Total Return, annualized % | Max | ||||||||||
DrawDown | |||||||||||
Ingredient Name | ID | Peer Group | Category | 1 month | YTD | 1 year | 3 year | 5 year | 10 year | 15 year | 10 year |
---|---|---|---|---|---|---|---|---|---|---|---|
ACWI (Global) | ACWI | Global Asset Classes | Int'l Equity: Core | 4.7% | 16.3% | 16.3% | 10.2% | 12.5% | 8.8% | 9.0% | -21.0% |
U.S. Total Bond Market | AGG | Global Asset Classes | Fixed Income: Aggregate | 0.1% | 7.5% | 7.5% | 5.3% | 4.4% | 4.0% | 3.7% | -3.5% |
Alerian US MLP | AMLP | Global Asset Classes | Equity: MLP | 2.7% | -32.2% | -32.2% | -14.4% | -7.9% | -9.0% | -3.7% | -72.2% |
Argentina | ARGT | Global Equities | South America | 6.7% | 14.6% | 14.6% | -4.0% | 11.7% | 7.2% | -55.9% | |
T-Bill 1-3 Month | BIL | Global Asset Classes | Fixed Income: Cash-like | 0.0% | 0.4% | 0.4% | 1.5% | 1.0% | 0.7% | 0.5% | -0.2% |
U.S. Total Bond Market | BND | Global Asset Classes | Fixed Income: Aggregate | 0.2% | 7.7% | 7.7% | 5.5% | 4.5% | 4.1% | 3.8% | -3.7% |
CHN PRC Renminbi | CYB | Global Asset Classes | Currency: CHN Renminbi | 0.9% | 9.4% | 9.4% | 2.8% | 3.1% | 1.6% | 1.8% | -9.7% |
Agriculture | DBA | Global Asset Classes | Commodities | 3.7% | -2.5% | -2.5% | -4.1% | -4.3% | -5.3% | -6.5% | -52.6% |
Industrial Metals | DBB | Global Asset Classes | Commodities | -0.1% | 15.5% | 15.5% | -3.3% | 8.1% | 0.6% | -3.2% | -35.7% |
Oil | DBO | Global Asset Classes | Commodities | 6.6% | -21.0% | -21.0% | -5.5% | -1.1% | -15.4% | -11.2% | -81.7% |
Chile | ECH | Global Equities | South America | 12.9% | -8.9% | -8.9% | -15.3% | 0.6% | -4.7% | -7.8% | -59.6% |
iShares MSCI | EEM | Global Asset Classes | Equity: Emerging Mkts | 7.1% | 17.0% | 17.0% | 5.4% | 12.3% | 5.3% | 2.9% | -30.2% |
Intl Dev Core | EFA | Global Asset Classes | Int'l Equity: Lg Cap | 5.0% | 7.6% | 7.6% | 4.2% | 7.5% | 4.2% | 5.4% | -23.0% |
iSh EAFE Growth | EFG | Global Asset Classes | Int'l Equity: Lg Cap Gro | 5.3% | 17.8% | 17.8% | 9.4% | 10.3% | 6.9% | 7.2% | -17.8% |
iSh EAFE Value | EFV | Global Asset Classes | Int'l Equity: Lg Cap Val | 4.5% | -3.0% | -3.0% | -1.4% | 4.1% | 1.0% | 3.1% | -33.2% |
Eqypt | EGPT | Global Equities | Mideast and Africa | -1.0% | -11.5% | -11.5% | -6.4% | -6.7% | -8.5% | -8.7% | -70.0% |
Indonesia | EIDO | Global Equities | Asia and Australia | 8.4% | -7.1% | -7.1% | -4.5% | 4.0% | 2.0% | -0.7% | -48.6% |
Israel | EIS | Global Equities | Mideast and Africa | 8.9% | 12.0% | 12.0% | 8.8% | 6.9% | 5.8% | 2.5% | -23.5% |
iShares Emerg | EMB | Global Asset Classes | Fixed Income: Aggregate | 2.2% | 5.4% | 5.4% | 4.8% | 6.8% | 5.8% | 5.6% | -16.0% |
