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Ingredient Summary Page

for period ending October 31, 2022
 
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. upgrade, upgrade2, invest_proc, rebal_diy
Maximum Drawdown vs. Annual Return
●All recipes●S&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: Core6.3%-21.0%-19.8%4.9%5.4%7.4%8.0%-25.7%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-1.3%-15.5%-15.6%-3.8%-0.6%0.3%0.7%-17.1%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP14.6%35.7%29.5%9.3%4.0%1.8%1.2%-66.0%
ArgentinaARGTGlobal EquitiesSouth America7.7%1.0%-3.0%13.6%0.6%7.6%7.4%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.2%0.7%0.7%0.5%1.0%0.8%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-1.2%-15.5%-15.6%-3.7%-0.5%0.4%0.7%-17.3%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi-2.3%-11.0%-10.2%0.9%0.6%0.6%0.8%-12.2%
AgricultureDBAGlobal Asset ClassesCommodities-0.9%0.4%2.8%8.1%0.9%-0.6%-3.5%-37.2%
Industrial MetalsDBBGlobal Asset ClassesCommodities-1.8%-21.0%-17.9%5.4%-1.0%5.4%0.0%-35.7%
OilDBOGlobal Asset ClassesCommodities9.4%22.6%9.8%20.8%12.8%5.5%-3.8%-58.2%
ChileECHGlobal EquitiesSouth America2.8%11.0%8.0%-7.7%-11.2%-2.4%-6.7%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-2.0%-29.4%-31.3%-5.0%-3.8%1.8%0.2%-36.5%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap5.9%-23.0%-23.2%-1.3%-0.2%2.6%4.1%-27.6%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro5.0%-30.2%-30.1%-1.5%0.7%3.2%4.8%-33.6%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val7.2%-15.7%-16.3%-1.9%-1.8%1.3%2.7%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa-5.7%-37.4%-33.0%-16.9%-9.7%-10.0%-9.2%-53.1%
IndonesiaEIDOGlobal EquitiesAsia and Australia1.8%4.8%1.3%-0.1%-0.7%4.0%-0.9%-48.6%
IsraelEISGlobal EquitiesMideast and Africa6.2%-21.2%-18.3%4.3%5.6%4.2%5.6%-25.8%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-0.2%-25.1%-24.9%-7.6%-3.2%0.1%0.2%-26.7%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-0.4%-21.8%-21.8%-6.5%-3.3%0.6%0.7%-24.7%
New ZealandENZLGlobal EquitiesAsia and Australia5.9%-25.1%-29.8%-3.8%1.9%5.9%6.2%-37.3%
PhilippinesEPHEGlobal EquitiesAsia and Australia8.5%-23.4%-23.2%-11.0%-7.5%-4.6%-2.0%-41.5%
PolandEPOLGlobal EquitiesEurope15.3%-40.5%-45.6%-15.5%-12.8%-5.1%-5.0%-60.4%
PeruEPUGlobal EquitiesSouth America7.0%-8.1%-7.2%-6.4%-6.1%4.7%-2.8%-45.0%
AustraliaEWAGlobal EquitiesAsia and Australia5.6%-13.9%-16.3%1.3%2.7%6.0%3.0%-31.4%
CanadaEWCGlobal EquitiesNorth America7.4%-13.4%-14.0%6.9%5.0%7.0%3.7%-26.9%
SwedenEWDGlobal EquitiesEurope8.1%-34.6%-34.8%1.2%0.1%3.4%4.4%-40.3%
GermanyEWGGlobal EquitiesEurope10.5%-31.4%-32.9%-6.2%-5.5%-0.6%1.8%-41.7%
Hong KongEWHGlobal EquitiesAsia and Australia-11.7%-29.5%-32.7%-9.9%-5.4%-0.5%1.6%-40.4%
ItalyEWIGlobal EquitiesEurope12.0%-24.4%-24.9%-3.3%-1.8%0.2%2.6%-33.4%
JapanEWJGlobal EquitiesAsia and Australia2.3%-24.6%-25.2%-3.5%-1.5%1.9%4.9%-28.9%
BelgiumEWKGlobal EquitiesEurope8.5%-24.8%-25.0%-3.9%-3.4%0.9%4.8%-33.0%
SwitzerlandEWLGlobal EquitiesEurope4.4%-24.3%-19.9%2.3%4.6%5.2%6.8%-27.6%
