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Global Equities, ranked by Downside 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.
   Downside Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average11.5%18.4%15.9%15.1%14.7%16.7% 27.1%5.1%6.2%3.1%5.7%4.4%
 
ArgentinaARGTSouth America15.2%32.1%26.6%23.9%22.6%  43.7%8.8%7.7%7.5%6.3% 
ChileECHSouth America16.9%19.8%19.1%17.3%16.5%  10.3%-15.7%-5.2%-5.2%-5.4% 
EqyptEGPTMideast and Africa10.2%18.7%20.5%19.2%20.2%  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOAsia and Australia9.9%23.2%19.0%18.2%18.2%  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISMideast and Africa1.2%16.7%14.2%12.8%12.4%  36.8%9.5%9.7%6.6%7.8% 
New ZealandENZLAsia and Australia10.3%14.3%12.1%12.0%11.9%  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEAsia and Australia15.2%16.9%14.7%13.5%13.8%  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLEurope23.9%21.3%19.3%17.2%17.0%  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUSouth America16.3%20.1%17.3%17.3%16.4%  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSEurope13.3%21.1%18.0%19.0%18.8%  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAAsia and Australia5.9%17.3%13.8%13.4%14.1%17.7% 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCNorth America6.1%17.0%13.5%12.7%11.9%15.4% 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDEurope10.5%16.3%13.3%12.0%11.9%16.8% 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGEurope13.6%16.7%13.9%13.0%13.2%17.4% 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHAsia and Australia9.5%14.5%12.4%12.7%12.2%15.1% 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIEurope11.6%18.9%16.9%15.7%16.4%18.9% 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJAsia and Australia3.0%10.6%8.6%8.8%9.1%11.4% 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKEurope11.8%16.0%13.2%12.0%11.3%17.0% 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLEurope11.7%10.2%9.0%9.0%9.0%11.9% 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMAsia and Australia9.9%10.0%9.6%11.3%10.5%12.3% -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNEurope10.6%15.4%12.4%11.4%11.5%16.1% 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOEurope8.8%21.7%18.2%16.5%15.8%21.2% 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPEurope12.1%17.1%15.4%14.6%15.6%18.4% 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQEurope9.0%16.4%13.4%12.3%12.1%16.3% 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSAsia and Australia6.1%15.8%13.6%13.4%13.0%16.6% 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTAsia and Australia7.9%14.9%12.2%11.8%11.2%15.6% 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUEurope6.9%15.2%12.8%11.9%11.5%13.5% 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWNorth America12.5%24.4%21.6%18.5%17.3%19.5% 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYAsia and Australia11.0%17.6%15.0%13.9%13.8%19.2% 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZSouth America22.1%30.5%26.4%25.6%23.9%25.4% 18.8%1.0%1.5%-1.8%-2.2%1.8%
S AfricaEZAMideast and Africa11.5%23.4%19.7%18.8%17.4%19.7% 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUEurope10.4%16.1%13.3%12.3%12.4%16.6% 30.0%7.6%9.3%5.6%8.5%3.1%
GreeceGREKEurope22.1%24.3%21.8%24.4%   38.1%5.4%7.1%-8.0%  
IndiaINDYAsia and Australia5.2%20.3%16.8%15.7%16.5%  48.1%15.1%12.0%8.7%9.2% 
ChinaMCHIAsia and Australia14.8%16.6%14.5%15.1%14.4%  -8.1%5.4%8.3%6.9%8.4% 
NorwayNORWEurope11.3%20.7%16.9%15.9%15.5%  43.5%2.4%9.2%2.3%5.8% 
US Equity: Russell 3000SPTMNorth America6.6%14.4%11.4%10.4%9.3%11.9% 31.5%15.6%16.5%13.7%16.4%10.4%
ThailandTHDAsia and Australia11.9%16.3%14.6%13.5%14.3%  21.5%-5.3%2.8%0.9%6.1% 
TurkeyTURMideast and Africa25.0%23.9%24.8%22.4%22.2%  11.2%-1.3%-8.5%-9.0%-5.5% 
VietnamVNMAsia and Australia9.4%18.6%16.2%15.7%16.5%  30.3%5.4%6.2%-0.1%3.0%