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All Portfolios, ranked by Standard Deviation

for period ending May 31, 2022
 
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 average14.2%21.3%18.7%17.7%16.8%18.6% -6.8%5.5%4.2%3.7%5.3%3.6%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core12.4%19.0%16.8%15.6%14.3%  -6.8%11.7%9.1%8.1%10.3% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate4.7%4.5%4.0%3.8%3.6%4.0% -8.1%-0.1%1.1%1.5%1.6%3.2%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP24.2%57.4%43.3%37.0%31.5%  27.2%3.6%0.9%-1.5%1.3% 
ArgentinaARGTGlobal EquitiesSouth America30.9%44.9%37.8%36.6%33.4%  1.4%3.9%1.2%6.5%7.9% 
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.1%0.3%0.3%0.3%0.3%0.4% -0.0%0.5%1.0%0.7%0.5%0.6%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate4.8%4.8%4.3%4.0%3.7%4.1% -8.1%0.0%1.2%1.5%1.7%3.3%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi4.4%4.9%5.3%5.3%4.5%  -2.3%3.7%3.0%1.5%1.8% 
AgricultureDBAGlobal Asset ClassesCommodities6.1%13.5%11.6%11.4%11.6%16.3% 18.3%10.4%2.5%0.5%-1.4%-0.8%
Industrial MetalsDBBGlobal Asset ClassesCommodities17.1%19.9%18.2%17.8%17.0%21.6% 8.6%15.2%8.1%6.3%2.5%-0.5%
OilDBOGlobal Asset ClassesCommodities48.3%47.5%41.0%34.8%30.7%32.5% 64.6%28.3%19.0%4.3%-2.2%-1.5%
ChileECHGlobal EquitiesSouth America37.9%33.6%30.5%28.0%24.5%  8.5%-5.3%-4.5%-2.2%-4.7% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts8.4%18.4%17.7%17.6%16.6%22.9% -20.8%3.7%2.8%2.7%3.4%2.1%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap10.4%18.1%15.8%15.0%14.5%18.5% -10.5%6.5%4.2%3.7%7.1%2.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro12.6%17.5%15.4%14.8%14.1%18.1% -16.8%6.4%5.0%4.5%7.5%2.9%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val11.2%21.3%18.0%16.8%16.3%19.9% -4.6%5.6%2.7%2.1%6.0%0.7%
EqyptEGPTGlobal EquitiesMideast and Africa16.2%22.7%23.5%24.0%26.1%  -18.0%-11.0%-5.2%-11.8%-6.2% 
IndonesiaEIDOGlobal EquitiesAsia and Australia15.8%29.8%25.4%24.8%24.0%  18.5%1.2%0.4%1.2%0.8% 
IsraelEISGlobal EquitiesMideast and Africa12.7%21.7%20.6%18.7%17.4%  -3.8%9.1%5.7%5.0%7.4% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate8.0%12.7%10.7%9.8%9.3%  -15.0%-2.0%-0.2%1.6%2.6% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income6.8%13.7%11.5%10.7%10.4%  -13.7%-1.3%-0.4%2.1%3.3% 
New ZealandENZLGlobal EquitiesAsia and Australia15.3%21.8%19.3%20.2%19.8%  -19.6%0.5%4.8%7.0%9.4% 
PhilippinesEPHEGlobal EquitiesAsia and Australia16.8%20.7%18.8%18.3%18.9%  -3.6%-5.0%-3.5%-3.5%1.2% 
PolandEPOLGlobal EquitiesEurope22.0%32.7%28.3%27.0%25.9%  -25.8%-7.9%-5.5%-3.5%-0.0% 
PeruEPUGlobal EquitiesSouth America30.0%30.7%25.9%27.7%24.4%  -2.9%-1.4%0.6%2.9%-0.9% 
