VizMetrics Inc. - Better visibility. Better results.

Global Asset Classes, ranked by Downside 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.
   Downside Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average9.1%11.3%9.9%9.2%8.4%10.5% -5.8%5.5%4.5%4.0%5.0%3.9%
 
ACWI (Global)ACWIInt'l Equity: Core10.3%12.6%11.4%10.4%9.2%  -6.8%11.7%9.1%8.1%10.3% 
U.S. Total Bond MarketAGGFixed Income: Aggregate5.0%3.4%2.8%2.6%2.4%2.3% -8.1%-0.1%1.1%1.5%1.6%3.2%
Alerian US MLPAMLPEquity: MLP13.5%37.9%28.8%25.1%21.3%  27.2%3.6%0.9%-1.5%1.3% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%0.1% -0.0%0.5%1.0%0.7%0.5%0.6%
U.S. Total Bond MarketBNDFixed Income: Aggregate5.1%3.6%3.0%2.8%2.5%2.4% -8.1%0.0%1.2%1.5%1.7%3.3%
CHN PRC RenminbiCYBCurrency: CHN Renminbi4.2%3.4%3.4%3.6%3.1%  -2.3%3.7%3.0%1.5%1.8% 
AgricultureDBACommodities0.4%8.1%7.8%8.0%8.0%11.2% 18.3%10.4%2.5%0.5%-1.4%-0.8%
Industrial MetalsDBBCommodities11.0%11.3%11.1%10.9%11.0%15.4% 8.6%15.2%8.1%6.3%2.5%-0.5%
OilDBOCommodities31.7%31.1%28.1%25.0%22.9%23.8% 64.6%28.3%19.0%4.3%-2.2%-1.5%
iShares MSCIEEMEquity: Emerging Mkts9.7%13.1%12.3%11.9%11.2%15.6% -20.8%3.7%2.8%2.7%3.4%2.1%
Intl Dev CoreEFAInt'l Equity: Lg Cap9.2%12.3%11.0%10.4%9.5%13.2% -10.5%6.5%4.2%3.7%7.1%2.0%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro12.2%12.1%10.9%10.4%9.4%13.0% -16.8%6.4%5.0%4.5%7.5%2.9%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val8.7%14.8%12.7%12.0%10.9%14.1% -4.6%5.6%2.7%2.1%6.0%0.7%
iShares EmergEMBFixed Income: Aggregate8.6%10.6%8.6%7.7%7.1%  -15.0%-2.0%-0.2%1.6%2.6% 
Emerg Mkt Hi YldEMHYFixed Income7.2%11.3%9.2%8.2%7.7%  -13.7%-1.3%-0.4%2.1%3.3% 
iSh MSCI Frontier 100FMInt'l Equity: Frontier8.6%16.2%14.1%13.1%   -4.9%4.4%3.7%2.8%  
AUStraliaFXACurrency: AUS Dollar8.5%7.6%6.9%6.8%7.1%9.4% -7.3%0.9%-0.5%-0.5%-2.2%1.0%
GBP UK PoundFXBCurrency: GBP Pound5.9%5.7%5.4%6.2%5.9%6.7% -11.6%-0.4%-0.7%-3.0%-2.3%-2.8%
CAN Canada DollarFXCCurrency: CAN Dollar5.0%4.6%4.6%5.1%5.7%6.8% -4.9%2.2%1.4%-0.3%-2.0%-0.8%
EUR EuroFXECurrency: EUR Euro5.8%4.7%4.4%4.6%5.3%7.0% -12.9%-2.3%-1.8%-1.2%-2.1%-1.6%
CHF Swiss FrancFXFCurrency: CHF Franc6.2%5.0%4.9%5.1%5.1%6.9% -7.4%0.2%-1.0%-1.5%-0.8%1.0%
JPY Japan YenFXYCurrency: JPY Yen7.9%5.7%5.2%6.0%6.5%6.8% -15.2%-6.1%-3.5%-1.0%-5.3%-0.8%
Muni Hi YieldHYDFixed Income5.8%12.3%9.7%9.0%8.2%  -8.7%-0.8%1.6%2.6%3.0% 
US Treas 7-10yrIEFFixed Income6.0%4.5%3.8%3.8%3.7%3.9% -8.8%-0.5%0.8%1.2%1.2%3.9%
US Corp Med 5-10yIGIBFixed Income6.0%6.2%4.9%4.2%3.6%3.7% -9.7%1.0%2.1%2.2%2.4%3.8%
