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Global Sectors, 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 average1.390.600.660.550.710.45 28.2%12.0%11.7%8.7%10.7%7.0%
 
IndustrialsEXIIndustrials1.400.480.640.590.790.43 27.8%9.6%11.6%9.5%12.4%7.5%
Clean EnergyICLNClean Energy0.621.140.810.570.54  17.9%37.8%21.1%12.8%11.6% 
InfrastructureIGFInfrastructure1.470.350.330.280.52  22.3%6.0%5.1%3.9%6.9% 
EnergyIXCEnergy1.79-0.040.11-0.020.150.15 71.0%-6.1%0.1%-3.1%1.4%1.5%
FinancialsIXGFinancials1.980.420.600.440.660.18 50.0%8.5%11.5%7.4%11.3%2.2%
HealthcareIXJHealthcare1.250.740.870.721.120.67 18.0%11.7%12.5%9.9%14.4%9.5%
TechnologyIXNTechnology1.581.171.381.211.280.76 29.8%25.9%26.3%21.8%21.3%13.9%
TelecomIXPTelecommunications2.210.880.600.530.670.46 29.4%15.5%9.3%7.4%8.9%6.9%
Global UtilitiesJXIUtilities0.570.610.550.500.600.33 8.1%9.4%7.9%6.6%7.5%4.6%
Consumer StaplesKXIConsumer Staples0.800.610.480.580.810.64 10.9%8.7%6.4%7.0%9.4%8.3%
MaterialsMXIMaterials1.230.540.670.440.440.32 24.3%10.9%12.3%7.6%7.2%5.7%
Consumer DiscretionaryRXIConsumer Discretionary1.620.610.820.750.950.55 23.2%12.4%14.5%12.2%15.0%9.5%
Timber & ForestryWOODTimber and Forestry1.520.320.630.530.64  33.3%6.1%13.0%10.0%11.5%