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Ingredient Summary Page

for period ending July 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: Core5.4%-1.2%7.5%7.1%7.6%7.9%8.8%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate1.3%7.7%10.1%5.6%4.4%4.1%3.8%-3.5%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP-3.8%-41.0%-46.6%-20.1%-13.9%-10.4% -72.2%
ArgentinaARGTGlobal EquitiesSouth America11.1%0.0%-17.5%-2.7%8.6%7.0% -55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.4%1.3%1.6%1.0%0.7%0.5%-0.3%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate1.5%8.0%10.6%5.8%4.5%4.2%3.9%-3.7%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi2.2%1.0%0.9%1.4%0.4%0.7%1.3%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities5.0%-14.4%-9.6%-9.9%-7.5%-7.2%-5.6%-52.6%
Industrial MetalsDBBGlobal Asset ClassesCommodities7.7%-1.9%-2.4%-3.8%2.1%-1.2%-2.9%-35.7%
OilDBOGlobal Asset ClassesCommodities4.9%-31.3%-26.7%-4.4%-9.2%-16.9%-11.4%-81.7%
ChileECHGlobal EquitiesSouth America8.4%-18.0%-28.8%-14.4%-3.7%-6.4%-6.5%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts8.3%-3.0%6.5%2.0%5.4%3.7%2.5%-30.2%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap1.9%-9.4%-1.3%0.4%2.0%3.3%4.9%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro4.0%0.6%9.5%6.2%5.7%6.1%7.1%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val-0.2%-19.1%-12.0%-5.6%-2.0%0.1%2.3%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa4.0%-16.0%-15.4%-1.6%-10.7%-6.6%-8.0%-70.0%
IndonesiaEIDOGlobal EquitiesAsia and Australia4.1%-26.2%-26.3%-9.8%-2.2%-4.6%-1.8%-48.6%
IsraelEISGlobal EquitiesMideast and Africa6.4%-3.8%1.6%2.5%1.6%5.0%3.4%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate3.9%0.9%3.9%4.3%5.6%5.3%5.3%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income3.0%-4.0%-2.3%1.5%4.7%4.3% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia3.7%1.7%10.4%10.5%14.9%11.8% -22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia-3.7%-24.1%-26.0%-10.2%-7.2%-3.9% -43.0%
PolandEPOLGlobal EquitiesEurope5.9%-15.7%-18.6%-10.1%-2.7%-3.5%-2.2%-51.3%
PeruEPUGlobal EquitiesSouth America7.3%-16.3%-12.7%-2.5%4.9%1.3%0.9%-45.0%
RussiaERUSGlobal EquitiesEurope3.9%-17.7%-4.7%10.9%10.8%2.2% -46.7%
AustraliaEWAGlobal EquitiesAsia and Australia3.3%-10.8%-8.0%0.2%3.6%2.4%4.0%-31.4%
CanadaEWCGlobal EquitiesNorth America5.5%-7.7%-1.5%1.6%3.6%2.0%2.4%-34.1%
SwedenEWDGlobal EquitiesEurope9.0%3.2%17.7%3.2%4.5%3.9%6.3%-22.3%
GermanyEWGGlobal EquitiesEurope4.2%-2.9%6.4%-0.7%2.1%3.1%5.4%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia-1.2%-11.5%-12.6%-1.3%2.2%4.6%6.0%-23.0%
ItalyEWIGlobal EquitiesEurope2.7%-15.3%-6.9%-2.9%-1.4%2.2%0.1%-35.5%
JapanEWJGlobal EquitiesAsia and Australia-1.1%-7.6%2.0%1.4%2.7%4.4%5.2%-18.6%
BelgiumEWKGlobal EquitiesEurope4.1%-13.9%-8.2%-4.0%1.2%4.8%6.4%-33.0%
SwitzerlandEWLGlobal EquitiesEurope4.0%1.4%10.8%7.7%5.8%6.8%9.1%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia8.3%-2.2%-2.4%-0.5%-1.4%-3.1%0.8%-39.0%
NetherlandsEWNGlobal EquitiesEurope3.8%0.9%11.3%5.5%7.3%8.0%8.0%-23.2%
AustriaEWOGlobal EquitiesEurope-0.6%-28.6%-22.8%-11.2%0.3%0.0%0.4%-47.6%
SpainEWPGlobal EquitiesEurope0.8%-21.7%-15.6%-10.2%-4.9%-1.2%-1.3%-41.6%
FranceEWQGlobal EquitiesEurope1.9%-14.0%-5.4%0.3%3.1%3.7%4.8%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia-0.7%-21.9%-19.8%-5.4%-1.2%-1.3%1.1%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia10.9%8.4%29.6%9.9%11.7%10.0%8.8%-22.7%
UKEWUGlobal EquitiesEurope0.7%-22.8%-15.1%-5.0%-3.1%-1.0%2.2%-30.0%
MexicoEWWGlobal EquitiesNorth America2.0%-27.5%-20.1%-14.9%-8.5%-7.8%-2.7%-55.5%
S KoreaEWYGlobal EquitiesAsia and Australia5.5%-3.1%11.1%-2.7%5.4%2.9%3.6%-37.9%
BrazilEWZGlobal EquitiesSouth America13.1%-30.6%-24.9%-2.3%5.1%-1.5%-4.7%-61.5%
IndustrialsEXIGlobal SectorsIndustrials3.0%-10.8%-4.1%2.1%5.9%6.6%8.4%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa6.5%-22.1%-18.7%-9.1%-5.0%-2.4%-0.9%-54.0%
EMUEZUGlobal EquitiesEurope3.3%-10.1%-1.7%-1.2%1.7%3.3%4.0%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier-1.6%-19.4%-17.1%-3.2%0.1%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar3.5%1.7%4.4%-3.2%0.3%-2.3%-0.7%-31.4%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound5.6%-1.4%7.4%-0.5%-3.7%-2.4%-2.1%-29.9%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.4%-3.0%-1.1%-2.0%-0.4%-3.6%-2.5%-26.5%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.8%4.5%5.5%-1.0%0.6%-2.4%-1.5%-25.3%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc3.5%5.2%7.5%0.7%-0.1%-0.8%0.5%-18.0%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen2.0%2.3%2.2%0.8%2.7%-1.6%-2.4%-21.5%