MalaysiaEWMGlobal EquitiesAsia and Australia3.9%-14.5%-15.8%-5.8%-4.1%-1.2%-3.6%-33.7%
NetherlandsEWNGlobal EquitiesEurope7.1%-34.0%-36.1%2.0%2.4%5.9%7.5%-41.3%
AustriaEWOGlobal EquitiesEurope10.6%-31.0%-30.0%-3.8%-3.9%3.5%3.0%-47.6%
SpainEWPGlobal EquitiesEurope10.6%-15.3%-20.0%-5.8%-5.5%-1.9%0.9%-38.7%
FranceEWQGlobal EquitiesEurope10.8%-21.4%-20.2%1.0%1.5%4.7%6.0%-29.1%
SingaporeEWSGlobal EquitiesAsia and Australia0.8%-18.2%-23.7%-6.9%-3.5%0.4%-0.4%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia-3.3%-37.5%-32.1%4.8%4.5%8.8%7.7%-37.5%
UKEWUGlobal EquitiesEurope7.0%-13.9%-12.9%-1.4%-0.6%0.8%1.8%-30.0%
MexicoEWWGlobal EquitiesNorth America14.3%1.5%7.7%6.7%2.4%1.1%-0.6%-46.6%
S KoreaEWYGlobal EquitiesAsia and Australia9.4%-33.5%-33.4%-2.6%-5.3%1.2%0.6%-48.1%
BrazilEWZGlobal EquitiesSouth America10.3%21.8%25.5%-4.6%0.3%9.2%-1.4%-50.3%
IndustrialsEXIGlobal SectorsIndustrials11.4%-18.0%-16.9%3.7%3.9%7.1%8.7%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa5.4%-16.4%-16.6%-2.4%-3.7%-1.0%-1.4%-54.0%
EMUEZUGlobal EquitiesEurope10.1%-26.5%-27.3%-2.4%-1.9%1.9%3.9%-34.7%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier-3.3%-30.4%-33.1%-3.4%-2.7%0.9% -35.1%
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar0.0%-12.2%-15.2%-2.8%-3.4%-1.2%-4.0%-22.7%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound2.9%-15.1%-16.2%-4.2%-3.1%-4.4%-3.6%-27.2%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.4%-7.2%-9.3%-1.3%-1.0%-0.6%-3.0%-12.8%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro0.9%-13.7%-15.2%-4.8%-4.1%-2.3%-3.4%-24.4%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-1.5%-9.8%-9.5%-1.6%-1.2%-1.3%-1.7%-13.4%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-2.8%-22.9%-23.8%-10.6%-5.8%-3.5%-6.5%-34.0%
GreeceGREKGlobal EquitiesEurope13.2%-9.0%-12.3%-4.5%-0.5%-1.7%-5.2%-47.1%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income-1.6%-19.7%-18.5%-5.4%-1.1%0.6%1.3%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy-1.0%-10.2%-24.3%22.3%16.9%12.0%13.7%-36.4%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-1.5%-16.9%-16.4%-4.5%-0.7%-0.1%0.4%-21.2%
InfrastructureIGFGlobal SectorsInfrastructure5.4%-6.1%-5.5%0.4%2.2%4.3%5.0%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-0.5%-17.5%-17.3%-3.6%0.2%1.0%1.2%-18.7%
Intl TreasIGOVGlobal Asset ClassesFixed Income0.9%-26.6%-27.5%-9.9%-5.2%-2.6%-2.9%-33.9%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income1.7%-21.7%-21.9%-5.4%-2.2%1.0%1.3%-26.7%
IndiaINDYGlobal EquitiesAsia and Australia3.6%-7.6%-9.3%7.7%5.6%8.0%7.4%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income-0.0%-14.2%-13.5%-3.0%-0.1%0.8%1.3%-15.