RussiaERUSGlobal EquitiesEurope28.4%44.0%40.8%37.3%34.6%  -80.3%-36.0%-19.0%-12.9%-10.8% 
AustraliaEWAGlobal EquitiesAsia and Australia19.7%25.7%20.8%19.8%19.7%25.2% -3.0%8.2%7.3%5.9%6.5%3.8%
CanadaEWCGlobal EquitiesNorth America14.7%23.8%20.8%18.8%17.3%22.3% 1.8%13.8%10.0%6.7%6.4%3.6%
SwedenEWDGlobal EquitiesEurope16.7%25.7%21.4%19.5%18.8%24.9% -20.5%11.7%5.3%4.9%8.0%3.6%
GermanyEWGGlobal EquitiesEurope12.6%24.0%20.3%19.7%19.0%24.4% -21.6%3.1%-0.1%1.4%5.8%1.1%
Hong KongEWHGlobal EquitiesAsia and Australia9.6%18.2%17.5%17.9%17.5%22.3% -19.1%-0.9%1.8%2.0%6.6%5.0%
ItalyEWIGlobal EquitiesEurope14.2%28.1%24.7%23.2%24.1%26.5% -11.7%6.6%3.7%1.9%6.6%-2.8%
JapanEWJGlobal EquitiesAsia and Australia9.2%14.7%13.9%13.5%14.2%16.0% -14.3%4.8%3.2%3.1%6.6%1.4%
BelgiumEWKGlobal EquitiesEurope10.8%22.5%19.6%18.4%17.8%22.9% -13.9%4.4%1.1%3.2%8.5%0.4%
SwitzerlandEWLGlobal EquitiesEurope16.0%16.7%14.5%14.2%13.8%17.4% -4.8%10.2%7.6%5.9%9.9%5.6%
MalaysiaEWMGlobal EquitiesAsia and Australia14.0%15.1%13.9%15.6%14.6%17.6% -6.0%-3.0%-1.4%-2.4%-1.6%1.1%
NetherlandsEWNGlobal EquitiesEurope15.7%23.3%20.2%18.9%18.3%22.9% -19.4%11.8%7.9%7.8%11.5%4.2%
AustriaEWOGlobal EquitiesEurope16.1%31.6%26.5%25.1%23.5%29.2% -12.5%5.7%2.9%6.0%7.0%-1.7%
SpainEWPGlobal EquitiesEurope15.1%26.4%22.0%21.8%23.8%27.1% -11.9%0.5%-1.8%-0.8%5.8%-1.3%
FranceEWQGlobal EquitiesEurope13.5%24.8%20.9%19.4%18.8%23.2% -8.6%8.5%5.7%6.1%9.1%1.9%
SingaporeEWSGlobal EquitiesAsia and Australia9.0%20.5%18.8%19.0%17.9%23.8% -16.0%-1.5%-0.2%-0.2%2.0%1.5%
TaiwanEWTGlobal EquitiesAsia and Australia12.9%23.2%20.5%19.5%17.9%24.4% -6.0%22.8%13.6%11.2%11.7%7.6%
UKEWUGlobal EquitiesEurope11.3%20.6%17.6%16.3%15.7%19.1% 2.6%5.4%3.2%1.8%4.8%1.0%
MexicoEWWGlobal EquitiesNorth America25.4%31.8%28.2%25.4%23.3%26.1% 10.6%9.0%2.4%0.4%1.5%0.6%
S KoreaEWYGlobal EquitiesAsia and Australia10.1%24.8%22.0%22.1%20.2%28.6% -24.5%8.8%2.0%4.3%4.3%2.5%
BrazilEWZGlobal EquitiesSouth America32.9%42.6%40.2%40.7%35.6%37.7% -1.0%-1.0%3.8%4.7%-0.6%-0.2%
IndustrialsEXIGlobal SectorsIndustrials12.9%22.8%20.3%18.6%17.0%20.7% -12.0%9.0%6.6%7.4%10.1%5.4%
S AfricaEZAGlobal EquitiesMideast and Africa20.1%30.4%27.6%27.0%24.8%28.5% -7.1%3.7%0.9%0.3%1.5%1.9%
EMUEZUGlobal EquitiesEurope13.1%23.5%19.9%18.9%18.6%23.2% -15.4%5.7%2.7%3.4%7.6%0.5%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier12.3%20.1%18.0%17.3%   -4.9%4.4%3.7%2.8%  
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar10.1%11.0%9.9%9.9%9.9%13.5% -7.3%0.9%-0.5%-0.5%-2.2%1.0%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound5.4%8.2%7.8%8.1%7.8%8.7% -11.6%-0.4%-0.7%-3.0%-2.3%-2.8%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar5.8%6.5%6.9%7.2%7.5%9.4% -4.9%2.2%1.4%-0.3%-2.0%-0.8%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.8%6.4%6.1%6.5%7.0%9.5% -12.9%-2.3%-1.8%-1.2%-2.1%-1.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc6.6%6.8%6.6%6.8%7.3%10.5% -7.4%0.2%-1.0%-1.5%-0.8%1.0%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen6.9%5.9%6.1%8.2%7.9%9.3% -15.2%-6.1%-3.5%-1.0%-5.3%-0.8%
