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All Portfolios, ranked by Standard Deviation

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.
    Standard Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average13.6%21.6%18.4%17.5%17.1%19.5% 10.5%11.7%8.3%5.7%6.4%5.4%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core10.7%19.9%16.6%15.4%14.6%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate2.7%3.6%3.2%3.3%3.2%3.8% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP25.4%55.5%40.7%35.3%30.4%  39.0%-0.0%-4.3%-5.2%-1.4% 
ArgentinaARGTGlobal EquitiesSouth America27.1%48.6%39.5%36.9%33.4%  3.8%10.8%7.1%8.4%4.8% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.3%0.3%0.3%0.3%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate2.9%4.0%3.5%3.5%3.3%3.8% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi4.3%5.0%5.2%5.1%4.4%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBAGlobal Asset ClassesCommodities11.4%13.1%11.2%11.3%11.4%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBGlobal Asset ClassesCommodities20.3%19.2%17.8%17.6%17.2%  29.0%13.8%8.7%5.2%2.0% 
OilDBOGlobal Asset ClassesCommodities49.9%46.1%36.8%33.3%29.4%  60.7%17.6%7.3%-1.9%-7.0% 
ChileECHGlobal EquitiesSouth America16.6%26.8%26.7%24.9%22.6%  -19.7%-15.6%-7.1%-5.5%-7.0% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts9.5%20.3%18.5%18.0%17.5%23.2% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap10.3%18.9%16.0%15.2%15.0%18.6% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro10.3%17.2%15.0%14.5%14.3%18.1% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val12.4%21.9%18.1%17.0%16.8%19.9% 11.1%7.7%5.3%3.6%5.6%1.4%
EqyptEGPTGlobal EquitiesMideast and Africa16.5%25.6%24.2%24.5%29.5%  11.4%1.7%2.7%-8.8%-0.8% 
IndonesiaEIDOGlobal EquitiesAsia and Australia14.8%30.4%25.5%24.7%24.1%  -0.6%-0.9%0.7%-1.0%-0.9% 
IsraelEISGlobal EquitiesMideast and Africa9.9%23.9%21.1%19.0%18.1%  22.8%18.5%12.3%9.2%8.9% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate5.9%12.5%10.2%9.3%9.0%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income6.0%14.1%11.5%10.7%   -1.9%4.8%3.4%4.8%  
New ZealandENZLGlobal EquitiesAsia and Australia12.7%21.7%19.1%19.7%19.8%  -11.4%11.2%11.3%9.3%12.0% 
PhilippinesEPHEGlobal EquitiesAsia and Australia17.9%21.9%19.4%18.4%19.6%  -2.2%0.6%0.2%-1.9%3.8% 
PolandEPOLGlobal EquitiesEurope27.2%32.0%29.9%26.7%26.5%  12.2%-1.2%4.9%-0.0%2.1% 
PeruEPUGlobal EquitiesSouth America23.0%28.2%24.3%26.4%24.1%  -11.8%-3.3%0.6%1.2%-0.3% 
RussiaERUSGlobal EquitiesEurope22.0%34.1%27.8%29.7%28.3%  21.3%18.2%10.6%14.4%4.7% 
AustraliaEWAGlobal EquitiesAsia and Australia14.9%24.8%19.9%19.2%19.7%25.2% 9.0%13.0%8.8%6.2%6.3%4.9%
CanadaEWCGlobal EquitiesNorth America16.9%25.6%20.4%19.2%17.5%22.5% 27.0%19.6%10.4%6.4%6.0%4.9%
SwedenEWDGlobal EquitiesEurope18.7%26.1%21.6%19.2%19.2%25.3% 22.9%22.3%14.2%9.6%10.3%6.2%
GermanyEWGGlobal EquitiesEurope12.5%25.0%20.6%19.6%19.8%24.8% 5.8%11.7%6.9%5.0%7.9%3.8%
Hong KongEWHGlobal EquitiesAsia and Australia11.7%19.9%18.3%18.4%18.2%22.3% -3.5%3.6%6.8%4.8%7.3%5.6%
ItalyEWIGlobal EquitiesEurope16.9%29.7%25.7%23.8%24.8%26.8% 14.4%13.8%9.5%5.8%6.1%-1.5%
JapanEWJGlobal EquitiesAsia and Australia6.7%14.9%13.7%13.7%14.5%16.0% 1.2%11.7%8.3%7.6%8.0%2.7%
BelgiumEWKGlobal EquitiesEurope15.3%24.3%20.4%18.8%18.3%23.1% 12.9%12.1%6.8%6.5%10.2%1.9%
