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Global Asset Classes, ranked by Downside 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.
   Downside Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average8.1%10.0%11.3%10.1%9.3%9.5% 4.3%1.4%3.9%4.2%3.5%6.2%
 
ACWI (Global)ACWIInt'l Equity: Core9.1%11.7%13.1%11.7%10.4%11.4% 11.3%5.8%9.1%9.7%7.6%10.1%
U.S. Total Bond MarketAGGFixed Income: Aggregate4.4%5.0%4.1%3.6%3.2%2.8% 1.0%-4.5%0.7%0.8%1.3%2.6%
Alerian US MLPAMLPEquity: MLP6.9%15.5%30.9%25.7%22.2%  19.6%31.1%7.6%3.7%1.3% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%0.0% 4.6%1.8%1.6%1.5%1.0%0.7%
U.S. Total Bond MarketBNDFixed Income: Aggregate4.3%5.0%4.2%3.6%3.2%2.9% 1.0%-4.6%0.7%0.8%1.3%2.6%
AgricultureDBACommodities3.2%5.7%7.5%7.4%8.0%9.0% 11.7%12.9%5.9%2.1%-0.8%-0.3%
Industrial MetalsDBBCommodities13.3%15.0%14.0%12.8%12.2%14.2% -6.8%2.8%3.2%3.0%1.8%2.4%
OilDBOCommodities13.9%20.3%25.1%23.4%22.9%21.6% -1.3%25.3%10.8%8.4%-5.1%-2.3%
iShares MSCIEEMEquity: Emerging Mkts12.1%11.8%13.4%12.6%12.1%13.5% 2.4%-4.8%1.5%3.7%1.4%5.8%
Intl Dev CoreEFAInt'l Equity: Lg Cap9.0%11.7%12.8%11.6%10.6%12.2% 10.3%4.0%5.9%6.5%3.9%6.9%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro10.9%13.5%13.2%12.0%10.9%12.1% 7.4%-0.1%6.2%7.2%4.5%7.4%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val8.4%11.4%14.2%12.7%11.6%13.2% 12.9%7.6%4.8%5.3%2.7%5.9%
iShares EmergEMBFixed Income: Aggregate5.8%8.4%9.8%8.5%7.5%7.4% 2.2%-5.6%0.4%0.9%2.1%5.1%
Emerg Mkt Hi YldEMHYFixed Income4.5%7.5%10.1%8.8%7.9%  6.6%-2.3%1.5%1.6%2.8% 
iSh MSCI Frontier 100FMInt'l Equity: Frontier10.7%11.6%14.8%13.8%   1.2%0.9%1.7%3.6%  
AUStraliaFXACurrency: AUS Dollar6.2%7.7%7.6%7.0%7.2%8.2% -2.0%-3.4%-1.9%-1.3%-2.6%1.5%
GBP UK PoundFXBCurrency: GBP Pound4.6%6.0%5.9%5.6%6.2%6.2% 6.5%-1.4%0.0%0.2%-2.6%-1.4%
CAN Canada DollarFXCCurrency: CAN Dollar4.0%4.9%4.8%4.8%5.8%6.1% 0.5%-1.1%-0.1%0.1%-2.3%-0.5%
EUR EuroFXECurrency: EUR Euro5.1%5.5%4.8%4.6%5.4%6.6% 5.7%-3.3%-1.3%-0.2%-2.8%-1.4%
CHF Swiss FrancFXFCurrency: CHF Franc5.4%5.8%5.0%4.8%5.2%6.7% 7.8%0.4%1.7%1.1%-0.6%1.4%
JPY Japan YenFXYCurrency: JPY Yen7.1%7.8%6.6%6.0%6.6%7.1% -7.3%-11.6%-5.8%-4.2%-4.1%-3.3%
Muni Hi YieldHYDFixed Income5.2%6.4%10.4%9.0%8.2%  0.2%-3.0%-0.3%1.8%2.7% 
US Treas 7-10yrIEFFixed Income5.6%6.1%5.2%4.5%4.3%4.3% -1.8%-6.6%-0.0%0.1%1.0%2.1%
US Corp Med 5-10yIGIBFixed Income4.9%6.0%6.1%5.2%4.4%3.8% 4.1%-3.8%2.4%2.0%2.1%3.8%
Intl TreasIGOVFixed Income8.0%8.9%7.5%6.7%6.4%  -1.8%-10.2%-3.7%-1.9%-2.1% 
