9.5% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro6.3%5.9%6.4%7.1%7.3%9.6% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc7.5%6.5%6.5%7.6%7.6%10.5% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen4.7%4.9%6.5%8.1%8.0%  -5.8%0.1%-2.4%-0.7%-4.1% 
GreeceGREKGlobal EquitiesEurope52.3%35.4%32.5%33.3%   38.1%5.4%7.1%-8.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income4.8%13.8%11.7%10.2%9.5%  8.4%3.9%3.4%4.5%5.0% 
Clean EnergyICLNGlobal SectorsClean Energy42.6%45.1%33.0%29.4%28.6%  17.9%37.8%21.1%12.8%11.6% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income4.5%6.0%5.5%5.5%5.5%6.5% -4.7%6.0%2.3%3.3%2.7%4.7%
InfrastructureIGFGlobal SectorsInfrastructure16.7%20.6%16.9%15.1%14.7%  22.3%6.0%5.1%3.9%6.9% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income3.9%7.6%6.0%5.2%4.6%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVGlobal Asset ClassesFixed Income6.7%6.4%6.6%6.6%6.7%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income7.1%11.3%9.3%9.2%   6.4%5.5%4.8%4.0%  
IndiaINDYGlobal EquitiesAsia and Australia23.2%28.5%24.1%22.7%25.2%  48.1%15.1%12.0%8.7%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income3.4%6.0%5.7%5.1%5.3%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid17.6%22.4%18.1%16.5%15.6%17.2% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap38.0%32.7%27.2%24.5%23.2%24.1% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val20.1%22.2%18.0%16.4%15.8%17.4% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro19.2%24.3%19.8%18.0%16.8%18.0% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap28.0%29.0%24.2%21.9%21.0%22.4% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val32.1%30.2%25.3%22.6%21.4%22.6% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro27.5%29.3%24.4%22.5%21.8%23.0% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro20.7%26.2%21.1%18.9%18.1%20.3% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap19.7%25.6%20.3%18.2%17.5%19.8% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val21.8%26.2%20.8%18.6%17.8%20.2% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap17.8%22.6%18.2%16.7%15.8%17.5% 31.8%15.8%16.7%13.7%16.4%10.3%
EnergyIXCGlobal SectorsEnergy55.1%35.0%29.5%26.5%24.9%25.1% 71.0%-6.1%0.1%-3.1%1.4%1.5%
FinancialsIXGGlobal SectorsFinancials31.2%26.3%22.1%20.2%20.0%24.5% 50.0%8.5%11.5%7.4%11.3%2.2%
HealthcareIXJGlobal SectorsHealthcare15.8%16.8%14.9%14.3%13.9%15.0% 18.0%11.7%12.5%9.9%14.4%9.5%
TechnologyIXNGlobal SectorsTechnology21.7%26.0%21.6%20.6%19.0%21.0% 29.8%25.9%26.3%21.8%21.3%13.9%
TelecomIXPGlobal SectorsTelecommunications14.8%19.4%16.2%15.0%14.4%16.2% 29.4%15.5%9.3%7.4%8.9%6.9%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate17.7%21.4%17.4%17.2%16.9%23.9% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income4.1%10.0%7.9%7.7%7.9%  9.7%5.8%5.3%4.1%6.1% 
Global UtilitiesJXIGlobal SectorsUtilities16.4%16.2%14.5%13.8%13.3%14.9% 8.1%9.4%7.9%6.6%7.5%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples15.1%14.4%12.8%12.3%12.2%13.4% 10.9%8.7%6.4%7.0%9.4%8.3%
US Mort BackedMBBGlobal Asset ClassesFixed Income1.3%2.1%2.2%2.1%2.2%  -0.5%3.8%2.1%2.4%2.2% 
ChinaMCHIGlobal EquitiesAsia and Australia17.5%23.5%21.7%22.4%22.0%  -8.1%5.4%8.3%6.9%8.4% 
MaterialsMXIGlobal SectorsMaterials22.9%24.3%20.2%20.3%19.9%24.6% 24.3%10.9%12.3%7.6%7.2%5.7%
NorwayNORWGlobal EquitiesEurope34.5%29.3%25.2%23.3%23.7%  43.5%2.4%9.2%2.3%5.8% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate9.1%14.3%11.8%10.6%10.6%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro19.7%25.5%21.2%20.2%19.0%21.0% 29.5%25.3%25.7%21.2%22.4%16.6%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary15.7%23.9%19.5%18.1%17.6%20.0% 23.2%12.4%14.5%12.2%15.0%9.5%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap19.6%22.4%18.3%16.9%16.9%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.3%1.2%1.1%1.0%0.9%1.3% -0.1%2.5%1.5%1.3%1.0%1.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America17.3%22.1%17.9%16.5%15.7%17.4% 31.5%15.6%16.5%13.7%16.4%10.4%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap17.0%21.6%17.5%16.1%15.3%16.8% 30.0%15.9%16.8%13.9%16.5%10.3%
ThailandTHDGlobal EquitiesAsia and Australia33.4%25.0%22.7%20.4%22.0%  21.5%-5.3%2.8%0.9%6.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income4.1%4.3%3.9%3.9%4.4%5.9% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term10.4%15.3%12.8%13.1%12.7%14.5% -10.3%9.2%3.1%5.5%4.3%6.4%
TurkeyTURGlobal EquitiesMideast and Africa47.6%37.2%34.8%31.5%31.7%  11.2%-1.3%-8.5%-9.0%-5.5% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index5.8%5.5%5.9%6.4%6.5%  -0.2%0.7%0.9%1.8%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia20.5%26.6%23.5%21.7%25.1%  30.3%5.4%6.2%-0.1%3.0% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate18.6%21.2%17.5%17.8%17.7%25.1% 33.5%12.0%7.5%9.4%11.5%6.8%
Timber & ForestryWOODGlobal SectorsTimber and Forestry25.9%28.8%24.2%22.9%21.4%  33.3%6.1%13.0%10.0%11.5%