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Global Asset Classes, ranked by Downside 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.
   Downside Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average5.9%10.7%9.2%8.7%8.2%10.8% 11.0%11.4%7.7%5.7%6.3%6.2%
 
ACWI (Global)ACWIInt'l Equity: Core5.7%12.4%10.8%9.9%9.3%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGFixed Income: Aggregate2.2%1.6%1.5%1.8%1.8%1.9% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPEquity: MLP14.6%36.6%27.5%24.3%20.8%  39.0%-0.0%-4.3%-5.2%-1.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate2.4%1.9%1.7%1.9%1.9%2.0% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBCurrency: CHN Renminbi2.5%2.9%3.0%3.3%2.9%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBACommodities2.5%8.1%7.7%8.4%8.1%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBCommodities7.2%11.0%10.4%10.8%11.1%  29.0%13.8%8.7%5.2%2.0% 
OilDBOCommodities31.2%30.7%25.8%24.5%22.6%  60.7%17.6%7.3%-1.9%-7.0% 
iShares MSCIEEMEquity: Emerging Mkts8.3%13.7%12.3%11.8%11.6%15.7% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAInt'l Equity: Lg Cap6.4%12.3%10.8%10.2%10.0%13.2% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro6.2%10.2%9.6%9.3%9.3%12.8% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val7.5%15.1%12.7%11.9%11.4%14.1% 11.1%7.7%5.3%3.6%5.6%1.4%
iShares EmergEMBFixed Income: Aggregate4.8%9.8%7.8%7.0%6.6%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYFixed Income4.4%11.1%8.9%7.9%   -1.9%4.8%3.4%4.8%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier6.6%16.8%14.5%13.2%   24.3%12.9%10.0%4.5%  
AUStraliaFXACurrency: AUS Dollar6.3%6.9%6.4%6.7%7.2%9.3% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBCurrency: GBP Pound4.6%5.4%5.1%6.3%6.0%6.6% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCCurrency: CAN Dollar4.5%4.4%4.7%6.0%5.8%6.9% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXECurrency: EUR Euro4.7%3.9%3.9%5.2%5.4%7.0% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFCurrency: CHF Franc5.6%4.2%4.3%5.0%5.3%6.8% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYCurrency: JPY Yen5.1%3.8%3.8%5.4%6.3%  -10.9%-2.2%-0.3%0.0%-4.4% 
Muni Hi YieldHYDFixed Income2.3%12.3%9.6%8.9%8.0%  5.1%4.5%5.0%4.3%5.1% 
US Treas 7-10yrIEFFixed Income3.8%2.8%2.7%3.1%3.2%3.5% -3.3%4.7%3.5%2.9%2.6%4.7%
US Corp Med 5-10yIGIBFixed Income2.5%5.1%4.0%3.5%3.0%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVFixed Income5.0%4.0%3.6%4.6%4.6%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYFixed Income3.5%8.6%6.9%6.3%   -2.8%5.8%5.0%4.7%  
MktVectors Intermed MuniITMFixed Income2.3%3.7%3.1%3.5%3.5%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBU.S. Equity: Lg / Mid6.0%13.2%11.5%10.4%9.3%11.6% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCU.S. Equity: Micro Cap9.8%20.3%17.0%15.7%14.3%16.5% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val6.5%15.0%12.5%11.2%10.1%12.3% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro7.4%12.2%11.4%10.1%9.1%11.5% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMU.S. Equity: Sm Cap7.2%18.5%15.9%14.6%13.2%15.4% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val6.8%20.9%17.1%15.3%13.8%15.9% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro8.6%17.1%15.5%14.7%13.4%15.4% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro7.8%14.0%12.6%11.4%10.3%13.5% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRU.S. Equity: Mid Cap6.6%16.6%13.9%12.3%11.0%13.6% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val6.3%18.6%15.0%13.1%11.7%14.3% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap5.8%13.3%11.7%10.6%9.4%11.9% 25.5%25.5%17.7%14.4%16.1%10.4%
iShares Real EstateIYRU.S. Real Estate8.4%15.8%12.9%11.8%11.0%17.2% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKFixed Income1.5%7.1%5.6%5.3%5.0%  4.0%7.8%5.2%4.6%5.1% 
US Mort BackedMBBFixed Income1.1%0.7%1.0%1.2%1.3%  -1.4%2.9%2.4%2.1%2.1% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate5.9%11.6%9.2%8.3%7.8%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro7.3%12.1%11.5%10.8%9.8%13.0% 27.4%38.1%28.4%22.3%22.9%16.9%
Intl Dev Sm CapSCZInt'l Equity: Small Cap7.9%15.2%13.0%11.6%11.1%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYFixed Income: Short-Term0.4%0.3%0.3%0.4%0.4%0.5% -0.7%1.9%1.5%1.2%1.0%1.8%
S&P 500SPYU.S. Equity: Lg Cap6.1%12.7%11.2%10.1%9.0%11.3% 28.7%26.0%18.4%14.8%16.5%10.6%
US Inflation ProtTIPFixed Income2.0%1.8%1.8%2.0%2.8%3.7% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTFixed Income: Long-Term9.0%7.8%6.8%7.6%7.4%8.2% -4.6%8.8%6.6%4.6%4.5%6.6%
USD US Dollar indxUUPCurrency: USD index2.8%3.9%4.1%4.3%4.1%  5.7%0.9%-0.2%1.3%1.5% 
Vanguard Real EstateVNQU.S. Real Estate8.4%15.3%12.7%12.0%11.2%17.8% 40.5%20.0%11.2%9.5%11.5%7.2%