Global Asset Classes, ranked by Downside Deviation
for period ending April 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.
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| Ingredient Name | ID | Category | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year | 1 year | 3 year | 5 year | 7 year | 10 year | 15 year |
|---|
| | | Group average | 11.6% | 10.0% | 11.1% | 9.9% | 9.1% | 10.7% | | -1.6% | 6.2% | 2.8% | 4.1% | 3.5% | 3.7% |
| |
| ACWI (Global) | ACWI | Int'l Equity: Core | 15.0% | 12.0% | 13.1% | 11.4% | 10.3% | 13.0% | | 2.7% | 12.3% | 7.2% | 9.4% | 8.0% | 5.7% |
| U.S. Total Bond Market | AGG | Fixed Income: Aggregate | 6.2% | 4.8% | 3.9% | 3.5% | 3.1% | 2.8% | | -0.3% | -3.1% | 1.2% | 0.9% | 1.3% | 2.6% |
| Alerian US MLP | AMLP | Equity: MLP | 20.0% | 19.3% | 30.2% | 25.3% | 21.9% | | | 11.3% | 26.2% | 3.8% | 2.1% | -0.1% | |
| T-Bill 1-3 Month | BIL | Fixed Income: Cash-like | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.1% | | 2.5% | 0.8% | 1.3% | 1.1% | 0.7% | 0.5% |
| U.S. Total Bond Market | BND | Fixed Income: Aggregate | 6.1% | 4.8% | 4.0% | 3.6% | 3.2% | 2.9% | | -0.4% | -3.2% | 1.2% | 0.9% | 1.3% | 2.7% |
| CHN PRC Renminbi | CYB | Currency: CHN Renminbi | 5.1% | 4.2% | 4.1% | 3.7% | 3.5% | | | -1.8% | 3.1% | 0.6% | 1.7% | 1.2% | |
| Agriculture | DBA | Commodities | 7.7% | 5.6% | 7.9% | 7.7% | 8.0% | 10.6% | | -4.6% | 15.4% | 2.3% | 0.4% | -1.9% | -3.3% |
| Industrial Metals | DBB | Commodities | 17.7% | 15.5% | 13.7% | 12.7% | 12.0% | 15.8% | | -18.6% | 15.7% | 1.1% | 5.8% | 1.6% | -1.5% |
| Oil | DBO | Commodities | 12.9% | 22.3% | 26.1% | 23.4% | 22.5% | 22.9% | | -16.5% | 38.9% | 5.0% | 8.4% | -5.2% | -6.6% |
| iShares MSCI | EEM | Equity: Emerging Mkts | 14.9% | 11.8% | 13.4% | 12.3% | 12.0% | 15.6% | | -5.5% | 4.2% | -1.4% | 4.0% | 1.1% | 0.6% |
| Intl Dev Core | EFA | Int'l Equity: Lg Cap | 16.4% | 11.9% | 12.8% | 11.3% | 10.5% | 13.7% | | 10.1% | 12.2% | 3.8% | 6.4% | 4.7% | 2.8% |
| iSh EAFE Growth | EFG | Int'l Equity: Lg Cap Gro | 17.7% | 13.8% | 13.1% | 11.6% | 10.7% | 13.6% | | 9.9% | 9.4% | 5.0% | 7.0% | 5.6% | 3.5% |
| iSh EAFE Value | EFV | Int'l Equity: Lg Cap Val | 15.7% | 11.7% | 14.1% | 12.5% | 11.6% | 14.4% | | 9.8% | 14.2% | 1.8% | 5.1% | 3.3% | 1.6% |
| iShares Emerg | EMB | Fixed Income: Aggregate | 9.9% | 8.4% | 9.6% | 8.5% | 7.6% | 9.1% | | -1.3% | -1.1% | -0.4% | 0.8% | 1.1% | 3.7% |
| Emerg Mkt Hi Yld | EMHY | Fixed Income | 9.6% | 7.7% | 10.1% | 8.8% | 8.2% | | | -1.8% | 1.8% | -0.4% | 1.3% | 1.4% | |
