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Global Equities, ranked by Sharpe

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.
   Sharpe Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average0.200.100.170.230.150.38 9.5%3.9%4.0%5.1%2.2%7.0%
 
ArgentinaARGTSouth America1.140.670.510.460.42  56.6%22.8%16.1%13.1%10.3% 
ChileECHSouth America0.140.20-0.120.01-0.040.15 5.8%5.4%-5.6%-1.6%-2.9%1.7%
EqyptEGPTMideast and Africa1.330.03-0.010.08-0.13  37.4%1.9%-0.5%1.4%-4.9% 
IndonesiaEIDOAsia and Australia-0.58-0.01-0.010.050.09  -5.6%2.2%-0.6%0.8%1.1% 
IsraelEISMideast and Africa-0.45-0.120.040.160.150.33 -10.2%-1.5%1.0%3.6%2.8%5.8%
New ZealandENZLAsia and Australia-0.30-0.510.060.200.29  -3.3%-9.4%1.6%4.4%5.5% 
PhilippinesEPHEAsia and Australia-0.41-0.28-0.17-0.13-0.09  -4.8%-5.3%-3.7%-2.6%-2.0% 
PolandEPOLEurope1.190.320.100.250.02  46.7%9.1%0.5%5.4%-1.6% 
PeruEPUSouth America0.210.030.060.130.14  7.5%0.9%0.4%2.4%2.2% 
AustraliaEWAAsia and Australia-0.220.120.260.270.180.42 -1.6%3.9%6.1%5.9%3.3%8.3%
CanadaEWCNorth America-0.050.270.340.310.220.39 1.9%7.2%8.0%6.6%4.1%7.1%
SwedenEWDEurope0.230.000.300.320.210.48 8.2%0.6%7.3%7.3%3.9%9.9%
GermanyEWGEurope0.50-0.010.170.210.100.33 15.0%0.7%3.9%4.6%1.7%6.2%
Hong KongEWHAsia and Australia-0.91-0.44-0.18-0.030.050.36 -13.5%-8.6%-3.6%-0.3%0.9%6.6%
ItalyEWIEurope0.830.310.360.410.210.22 23.3%8.6%8.9%9.6%3.8%3.5%
JapanEWJAsia and Australia0.60-0.110.170.250.250.36 13.2%0.5%4.1%5.0%4.2%5.7%
BelgiumEWKEurope0.13-0.040.120.150.210.47 5.8%1.1%3.1%3.5%3.8%8.7%
SwitzerlandEWLEurope0.250.120.410.500.350.55 8.2%4.3%8.5%9.2%5.7%9.2%
MalaysiaEWMAsia and Australia-0.45-0.44-0.30-0.10-0.270.24 -3.8%-5.1%-3.3%-0.3%-3.9%3.8%
NetherlandsEWNEurope0.310.140.400.480.370.51 10.1%4.2%10.0%10.7%7.2%10.1%
AustriaEWOEurope0.420.330.170.310.180.34 12.2%9.3%3.6%7.0%3.2%6.8%
SpainEWPEurope1.050.280.190.270.080.22 28.1%7.7%4.4%6.0%1.2%3.5%
FranceEWQEurope0.500.310.370.440.300.39 14.1%8.4%8.9%9.7%5.7%7.5%
SingaporeEWSAsia and Australia-0.30-0.19-0.060.08-0.010.33 -2.0%-0.9%-0.6%2.1%-0.1%6.1%
TaiwanEWTAsia and Australia0.450.230.560.520.480.58 13.0%6.7%13.8%11.8%9.6%12.0%
UKEWUEurope0.150.350.180.230.090.34 6.3%8.5%4.4%5.0%1.7%5.7%
MexicoEWWNorth America0.640.690.470.330.120.37 20.6%18.9%12.0%7.7%1.6%7.3%
S KoreaEWYAsia and Australia0.13-0.190.110.190.100.38 5.1%-4.9%2.3%4.2%1.4%8.2%
BrazilEWZSouth America0.580.320.190.260.160.25 19.0%9.1%2.7%5.2%1.0%4.0%
S AfricaEZAMideast and Africa-0.230.120.060.100.050.27 -6.0%3.3%0.1%1.3%-0.5%4.9%
EMUEZUEurope0.540.170.280.340.200.34 15.3%5.0%6.7%7.4%3.7%6.3%
GreeceGREKEurope1.380.730.490.38-0.03  45.7%20.6%13.6%9.3%-4.0% 
IndiaINDYAsia and Australia-0.050.460.360.460.46  3.7%9.8%8.1%9.6%8.9% 
ChinaMCHIAsia and Australia-0.32-0.57-0.120.050.06  -7.0%-17.5%-4.3%0.3%0.1% 
NorwayNORWEurope-0.510.100.100.210.05  -4.4%3.4%1.7%4.6%0.3% 
US Equity: Russell 3000SPTMNorth America0.510.390.550.640.670.83 12.7%9.5%12.3%12.6%11.4%13.7%
ThailandTHDAsia and Australia-0.97-0.35-0.190.010.050.49 -15.0%-4.3%-4.3%0.2%0.7%10.2%
TurkeyTURMideast and Africa0.200.600.340.240.060.27 6.9%20.6%9.2%4.5%-1.9%4.8%
VietnamVNMAsia and Australia0.12-0.21-0.070.06-0.05  3.4%-5.8%-2.9%0.7%-2.3%