VizMetrics Inc. - Better visibility. Better results.

Global Asset Classes, ranked by Standard Deviation

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.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average14.2%16.4%13.8%12.9%12.6%15.9% 19.9%7.3%6.9%5.4%6.6%6.3%
 
ACWI (Global)ACWIInt'l Equity: Core16.5%20.0%16.2%15.1%14.9%  26.9%12.5%13.3%10.1%12.0% 
U.S. Total Bond MarketAGGFixed Income: Aggregate3.0%3.8%3.5%3.3%3.2%3.8% -1.0%5.3%2.9%3.2%2.9%4.0%
Alerian US MLPAMLPEquity: MLP43.3%52.8%40.6%34.8%30.6%  83.5%-6.1%-4.1%-6.3%-0.4% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.0%0.3%0.3%0.3%0.3%  -0.1%1.0%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDFixed Income: Aggregate3.2%4.1%3.7%3.5%3.3%3.8% -1.0%5.4%2.9%3.2%3.0%4.1%
CHN PRC RenminbiCYBCurrency: CHN Renminbi4.8%5.1%5.4%5.1%4.4%  6.8%4.4%3.4%2.0%2.1% 
AgricultureDBACommodities14.2%13.1%11.2%11.2%11.4%  29.7%5.1%-0.4%-3.7%-4.0% 
Industrial MetalsDBBCommodities22.8%18.6%18.0%17.2%17.3%  36.7%8.2%8.4%3.2%1.3% 
OilDBOCommodities56.7%41.7%35.5%31.9%29.5%  90.8%1.1%9.5%-9.1%-4.9% 
iShares MSCIEEMEquity: Emerging Mkts15.9%21.0%18.4%18.0%18.5%23.6% 16.0%7.7%8.3%5.0%5.8%5.1%
Intl Dev CoreEFAInt'l Equity: Lg Cap19.4%18.9%15.7%14.9%15.2%18.7% 25.4%7.5%8.6%5.7%8.1%4.0%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro16.9%17.8%14.9%14.3%14.6%18.1% 19.9%11.5%10.9%8.4%9.9%5.5%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val24.5%21.2%17.8%16.6%16.9%20.0% 29.8%2.8%5.6%2.5%5.9%2.0%
iShares EmergEMBFixed Income: Aggregate7.3%12.5%10.3%9.3%9.2%  3.2%5.4%3.4%4.3%5.1% 
Emerg Mkt Hi YldEMHYFixed Income8.2%13.9%11.5%10.7%   7.6%5.0%3.3%4.2%  
iSh MSCI Frontier 100FMInt'l Equity: Frontier9.7%20.7%18.8%    35.4%9.4%8.8%   
AUStraliaFXACurrency: AUS Dollar8.3%10.0%9.3%9.6%10.2%13.5% 0.6%-0.0%-0.8%-2.1%-1.8%2.0%
GBP UK PoundFXBCurrency: GBP Pound6.3%8.0%8.2%8.3%8.0%8.8% 4.0%0.9%0.5%-2.9%-1.7%-1.8%
CAN Canada DollarFXCCurrency: CAN Dollar5.5%6.4%6.8%8.0%7.7%9.5% 4.7%0.8%0.8%-1.8%-1.8%-0.4%
EUR EuroFXECurrency: EUR Euro6.3%5.9%6.4%7.1%7.3%9.6% -2.2%-1.0%-0.3%-2.0%-2.1%-0.6%
CHF Swiss FrancFXFCurrency: CHF Franc7.5%6.5%6.5%7.6%7.6%10.5% -2.3%0.6%-0.3%-0.8%-1.2%1.5%
JPY Japan YenFXYCurrency: JPY Yen4.7%4.9%6.5%8.1%8.0%  -5.8%0.1%-2.4%-0.7%-4.1% 
Muni Hi YieldHYDFixed Income4.8%13.8%11.7%10.2%9.5%  8.4%3.9%3.4%4.5%5.0% 
US Treas 7-10yrIEFFixed Income4.5%6.0%5.5%5.5%5.5%6.5% -4.7%6.0%2.3%3.3%2.7%4.7%
US Corp Med 5-10yIGIBFixed Income3.9%7.6%6.0%5.2%4.6%  1.1%7.5%4.5%4.2%4.1% 
