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Global Equities, ranked by Standard 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.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average17.2%26.4%23.6%22.6%21.9%23.9% -10.4%2.9%2.0%2.0%4.2%2.2%
 
ArgentinaARGTSouth America30.9%44.9%37.8%36.6%33.4%  1.4%3.9%1.2%6.5%7.9% 
ChileECHSouth America37.9%33.6%30.5%28.0%24.5%  8.5%-5.3%-4.5%-2.2%-4.7% 
EqyptEGPTMideast and Africa16.2%22.7%23.5%24.0%26.1%  -18.0%-11.0%-5.2%-11.8%-6.2% 
IndonesiaEIDOAsia and Australia15.8%29.8%25.4%24.8%24.0%  18.5%1.2%0.4%1.2%0.8% 
IsraelEISMideast and Africa12.7%21.7%20.6%18.7%17.4%  -3.8%9.1%5.7%5.0%7.4% 
New ZealandENZLAsia and Australia15.3%21.8%19.3%20.2%19.8%  -19.6%0.5%4.8%7.0%9.4% 
PhilippinesEPHEAsia and Australia16.8%20.7%18.8%18.3%18.9%  -3.6%-5.0%-3.5%-3.5%1.2% 
PolandEPOLEurope22.0%32.7%28.3%27.0%25.9%  -25.8%-7.9%-5.5%-3.5%-0.0% 
PeruEPUSouth America30.0%30.7%25.9%27.7%24.4%  -2.9%-1.4%0.6%2.9%-0.9% 
RussiaERUSEurope28.4%44.0%40.8%37.3%34.6%  -80.3%-36.0%-19.0%-12.9%-10.8% 
AustraliaEWAAsia and Australia19.7%25.7%20.8%19.8%19.7%25.2% -3.0%8.2%7.3%5.9%6.5%3.8%
CanadaEWCNorth America14.7%23.8%20.8%18.8%17.3%22.3% 1.8%13.8%10.0%6.7%6.4%3.6%
SwedenEWDEurope16.7%25.7%21.4%19.5%18.8%24.9% -20.5%11.7%5.3%4.9%8.0%3.6%
GermanyEWGEurope12.6%24.0%20.3%19.7%19.0%24.4% -21.6%3.1%-0.1%1.4%5.8%1.1%
Hong KongEWHAsia and Australia9.6%18.2%17.5%17.9%17.5%22.3% -19.1%-0.9%1.8%2.0%6.6%5.0%
ItalyEWIEurope14.2%28.1%24.7%23.2%24.1%26.5% -11.7%6.6%3.7%1.9%6.6%-2.8%
JapanEWJAsia and Australia9.2%14.7%13.9%13.5%14.2%16.0% -14.3%4.8%3.2%3.1%6.6%1.4%
BelgiumEWKEurope10.8%22.5%19.6%18.4%17.8%22.9% -13.9%4.4%1.1%3.2%8.5%0.4%
SwitzerlandEWLEurope16.0%16.7%14.5%14.2%13.8%17.4% -4.8%10.2%7.6%5.9%9.9%5.6%
MalaysiaEWMAsia and Australia14.0%15.1%13.9%15.6%14.6%17.6% -6.0%-3.0%-1.4%-2.4%-1.6%1.1%
NetherlandsEWNEurope15.7%23.3%20.2%18.9%18.3%22.9% -19.4%11.8%7.9%7.8%11.5%4.2%
AustriaEWOEurope16.1%31.6%26.5%25.1%23.5%29.2% -12.5%5.7%2.9%6.0%7.0%-1.7%
SpainEWPEurope15.1%26.4%22.0%21.8%23.8%27.1% -11.9%0.5%-1.8%-0.8%5.8%-1.3%
FranceEWQEurope13.5%24.8%20.9%19.4%18.8%23.2% -8.6%8.5%5.7%6.1%9.1%1.9%
SingaporeEWSAsia and Australia9.0%20.5%18.8%19.0%17.9%23.8% -16.0%-1.5%-0.2%-0.2%2.0%1.5%
TaiwanEWTAsia and Australia12.9%23.2%20.5%19.5%17.9%24.4% -6.0%22.8%13.6%11.2%11.7%7.6%
UKEWUEurope11.3%20.6%17.6%16.3%15.7%19.1% 2.6%5.4%3.2%1.8%4.8%1.0%
MexicoEWWNorth America25.4%31.8%28.2%25.4%23.3%26.1% 10.6%9.0%2.4%0.4%1.5%0.6%
S KoreaEWYAsia and Australia10.1%24.8%22.0%22.1%20.2%28.6% -24.5%8.8%2.0%4.3%4.3%2.5%
BrazilEWZSouth America32.9%42.6%40.2%40.7%35.6%37.7% -1.0%-1.0%3.8%4.7%-0.6%-0.2%
S AfricaEZAMideast and Africa20.1%30.4%27.6%27.0%24.8%28.5% -7.1%3.7%0.9%0.3%1.5%1.9%
EMUEZUEurope13.1%23.5%19.9%18.9%18.6%23.2% -15.4%5.7%2.7%3.4%7.6%0.5%
GreeceGREKEurope15.3%33.6%30.9%30.2%36.7%  -4.3%1.4%1.5%-2.4%0.7% 
IndiaINDYAsia and Australia12.9%25.3%22.8%21.8%22.7%  -1.5%5.9%6.6%6.5%9.2% 
ChinaMCHIAsia and Australia11.1%19.0%20.9%20.8%20.5%  -36.1%-1.0%0.6%-0.5%4.4% 
NorwayNORWEurope17.0%30.8%26.0%23.2%22.2%  -0.4%9.1%7.9%5.2%5.2% 
US Equity: Russell 3000SPTMNorth America15.2%21.2%18.7%17.1%15.5%17.6% -0.9%16.1%13.1%11.8%14.1%9.0%
ThailandTHDAsia and Australia16.4%25.1%22.9%20.9%20.7%  -3.6%-2.9%2.0%2.6%4.0% 
TurkeyTURMideast and Africa29.7%37.1%35.0%32.6%31.9%  -4.0%0.2%-9.9%-8.3%-5.2% 
VietnamVNMAsia and Australia14.1%25.6%23.5%21.2%22.8%  -18.1%0.3%2.9%0.0%0.6%