Emerg Mkt Hi Yld | EMHY | Global Asset Classes | Fixed Income | 3.0% | 3.8% | 3.8% | 3.6% | 6.8% | 5.3% | -19.7% | |
New Zealand | ENZL | Global Equities | Asia and Australia | 3.7% | 19.2% | 19.2% | 15.9% | 16.5% | 13.1% | 13.4% | -22.8% |
Philippines | EPHE | Global Equities | Asia and Australia | 6.5% | -3.9% | -3.9% | -4.9% | -0.0% | 1.2% | 3.6% | -43.0% |
Poland | EPOL | Global Equities | Europe | 9.3% | -8.4% | -8.4% | -9.5% | 3.0% | -4.1% | -2.9% | -51.3% |
Peru | EPU | Global Equities | South America | 4.4% | -4.3% | -4.3% | -3.4% | 13.9% | 2.5% | -1.5% | -45.0% |
Russia | ERUS | Global Equities | Europe | 8.4% | -8.7% | -8.7% | 9.4% | 16.1% | 2.3% | 0.4% | -41.5% |
Australia | EWA | Global Equities | Asia and Australia | 6.3% | 8.3% | 8.3% | 5.3% | 9.2% | 4.2% | 4.1% | -31.4% |
Canada | EWC | Global Equities | North America | 3.1% | 5.5% | 5.5% | 3.7% | 9.8% | 3.0% | 2.1% | -34.1% |
Sweden | EWD | Global Equities | Europe | 3.1% | 22.3% | 22.3% | 9.1% | 10.1% | 5.1% | 6.1% | -22.3% |
Germany | EWG | Global Equities | Europe | 5.3% | 10.6% | 10.6% | 1.2% | 6.5% | 2.3% | 5.3% | -35.4% |
Hong Kong | EWH | Global Equities | Asia and Australia | 4.5% | 4.2% | 4.2% | 1.7% | 7.8% | 5.8% | 5.8% | -23.0% |
Italy | EWI | Global Equities | Europe | 3.9% | 1.7% | 1.7% | 2.2% | 4.7% | 2.1% | 1.9% | -35.5% |
Japan | EWJ | Global Equities | Asia and Australia | 5.3% | 15.4% | 15.4% | 5.8% | 8.6% | 6.4% | 6.1% | -18.6% |
Belgium | EWK | Global Equities | Europe | 3.1% | -0.9% | -0.9% | -0.2% | 3.9% | 4.8% | 7.1% | -33.0% |
Switzerland | EWL | Global Equities | Europe | 5.1% | 11.8% | 11.8% | 10.1% | 9.9% | 6.8% | 8.4% | -18.1% |
Malaysia | EWM | Global Equities | Asia and Australia | 3.9% | 3.2% | 3.2% | -1.6% | 2.6% | -3.2% | -0.4% | -39.0% |
Netherlands | EWN | Global Equities | Europe | 6.6% | 23.2% | 23.2% | 11.4% | 14.0% | 9.1% | 9.3% | -23.2% |
Austria | EWO | Global Equities | Europe | 10.9% | -3.7% | -3.7% | -4.5% | 7.4% | 2.4% | 1.3% | -47.6% |
Spain | EWP | Global Equities | Europe | 2.8% | -4.9% | -4.9% | -3.4% | 2.4% | -1.7% | 1.1% | -41.6% |
France | EWQ | Global Equities | Europe | 2.9% | 2.9% | 2.9% | 4.3% | 9.0% | 4.6% | 5.7% | -28.3% |
Singapore | EWS | Global Equities | Asia and Australia | 3.3% | -8.5% | -8.5% | -2.4% | 4.7% | 0.8% | 1.3% | -32.1% |
Taiwan | EWT | Global Equities | Asia and Australia | 9.4% | 31.5% | 31.5% | 16.5% | 18.7% | 11.9% | 8.2% | -22.7% |
UK | EWU | Global Equities | Europe | 4.8% | -11.8% | -11.8% | -2.9% | 1.9% | -0.8% | 2.3% | -30.0% |