SwitzerlandEWLGlobal EquitiesEurope17.4%16.7%14.7%14.2%14.2%17.5% 20.2%20.9%14.6%9.9%11.3%7.3%
MalaysiaEWMGlobal EquitiesAsia and Australia13.4%14.7%14.2%15.7%14.8%18.2% -7.4%-2.0%1.9%-2.6%-0.9%3.1%
NetherlandsEWNGlobal EquitiesEurope17.3%24.2%20.3%18.7%18.3%23.2% 22.7%26.0%17.8%13.3%13.5%6.9%
AustriaEWOGlobal EquitiesEurope17.2%33.2%27.9%25.8%24.0%29.5% 31.5%14.0%11.8%10.2%8.6%0.2%
SpainEWPGlobal EquitiesEurope18.3%27.1%23.6%21.9%24.2%27.2% 0.3%2.2%2.8%-0.7%2.2%-0.5%
FranceEWQGlobal EquitiesEurope15.6%26.0%21.6%19.6%19.3%23.4% 21.5%16.5%12.2%9.4%9.9%3.7%
SingaporeEWSGlobal EquitiesAsia and Australia12.2%22.4%20.1%19.4%19.0%24.3% 5.6%3.4%5.7%1.2%3.9%3.7%
TaiwanEWTGlobal EquitiesAsia and Australia15.3%23.7%20.8%19.5%18.3%24.5% 28.9%31.2%20.9%14.9%13.7%8.7%
UKEWUGlobal EquitiesEurope12.9%21.7%18.0%16.8%16.2%19.2% 18.2%8.1%5.7%2.8%4.4%1.6%
MexicoEWWGlobal EquitiesNorth America23.9%31.4%28.3%24.8%23.3%26.4% 20.3%9.5%5.1%-0.2%1.3%1.8%
S KoreaEWYGlobal EquitiesAsia and Australia11.0%26.3%23.8%22.5%20.9%29.1% -7.6%11.6%9.9%7.0%5.8%4.6%
BrazilEWZGlobal EquitiesSouth America20.9%39.6%37.3%38.7%34.4%37.3% -17.3%-5.6%0.3%-0.4%-3.8%-0.1%
IndustrialsEXIGlobal SectorsIndustrials15.1%24.6%20.4%18.5%17.2%20.8% 17.4%18.4%12.2%10.2%11.9%7.4%
S AfricaEZAGlobal EquitiesMideast and Africa17.1%30.8%26.9%26.3%24.4%28.3% 7.9%3.9%2.7%-0.2%1.3%2.4%
EMUEZUGlobal EquitiesEurope14.4%24.6%20.5%18.9%19.2%23.5% 13.9%14.4%9.8%6.9%8.5%2.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier13.4%21.4%19.3%17.5%   24.3%12.9%10.0%4.5%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar7.6%10.4%9.7%9.8%9.9%13.5% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound6.0%8.3%7.9%8.4%7.9%8.7% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar6.0%6.7%7.0%8.1%7.6%9.6% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.9%5.8%6.2%7.1%7.1%9.5% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc7.0%6.3%6.4%7.6%7.5%10.4% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen4.5%4.7%5.3%7.9%8.0%  -10.9%-2.2%-0.3%0.0%-4.4% 
GreeceGREKGlobal EquitiesEurope21.5%36.9%32.0%33.4%40.2%  6.2%11.1%4.9%-3.7%-3.0% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income3.8%13.9%10.9%10.2%9.5%  5.1%4.5%5.0%4.3%5.1% 
Clean EnergyICLNGlobal SectorsClean Energy21.7%47.0%35.1%31.0%29.5%  -24.2%38.3%23.9%14.1%12.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income4.6%5.8%5.1%5.5%5.4%6.5% -3.3%4.7%3.5%2.9%2.6%4.7%
InfrastructureIGFGlobal SectorsInfrastructure12.2%21.6%17.4%15.5%14.8%  11.6%9.5%7.1%4.4%6.7% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income3.2%7.5%5.9%5.2%4.6%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVGlobal Asset ClassesFixed Income5.0%6.2%5.9%6.6%6.5%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income4.4%11.4%9.3%9.1%   -2.8%5.8%5.0%4.7%  
IndiaINDYGlobal EquitiesAsia and Australia16.3%26.9%24.1%22.5%24.5%  19.5%13.1%13.5%8.2%10.4% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income2.9%5.8%5.0%5.1%5.2%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid13.0%22.3%18.4%16.8%15.4%17.3% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap20.8%32.4%26.0%24.0%22.5%23.9% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val15.0%22.6%18.3%16.8%15.5%17.5% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro16.7%24.1%20.4%18.4%16.6%18.2% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap12.6%28.5%23.3%21.8%20.