Intl TreasIGOVFixed Income8.0%6.2%5.3%5.4%5.2%  -19.3%-4.4%-1.8%-0.5%-0.7% 
MktVectors Intl Hi YieldIHYFixed Income6.9%9.2%7.5%6.7%6.2%  -16.7%-0.5%0.8%2.1%4.0% 
MktVectors Intermed MuniITMFixed Income5.9%5.0%4.1%4.1%4.0%  -8.8%-0.5%1.2%2.0%2.1% 
US Large CoreIWBU.S. Equity: Lg / Mid11.7%13.6%12.4%11.1%9.6%11.8% -2.9%15.9%13.0%11.7%14.1%8.9%
iSh RussellIWCU.S. Equity: Micro Cap13.4%20.4%17.9%16.3%14.7%16.8% -22.4%10.5%7.6%6.6%10.7%5.5%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val8.3%14.4%12.7%11.3%10.0%12.3% 0.7%12.6%9.3%8.6%11.9%6.4%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro16.1%14.7%13.4%11.9%10.3%12.1% -6.5%18.1%15.9%14.3%15.8%11.0%
iSh Russ 2000IWMU.S. Equity: Sm Cap13.0%18.5%16.8%15.2%13.6%15.6% -17.0%9.6%7.6%7.3%10.8%6.8%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val10.4%20.2%17.5%15.5%13.9%16.0% -8.0%12.0%7.7%7.9%10.6%6.1%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro15.3%18.5%17.1%15.8%14.3%16.0% -25.8%6.1%6.8%6.2%10.6%7.3%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro16.0%16.3%14.7%13.1%11.5%14.1% -18.9%9.2%10.4%9.1%12.4%8.4%
iSh US Mid CoreIWRU.S. Equity: Mid Cap11.4%16.4%14.4%12.8%11.2%13.8% -7.0%12.7%10.3%9.2%12.6%8.2%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val9.1%17.8%15.2%13.3%11.7%14.3% -0.3%13.1%8.9%8.3%12.1%7.4%
iSh Russell 3000IWVU.S. Equity: Lg Cap11.7%13.8%12.6%11.3%9.8%12.1% -3.9%15.4%12.6%11.4%13.8%8.7%
iShares Real EstateIYRU.S. Real Estate13.2%16.1%13.6%12.3%11.3%17.3% 1.2%7.0%7.7%7.4%8.5%4.9%
US Hi YieldJNKFixed Income5.3%7.4%6.0%5.7%5.1%  -5.4%2.5%2.6%2.8%4.2% 
US Mort BackedMBBFixed Income4.4%2.8%2.3%2.1%2.0%1.7% -7.6%-0.7%0.5%0.8%1.2%2.8%
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate11.5%13.0%10.6%9.5%8.8%  -21.6%-5.1%-2.4%0.3%1.9% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro17.1%15.0%13.9%12.7%11.1%13.7% -7.2%21.8%17.7%16.8%18.5%14.3%
Intl Dev Sm CapSCZInt'l Equity: Small Cap10.4%15.0%13.1%11.9%10.7%  -16.1%6.4%4.1%5.2%8.7% 
iSh Treas 1-3ySHYFixed Income: Short-Term1.7%1.0%0.8%0.7%0.6%0.6% -3.1%0.4%0.9%0.8%0.7%1.5%
S&P 500SPYU.S. Equity: Lg Cap11.8%13.1%12.1%10.8%9.4%11.6% -0.4%16.4%13.3%12.1%14.3%9.0%
US Inflation ProtTIPFixed Income3.7%2.8%2.5%2.4%3.0%3.8% -1.5%4.2%3.5%3.0%1.8%4.0%
iShares Treas 20y+ TLTFixed Income: Long-Term10.9%9.7%8.4%8.2%8.0%8.7% -14.4%-2.4%0.7%1.4%1.4%5.0%
USD US Dollar indxUUPCurrency: USD index1.5%4.0%3.9%4.1%4.1%5.2% 12.3%1.8%2.1%1.3%1.9%0.8%
Vanguard Real EstateVNQU.S. Real Estate13.1%15.6%13.4%12.3%11.5%17.9% 2.0%8.1%7.8%7.4%8.9%5.9%