Mexico | EWW | Global Equities | North America | 7.2% | -3.1% | -3.1% | -2.3% | -0.9% | -4.5% | -1.8% | -55.5% |
S Korea | EWY | Global Equities | Asia and Australia | 13.5% | 39.4% | 39.4% | 6.2% | 13.5% | 6.0% | 5.1% | -37.9% |
Brazil | EWZ | Global Equities | South America | 12.3% | -20.3% | -20.3% | -0.3% | 15.0% | -0.1% | -4.6% | -61.5% |
Industrials | EXI | Global Sectors | Industrials | 2.4% | 11.3% | 11.3% | 6.6% | 11.5% | 7.8% | 9.1% | -27.0% |
S Africa | EZA | Global Equities | Mideast and Africa | 11.1% | -5.2% | -5.2% | -8.1% | 4.3% | -0.9% | -1.2% | -54.0% |
EMU | EZU | Global Equities | Europe | 4.1% | 6.7% | 6.7% | 3.0% | 7.3% | 3.4% | 5.0% | -30.2% |
iSh MSCI Frontier 100 | FM | Global Asset Classes | Int'l Equity: Frontier | 4.9% | -3.4% | -3.4% | -1.7% | 5.7% | |||
AUStralia | FXA | Global Asset Classes | Currency: AUS Dollar | 5.0% | 9.5% | 9.5% | -0.0% | 1.7% | -1.2% | -1.4% | -31.4% |
GBP UK Pound | FXB | Global Asset Classes | Currency: GBP Pound | 2.5% | 2.9% | 2.9% | 0.2% | -1.8% | -3.0% | -1.6% | -29.9% |
CAN Canada Dollar | FXC | Global Asset Classes | Currency: CAN Dollar | 2.0% | 1.9% | 1.9% | -0.1% | 1.8% | -2.5% | -2.3% | -24.0% |
EUR Euro | FXE | Global Asset Classes | Currency: EUR Euro | 2.3% | 7.9% | 7.9% | -0.3% | 1.5% | -2.4% | -1.5% | -25.3% |
CHF Swiss Franc | FXF | Global Asset Classes | Currency: CHF Franc | 2.6% | 8.2% | 8.2% | 2.1% | 1.3% | -0.9% | -0.3% | -18.0% |
JPY Japan Yen | FXY | Global Asset Classes | Currency: JPY Yen | 1.1% | 4.6% | 4.6% | 2.4% | 2.6% | -0.2% | -2.8% | -18.7% |
Greece | GREK | Global Equities | Europe | 12.7% | -13.9% | -13.9% | -3.8% | 3.6% | -11.3% | -74.1% | |
Muni Hi Yield | HYD | Global Asset Classes | Fixed Income | 1.7% | 0.2% | 0.2% | 3.4% | 4.1% | 5.7% | 5.6% | -20.1% |
Clean Energy | ICLN | Global Sectors | Clean Energy | 20.2% | 141.8% | 141.8% | 47.0% | 26.2% | 17.9% | 8.7% | -33.1% |
US Treas 7-10yr | IEF | Global Asset Classes | Fixed Income | -0.2% | 10.0% | 10.0% | 6.3% | 4.4% | 4.7% | 4.5% | -7.2% |
Infrastructure | IGF | Global Sectors | Infrastructure | 3.0% | -6.5% | -6.5% | 1.9% | 6.7% | 4.4% | 5.4% | -29.6% |
US Corp Med 5-10y | IGIB | Global Asset Classes | Fixed Income | 0.5% | 9.6% | 9.6% | 7.7% | 5.9% | 4.8% | 4.6% | -7.9% |
Intl Treas | IGOV | Global Asset Classes | Fixed Income | 2.5% | 10.9% | 10.9% | 3.9% | 4.7% | 1.9% | 1.9% | -15.4% |
MktVectors Intl Hi Yield | IHY | Global Asset Classes | Fixed Income | 3.1% | 8.6% | 8.6% | 5.2% | 7.9% | 4.3% | -14.9% | |
India | INDY | Global Equities | Asia and Australia | 8.8% | 10.0% | 10.0% | 5.0% | 9.8% | 9.3% | 3.6% | -34.0% |