MktVectors Intl Hi YieldIHYFixed Income3.9%7.5%8.7%7.5%6.8%  8.2%-2.8%1.8%2.4%1.9% 
MktVectors Intermed MuniITMFixed Income4.4%5.4%5.0%4.4%4.2%4.1% 2.1%-2.3%1.4%2.0%2.4%3.5%
US Large CoreIWBU.S. Equity: Lg / Mid9.5%12.4%14.0%12.4%10.9%11.0% 13.5%8.6%12.1%12.6%11.4%13.6%
iSh RussellIWCU.S. Equity: Micro Cap14.9%15.5%19.0%16.9%15.6%16.0% -8.3%-1.7%2.8%4.3%4.5%9.7%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val9.1%11.0%14.2%12.4%11.0%11.6% 1.3%8.0%7.4%7.7%7.9%10.6%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro12.1%15.0%15.3%13.6%11.7%11.3% 26.1%8.7%16.2%16.9%14.5%16.2%
iSh Russ 2000IWMU.S. Equity: Sm Cap13.5%14.3%17.8%15.9%14.5%14.7% -2.6%1.0%4.7%5.9%6.1%10.9%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val13.8%14.5%19.1%16.7%15.0%15.4% -4.8%6.3%4.5%4.8%5.6%9.7%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro13.6%15.1%17.6%16.1%14.9%14.8% -0.8%-4.4%4.1%6.5%6.2%11.6%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro11.1%14.5%15.8%14.1%12.5%12.3% 9.8%0.3%9.9%11.2%9.9%14.2%
iSh US Mid CoreIWRU.S. Equity: Mid Cap10.9%13.0%16.1%14.1%12.4%12.4% 2.8%4.8%8.6%8.9%8.8%13.2%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val11.5%13.1%17.1%14.8%13.0%13.2% -0.9%7.1%6.9%6.7%7.5%12.0%
iSh Russell 3000IWVU.S. Equity: Lg Cap9.6%12.4%14.2%12.5%11.0%11.2% 12.5%8.1%11.6%12.1%11.0%13.4%
iShares Real EstateIYRU.S. Real Estate12.5%14.4%15.8%13.8%12.6%14.2% -2.2%2.8%3.3%4.8%6.4%10.3%
US Hi YieldJNKFixed Income4.1%6.8%7.6%6.5%6.0%6.5% 5.6%0.1%3.0%3.1%2.7%7.6%
US Mort BackedMBBFixed Income4.9%5.3%4.2%3.6%3.2%2.7% -0.0%-4.3%-0.3%-0.0%0.8%1.7%
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate7.2%11.5%12.5%10.8%9.5%8.8% 8.7%-6.3%-0.3%0.1%2.0%5.6%
PowerShares QQQQQQU.S. Equity: Lg Cap Gro14.2%16.4%16.4%14.5%12.8%12.1% 33.4%9.7%18.9%19.5%17.4%19.9%
Intl Dev Sm CapSCZInt'l Equity: Small Cap9.7%13.0%14.9%13.4%11.9%13.0% 4.5%-0.7%3.5%5.2%4.2%9.1%
iSh Treas 1-3ySHYFixed Income: Short-Term1.1%1.5%1.2%1.0%0.9%0.8% 3.1%-0.5%1.1%0.9%0.8%0.9%
S&P 500SPYU.S. Equity: Lg Cap9.5%12.4%13.8%12.2%10.7%10.8% 13.7%9.6%12.5%12.9%11.7%13.6%
US Inflation ProtTIPFixed Income3.2%5.4%4.5%3.9%3.6%3.6% -0.0%-1.7%2.6%1.9%1.9%3.4%
iShares Treas 20y+ TLTFixed Income: Long-Term11.5%11.3%10.6%9.4%9.1%9.5% -7.9%-15.1%-2.4%-1.6%1.1%1.8%
USD US Dollar indxUUPCurrency: USD index4.1%4.4%4.3%4.3%4.3%5.3% 3.3%6.0%3.1%2.0%3.3%0.9%
Vanguard Real EstateVNQU.S. Real Estate12.5%14.5%15.6%13.8%12.7%14.7% -2.9%2.8%3.7%4.3%6.4%10.9%