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Global Asset Classes, ranked by Maximum Drawdown

for period ending September 30, 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.
   Maximum Drawdown Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average-4.5%-18.4%-20.3%-21.6%-23.9%-42.7% 19.9%7.3%6.9%5.4%6.6%6.3%
 
ACWI (Global)ACWIInt'l Equity: Core-4.2%-21.0%-21.0%-21.0%-21.0%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGFixed Income: Aggregate-3.4%-3.6%-3.6%-3.6%-4.1%-4.1% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPEquity: MLP-9.3%-62.6%-66.0%-71.1%-72.2%  83.5%-6.1%-4.1%-6.3%-0.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like-0.1%-0.1%-0.1%-0.2%-0.3%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate-3.6%-3.9%-3.9%-3.9%-4.0%-4.0% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBCurrency: CHN Renminbi-2.3%-5.0%-8.1%-9.7%-9.7%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBACommodities-2.1%-20.4%-32.4%-46.0%-54.4%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBCommodities-4.4%-26.2%-35.7%-35.7%-45.5%  36.7%8.2%8.4%3.2%1.3% 
OilDBOCommodities-4.3%-53.7%-58.2%-76.7%-81.9%  90.8%1.1%9.5%-9.1%-4.9% 
iShares MSCIEEMEquity: Emerging Mkts-8.6%-23.9%-29.7%-29.7%-30.2%-60.4% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAInt'l Equity: Lg Cap-3.3%-23.0%-23.0%-23.0%-23.0%-57.4% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro-4.3%-17.8%-17.8%-17.8%-17.8%-55.4% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val-4.1%-28.5%-33.2%-33.2%-33.2%-59.7% 29.8%2.8%5.6%2.5%5.9%2.0%
iShares EmergEMBFixed Income: Aggregate-5.5%-16.0%-16.0%-16.0%-16.0%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYFixed Income-3.2%-19.7%-19.7%-19.7%   7.6%5.0%3.3%4.2%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier-1.0%-30.3%-35.1%    35.4%9.4%8.8%   
AUStraliaFXACurrency: AUS Dollar-6.6%-15.5%-22.7%-26.9%-36.4%-36.6% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBCurrency: GBP Pound-5.2%-8.3%-14.5%-25.0%-29.9%-40.5% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCCurrency: CAN Dollar-4.7%-7.6%-11.5%-19.7%-29.7%-32.2% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXECurrency: EUR Euro-5.9%-5.9%-13.4%-17.2%-25.8%-33.7% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFCurrency: CHF Franc-6.7%-6.7%-9.9%-14.1%-18.9%-27.4% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYCurrency: JPY Yen-7.7%-7.7%-10.3%-13.3%-39.4%  -5.8%0.1%-2.4%-0.7%-4.1% 
Muni Hi YieldHYDFixed Income-1.7%-20.1%-20.1%-20.1%-20.1%  8.4%3.9%3.4%4.5%5.0% 
US Treas 7-10yrIEFFixed Income-6.0%-7.5%-7.5%-7.5%-7.6%-7.6% -4.7%6.0%2.3%3.3%2.7%4.7%
US Corp Med 5-10yIGIBFixed Income-3.8%-7.9%-7.9%-7.9%-7.9%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVFixed Income-7.7%-7.7%-8.1%-10.4%-15.4%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYFixed Income-3.3%-14.9%-14.9%-14.9%   6.4%5.5%4.8%4.0%  
MktVectors Intermed MuniITMFixed Income-2.0%-7.0%-7.0%-7.0%-8.9%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBU.S. Equity: Lg / Mid-4.6%-20.3%-20.3%-20.3%-20.3%-50.9% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCU.S. Equity: Micro Cap-5.8%-32.3%-37.7%-37.7%-37.7%-59.5% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val-3.5%-26.7%-26.7%-26.7%-26.7%-55.4% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro-5.6%-16.0%-16.0%-16.0%-16.0%-48.0% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMU.S. Equity: Sm Cap-4.3%-30.6%-32.3%-32.3%-32.3%-52.5% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val-4.3%-35.8%-37.9%-37.9%-37.9%-55.1% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro-5.7%-26.0%-27.3%-27.3%-27.3%-52.2% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro-5.0%-20.9%-20.9%-20.9%-20.9%-52.9% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRU.S. Equity: Mid Cap-4.1%-27.1%-27.1%-27.1%-27.1%-54.1% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val-3.7%-31.7%-31.7%-31.7%-31.7%-57.3% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap-4.5%-20.9%-20.9%-20.9%-20.9%-51.2% 31.8%15.8%16.7%13.7%16.4%10.3%
iShares Real EstateIYRU.S. Real Estate-5.6%-26.4%-26.4%-26.4%-26.4%-69.6% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKFixed Income-0.5%-12.7%-12.7%-12.7%-13.2%  9.7%5.8%5.3%4.1%6.1% 
US Mort BackedMBBFixed Income-1.3%-1.3%-2.1%-2.3%-3.5%  -0.5%3.8%2.1%2.4%2.2% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate-6.1%-19.1%-19.1%-19.1%-19.1%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro-5.7%-12.9%-17.0%-17.0%-17.0%-49.7% 29.5%25.3%25.7%21.2%22.4%16.6%
Intl Dev Sm CapSCZInt'l Equity: Small Cap-4.1%-28.0%-29.5%-29.5%-29.5%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYFixed Income: Short-Term-0.2%-0.2%-0.9%-0.9%-0.9%-1.2% -0.1%2.5%1.5%1.3%1.0%1.9%
S&P 500SPYU.S. Equity: Lg Cap-4.7%-19.4%-19.4%-19.4%-19.4%-50.8% 30.0%15.9%16.8%13.9%16.5%10.3%
US Inflation ProtTIPFixed Income-1.9%-1.9%-2.5%-4.8%-9.2%-12.1% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTFixed Income: Long-Term-15.0%-20.1%-20.1%-20.1%-20.1%-21.8% -10.3%9.2%3.1%5.5%4.3%6.4%
USD US Dollar indxUUPCurrency: USD index-4.5%-9.7%-12.0%-12.0%-12.0%  -0.2%0.7%0.9%1.8%1.5% 
Vanguard Real EstateVNQU.S. Real Estate-5.7%-25.1%-25.1%-25.1%-25.1%-68.3% 33.5%12.0%7.5%9.4%11.5%6.8%