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Global Asset Classes, ranked by Sortino

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.
   Sortino Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average4.0%1.0%0.7%0.6%0.8%0.7% 19.9%7.3%6.9%5.4%6.6%6.3%
 
ACWI (Global)ACWIInt'l Equity: Core5.2%1.0%1.3%1.1%1.4%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGFixed Income: Aggregate-0.4%2.6%0.9%1.3%1.3%1.6% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPEquity: MLP8.8%0.2%0.1%-0.0%0.2%  83.5%-6.1%-4.1%-6.3%-0.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like-2.6%0.0%-1.0%-1.3%-1.4%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate-0.4%2.3%0.9%1.2%1.3%1.6% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBCurrency: CHN Renminbi2.8%1.1%0.7%0.4%0.5%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBACommodities10.9%0.6%-0.1%-0.4%-0.5%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBCommodities6.5%0.8%0.9%0.3%0.2%  36.7%8.2%8.4%3.2%1.3% 
OilDBOCommodities6.1%0.3%0.6%-0.2%-0.1%  90.8%1.1%9.5%-9.1%-4.9% 
iShares MSCIEEMEquity: Emerging Mkts2.1%0.6%0.7%0.5%0.6%0.4% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAInt'l Equity: Lg Cap4.8%0.6%0.8%0.6%0.9%0.4% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro3.2%1.1%1.2%0.9%1.1%0.5% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val5.6%0.3%0.5%0.3%0.6%0.2% 29.8%2.8%5.6%2.5%5.9%2.0%
iShares EmergEMBFixed Income: Aggregate0.7%0.5%0.4%0.6%0.8%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYFixed Income2.3%0.5%0.3%0.5%   7.6%5.0%3.3%4.2%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier23.3%0.7%0.7%    35.4%9.4%8.8%   
AUStraliaFXACurrency: AUS Dollar0.2%-0.1%-0.2%-0.4%-0.3%0.2% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBCurrency: GBP Pound1.1%0.0%-0.0%-0.5%-0.3%-0.3% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCCurrency: CAN Dollar1.6%0.0%-0.0%-0.4%-0.4%-0.1% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXECurrency: EUR Euro-0.4%-0.4%-0.3%-0.5%-0.4%-0.1% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFCurrency: CHF Franc-0.4%-0.1%-0.3%-0.2%-0.3%0.2% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYCurrency: JPY Yen-1.2%-0.2%-0.6%-0.2%-0.7%  -5.8%0.1%-2.4%-0.7%-4.1% 
Muni Hi YieldHYDFixed Income3.7%0.3%0.3%0.5%0.6%  8.4%3.9%3.4%4.5%5.0% 
US Treas 7-10yrIEFFixed Income-1.1%1.8%0.4%0.8%0.7%1.1% -4.7%6.0%2.3%3.3%2.7%4.7%
US Corp Med 5-10yIGIBFixed Income0.4%1.3%0.9%1.0%1.2%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVFixed Income-0.5%0.4%-0.0%0.0%0.1%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYFixed Income2.2%0.6%0.6%0.6%   6.4%5.5%4.8%4.0%  
MktVectors Intermed MuniITMFixed Income0.8%1.2%0.5%0.8%0.9%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBU.S. Equity: Lg / Mid5.4%1.3%1.6%1.5%2.0%1.0% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCU.S. Equity: Micro Cap7.9%0.8%1.0%0.9%1.3%0.6% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val7.7%0.7%0.9%0.9%1.4%0.7% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro3.7%1.8%2.2%2.0%2.4%1.3% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMU.S. Equity: Sm Cap8.9%0.7%1.0%1.0%1.3%0.7% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val12.9%0.6%0.8%0.8%1.1%0.6% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro4.6%0.8%1.1%1.1%1.4%0.8% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro5.1%1.4%1.7%1.5%1.9%1.0% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRU.S. Equity: Mid Cap8.0%1.0%1.1%1.1%1.6%0.8% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val9.4%0.7%0.8%0.8%1.3%0.7% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap5.9%1.2%1.5%1.4%1.9%0.9% 31.8%15.8%16.7%13.7%16.4%10.3%
iShares Real EstateIYRU.S. Real Estate4.4%0.8%0.7%0.9%1.1%0.5% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKFixed Income16.6%0.7%0.8%0.7%1.2%  9.7%5.8%5.3%4.1%6.1% 
US Mort BackedMBBFixed Income-0.5%3.4%0.7%1.3%1.3%  -0.5%3.8%2.1%2.4%2.2% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate0.6%0.4%0.2%0.5%0.7%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro4.1%2.1%2.5%2.2%2.6%1.4% 29.5%25.3%25.7%21.2%22.4%16.6%
Intl Dev Sm CapSCZInt'l Equity: Small Cap4.7%0.7%0.9%0.9%1.1%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYFixed Income: Short-Term-0.7%5.3%0.8%1.1%1.0%1.9% -0.1%2.5%1.5%1.3%1.0%1.9%
S&P 500SPYU.S. Equity: Lg Cap5.1%1.3%1.6%1.5%2.0%1.0% 30.0%15.9%16.8%13.9%16.5%10.3%
US Inflation ProtTIPFixed Income2.4%3.0%1.4%1.4%0.9%1.0% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTFixed Income: Long-Term-1.0%1.2%0.4%0.7%0.6%0.8% -10.3%9.2%3.1%5.5%4.3%6.4%
USD US Dollar indxUUPCurrency: USD index-0.0%-0.0%0.0%0.3%0.3%  -0.2%0.7%0.9%1.8%1.5% 
Vanguard Real EstateVNQU.S. Real Estate4.7%0.9%0.6%0.9%1.1%0.5% 33.5%12.0%7.5%9.4%11.5%6.8%