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Global Asset Classes, ranked by Sortino

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.
   Sortino Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average1.7%1.3%0.8%0.7%0.8%0.7% 11.0%11.4%7.7%5.7%6.3%6.2%
 
ACWI (Global)ACWIInt'l Equity: Core3.6%1.9%1.4%1.2%1.4%  18.7%20.4%14.6%11.1%11.8% 
U.S. Total Bond MarketAGGFixed Income: Aggregate-0.8%2.4%1.5%1.2%1.2%1.7% -1.8%4.6%3.5%2.9%2.8%4.0%
Alerian US MLPAMLPEquity: MLP3.3%0.4%0.1%0.0%0.1%  39.0%-0.0%-4.3%-5.2%-1.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like-2.8%-0.1%-0.9%-1.3%-1.4%  -0.1%0.8%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate-0.8%2.2%1.4%1.1%1.2%1.6% -1.9%4.8%3.6%3.0%2.8%4.0%
CHN PRC RenminbiCYBCurrency: CHN Renminbi1.7%1.5%1.3%0.5%0.5%  4.2%5.1%4.9%2.3%2.1% 
AgricultureDBACommodities9.9%0.7%-0.0%-0.4%-0.4%  22.4%5.8%0.3%-2.9%-3.5% 
Industrial MetalsDBBCommodities4.7%1.4%0.9%0.5%0.3%  29.0%13.8%8.7%5.2%2.0% 
OilDBOCommodities2.8%0.9%0.5%0.1%-0.1%  60.7%17.6%7.3%-1.9%-7.0% 
iShares MSCIEEMEquity: Emerging Mkts-0.4%0.8%0.8%0.5%0.5%0.4% -3.6%10.1%9.2%5.3%4.7%3.7%
Intl Dev CoreEFAInt'l Equity: Lg Cap2.0%1.2%0.9%0.7%0.9%0.3% 11.5%13.5%9.6%6.8%7.9%3.5%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro1.9%2.0%1.4%1.1%1.1%0.5% 11.0%18.6%13.4%9.4%9.8%5.2%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val1.7%0.6%0.5%0.4%0.6%0.2% 11.1%7.7%5.3%3.6%5.6%1.4%
iShares EmergEMBFixed Income: Aggregate-0.4%0.6%0.5%0.6%0.7%  -2.2%6.0%4.4%4.6%4.6% 
Emerg Mkt Hi YldEMHYFixed Income-0.4%0.5%0.3%0.6%   -1.9%4.8%3.4%4.8%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier4.2%0.9%0.8%0.4%   24.3%12.9%10.0%4.5%  
AUStraliaFXACurrency: AUS Dollar-0.9%0.1%-0.0%-0.2%-0.3%0.2% -6.2%1.0%0.5%-1.1%-2.4%1.5%
GBP UK PoundFXBCurrency: GBP Pound-0.3%0.2%0.2%-0.4%-0.3%-0.4% -1.5%1.7%1.6%-2.3%-1.7%-2.1%
CAN Canada DollarFXCCurrency: CAN Dollar0.1%0.5%0.1%-0.3%-0.4%-0.1% 0.2%2.7%1.3%-1.2%-2.1%-0.2%
EUR EuroFXECurrency: EUR Euro-1.6%-0.4%-0.0%-0.4%-0.4%-0.2% -7.8%-1.1%0.7%-1.7%-2.0%-1.0%
CHF Swiss FrancFXFCurrency: CHF Franc-0.7%0.2%0.0%-0.1%-0.2%0.2% -4.1%1.3%1.1%0.1%-0.6%1.4%
JPY Japan YenFXYCurrency: JPY Yen-2.0%-0.7%-0.3%-0.1%-0.7%  -10.9%-2.2%-0.3%0.0%-4.4% 
Muni Hi YieldHYDFixed Income2.3%0.4%0.5%0.5%0.6%  5.1%4.5%5.0%4.3%5.1% 
US Treas 7-10yrIEFFixed Income-0.8%1.4%0.9%0.7%0.7%1.2% -3.3%4.7%3.5%2.9%2.6%4.7%
US Corp Med 5-10yIGIBFixed Income-0.6%1.4%1.0%1.0%1.1%  -1.5%7.4%4.9%4.0%3.9% 