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid7.9%-18.6%-16.5%9.8%10.0%11.0%12.5%-24.6%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap9.5%-18.3%-22.3%9.0%4.8%7.6%9.7%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val10.1%-9.5%-7.2%7.1%7.0%8.4%10.1%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro5.8%-26.7%-24.8%11.5%12.4%13.1%14.5%-30.8%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap11.2%-16.8%-18.6%7.0%5.5%8.3%9.9%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val12.7%-11.3%-10.9%7.9%5.2%8.3%9.3%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro9.5%-22.4%-26.0%5.0%5.1%7.7%10.2%-33.6%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro7.9%-26.0%-28.9%6.2%8.5%9.6%11.8%-34.2%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap8.8%-17.7%-17.4%7.7%7.8%9.0%11.2%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val9.4%-13.0%-10.4%7.3%6.3%7.9%10.2%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap8.1%-18.5%-16.6%9.6%9.7%10.8%12.3%-24.6%
EnergyIXCGlobal SectorsEnergy20.2%48.3%43.9%15.6%8.0%7.7%4.0%-54.4%
FinancialsIXGGlobal SectorsFinancials9.2%-14.5%-16.6%3.1%2.4%5.7%7.2%-33.2%
HealthcareIXJGlobal SectorsHealthcare8.7%-8.7%-5.1%9.9%9.7%8.5%11.7%-16.0%
TechnologyIXNGlobal SectorsTechnology7.7%-29.2%-24.4%13.2%13.2%16.5%16.4%-34.3%
TelecomIXPGlobal SectorsTelecommunications-1.0%-36.3%-37.7%-2.6%-0.2%0.6%2.7%-41.0%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate3.2%-26.4%-21.3%-1.5%3.8%4.8%6.3%-28.6%
US Hi YieldJNKGlobal Asset ClassesFixed Income3.1%-13.6%-12.7%-1.1%0.8%2.6%2.6%-16.2%
Global UtilitiesJXIGlobal SectorsUtilities3.5%-11.3%-5.7%1.9%4.9%6.6%6.6%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples6.0%-11.4%-5.8%3.8%4.7%5.1%7.0%-16.4%
US Mort BackedMBBGlobal Asset ClassesFixed Income-1.4%-14.8%-15.1%-4.3%-1.3%-0.5%0.2%-16.2%
ChinaMCHIGlobal EquitiesAsia and Australia-16.4%-43.0%-47.9%-14.2%-10.2%-2.6%-0.5%-58.7%
MaterialsMXIGlobal SectorsMaterials5.7%-18.7%-15.2%6.8%4.1%8.4%4.5%-28.5%
NorwayNORWGlobal EquitiesEurope11.6%-18.3%-22.5%2.5%0.6%4.7%1.0%-43.7%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate0.1%-32.5%-32.8%-12.2%-6.0%-2.2%-1.2%-35.4%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro4.0%-29.8%-27.6%12.9%13.6%14.6%16.8%-32.5%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary2.3%-30.0%-29.8%1.5%4.9%5.7%9.5%-31.6%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap4.4%-29.0%-30.5%-2.3%-1.4%3.0%5.6%-34.6%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.1%-4.7%-4.9%-0.8%0.4%0.4%0.5%-5.3%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America8.2%-17.4%-14.3%10.2%10.2%11.2%12.6%-23.6%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap8.1%-17.7%-14.6%10.2%10.4%11.3%12.7%-23.9%
ThailandTHDGlobal EquitiesAsia and Australia2.3%-11.2%-10.4%-6.5%-3.1%2.9%1.4%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income1.4%-12.7%-11.6%1.0%2.0%2.2%0.9%-13.9%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-6.0%-34.1%-33.6%-10.5%-3.1%-1.4%-0.2%-41.6%
TurkeyTURGlobal EquitiesMideast and Africa23.1%50.4%31.8%5.8%-5.7%-2.9%-5.4%-58.7%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.4%17.2%18.9%4.8%4.5%2.8%3.4%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia-12.2%-45.0%-42.2%-9.9%-5.4%-3.8%-1.2%-46.0%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate3.5%-26.8%-21.4%-0.9%4.0%4.6%6.7%-29.3%
Timber & ForestryWOODGlobal SectorsTimber and Forestry7.6%-22.1%-14.7%5.4%2.0%7.3%7.3%-37.8%
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