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Ingredient Summary Page

for period ending December 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. upgrade, upgrade2, invest_proc, rebal_diy
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: Core3.9%18.7%18.7%20.4%14.6%11.1%11.8%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.4%-1.8%-1.8%4.6%3.5%2.9%2.8%-3.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP3.3%39.0%39.0%-0.0%-4.3%-5.2%-1.4%-69.8%
ArgentinaARGTGlobal EquitiesSouth America8.4%3.8%3.8%10.8%7.1%8.4%4.8%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%-0.1%-0.1%0.8%1.0%0.7%0.5%-0.1%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-0.3%-1.9%-1.9%4.8%3.6%3.0%2.8%-3.9%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi0.2%4.2%4.2%5.1%4.9%2.3%2.1%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities2.0%22.4%22.4%5.8%0.3%-2.9%-3.5%-40.6%
Industrial MetalsDBBGlobal Asset ClassesCommodities6.5%29.0%29.0%13.8%8.7%5.2%2.0%-35.7%
OilDBOGlobal Asset ClassesCommodities10.2%60.7%60.7%17.6%7.3%-1.9%-7.0%-62.9%
ChileECHGlobal EquitiesSouth America-5.7%-19.7%-19.7%-15.6%-7.1%-5.5%-7.0%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts1.5%-3.6%-3.6%10.1%9.2%5.3%4.7%-29.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap4.4%11.5%11.5%13.5%9.6%6.8%7.9%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro3.5%11.0%11.0%18.6%13.4%9.4%9.8%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val5.4%11.1%11.1%7.7%5.3%3.6%5.6%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa6.7%11.4%11.4%1.7%2.7%-8.8%-0.8%-65.8%
IndonesiaEIDOGlobal EquitiesAsia and Australia-0.8%-0.6%-0.6%-0.9%0.7%-1.0%-0.9%-48.6%
IsraelEISGlobal EquitiesMideast and Africa4.5%22.8%22.8%18.5%12.3%9.2%8.9%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate2.2%-2.2%-2.2%6.0%4.4%4.6%4.6%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income2.7%-1.9%-1.9%4.8%3.4%4.8% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia1.9%-11.4%-11.4%11.2%11.3%9.3%12.0%-22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia-0.7%-2.2%-2.2%0.6%0.2%-1.9%3.8%-43.0%
PolandEPOLGlobal EquitiesEurope4.1%12.2%12.2%-1.2%4.9%-0.0%2.1%-51.3%
PeruEPUGlobal EquitiesSouth America5.9%-11.8%-11.8%-3.3%0.6%1.2%-0.3%-45.0%
RussiaERUSGlobal EquitiesEurope0.3%21.3%21.3%18.2%10.6%14.4%4.7%-35.0%
AustraliaEWAGlobal EquitiesAsia and Australia5.2%9.0%9.0%13.0%8.8%6.2%6.3%-31.4%
CanadaEWCGlobal EquitiesNorth America4.1%27.0%27.0%19.6%10.4%6.4%6.0%-26.9%
SwedenEWDGlobal EquitiesEurope6.1%22.9%22.9%22.3%14.2%9.6%10.3%-22.3%
GermanyEWGGlobal EquitiesEurope3.9%5.8%5.8%11.7%6.9%5.0%7.9%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia0.7%-3.5%-3.5%3.6%6.8%4.8%7.3%-23.0%
ItalyEWIGlobal EquitiesEurope5.8%14.4%14.4%13.8%9.5%5.8%6.1%-33.4%
JapanEWJGlobal EquitiesAsia and Australia2.3%1.2%1.2%11.7%8.3%7.6%8.0%-18.6%
BelgiumEWKGlobal EquitiesEurope5.2%12.9%12.9%12.1%6.8%6.5%10.2%-33.0%
SwitzerlandEWLGlobal EquitiesEurope6.8%20.2%20.2%20.9%14.6%9.9%11.3%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia4.0%-7.4%-7.4%-2.0%1.9%-2.6%-0.9%-31.4%
NetherlandsEWNGlobal EquitiesEurope2.5%22.7%22.7%26.0%17.8%13.3%13.5%-23.2%
AustriaEWOGlobal EquitiesEurope5.9%31.5%31.5%14.0%11.8%10.2%8.6%-47.6%
SpainEWPGlobal EquitiesEurope5.3%0.3%0.3%2.2%2.8%-0.7%2.2%-38.7%
FranceEWQGlobal EquitiesEurope5.7%21.5%21.5%16.5%12.2%9.4%9.9%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia-0.3%5.6%5.6%3.4%5.7%1.2%3.9%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia5.8%28.9%28.9%31.2%20.9%14.9%13.7%-22.7%
UKEWUGlobal EquitiesEurope6.3%18.2%18.2%8.1%5.7%2.8%4.4%-30.0%
MexicoEWWGlobal EquitiesNorth America13.3%20.3%20.3%9.5%5.1%-0.2%1.3%-47.4%
S KoreaEWYGlobal EquitiesAsia and Australia5.0%-7.6%-7.6%11.6%9.9%7.0%5.8%-37.9%
BrazilEWZGlobal EquitiesSouth America4.2%-17.3%-17.3%-5.6%0.3%-0.4%-3.8%-50.3%
IndustrialsEXIGlobal SectorsIndustrials5.6%17.4%17.4%18.4%12.2%10.2%11.9%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa4.4%7.9%7.9%3.9%2.7%-0.2%1.3%-54.0%
EMUEZUGlobal EquitiesEurope4.5%13.9%13.9%14.4%9.8%6.9%8.5%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier1.3%24.3%24.3%12.9%10.0%4.5% -35.1%
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar1.9%-6.2%-6.2%1.0%0.5%-1.1%-2.4%-22.7%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound1.6%-1.5%-1.5%1.7%1.6%-2.3%-1.7%-23.4%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.1%0.2%0.2%2.7%1.3%-1.2%-2.1%-14.1%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro0.2%-7.8%-7.8%-1.1%0.7%-1.7%-2.0%-13.4%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc0.6%-4.1%-4.1%1.3%1.1%0.1%-0.6%-14.1%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.9%-10.9%-10.9%-2.2%-0.3%0.0%-4.4%-14.4%