| iSh MSCI Frontier 100 | FM | Int'l Equity: Frontier | 14.1% | 11.2% | 14.9% | 13.6% | | | | -17.6% | 6.5% | -2.5% | 2.9% | | |
| AUStralia | FXA | Currency: AUS Dollar | 8.8% | 7.9% | 7.6% | 7.1% | 7.6% | 9.4% | | -6.4% | 0.2% | -2.5% | -1.7% | -3.8% | -0.8% |
| GBP UK Pound | FXB | Currency: GBP Pound | 7.3% | 6.2% | 5.9% | 6.5% | 6.1% | 6.9% | | 0.6% | -0.1% | -1.9% | -2.3% | -2.3% | -3.1% |
| CAN Canada Dollar | FXC | Currency: CAN Dollar | 5.9% | 4.9% | 4.8% | 5.0% | 5.9% | 6.7% | | -4.6% | 0.9% | -0.9% | -1.0% | -2.9% | -1.8% |
| EUR Euro | FXE | Currency: EUR Euro | 5.6% | 5.3% | 4.8% | 4.7% | 5.3% | 7.1% | | 4.2% | -0.5% | -2.6% | -1.3% | -2.4% | -2.6% |
| CHF Swiss Franc | FXF | Currency: CHF Franc | 4.6% | 5.5% | 4.8% | 4.9% | 5.2% | 6.9% | | 8.1% | 1.6% | 1.0% | -0.1% | -0.6% | 0.3% |
| JPY Japan Yen | FXY | Currency: JPY Yen | 9.3% | 7.5% | 6.3% | 6.7% | 6.6% | 7.0% | | -5.3% | -8.2% | -4.9% | -4.0% | -3.8% | -2.2% |
| Muni Hi Yield | HYD | Fixed Income | 8.2% | 6.3% | 10.3% | 9.4% | 8.5% | | | -3.5% | 1.4% | -0.2% | 0.8% | 1.7% | |
| US Treas 7-10yr | IEF | Fixed Income | 7.3% | 5.8% | 4.9% | 4.6% | 4.3% | 4.2% | | -1.1% | -5.2% | 1.2% | 0.3% | 0.9% | 3.0% |
| US Corp Med 5-10y | IGIB | Fixed Income | 7.6% | 5.8% | 5.9% | 5.1% | 4.3% | 4.2% | | 1.7% | -1.2% | 2.5% | 1.9% | 2.0% | 3.3% |
| Intl Treas | IGOV | Fixed Income | 11.4% | 8.7% | 7.2% | 6.8% | 6.3% | | | -5.8% | -6.6% | -4.1% | -2.6% | -1.9% | |
| MktVectors Intl Hi Yield | IHY | Fixed Income | 10.2% | 7.7% | 8.6% | 7.5% | 6.8% | | | 1.8% | 2.1% | 0.3% | 2.2% | 1.9% | |
| MktVectors Intermed Muni | ITM | Fixed Income | 6.0% | 5.2% | 4.8% | 4.7% | 4.3% | 4.1% | | 3.4% | 0.6% | 1.7% | 1.2% | 1.8% | 3.3% |
| US Large Core | IWB | U.S. Equity: Lg / Mid | 15.0% | 12.7% | 14.0% | 12.1% | 10.8% | 12.4% | | 1.6% | 14.1% | 10.9% | 12.2% | 11.8% | 9.6% |
| iSh Russell | IWC | U.S. Equity: Micro Cap | 15.8% | 15.7% | 18.9% | 16.7% | 15.4% | 17.2% | | -10.9% | 10.6% | 1.9% | 6.6% | 6.9% | 6.5% |
| iSh Russ 1000 Val | IWD | U.S. Equity: Lg Cap Val | 14.2% | 10.8% | 14.0% | 12.1% | 10.9% | 12.7% | | 1.1% | 14.2% | 7.6% | 8.7% | 8.9% | 7.3% |
| iSh Russ 1000 Gro | IWF | U.S. Equity: Lg Cap Gro | 16.5% | 15.7% | 15.4% | 13.2% | 11.6% | 12.7% | | 2.2% | 13.4% | 13.6% | 15.1% | 14.3% | 11.6% |
| iSh Russ 2000 | IWM | U.S. Equity: Sm Cap | 15.4% | 14.3% | 17.8% | 15.7% | 14.3% | 16.0% | | -3.7% | 11.8% | 4.0% | 8.0% | 7.9% | 7.7% |