GreeceGREKGlobal EquitiesEurope15.3%33.6%30.9%30.2%36.7%  -4.3%1.4%1.5%-2.4%0.7% 
Muni Hi YieldHYDGlobal Asset ClassesFixed Income5.7%13.7%11.0%10.4%9.5%  -8.7%-0.8%1.6%2.6%3.0% 
Clean EnergyICLNGlobal SectorsClean Energy28.8%46.1%36.3%30.8%29.7%  -12.3%27.1%20.0%9.5%13.5% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income6.0%6.3%5.8%5.7%5.6%6.7% -8.8%-0.5%0.8%1.2%1.2%3.9%
InfrastructureIGFGlobal SectorsInfrastructure13.6%21.2%17.5%15.9%14.8%  11.5%7.5%5.8%5.2%7.6% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income5.7%8.0%6.6%5.8%5.0%5.4% -9.7%1.0%2.1%2.2%2.4%3.8%
Intl TreasIGOVGlobal Asset ClassesFixed Income6.4%7.5%6.8%7.1%6.8%  -19.3%-4.4%-1.8%-0.5%-0.7% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income5.5%11.5%9.5%9.1%8.9%  -16.7%-0.5%0.8%2.1%4.0% 
IndiaINDYGlobal EquitiesAsia and Australia12.9%25.3%22.8%21.8%22.7%  -1.5%5.9%6.6%6.5%9.2% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income5.8%6.7%5.7%5.6%5.5%  -8.8%-0.5%1.2%2.0%2.1% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid15.1%21.5%18.9%17.1%15.5%17.4% -2.9%15.9%13.0%11.7%14.1%8.9%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap12.9%30.6%26.3%24.0%22.4%24.0% -22.4%10.5%7.6%6.6%10.7%5.5%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val12.4%21.4%18.4%16.8%15.4%17.5% 0.7%12.6%9.3%8.6%11.9%6.4%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro20.2%24.3%21.5%19.3%17.2%18.5% -6.5%18.1%15.9%14.3%15.8%11.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap13.2%26.6%23.7%21.8%20.3%22.4% -17.0%9.6%7.6%7.3%10.8%6.8%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val12.1%28.5%24.4%22.5%20.6%22.6% -8.0%12.0%7.7%7.9%10.6%6.1%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro15.0%27.0%24.5%22.6%21.2%23.0% -25.8%6.1%6.8%6.2%10.6%7.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro17.8%24.7%22.3%19.9%18.1%20.6% -18.9%9.2%10.4%9.1%12.4%8.4%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap13.8%23.8%20.8%18.6%17.0%19.8% -7.0%12.7%10.3%9.2%12.6%8.2%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val13.1%25.0%21.1%19.0%17.3%20.2% -0.3%13.1%8.9%8.3%12.1%7.4%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap14.9%21.6%19.0%17.3%15.6%17.7% -3.9%15.4%12.6%11.4%13.8%8.7%
EnergyIXCGlobal SectorsEnergy38.9%43.4%34.4%29.7%26.2%26.2% 60.9%15.1%9.5%5.5%5.3%3.0%
FinancialsIXGGlobal SectorsFinancials14.6%25.6%22.1%20.5%19.0%24.5% -6.4%9.2%6.6%6.0%10.2%1.0%