Intl TreasIGOVFixed Income-1.8%0.2%0.4%0.0%0.1%  -9.2%1.4%2.5%0.8%0.7% 
MktVectors Intl Hi YieldIHYFixed Income-0.8%0.7%0.6%0.7%   -2.8%5.8%5.0%4.7%  
MktVectors Intermed MuniITMFixed Income0.1%1.1%1.0%0.7%0.8%  0.2%4.6%4.1%3.3%3.4% 
US Large CoreIWBU.S. Equity: Lg / Mid5.0%2.3%1.7%1.5%1.9%1.0% 26.3%26.0%18.2%14.7%16.4%10.6%
iSh RussellIWCU.S. Equity: Micro Cap2.2%1.3%0.8%0.8%1.1%0.6% 18.7%20.6%11.4%10.2%13.5%7.2%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val4.4%1.3%0.9%0.9%1.4%0.7% 24.9%17.4%11.0%9.6%12.8%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro4.3%3.3%2.5%2.1%2.4%1.3% 27.4%33.8%25.1%19.4%19.6%13.5%
iSh Russ 2000IWMU.S. Equity: Sm Cap2.2%1.3%0.9%0.9%1.2%0.7% 14.5%19.9%11.9%10.7%13.2%8.7%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val4.8%1.1%0.6%0.7%1.0%0.6% 28.0%17.8%8.9%9.3%11.9%7.1%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro0.4%1.5%1.1%0.9%1.2%0.8% 2.5%21.1%14.5%11.7%14.2%10.0%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro1.8%2.3%1.7%1.4%1.8%1.0% 12.6%27.2%19.6%14.7%16.4%11.5%
iSh US Mid CoreIWRU.S. Equity: Mid Cap3.8%1.7%1.2%1.1%1.5%0.8% 22.4%23.1%14.9%12.1%14.7%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val5.1%1.3%0.8%0.8%1.3%0.7% 28.1%19.4%11.0%9.8%13.2%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap5.0%2.2%1.6%1.5%1.9%1.0% 25.5%25.5%17.7%14.4%16.1%10.4%
iShares Real EstateIYRU.S. Real Estate5.6%1.4%1.0%0.9%1.1%0.5% 38.7%18.6%11.8%9.6%11.1%6.2%
US Hi YieldJNKFixed Income2.7%1.1%0.8%0.8%1.0%  4.0%7.8%5.2%4.6%5.1% 
US Mort BackedMBBFixed Income-1.3%2.8%1.2%1.0%1.1%  -1.4%2.9%2.4%2.1%2.1% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate-0.7%0.4%0.3%0.5%0.6%  -4.3%4.8%3.5%4.1%4.6% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro4.3%3.7%2.8%2.3%2.6%1.5% 27.4%38.1%28.4%22.3%22.9%16.9%
Intl Dev Sm CapSCZInt'l Equity: Small Cap1.4%1.2%0.9%0.9%1.1%  10.1%15.3%11.0%9.5%10.7% 
iSh Treas 1-3ySHYFixed Income: Short-Term-1.6%2.9%0.9%0.9%0.8%1.9% -0.7%1.9%1.5%1.2%1.0%1.8%
S&P 500SPYU.S. Equity: Lg Cap5.4%2.4%1.8%1.6%2.0%1.0% 28.7%26.0%18.4%14.8%16.5%10.6%
US Inflation ProtTIPFixed Income2.9%4.1%2.2%1.6%0.9%1.1% 5.7%8.3%5.2%4.1%2.9%4.5%
iShares Treas 20y+ TLTFixed Income: Long-Term-0.4%1.2%0.9%0.6%0.6%0.8% -4.6%8.8%6.6%4.6%4.5%6.6%
USD US Dollar indxUUPCurrency: USD index2.1%0.1%-0.3%0.1%0.3%  5.7%0.9%-0.2%1.3%1.5% 
Vanguard Real EstateVNQU.S. Real Estate5.9%1.5%1.0%0.9%1.1%0.5% 40.5%20.0%11.2%9.5%11.5%7.2%