| iSh Russ 2000 Val | IWN | U.S. Equity: Sm Cap Val | 17.2% | 14.6% | 18.9% | 16.6% | 14.9% | 16.5% | | -8.2% | 15.2% | 3.4% | 7.0% | 6.8% | 6.7% |
| iSh Russell 2000 | IWO | U.S. Equity: Sm Cap Gro | 13.6% | 15.2% | 17.8% | 15.8% | 14.7% | 16.1% | | 0.7% | 7.7% | 3.9% | 8.4% | 8.5% | 8.3% |
| iSh US Mid Growth | IWP | U.S. Equity: Mid Cap Gro | 14.4% | 14.9% | 15.9% | 13.8% | 12.3% | 14.4% | | 1.6% | 9.1% | 8.8% | 10.8% | 10.6% | 9.3% |
| iSh US Mid Core | IWR | U.S. Equity: Mid Cap | 15.4% | 12.9% | 15.9% | 13.8% | 12.2% | 14.3% | | -1.8% | 13.6% | 7.8% | 9.5% | 9.7% | 8.8% |
| iSh US Mid Value | IWS | U.S. Equity: Mid Cap Val | 16.4% | 12.7% | 16.8% | 14.5% | 12.7% | 14.8% | | -3.6% | 15.5% | 6.2% | 7.8% | 8.5% | 8.1% |
| iSh Russell 3000 | IWV | U.S. Equity: Lg Cap | 15.0% | 12.8% | 14.2% | 12.3% | 10.9% | 12.6% | | 1.3% | 13.9% | 10.4% | 11.9% | 11.5% | 9.5% |
| iShares Real Estate | IYR | U.S. Real Estate | 16.0% | 13.7% | 15.4% | 13.5% | 12.5% | 17.4% | | -15.0% | 6.7% | 5.3% | 4.7% | 4.9% | 5.3% |
| US Hi Yield | JNK | Fixed Income | 10.1% | 6.9% | 7.5% | 6.5% | 6.0% | 8.8% | | -0.3% | 2.6% | 2.1% | 3.4% | 2.4% | 4.4% |
| US Mort Backed | MBB | Fixed Income | 7.1% | 4.8% | 3.9% | 3.4% | 3.0% | 2.5% | | -1.0% | -3.4% | 0.3% | 0.2% | 0.8% | 2.2% |
| PwrSh Emerg Mkt Sov Debt | PCY | Fixed Income: Aggregate | 13.9% | 11.5% | 12.1% | 10.7% | 9.6% | 11.3% | | 1.1% | -2.6% | -1.8% | -0.5% | 0.3% | 3.4% |
| PowerShares QQQ | QQQ | U.S. Equity: Lg Cap Gro | 18.6% | 17.2% | 16.3% | 14.2% | 12.6% | 14.0% | | 3.8% | 14.5% | 15.7% | 18.2% | 17.5% | 14.7% |
| Intl Dev Sm Cap | SCZ | Int'l Equity: Small Cap | 17.1% | 13.3% | 14.8% | 13.2% | 11.8% | 14.9% | | 0.5% | 9.8% | 1.1% | 5.5% | 5.6% | 4.4% |
| iSh Treas 1-3y | SHY | Fixed Income: Short-Term | 1.8% | 1.4% | 1.1% | 1.0% | 0.9% | 0.8% | | 0.9% | -0.9% | 1.1% | 0.7% | 0.7% | 1.1% |
| S&P 500 | SPY | U.S. Equity: Lg Cap | 15.2% | 12.7% | 13.8% | 11.9% | 10.6% | 12.1% | | 2.7% | 14.5% | 11.4% | 12.5% | 12.1% | 9.7% |
| US Inflation Prot | TIP | Fixed Income | 7.9% | 5.3% | 4.4% | 3.9% | 4.0% | 4.3% | | -4.1% | 0.7% | 2.8% | 2.3% | 1.3% | 2.9% |
| iShares Treas 20y+ | TLT | Fixed Income: Long-Term | 11.9% | 10.7% | 9.8% | 9.2% | 8.8% | 9.2% | | -8.5% | -12.3% | -0.1% | -0.6% | 0.9% | 3.7% |
| USD US Dollar indx | UUP | Currency: USD index | 5.8% | 4.9% | 4.2% | 4.2% | 4.3% | 5.3% | | 1.5% | 1.5% | 3.4% | 2.5% | 2.6% | 1.6% |
| Vanguard Real Estate | VNQ | U.S. Real Estate | 16.3% | 14.0% | 15.2% | 13.5% | 12.7% | 18.0% | | -16.5% | 6.8% | 5.7% | 4.3% | 5.1% | 5.9% |