HealthcareIXJGlobal SectorsHealthcare16.3%17.1%15.6%15.0%14.4%15.3% 4.8%14.7%11.2%8.0%13.4%9.0%
TechnologyIXNGlobal SectorsTechnology19.4%25.2%22.7%21.4%18.7%21.3% -3.7%23.8%19.1%18.4%18.3%12.3%
TelecomIXPGlobal SectorsTelecommunications12.6%18.4%16.7%15.2%14.8%16.0% -20.3%7.9%4.4%3.6%6.2%3.6%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate20.3%21.6%19.1%17.9%16.8%24.0% 1.2%7.0%7.7%7.4%8.5%4.9%
US Hi YieldJNKGlobal Asset ClassesFixed Income5.9%9.7%8.2%7.8%7.3%  -5.4%2.5%2.6%2.8%4.2% 
Global UtilitiesJXIGlobal SectorsUtilities17.6%17.7%15.0%14.7%14.0%15.0% 7.8%10.1%8.3%8.2%8.8%3.7%
Consumer StaplesKXIGlobal SectorsConsumer Staples11.2%14.1%12.8%12.6%12.3%13.6% 0.2%8.5%5.3%6.3%8.5%7.4%
US Mort BackedMBBGlobal Asset ClassesFixed Income4.1%3.2%3.0%2.8%2.7%2.9% -7.6%-0.7%0.5%0.8%1.2%2.8%
ChinaMCHIGlobal EquitiesAsia and Australia11.1%19.0%20.9%20.8%20.5%  -36.1%-1.0%0.6%-0.5%4.4% 
MaterialsMXIGlobal SectorsMaterials15.1%24.3%20.6%20.5%18.6%24.3% -3.0%17.1%11.3%8.8%7.8%3.9%
NorwayNORWGlobal EquitiesEurope17.0%30.8%26.0%23.2%22.2%  -0.4%9.1%7.9%5.2%5.2% 
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate10.4%15.0%12.5%11.6%11.1%  -21.6%-5.1%-2.4%0.3%1.9% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro20.9%25.4%22.8%21.2%19.1%21.4% -7.2%21.8%17.7%16.8%18.5%14.3%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary13.8%22.8%20.3%18.5%17.3%20.1% -16.9%8.9%8.0%7.4%11.4%7.0%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap10.7%21.1%18.1%16.9%16.1%  -16.1%6.4%4.1%5.2%8.7% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term1.6%1.5%1.4%1.2%1.1%1.4% -3.1%0.4%0.9%0.8%0.7%1.5%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America15.2%21.2%18.7%17.1%15.5%17.6% -0.9%16.1%13.1%11.8%14.1%9.0%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap15.7%20.9%18.5%16.8%15.2%17.1% -0.4%16.4%13.3%12.1%14.3%9.0%
ThailandTHDGlobal EquitiesAsia and Australia16.4%25.1%22.9%20.9%20.7%  -3.6%-2.9%2.0%2.6%4.0% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income4.9%4.7%4.2%4.0%4.4%5.9% -1.5%4.2%3.5%3.0%1.8%4.0%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term11.9%14.4%13.1%12.6%12.4%14.7% -14.4%-2.4%0.7%1.4%1.4%5.0%
TurkeyTURGlobal EquitiesMideast and Africa29.7%37.1%35.0%32.6%31.9%  -4.0%0.2%-9.9%-8.3%-5.2% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index6.1%6.1%5.8%6.1%6.3%7.9% 12.3%1.8%2.1%1.3%1.9%0.8%
VietnamVNMGlobal EquitiesAsia and Australia14.1%25.6%23.5%21.2%22.8%  -18.1%0.3%2.9%0.0%0.6% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate20.2%21.3%19.1%18.1%17.4%25.2% 2.0%8.1%7.8%7.4%8.9%5.9%
Timber & ForestryWOODGlobal SectorsTimber and Forestry12.1%25.8%24.0%23.0%20.8%  -1.5%19.2%9.9%9.2%11.4%