GreeceGREKGlobal EquitiesEurope-0.5%-34.8%-30.4%-11.5%-5.6%-10.8% -74.1%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income2.4%-3.5%-1.5%3.2%4.2%4.8%4.8%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy15.0%23.1%35.7%19.0%9.0%9.0%1.5%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income0.9%12.2%13.6%6.9%4.9%4.7%4.6%-7.2%
InfrastructureIGFGlobal SectorsInfrastructure2.2%-17.4%-11.1%-1.8%1.8%3.7%5.2%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income1.9%7.6%11.2%7.0%5.4%4.7%4.5%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income4.8%6.3%6.5%2.8%3.8%1.6%1.7%-15.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income3.7%0.2%4.3%3.2%5.1%4.1% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia7.6%-13.8%-8.1%-1.9%2.1%6.9%2.8%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income1.9%4.3%5.4%4.6%4.3%4.7%4.2%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid5.9%2.9%11.9%11.9%11.2%12.0%13.7%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap1.5%-10.4%-2.6%1.3%3.7%5.6%9.4%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val4.0%-12.9%-6.1%2.5%5.2%6.7%9.9%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro7.8%18.2%29.6%20.7%16.6%16.8%17.1%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap2.9%-10.4%-4.5%2.7%5.1%6.6%10.1%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val2.1%-21.8%-16.0%-4.0%2.2%3.3%7.2%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro3.5%0.3%6.0%8.7%7.6%9.5%12.7%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro8.1%12.4%17.9%16.8%12.7%13.3%15.0%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap5.9%-3.9%1.9%7.2%7.7%9.2%12.0%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val4.6%-14.3%-8.6%0.4%4.1%6.3%9.8%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap5.8%1.9%10.7%11.2%10.7%11.5%13.4%-20.9%
EnergyIXCGlobal SectorsEnergy-3.7%-37.8%-36.0%-12.5%-6.8%-7.0%-2.1%-57.1%
FinancialsIXGGlobal SectorsFinancials2.2%-21.3%-14.2%-4.0%0.9%3.1%4.6%-33.2%
HealthcareIXJGlobal SectorsHealthcare3.7%4.5%19.0%11.0%6.8%10.8%13.9%-15.1%
TechnologyIXNGlobal SectorsTechnology6.4%19.5%37.9%23.6%22.1%20.7%17.8%-17.9%
TelecomIXPGlobal SectorsTelecommunications5.9%6.8%12.6%5.1%4.0%5.4%6.7%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate4.1%-11.3%-6.0%3.7%5.5%6.8%8.6%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income5.4%-0.3%3.3%3.6%4.4%3.9%5.4%-13.2%
Global UtilitiesJXIGlobal SectorsUtilities6.9%-1.9%8.2%7.6%7.9%7.6%6.7%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples5.4%-0.6%4.5%4.5%5.3%6.4%9.3%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income0.3%3.8%5.4%3.8%2.9%3.2%2.7%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia9.3%12.0%23.9%8.0%9.1%9.6% -38.3%
MaterialsMXIGlobal SectorsMaterials6.6%-0.5%7.3%4.5%7.6%5.0%3.8%-34.1%
NorwayNORWGlobal EquitiesEurope7.8%-16.8%-9.2%-3.1%0.9%-2.1% -44.2%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate4.2%-3.0%-0.2%3.1%5.1%5.3%5.4%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro7.3%25.5%40.2%23.9%20.0%20.9%20.5%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary4.5%-1.0%5.4%8.6%7.3%9.0%12.3%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap2.7%-10.7%0.4%0.1%4.2%5.7%7.4%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.1%3.0%4.1%2.5%1.7%1.4%1.2%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America5.6%1.3%10.2%11.3%10.8%11.7%13.5%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap5.9%2.5%12.0%11.9%11.4%12.1%13.7%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia-2.8%-20.2%-23.4%-2.2%2.3%1.1%5.8%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.3%8.5%10.5%5.6%4.1%3.1%3.6%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term4.4%27.3%31.1%13.9%9.4%9.6%8.4%-15.3%
TurkeyTURGlobal EquitiesMideast and Africa-7.1%-20.4%-16.4%-19.4%-10.7%-10.7%-7.9%-62.3%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-4.0%-2.7%-3.5%2.4%0.3%2.2%0.8%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia1.9%-14.3%-14.7%-1.5%-4.0%-2.3%-4.0%-49.2%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate3.6%-10.8%-5.1%3.0%4.9%6.6%9.1%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry7.7%-10.1%4.9%0.5%5.2%4.9%6.1%-37.8%