GreeceGREKGlobal EquitiesEurope4.2%6.2%6.2%11.1%4.9%-3.7%-3.0%-51.3%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income0.6%5.1%5.1%4.5%5.0%4.3%5.1%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy-9.4%-24.2%-24.2%38.3%23.9%14.1%12.1%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-0.5%-3.3%-3.3%4.7%3.5%2.9%2.6%-7.5%
InfrastructureIGFGlobal SectorsInfrastructure6.0%11.6%11.6%9.5%7.1%4.4%6.7%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income0.5%-1.5%-1.5%7.4%4.9%4.0%3.9%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income-0.8%-9.2%-9.2%1.4%2.5%0.8%0.7%-10.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income1.7%-2.8%-2.8%5.8%5.0%4.7% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia2.3%19.5%19.5%13.1%13.5%8.2%10.4%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.0%0.2%0.2%4.6%4.1%3.3%3.4%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid4.0%26.3%26.3%26.0%18.2%14.7%16.4%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap0.3%18.7%18.7%20.6%11.4%10.2%13.5%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val6.3%24.9%24.9%17.4%11.0%9.6%12.8%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro2.0%27.4%27.4%33.8%25.1%19.4%19.6%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap2.3%14.5%14.5%19.9%11.9%10.7%13.2%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val4.1%28.0%28.0%17.8%8.9%9.3%11.9%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro0.4%2.5%2.5%21.1%14.5%11.7%14.2%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro0.4%12.6%12.6%27.2%19.6%14.7%16.4%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap4.1%22.4%22.4%23.1%14.9%12.1%14.7%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val6.3%28.1%28.1%19.4%11.0%9.8%13.2%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap3.8%25.5%25.5%25.5%17.7%14.4%16.1%-20.9%
EnergyIXCGlobal SectorsEnergy3.6%41.0%41.0%3.1%-0.3%-0.3%0.3%-54.4%
FinancialsIXGGlobal SectorsFinancials4.5%25.1%25.1%14.8%9.4%7.7%11.1%-33.2%
HealthcareIXJGlobal SectorsHealthcare7.7%19.6%19.6%18.4%15.5%10.8%14.4%-15.1%
TechnologyIXNGlobal SectorsTechnology3.3%29.6%29.6%40.1%29.7%23.4%22.0%-17.9%
TelecomIXPGlobal SectorsTelecommunications1.7%12.8%12.8%19.9%9.7%7.6%8.2%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate9.5%38.7%38.7%18.6%11.8%9.6%11.1%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income2.4%4.0%4.0%7.8%5.2%4.6%5.1%-12.7%
Global UtilitiesJXIGlobal SectorsUtilities8.6%10.9%10.9%13.1%11.2%7.7%8.3%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples8.7%13.7%13.7%14.7%9.7%7.9%9.5%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.1%-1.4%-1.4%2.9%2.4%2.1%2.1%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia-3.0%-21.7%-21.7%7.3%8.9%4.8%6.5%-38.3%
MaterialsMXIGlobal SectorsMaterials6.6%15.1%15.1%19.8%13.5%9.9%7.3%-30.0%
NorwayNORWGlobal EquitiesEurope4.3%18.6%18.6%11.0%9.0%6.2%5.0%-43.7%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate2.3%-4.3%-4.3%4.8%3.5%4.1%4.6%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro1.2%27.4%27.4%38.1%28.4%22.3%22.9%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary1.8%16.3%16.3%22.4%16.1%12.7%15.2%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap3.7%10.1%10.1%15.3%11.0%9.5%10.7%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.2%-0.7%-0.7%1.9%1.5%1.2%1.0%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America4.5%28.6%28.6%25.8%18.0%14.5%16.3%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap4.6%28.7%28.7%26.0%18.4%14.8%16.5%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia6.1%1.9%1.9%-0.2%3.7%2.4%5.0%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income0.4%5.7%5.7%8.3%5.2%4.1%2.9%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-2.0%-4.6%-4.6%8.8%6.6%4.6%4.5%-20.1%
TurkeyTURGlobal EquitiesMideast and Africa3.9%-27.5%-27.5%-6.6%-8.1%-11.9%-5.4%-61.5%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.3%5.7%5.7%0.9%-0.2%1.3%1.5%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia2.9%22.0%22.0%13.6%11.1%2.9%5.7%-46.0%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate9.7%40.5%40.5%20.0%11.2%9.5%11.5%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry9.1%17.0%17.0%19.0%13.3%10.1%11.4%-37.8%