3%22.4% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val16.6%30.5%24.1%22.4%20.7%22.6% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro12.7%28.6%23.9%22.3%20.9%22.9% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro15.0%25.8%21.3%19.1%17.6%20.4% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap13.3%25.6%20.5%18.5%17.0%19.8% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val15.8%26.8%21.0%19.0%17.4%20.3% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap12.6%22.4%18.5%17.0%15.5%17.6% 25.5%25.5%17.7%14.4%16.1%10.4%
EnergyIXCGlobal SectorsEnergy29.1%37.5%29.7%27.2%24.3%25.1% 41.0%3.1%-0.3%-0.3%0.3%1.1%
FinancialsIXGGlobal SectorsFinancials20.2%27.2%21.9%20.6%19.7%24.6% 25.1%14.8%9.4%7.7%11.1%1.8%
HealthcareIXJGlobal SectorsHealthcare14.6%16.5%15.3%14.8%14.2%15.2% 19.6%18.4%15.5%10.8%14.4%10.0%
TechnologyIXNGlobal SectorsTechnology14.3%25.8%22.2%20.9%18.8%21.2% 29.6%40.1%29.7%23.4%22.0%14.5%
TelecomIXPGlobal SectorsTelecommunications12.5%18.7%15.9%14.9%14.2%16.0% 12.8%19.9%9.7%7.6%8.2%6.0%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate20.1%22.8%18.5%17.6%16.7%24.1% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKGlobal Asset ClassesFixed Income3.3%10.0%7.9%7.7%7.3%  4.0%7.8%5.2%4.6%5.1% 
Global UtilitiesJXIGlobal SectorsUtilities19.3%17.6%15.1%14.4%13.7%15.0% 10.9%13.1%11.2%7.7%8.3%4.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples15.3%15.1%13.3%12.7%12.5%13.7% 13.7%14.7%9.7%7.9%9.5%8.5%
US Mort BackedMBBGlobal Asset ClassesFixed Income1.3%1.8%2.0%2.1%2.2%  -1.4%2.9%2.4%2.1%2.1% 
ChinaMCHIGlobal EquitiesAsia and Australia14.6%22.1%21.9%22.2%21.1%  -21.7%7.3%8.9%4.8%6.5% 
MaterialsMXIGlobal SectorsMaterials16.5%25.1%20.7%20.8%19.3%24.6% 15.1%19.8%13.5%9.9%7.3%5.4%
NorwayNORWGlobal EquitiesEurope17.7%31.1%25.9%23.8%23.1%  18.6%11.0%9.0%6.2%5.0% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate6.9%14.4%11.6%10.7%10.5%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro15.5%25.1%21.8%20.4%18.8%21.1% 27.4%38.1%28.4%22.3%22.9%16.9%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary11.8%24.2%20.1%18.4%17.5%20.1% 16.3%22.4%16.1%12.7%15.2%9.4%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap11.4%22.4%18.6%17.2%16.8%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.4%1.2%1.1%1.0%0.9%1.3% -0.7%1.9%1.5%1.2%1.0%1.8%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America13.0%22.1%18.3%16.9%15.4%17.6% 28.6%25.8%18.0%14.5%16.3%10.6%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap13.6%21.5%18.0%16.5%15.1%17.0% 28.7%26.0%18.4%14.8%16.5%10.6%
ThailandTHDGlobal EquitiesAsia and Australia16.8%26.1%23.2%20.8%21.7%  1.9%-0.2%3.7%2.4%5.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income3.9%4.2%3.7%3.9%4.4%5.8% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term11.4%14.8%12.5%13.0%12.6%14.6% -4.6%8.8%6.6%4.6%4.5%6.6%
TurkeyTURGlobal EquitiesMideast and Africa19.4%35.8%35.1%30.7%32.0%  -27.5%-6.6%-8.1%-11.9%-5.4% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index5.1%5.4%5.5%6.3%6.3%  5.7%0.9%-0.2%1.3%1.5% 
VietnamVNMGlobal EquitiesAsia and Australia14.9%27.3%24.1%22.3%25.1%  22.0%13.6%11.1%2.9%5.7% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate20.0%22.6%18.5%18.1%17.3%25.4% 40.5%20.0%11.2%9.5%11.5%7.2%
Timber & ForestryWOODGlobal SectorsTimber and Forestry16.6%29.9%24.6%23.1%21.3%  17.0%19.0%13.3%10.1%11.4%