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Ingredient Summary Page

for period ending March 31, 2021
 
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 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: Core2.9%4.9%54.5%12.2%13.5%9.4%9.2%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-1.1%-3.4%0.7%4.6%3.0%3.3%3.4%-3.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP7.2%21.8%99.2%-4.8%-2.9%-6.5%-2.1%-72.2%
ArgentinaARGTGlobal EquitiesSouth America-1.4%-5.0%76.0%-6.0%9.1%6.3%0.5%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-0.0%-0.0%-0.1%1.3%1.0%0.7%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-1.3%-3.6%1.6%4.7%3.1%3.3%3.4%-3.9%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi-1.7%-0.9%9.6%0.9%2.3%1.7%1.8%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities-2.1%5.0%20.4%-2.6%-3.3%-6.7%-6.5%-52.6%
Industrial MetalsDBBGlobal Asset ClassesCommodities-0.4%7.9%50.9%1.4%8.8%2.6%-2.5%-35.7%
OilDBOGlobal Asset ClassesCommodities-0.5%24.8%71.6%-1.4%6.6%-13.1%-10.5%-81.7%
ChileECHGlobal EquitiesSouth America9.0%13.4%58.8%-12.2%0.2%-2.4%-5.6%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-0.7%3.2%58.8%5.7%11.6%6.1%3.1%-30.2%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap2.5%4.0%45.3%5.9%8.9%4.7%5.4%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro1.0%-0.4%42.7%9.4%10.7%6.9%6.9%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val3.5%8.0%46.6%1.6%6.5%2.0%3.5%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa-4.1%1.5%30.2%-11.3%-6.1%-11.1%-6.5%-70.0%
IndonesiaEIDOGlobal EquitiesAsia and Australia-4.4%-6.7%50.9%-5.0%0.1%-1.8%-1.6%-48.6%
IsraelEISGlobal EquitiesMideast and Africa0.4%0.6%43.9%10.3%7.6%4.5%2.8%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-0.7%-5.5%17.2%3.6%4.5%4.4%4.9%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-1.0%-3.2%24.0%2.9%4.9%4.4% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia-0.4%-8.5%41.3%11.5%13.2%9.5%12.2%-22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia-3.2%-10.6%27.9%-5.1%-3.8%-1.5%2.9%-43.0%
PolandEPOLGlobal EquitiesEurope-3.1%-4.8%33.8%-8.7%-0.3%-5.0%-4.0%-51.3%
PeruEPUGlobal EquitiesSouth America-8.3%-2.0%50.6%-5.2%7.6%2.8%-0.7%-45.0%
RussiaERUSGlobal EquitiesEurope5.3%5.8%48.6%8.5%14.1%5.7%-0.5%-41.5%
AustraliaEWAGlobal EquitiesAsia and Australia1.1%3.5%63.3%8.3%9.6%3.8%3.9%-31.4%
CanadaEWCGlobal EquitiesNorth America5.8%10.4%59.4%9.8%9.9%4.3%2.3%-34.1%
SwedenEWDGlobal EquitiesEurope6.0%12.0%76.0%13.8%12.4%6.5%6.8%-22.3%
GermanyEWGGlobal EquitiesEurope4.5%5.3%59.3%4.0%7.9%3.2%5.0%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia1.0%7.9%37.1%4.5%9.5%7.6%6.6%-23.0%
ItalyEWIGlobal EquitiesEurope5.3%7.0%54.6%2.7%8.7%1.2%1.3%-35.5%
JapanEWJGlobal EquitiesAsia and Australia0.4%1.4%40.4%5.8%10.2%7.7%6.9%-18.6%
BelgiumEWKGlobal EquitiesEurope5.3%3.8%41.9%0.5%5.2%4.5%6.7%-33.0%
SwitzerlandEWLGlobal EquitiesEurope2.3%-1.1%27.1%11.0%10.7%6.0%8.2%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia-0.4%-5.9%19.3%-6.5%-1.4%-3.9%-1.3%-39.0%
NetherlandsEWNGlobal EquitiesEurope4.8%11.6%79.2%15.2%15.8%10.7%9.5%-23.2%
AustriaEWOGlobal EquitiesEurope3.3%10.7%69.1%-2.2%9.5%3.8%1.8%-47.6%
SpainEWPGlobal EquitiesEurope1.3%1.3%37.2%-2.7%3.4%-2.3%-0.2%-41.6%
FranceEWQGlobal EquitiesEurope2.8%4.7%50.3%5.7%10.0%4.9%5.2%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia6.1%9.0%38.8%-0.5%5.4%2.2%2.3%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia2.6%13.0%85.3%19.0%19.7%13.9%10.1%-22.7%
UKEWUGlobal EquitiesEurope3.1%6.9%34.6%0.3%3.9%0.3%2.6%-30.0%
MexicoEWWGlobal EquitiesNorth America7.8%2.0%57.0%-3.1%-2.0%-3.4%-1.7%-55.5%
S KoreaEWYGlobal EquitiesAsia and Australia2.0%4.2%92.7%7.5%13.1%7.4%5.0%-37.9%
BrazilEWZGlobal EquitiesSouth America4.9%-9.8%44.8%-6.9%7.4%-1.7%-5.6%-61.5%
IndustrialsEXIGlobal SectorsIndustrials6.4%8.6%65.5%10.2%12.4%9.1%9.2%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa6.8%12.6%84.6%-3.7%4.1%0.4%0.2%-54.0%
EMUEZUGlobal EquitiesEurope3.7%5.3%54.4%4.9%8.9%3.9%4.6%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier2.2%4.0%42.8%-2.3%6.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-1.4%-1.6%23.2%-0.1%0.3%-2.1%-1.7%-31.4%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-1.1%0.7%10.4%-0.8%-1.1%-3.0%-1.8%-29.9%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.2%1.1%11.5%1.1%0.7%-1.8%-2.5%-24.0%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-2.9%-4.2%5.3%-2.4%-0.2%-3.0%-2.5%-25.3%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-3.9%-6.7%0.7%-0.8%-0.8%-2.0%-1.1%-17.9%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-3.8%-6.9%-3.4%-1.9%-0.2%-1.5%-3.3%-18.7%
