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Global Equities, ranked by Downside Deviation

for period ending November 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.
   Downside Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average14.1%15.8%17.9%16.5%15.4%15.7% 9.5%3.9%4.0%5.1%2.2%7.0%
 
ArgentinaARGTSouth America24.1%22.6%30.5%26.9%23.6%  56.6%22.8%16.1%13.1%10.3% 
ChileECHSouth America15.5%21.6%21.5%20.4%18.4%18.1% 5.8%5.4%-5.6%-1.6%-2.9%1.7%
EqyptEGPTMideast and Africa12.0%14.3%17.3%16.6%18.7%  37.4%1.9%-0.5%1.4%-4.9% 
IndonesiaEIDOAsia and Australia11.6%10.3%19.0%17.0%16.5%  -5.6%2.2%-0.6%0.8%1.1% 
IsraelEISMideast and Africa17.2%15.4%17.0%15.5%13.6%14.2% -10.2%-1.5%1.0%3.6%2.8%5.8%
New ZealandENZLAsia and Australia13.6%15.0%15.6%14.0%13.3%  -3.3%-9.4%1.6%4.4%5.5% 
PhilippinesEPHEAsia and Australia14.2%16.7%17.2%15.6%14.3%  -4.8%-5.3%-3.7%-2.6%-2.0% 
PolandEPOLEurope23.5%24.8%23.8%22.2%19.0%  46.7%9.1%0.5%5.4%-1.6% 
PeruEPUSouth America13.6%18.2%20.4%18.2%17.3%  7.5%0.9%0.4%2.4%2.2% 
AustraliaEWAAsia and Australia12.7%15.1%17.3%15.1%14.4%16.3% -1.6%3.9%6.1%5.9%3.3%8.3%
CanadaEWCNorth America12.3%13.1%15.9%14.0%12.9%13.3% 1.9%7.2%8.0%6.6%4.1%7.1%
SwedenEWDEurope12.8%17.9%17.9%16.0%13.9%15.6% 8.2%0.6%7.3%7.3%3.9%9.9%
GermanyEWGEurope12.4%15.5%17.1%15.3%13.9%16.6% 15.0%0.7%3.9%4.6%1.7%6.2%
Hong KongEWHAsia and Australia14.4%14.3%14.6%13.9%13.5%13.8% -13.5%-8.6%-3.6%-0.3%0.9%6.6%
ItalyEWIEurope11.8%15.0%18.1%17.1%15.5%18.7% 23.3%8.6%8.9%9.6%3.8%3.5%
JapanEWJAsia and Australia7.5%10.3%10.7%9.9%9.6%11.1% 13.2%0.5%4.1%5.0%4.2%5.7%
BelgiumEWKEurope12.3%12.6%14.9%13.5%12.2%13.1% 5.8%1.1%3.1%3.5%3.8%8.7%
SwitzerlandEWLEurope10.5%12.3%11.5%10.4%9.8%11.8% 8.2%4.3%8.5%9.2%5.7%9.2%
MalaysiaEWMAsia and Australia11.2%11.4%10.8%10.2%11.3%11.3% -3.8%-5.1%-3.3%-0.3%-3.9%3.8%
NetherlandsEWNEurope13.7%17.0%16.9%15.0%13.3%14.7% 10.1%4.2%10.0%10.7%7.2%10.1%
AustriaEWOEurope12.0%17.2%20.5%18.4%16.4%18.3% 12.2%9.3%3.6%7.0%3.2%6.8%
SpainEWPEurope9.7%13.6%16.4%15.2%14.2%17.8% 28.1%7.7%4.4%6.0%1.2%3.5%
FranceEWQEurope11.6%14.0%16.0%14.4%12.9%15.4% 14.1%8.4%8.9%9.7%5.7%7.5%
SingaporeEWSAsia and Australia12.0%10.4%13.9%13.1%12.7%14.0% -2.0%-0.9%-0.6%2.1%-0.1%6.1%
TaiwanEWTAsia and Australia11.2%15.3%15.1%14.1%13.1%14.1% 13.0%6.7%13.8%11.8%9.6%12.0%
UKEWUEurope8.8%11.1%14.2%12.8%11.8%12.5% 6.3%8.5%4.4%5.0%1.7%5.7%
MexicoEWWNorth America14.3%15.3%21.1%20.2%17.8%17.9% 20.6%18.9%12.0%7.7%1.6%7.3%
S KoreaEWYAsia and Australia16.5%18.0%18.1%17.2%15.5%17.6% 5.1%-4.9%2.3%4.2%1.4%8.2%
BrazilEWZSouth America17.7%22.2%27.6%25.5%25.2%23.7% 19.0%9.1%2.7%5.2%1.0%4.0%
S AfricaEZAMideast and Africa21.1%19.2%22.1%20.2%19.0%18.9% -6.0%3.3%0.1%1.3%-0.5%4.9%
EMUEZUEurope11.3%14.5%16.1%14.5%13.0%15.6% 15.3%5.0%6.7%7.4%3.7%6.3%
GreeceGREKEurope20.3%17.4%22.7%20.9%22.7%  45.7%20.6%13.6%9.3%-4.0% 
IndiaINDYAsia and Australia7.5%8.5%15.6%14.6%14.1%  3.7%9.8%8.1%9.6%8.9% 
ChinaMCHIAsia and Australia18.0%19.0%18.6%17.5%16.7%  -7.0%-17.5%-4.3%0.3%0.1% 
NorwayNORWEurope10.7%17.7%20.2%18.1%16.4%  -4.4%3.4%1.7%4.6%0.3% 
US Equity: Russell 3000SPTMNorth America9.5%12.3%13.9%12.3%10.9%11.0% 12.7%9.5%12.3%12.6%11.4%13.7%
ThailandTHDAsia and Australia14.1%12.6%15.1%14.4%13.3%15.8% -15.0%-4.3%-4.3%0.2%0.7%10.2%
TurkeyTURMideast and Africa19.6%23.7%24.6%25.4%23.2%23.3% 6.9%20.6%9.2%4.5%-1.9%4.8%
VietnamVNMAsia and Australia25.3%19.7%20.0%18.5%17.1%  3.4%-5.8%-2.9%0.7%-2.3%