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Ingredient Summary Page

for period ending December 31, 2020
 
Use this page to find high return, lower risk portfolio ingredients. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. VizMetrics applies the Choose – Invest – RebalanceTM process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost.
In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or ID. Use the table below to compare performance of all the portfolio ingredients. Sort any column by clicking the heading in the gray row. Click any ingredient name for full details including recipe ingredients.
Maximum Drawdown vs. Annual Return
All recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
 Total Return, annualized %Max
 DrawDown
Ingredient NameIDPeer GroupCategory1 monthYTD1 year3 year5 year10 year15 year10 year
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core4.7%16.3%16.3%10.2%12.5%8.8%9.0%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.1%7.5%7.5%5.3%4.4%4.0%3.7%-3.5%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP2.7%-32.2%-32.2%-14.4%-7.9%-9.0%-3.7%-72.2%
ArgentinaARGTGlobal EquitiesSouth America6.7%14.6%14.6%-4.0%11.7%7.2% -55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.4%0.4%1.5%1.0%0.7%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate0.2%7.7%7.7%5.5%4.5%4.1%3.8%-3.7%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi0.9%9.4%9.4%2.8%3.1%1.6%1.8%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities3.7%-2.5%-2.5%-4.1%-4.3%-5.3%-6.5%-52.6%
Industrial MetalsDBBGlobal Asset ClassesCommodities-0.1%15.5%15.5%-3.3%8.1%0.6%-3.2%-35.7%
OilDBOGlobal Asset ClassesCommodities6.6%-21.0%-21.0%-5.5%-1.1%-15.4%-11.2%-81.7%
ChileECHGlobal EquitiesSouth America12.9%-8.9%-8.9%-15.3%0.6%-4.7%-7.8%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts7.1%17.0%17.0%5.4%12.3%5.3%2.9%-30.2%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap5.0%7.6%7.6%4.2%7.5%4.2%5.4%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro5.3%17.8%17.8%9.4%10.3%6.9%7.2%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val4.5%-3.0%-3.0%-1.4%4.1%1.0%3.1%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa-1.0%-11.5%-11.5%-6.4%-6.7%-8.5%-8.7%-70.0%
IndonesiaEIDOGlobal EquitiesAsia and Australia8.4%-7.1%-7.1%-4.5%4.0%2.0%-0.7%-48.6%
IsraelEISGlobal EquitiesMideast and Africa8.9%12.0%12.0%8.8%6.9%5.8%2.5%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate2.2%5.4%5.4%4.8%6.8%5.8%5.6%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income3.0%3.8%3.8%3.6%6.8%5.3% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia3.7%19.2%19.2%15.9%16.5%13.1%13.4%-22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia6.5%-3.9%-3.9%-4.9%-0.0%1.2%3.6%-43.0%
PolandEPOLGlobal EquitiesEurope9.3%-8.4%-8.4%-9.5%3.0%-4.1%-2.9%-51.3%
PeruEPUGlobal EquitiesSouth America4.4%-4.3%-4.3%-3.4%13.9%2.5%-1.5%-45.0%
RussiaERUSGlobal EquitiesEurope8.4%-8.7%-8.7%9.4%16.1%2.3%0.4%-41.5%
AustraliaEWAGlobal EquitiesAsia and Australia6.3%8.3%8.3%5.3%9.2%4.2%4.1%-31.4%
CanadaEWCGlobal EquitiesNorth America3.1%5.5%5.5%3.7%9.8%3.0%2.1%-34.1%
SwedenEWDGlobal EquitiesEurope3.1%22.3%22.3%9.1%10.1%5.1%6.1%-22.3%
GermanyEWGGlobal EquitiesEurope5.3%10.6%10.6%1.2%6.5%2.3%5.3%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia4.5%4.2%4.2%1.7%7.8%5.8%5.8%-23.0%
ItalyEWIGlobal EquitiesEurope3.9%1.7%1.7%2.2%4.7%2.1%1.9%-35.5%
JapanEWJGlobal EquitiesAsia and Australia5.3%15.4%15.4%5.8%8.6%6.4%6.1%-18.6%
BelgiumEWKGlobal EquitiesEurope3.1%-0.9%-0.9%-0.2%3.9%4.8%7.1%-33.0%
SwitzerlandEWLGlobal EquitiesEurope5.1%11.8%11.8%10.1%9.9%6.8%8.4%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia3.9%3.2%3.2%-1.6%2.6%-3.2%-0.4%-39.0%
NetherlandsEWNGlobal EquitiesEurope6.6%23.2%23.2%11.4%14.0%9.1%9.3%-23.2%
AustriaEWOGlobal EquitiesEurope10.9%-3.7%-3.7%-4.5%7.4%2.4%1.3%-47.6%
SpainEWPGlobal EquitiesEurope2.8%-4.9%-4.9%-3.4%2.4%-1.7%1.1%-41.6%
FranceEWQGlobal EquitiesEurope2.9%2.9%2.9%4.3%9.0%4.6%5.7%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia3.3%-8.5%-8.5%-2.4%4.7%0.8%1.3%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia9.4%31.5%31.5%16.5%18.7%11.9%8.2%-22.7%
UKEWUGlobal EquitiesEurope4.8%-11.8%-11.8%-2.9%1.9%-0.8%2.3%-30.0%
MexicoEWWGlobal EquitiesNorth America7.2%-3.1%-3.1%-2.3%-0.9%-4.5%-1.8%-55.5%
S KoreaEWYGlobal EquitiesAsia and Australia13.5%39.4%39.4%6.2%13.5%6.0%5.1%-37.9%
BrazilEWZGlobal EquitiesSouth America12.3%-20.3%-20.3%-0.3%15.0%-0.1%-4.6%-61.5%
IndustrialsEXIGlobal SectorsIndustrials2.4%11.3%11.3%6.6%11.5%7.8%9.1%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa11.1%-5.2%-5.2%-8.1%4.3%-0.9%-1.2%-54.0%