GreeceGREKGlobal EquitiesEurope6.3%3.8%59.2%-0.7%5.6%-11.9% -72.6%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.3%1.6%24.0%4.0%3.9%5.1%5.7%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy-6.0%-14.0%156.0%38.8%23.8%14.3%5.3%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-2.4%-5.7%-6.2%4.9%2.3%3.4%3.9%-7.5%
InfrastructureIGFGlobal SectorsInfrastructure4.8%3.1%35.3%4.9%6.0%3.9%5.2%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-1.5%-3.8%10.8%6.8%4.5%4.0%4.1%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income-2.5%-6.7%5.3%0.4%1.6%0.5%0.9%-15.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-0.8%-0.9%26.2%4.9%6.5%3.8% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia2.4%5.7%75.1%8.7%11.2%8.8%4.6%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.5%-1.2%6.5%5.0%3.3%3.9%4.4%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid3.8%6.0%60.5%17.2%16.5%13.5%13.8%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap2.4%24.0%121.5%16.5%18.0%11.0%12.2%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val6.0%11.3%56.0%10.8%11.6%9.2%10.8%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.8%0.9%62.5%22.5%20.8%17.3%16.4%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap1.4%12.9%95.4%14.8%16.4%11.1%11.7%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val5.5%21.3%97.9%11.5%13.5%8.9%10.0%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro-2.8%5.0%91.1%17.2%18.7%12.9%13.1%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro-1.8%-0.5%68.5%19.2%18.1%14.1%13.9%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap2.7%8.1%73.5%14.6%14.5%11.5%12.3%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val5.3%13.1%73.7%10.6%11.4%9.1%10.8%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap3.7%6.4%62.2%16.9%16.4%13.3%13.6%-20.9%
EnergyIXCGlobal SectorsEnergy2.3%21.4%53.0%-5.6%0.6%-4.3%-2.4%-59.7%
FinancialsIXGGlobal SectorsFinancials4.6%12.7%59.3%4.8%11.2%6.5%7.0%-33.2%
HealthcareIXJGlobal SectorsHealthcare3.3%0.8%28.2%13.3%11.7%9.7%13.1%-15.1%
TechnologyIXNGlobal SectorsTechnology1.2%2.6%70.0%26.0%26.5%21.5%18.5%-17.9%
TelecomIXPGlobal SectorsTelecommunications1.9%8.3%56.6%14.7%8.4%7.1%7.2%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate5.8%7.9%35.5%9.8%6.7%8.1%8.2%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income1.0%0.6%21.0%6.0%6.9%3.7%5.0%-13.2%
Global UtilitiesJXIGlobal SectorsUtilities8.3%0.8%22.9%10.7%8.5%7.1%6.8%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples6.8%-0.3%24.6%7.7%6.1%6.8%8.8%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.5%-1.2%0.2%3.7%2.3%2.7%2.6%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia-6.2%0.9%44.3%7.5%16.2%10.8%6.7%-38.3%
MaterialsMXIGlobal SectorsMaterials3.8%6.6%77.6%11.5%15.3%7.3%3.9%-34.1%
NorwayNORWGlobal EquitiesEurope6.4%10.4%79.8%3.8%10.3%1.1%1.5%-44.2%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate-1.1%-6.1%17.2%3.2%3.8%4.4%5.2%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.7%1.8%68.7%26.8%25.0%21.4%19.9%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary3.4%4.8%73.7%15.0%14.6%11.9%13.2%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap2.3%5.1%63.1%6.2%10.6%7.4%8.1%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.1%-0.1%0.2%2.6%1.6%1.4%1.2%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America4.4%7.1%58.9%16.6%16.2%13.4%13.6%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap4.5%6.4%56.2%16.8%16.2%13.5%13.8%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia5.6%6.7%46.6%-3.9%6.7%4.4%4.7%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income-0.3%-1.7%7.6%5.5%3.7%3.3%3.3%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-5.2%-13.9%-16.7%5.8%3.0%5.6%6.6%-20.1%
TurkeyTURGlobal EquitiesMideast and Africa-14.0%-13.2%22.8%-16.4%-9.9%-8.0%-7.7%-64.4%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.4%3.6%-6.4%2.8%0.9%2.6%1.6%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia2.8%3.5%74.1%-1.9%6.5%-0.8%-0.9%-49.2%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate5.1%8.8%36.7%11.0%6.1%8.2%8.9%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry2.5%7.1%79.4%4.8%14.8%9.3%7.2%-37.8%
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