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Global Equities, ranked by Sharpe

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.
   Sharpe Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average1.200.300.370.250.390.28 27.1%5.1%6.2%3.1%5.7%4.4%
 
ArgentinaARGTSouth America1.370.390.360.360.34  43.7%8.8%7.7%7.5%6.3% 
ChileECHSouth America0.49-0.45-0.10-0.12-0.13  10.3%-15.7%-5.2%-5.2%-5.4% 
EqyptEGPTMideast and Africa0.20-0.10-0.14-0.400.02  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOAsia and Australia1.130.11-0.010.020.09  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISMideast and Africa2.250.480.530.410.50  36.8%9.5%9.7%6.6%7.8% 
New ZealandENZLAsia and Australia0.600.580.530.630.73  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEAsia and Australia0.660.08-0.15-0.100.28  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLEurope0.970.080.300.030.18  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUSouth America-0.28-0.24-0.040.020.06  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSEurope1.940.690.680.460.35  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAAsia and Australia1.570.420.460.320.420.33 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCNorth America1.820.520.540.300.400.29 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDEurope1.490.660.670.490.630.37 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGEurope0.790.320.390.300.490.28 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHAsia and Australia0.770.190.300.340.530.38 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIEurope1.120.370.510.210.340.05 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJAsia and Australia1.590.450.640.570.600.23 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKEurope1.030.290.270.370.610.18 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLEurope0.930.820.800.580.790.45 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMAsia and Australia0.06-0.32-0.05-0.250.050.28 -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNEurope2.040.940.920.770.840.40 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOEurope2.100.280.520.440.420.15 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPEurope0.930.070.20-0.020.190.11 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQEurope1.370.390.600.440.570.25 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSAsia and Australia1.260.130.300.130.280.30 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTAsia and Australia2.261.000.960.790.800.46 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUEurope1.540.130.260.100.350.15 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWNorth America1.840.120.17-0.040.170.20 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYAsia and Australia1.010.360.440.340.410.29 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZSouth America0.640.210.200.110.090.20 18.8%1.0%1.5%-1.8%-2.2%1.8%
S AfricaEZAMideast and Africa1.550.210.150.100.190.26 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUEurope1.260.390.510.350.520.21 30.0%7.6%9.3%5.6%8.5%3.1%
GreeceGREKEurope1.030.290.34-0.10   38.1%5.4%7.1%-8.0%  
IndiaINDYAsia and Australia2.470.670.590.470.48  48.1%15.1%12.0%8.7%9.2% 
ChinaMCHIAsia and Australia-0.340.300.450.390.47  -8.1%5.4%8.3%6.9%8.4% 
NorwayNORWEurope1.570.190.460.180.34  43.5%2.4%9.2%2.3%5.8% 
US Equity: Russell 3000SPTMNorth America2.050.801.000.901.150.65 31.5%15.6%16.5%13.7%16.4%10.4%
ThailandTHDAsia and Australia0.82-0.130.180.100.36  21.5%-5.3%2.8%0.9%6.1% 
TurkeyTURMideast and Africa0.440.10-0.11-0.16-0.04  11.2%-1.3%-8.5%-9.0%-5.5% 
VietnamVNMAsia and Australia1.690.300.340.070.22  30.3%5.4%6.2%-0.1%3.0%