EMUEZUGlobal EquitiesEurope4.1%6.7%6.7%3.0%7.3%3.4%5.0%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier4.9%-3.4%-3.4%-1.7%5.7%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar5.0%9.5%9.5%-0.0%1.7%-1.2%-1.4%-31.4%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound2.5%2.9%2.9%0.2%-1.8%-3.0%-1.6%-29.9%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar2.0%1.9%1.9%-0.1%1.8%-2.5%-2.3%-24.0%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro2.3%7.9%7.9%-0.3%1.5%-2.4%-1.5%-25.3%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc2.6%8.2%8.2%2.1%1.3%-0.9%-0.3%-18.0%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen1.1%4.6%4.6%2.4%2.6%-0.2%-2.8%-18.7%
GreeceGREKGlobal EquitiesEurope12.7%-13.9%-13.9%-3.8%3.6%-11.3% -74.1%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.7%0.2%0.2%3.4%4.1%5.7%5.6%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy20.2%141.8%141.8%47.0%26.2%17.9%8.7%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.2%10.0%10.0%6.3%4.4%4.7%4.5%-7.2%
InfrastructureIGFGlobal SectorsInfrastructure3.0%-6.5%-6.5%1.9%6.7%4.4%5.4%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income0.5%9.6%9.6%7.7%5.9%4.8%4.6%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income2.5%10.9%10.9%3.9%4.7%1.9%1.9%-15.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income3.1%8.6%8.6%5.2%7.9%4.3% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia8.8%10.0%10.0%5.0%9.8%9.3%3.6%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.8%5.9%5.9%4.8%3.8%4.7%4.7%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid4.1%20.8%20.8%14.6%15.4%12.9%13.8%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap7.6%20.9%20.9%8.7%11.8%8.1%10.4%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val3.7%2.7%2.7%5.9%9.6%8.0%10.3%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.4%38.3%38.3%22.7%20.8%17.3%17.0%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap8.6%20.0%20.0%10.2%13.3%9.4%11.2%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val8.0%4.7%4.7%3.6%9.6%6.1%8.5%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro9.3%34.7%34.7%16.2%16.4%12.2%13.6%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro4.7%35.2%35.2%20.2%18.4%14.5%14.8%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap4.7%16.9%16.9%11.5%13.2%10.8%12.2%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val4.6%4.8%4.8%5.2%9.5%8.0%10.3%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap4.4%20.5%20.5%14.2%15.2%12.6%13.6%-20.9%
EnergyIXCGlobal SectorsEnergy4.1%-30.9%-30.9%-12.8%-2.2%-6.7%-3.0%-59.7%
FinancialsIXGGlobal SectorsFinancials5.4%-3.0%-3.0%0.4%6.9%4.8%6.2%-33.2%
HealthcareIXJGlobal SectorsHealthcare3.5%12.7%12.7%12.6%10.1%10.5%13.5%-15.1%
TechnologyIXNGlobal SectorsTechnology6.6%43.6%43.6%26.2%26.4%21.3%18.4%-17.9%
TelecomIXPGlobal SectorsTelecommunications2.5%22.2%22.2%9.7%8.2%5.6%7.0%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate2.5%-6.1%-6.1%4.8%6.1%8.2%8.1%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income2.1%5.0%5.0%5.3%7.2%4.1%5.3%-13.2%
Global UtilitiesJXIGlobal SectorsUtilities2.3%5.2%5.2%10.1%10.2%8.3%6.9%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples3.0%7.7%7.7%5.9%7.2%6.9%9.0%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income0.2%4.1%4.1%3.7%3.0%3.2%2.8%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia2.2%27.8%27.8%8.2%14.3%9.6% -38.3%
MaterialsMXIGlobal SectorsMaterials6.6%22.3%22.3%7.8%15.1%6.3%3.4%-34.1%
NorwayNORWGlobal EquitiesEurope8.4%2.6%2.6%2.0%8.8%-0.3%1.2%-44.2%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate2.7%2.3%2.3%4.1%6.2%6.0%5.9%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.9%48.6%48.6%27.3%24.0%21.1%20.4%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary4.6%24.5%24.5%13.9%13.4%10.7%12.9%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap7.1%11.7%11.7%4.8%9.4%7.0%7.8%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.0%3.0%3.0%2.6%1.8%1.4%1.2%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America4.0%18.0%18.0%13.6%14.8%12.4%13.5%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap3.7%18.4%18.4%14.0%15.1%12.8%13.8%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia3.0%-9.9%-9.9%-3.6%8.3%4.3%4.4%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income1.1%10.8%10.8%5.8%5.0%3.8%3.7%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-1.2%18.2%18.2%9.9%7.9%9.0%8.1%-15.3%
TurkeyTURGlobal EquitiesMideast and Africa19.3%-1.9%-1.9%-13.1%-3.7%-5.8%-6.7%-64.4%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-2.3%-6.7%-6.7%1.0%-0.7%2.0%0.9%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia10.0%9.8%9.8%-0.0%4.6%0.7%-2.2%-49.2%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate2.7%-4.7%-4.7%4.9%5.6%8.4%8.7%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry10.9%20.3%20.3%5.8%12.8%7.9%7.8%-37.8%