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Global Equities, ranked by Downside Deviation

for period ending May 31, 2022
 
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 average13.6%18.7%16.7%15.8%14.9%16.7% -10.4%2.9%2.0%2.0%4.2%2.2%
 
ArgentinaARGTSouth America19.7%31.8%26.3%24.2%22.1%  1.4%3.9%1.2%6.5%7.9% 
ChileECHSouth America21.0%22.3%20.3%18.6%16.8%  8.5%-5.3%-4.5%-2.2%-4.7% 
EqyptEGPTMideast and Africa14.8%18.0%17.3%19.4%19.2%  -18.0%-11.0%-5.2%-11.8%-6.2% 
IndonesiaEIDOAsia and Australia6.3%22.9%18.8%18.2%17.9%  18.5%1.2%0.4%1.2%0.8% 
IsraelEISMideast and Africa10.0%15.0%14.5%13.2%11.6%  -3.8%9.1%5.7%5.0%7.4% 
New ZealandENZLAsia and Australia14.6%16.0%13.6%13.3%12.7%  -19.6%0.5%4.8%7.0%9.4% 
PhilippinesEPHEAsia and Australia13.1%16.7%14.5%13.8%13.7%  -3.6%-5.0%-3.5%-3.5%1.2% 
PolandEPOLEurope20.5%23.6%20.4%18.8%17.3%  -25.8%-7.9%-5.5%-3.5%-0.0% 
PeruEPUSouth America20.7%22.7%19.1%18.7%16.8%  -2.9%-1.4%0.6%2.9%-0.9% 
RussiaERUSEurope31.8%40.8%36.4%32.5%28.9%  -80.3%-36.0%-19.0%-12.9%-10.8% 
AustraliaEWAAsia and Australia13.7%18.6%15.0%14.0%14.0%17.8% -3.0%8.2%7.3%5.9%6.5%3.8%
CanadaEWCNorth America9.9%16.4%14.2%12.7%11.7%15.5% 1.8%13.8%10.0%6.7%6.4%3.6%
SwedenEWDEurope15.0%16.9%14.7%13.3%12.1%16.9% -20.5%11.7%5.3%4.9%8.0%3.6%
GermanyEWGEurope12.5%16.9%14.5%13.7%12.6%17.3% -21.6%3.1%-0.1%1.4%5.8%1.1%
Hong KongEWHAsia and Australia9.9%12.9%12.2%12.6%11.8%15.0% -19.1%-0.9%1.8%2.0%6.6%5.0%
ItalyEWIEurope11.4%18.4%16.8%15.8%15.6%18.9% -11.7%6.6%3.7%1.9%6.6%-2.8%
JapanEWJAsia and Australia9.1%9.4%9.5%9.2%9.1%11.5% -14.3%4.8%3.2%3.1%6.6%1.4%
BelgiumEWKEurope9.6%14.7%13.1%12.2%11.1%16.9% -13.9%4.4%1.1%3.2%8.5%0.4%
SwitzerlandEWLEurope12.1%10.8%9.4%9.4%8.7%12.0% -4.8%10.2%7.6%5.9%9.9%5.6%
MalaysiaEWMAsia and Australia9.4%10.2%9.3%11.1%10.5%12.1% -6.0%-3.0%-1.4%-2.4%-1.6%1.1%
NetherlandsEWNEurope14.2%15.6%13.6%12.6%11.7%16.2% -19.4%11.8%7.9%7.8%11.5%4.2%
AustriaEWOEurope13.9%21.7%18.3%16.9%15.5%21.0% -12.5%5.7%2.9%6.0%7.0%-1.7%
SpainEWPEurope12.4%17.5%15.1%14.8%14.5%18.4% -11.9%0.5%-1.8%-0.8%5.8%-1.3%
FranceEWQEurope10.6%16.0%13.8%12.6%11.7%16.2% -8.6%8.5%5.7%6.1%9.1%1.9%
SingaporeEWSAsia and Australia8.6%14.6%13.5%13.4%12.4%16.2% -16.0%-1.5%-0.2%-0.2%2.0%1.5%
TaiwanEWTAsia and Australia10.7%13.2%12.9%12.3%11.2%15.7% -6.0%22.8%13.6%11.2%11.7%7.6%
UKEWUEurope7.2%14.8%12.8%11.9%11.0%13.5% 2.6%5.4%3.2%1.8%4.8%1.0%
MexicoEWWNorth America15.5%24.2%21.6%19.3%17.3%19.4% 10.6%9.0%2.4%0.4%1.5%0.6%
S KoreaEWYAsia and Australia10.9%15.1%14.8%14.1%13.2%19.0% -24.5%8.8%2.0%4.3%4.3%2.5%
BrazilEWZSouth America22.4%31.3%27.5%26.6%24.1%25.4% -1.0%-1.0%3.8%4.7%-0.6%-0.2%
S AfricaEZAMideast and Africa16.1%23.6%20.4%19.4%17.7%19.7% -7.1%3.7%0.9%0.3%1.5%1.9%
EMUEZUEurope11.7%15.9%13.7%12.8%11.9%16.6% -15.4%5.7%2.7%3.4%7.6%0.5%
GreeceGREKEurope11.3%23.3%21.1%21.6%24.6%  -4.3%1.4%1.5%-2.4%0.7% 
IndiaINDYAsia and Australia8.2%19.0%16.2%15.3%15.1%  -1.5%5.9%6.6%6.5%9.2% 
ChinaMCHIAsia and Australia13.7%13.9%14.8%15.1%14.1%  -36.1%-1.0%0.6%-0.5%4.4% 
NorwayNORWEurope13.1%21.4%17.8%15.8%15.0%  -0.4%9.1%7.9%5.2%5.2% 
US Equity: Russell 3000SPTMNorth America11.5%13.4%12.3%11.1%9.7%12.2% -0.9%16.1%13.1%11.8%14.1%9.0%
ThailandTHDAsia and Australia11.3%16.3%14.8%13.7%13.6%  -3.6%-2.9%2.0%2.6%4.0% 
TurkeyTURMideast and Africa22.1%25.0%24.9%23.2%22.5%  -4.0%0.2%-9.9%-8.3%-5.2% 
VietnamVNMAsia and Australia12.9%18.4%16.6%15.3%15.4%  -18.1%0.3%2.9%0.0%0.6%