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Global Equities, ranked by Standard 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.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average28.2%26.6%23.3%22.1%22.2%24.3% 27.1%5.1%6.2%3.1%5.7%4.4%
 
ArgentinaARGTSouth America41.3%47.2%38.9%36.3%33.8%  43.7%8.8%7.7%7.5%6.3% 
ChileECHSouth America29.3%26.9%27.4%24.8%23.6%  10.3%-15.7%-5.2%-5.2%-5.4% 
EqyptEGPTMideast and Africa16.1%25.2%26.0%23.8%29.4%  2.1%-4.9%-6.2%-12.3%-3.0% 
IndonesiaEIDOAsia and Australia29.1%30.9%24.9%24.2%24.5%  27.3%-0.4%-2.4%-1.7%-0.2% 
IsraelEISMideast and Africa18.7%24.0%20.5%18.6%18.5%  36.8%9.5%9.7%6.6%7.8% 
New ZealandENZLAsia and Australia18.6%21.8%18.9%19.6%19.7%  9.5%11.0%9.2%10.8%12.4% 
PhilippinesEPHEAsia and Australia23.7%21.9%19.0%18.1%20.0%  12.9%0.4%-3.7%-2.8%4.2% 
PolandEPOLEurope50.2%31.8%29.7%26.0%26.9%  34.2%-0.9%5.8%-1.6%2.1% 
PeruEPUSouth America23.0%25.3%22.5%25.0%23.9%  -9.4%-8.7%-2.3%-1.7%-0.7% 
RussiaERUSEurope35.4%32.9%28.7%30.0%29.7%  54.2%17.4%15.8%9.8%6.5% 
AustraliaEWAAsia and Australia20.9%23.5%19.1%18.9%20.5%25.3% 28.7%8.0%7.9%5.0%6.9%5.9%
CanadaEWCNorth America22.3%24.7%19.7%18.6%17.6%22.4% 34.9%10.5%9.5%4.6%5.9%4.9%
SwedenEWDEurope24.2%25.2%20.9%18.6%19.7%25.4% 30.9%13.9%12.5%8.1%10.6%7.0%
GermanyEWGEurope25.1%24.4%20.7%19.6%20.7%25.0% 16.4%5.8%7.0%4.8%8.4%4.6%
Hong KongEWHAsia and Australia17.4%21.1%18.3%18.6%18.8%22.6% 12.0%2.8%4.9%5.4%8.5%6.8%
ItalyEWIEurope36.8%28.5%26.2%23.2%25.0%26.8% 32.5%7.6%10.6%3.0%5.9%-1.1%
JapanEWJAsia and Australia13.8%16.1%13.6%13.7%14.4%16.1% 20.3%6.9%8.7%7.5%8.1%3.3%
BelgiumEWKEurope31.4%23.8%20.0%18.5%18.2%23.1% 26.2%5.2%4.6%5.9%9.7%2.2%
SwitzerlandEWLEurope18.9%15.8%14.2%13.6%14.1%17.3% 15.6%12.4%11.0%7.6%10.4%7.0%
MalaysiaEWMAsia and Australia16.4%14.2%14.1%15.4%15.4%18.6% -0.2%-4.7%-0.6%-4.4%0.2%4.3%
NetherlandsEWNEurope25.0%24.2%20.0%18.5%18.8%23.2% 42.8%19.6%16.7%12.8%13.9%7.2%
AustriaEWOEurope47.0%31.9%27.6%25.5%24.0%29.8% 73.3%5.1%11.3%8.7%7.7%1.1%
SpainEWPEurope38.9%25.9%23.6%21.4%24.1%27.3% 27.9%-0.2%3.3%-1.8%2.3%0.4%
FranceEWQEurope31.6%25.0%21.3%19.2%19.6%23.4% 35.4%7.8%11.2%7.3%9.6%3.9%
SingaporeEWSAsia and Australia23.0%22.1%19.7%19.1%19.4%24.8% 25.1%1.4%4.9%1.4%4.2%5.3%
TaiwanEWTAsia and Australia21.1%24.3%20.4%19.2%18.5%24.7% 40.7%21.0%17.5%13.5%13.0%9.0%
UKEWUEurope22.5%20.6%17.5%16.3%16.6%19.1% 30.1%1.7%4.1%1.2%4.9%1.9%
MexicoEWWNorth America31.9%30.2%27.5%23.7%23.2%26.4% 47.5%0.1%1.9%-3.0%1.7%2.6%
S KoreaEWYAsia and Australia29.3%27.0%23.5%22.2%22.1%29.2% 24.4%7.2%8.6%6.0%7.2%5.1%
BrazilEWZSouth America43.4%43.5%38.3%38.4%35.5%38.0% 18.8%1.0%1.5%-1.8%-2.2%1.8%
S AfricaEZAMideast and Africa25.9%31.5%26.8%26.4%24.9%29.0% 33.9%2.6%1.6%0.2%2.3%4.2%
EMUEZUEurope28.4%23.9%20.4%18.7%19.6%23.6% 30.0%7.6%9.3%5.6%8.5%3.1%
GreeceGREKEurope52.3%35.4%32.5%33.3%   38.1%5.4%7.1%-8.0%  
IndiaINDYAsia and Australia23.2%28.5%24.1%22.7%25.2%  48.1%15.1%12.0%8.7%9.2% 
ChinaMCHIAsia and Australia17.5%23.5%21.7%22.4%22.0%  -8.1%5.4%8.3%6.9%8.4% 
NorwayNORWEurope34.5%29.3%25.2%23.3%23.7%  43.5%2.4%9.2%2.3%5.8% 
US Equity: Russell 3000SPTMNorth America17.3%22.1%17.9%16.5%15.7%17.4% 31.5%15.6%16.5%13.7%16.4%10.4%
ThailandTHDAsia and Australia33.4%25.0%22.7%20.4%22.0%  21.5%-5.3%2.8%0.9%6.1% 
TurkeyTURMideast and Africa47.6%37.2%34.8%31.5%31.7%  11.2%-1.3%-8.5%-9.0%-5.5% 
VietnamVNMAsia and Australia20.5%26.6%23.5%21.7%25.1%  30.3%5.4%6.2%-0.1%3.0%