Intl TreasIGOVFixed Income6.7%6.4%6.6%6.6%6.7%  -2.9%2.4%0.7%0.7%0.6% 
MktVectors Intl Hi YieldIHYFixed Income7.1%11.3%9.3%9.2%   6.4%5.5%4.8%4.0%  
MktVectors Intermed MuniITMFixed Income3.4%6.0%5.7%5.1%5.3%  1.9%5.2%2.9%3.4%3.7% 
US Large CoreIWBU.S. Equity: Lg / Mid17.6%22.4%18.1%16.5%15.6%17.2% 30.8%16.3%17.0%13.9%16.6%10.4%
iSh RussellIWCU.S. Equity: Micro Cap38.0%32.7%27.2%24.5%23.2%24.1% 60.6%11.9%14.3%12.4%15.3%8.1%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val20.1%22.2%18.0%16.4%15.8%17.4% 34.8%9.9%10.8%9.1%13.3%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro19.2%24.3%19.8%18.0%16.8%18.0% 27.1%21.7%22.6%18.3%19.4%13.1%
iSh Russ 2000IWMU.S. Equity: Sm Cap28.0%29.0%24.2%21.9%21.0%22.4% 47.4%10.4%13.4%11.9%14.6%9.2%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val32.1%30.2%25.3%22.6%21.4%22.6% 63.7%8.4%10.9%10.1%13.1%7.4%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro27.5%29.3%24.4%22.5%21.8%23.0% 33.0%11.6%15.3%13.2%15.8%10.6%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro20.7%26.2%21.1%18.9%18.1%20.3% 30.0%18.9%19.0%15.1%17.3%11.8%
iSh US Mid CoreIWRU.S. Equity: Mid Cap19.7%25.6%20.3%18.2%17.5%19.8% 37.9%14.0%14.2%12.0%15.3%10.1%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val21.8%26.2%20.8%18.6%17.8%20.2% 42.2%10.1%10.4%9.4%13.7%8.6%
iSh Russell 3000IWVU.S. Equity: Lg Cap17.8%22.6%18.2%16.7%15.8%17.5% 31.8%15.8%16.7%13.7%16.4%10.3%
iShares Real EstateIYRU.S. Real Estate17.7%21.4%17.4%17.2%16.9%23.9% 30.8%11.1%8.1%9.3%11.0%5.9%
US Hi YieldJNKFixed Income4.1%10.0%7.9%7.7%7.9%  9.7%5.8%5.3%4.1%6.1% 
US Mort BackedMBBFixed Income1.3%2.1%2.2%2.1%2.2%  -0.5%3.8%2.1%2.4%2.2% 
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate9.1%14.3%11.8%10.6%10.6%  2.9%4.6%2.1%4.1%5.2% 
PowerShares QQQQQQU.S. Equity: Lg Cap Gro19.7%25.5%21.2%20.2%19.0%21.0% 29.5%25.3%25.7%21.2%22.4%16.6%
Intl Dev Sm CapSCZInt'l Equity: Small Cap19.6%22.4%18.3%16.9%16.9%  28.3%8.9%10.1%9.1%10.8% 
iSh Treas 1-3ySHYFixed Income: Short-Term0.3%1.2%1.1%1.0%0.9%1.3% -0.1%2.5%1.5%1.3%1.0%1.9%
S&P 500SPYU.S. Equity: Lg Cap17.0%21.6%17.5%16.1%15.3%16.8% 30.0%15.9%16.8%13.9%16.5%10.3%
US Inflation ProtTIPFixed Income4.1%4.3%3.9%3.9%4.4%5.9% 4.9%7.2%4.1%3.7%3.0%4.3%
iShares Treas 20y+ TLTFixed Income: Long-Term10.4%15.3%12.8%13.1%12.7%14.5% -10.3%9.2%3.1%5.5%4.3%6.4%
USD US Dollar indxUUPCurrency: USD index5.8%5.5%5.9%6.4%6.5%  -0.2%0.7%0.9%1.8%1.5% 
Vanguard Real EstateVNQU.S. Real Estate18.6%21.2%17.5%17.8%17.7%25.1% 33.5%12.0%7.5%9.4%11.5%6.8%