MktVectors Intermed Muni | ITM | Global Asset Classes | Fixed Income | 0.8% | 5.9% | 5.9% | 4.8% | 3.8% | 4.7% | 4.7% | -7.0% |
US Large Core | IWB | Global Asset Classes | U.S. Equity: Lg / Mid | 4.1% | 20.8% | 20.8% | 14.6% | 15.4% | 12.9% | 13.8% | -20.3% |
iSh Russell | IWC | Global Asset Classes | U.S. Equity: Micro Cap | 7.6% | 20.9% | 20.9% | 8.7% | 11.8% | 8.1% | 10.4% | -37.7% |
iSh Russ 1000 Val | IWD | Global Asset Classes | U.S. Equity: Lg Cap Val | 3.7% | 2.7% | 2.7% | 5.9% | 9.6% | 8.0% | 10.3% | -26.7% |
iSh Russ 1000 Gro | IWF | Global Asset Classes | U.S. Equity: Lg Cap Gro | 4.4% | 38.3% | 38.3% | 22.7% | 20.8% | 17.3% | 17.0% | -16.0% |
iSh Russ 2000 | IWM | Global Asset Classes | U.S. Equity: Sm Cap | 8.6% | 20.0% | 20.0% | 10.2% | 13.3% | 9.4% | 11.2% | -32.3% |
iSh Russ 2000 Val | IWN | Global Asset Classes | U.S. Equity: Sm Cap Val | 8.0% | 4.7% | 4.7% | 3.6% | 9.6% | 6.1% | 8.5% | -37.9% |
iSh Russell 2000 | IWO | Global Asset Classes | U.S. Equity: Sm Cap Gro | 9.3% | 34.7% | 34.7% | 16.2% | 16.4% | 12.2% | 13.6% | -27.3% |
iSh US Mid Growth | IWP | Global Asset Classes | U.S. Equity: Mid Cap Gro | 4.7% | 35.2% | 35.2% | 20.2% | 18.4% | 14.5% | 14.8% | -20.9% |
iSh US Mid Core | IWR | Global Asset Classes | U.S. Equity: Mid Cap | 4.7% | 16.9% | 16.9% | 11.5% | 13.2% | 10.8% | 12.2% | -27.1% |
iSh US Mid Value | IWS | Global Asset Classes | U.S. Equity: Mid Cap Val | 4.6% | 4.8% | 4.8% | 5.2% | 9.5% | 8.0% | 10.3% | -31.7% |
iSh Russell 3000 | IWV | Global Asset Classes | U.S. Equity: Lg Cap | 4.4% | 20.5% | 20.5% | 14.2% | 15.2% | 12.6% | 13.6% | -20.9% |
Energy | IXC | Global Sectors | Energy | 4.1% | -30.9% | -30.9% | -12.8% | -2.2% | -6.7% | -3.0% | -59.7% |
Financials | IXG | Global Sectors | Financials | 5.4% | -3.0% | -3.0% | 0.4% | 6.9% | 4.8% | 6.2% | -33.2% |
Healthcare | IXJ | Global Sectors | Healthcare | 3.5% | 12.7% | 12.7% | 12.6% | 10.1% | 10.5% | 13.5% | -15.1% |
Technology | IXN | Global Sectors | Technology | 6.6% | 43.6% | 43.6% | 26.2% | 26.4% | 21.3% | 18.4% | -17.9% |
Telecom | IXP | Global Sectors | Telecommunications | 2.5% | 22.2% | 22.2% | 9.7% | 8.2% | 5.6% | 7.0% | -15.8% |
iShares Real Estate | IYR | Global Asset Classes | U.S. Real Estate | 2.5% | -6.1% | -6.1% | 4.8% | 6.1% | 8.2% | 8.1% | -26.4% |
US Hi Yield | JNK | Global Asset Classes | Fixed Income | 2.1% | 5.0% | 5.0% | 5.3% | 7.2% | 4.1% | 5.3% | -13.2% |
Global Utilities | JXI | Global Sectors | Utilities | 2.3% | 5.2% | 5.2% | 10.1% | 10.2% | 8.3% | 6.9% | -18.6% |
Consumer Staples | KXI | Global Sectors | Consumer Staples | 3.0% | 7.7% | 7.7% | 5.9% | 7.2% | 6.9% | 9.0% | -13.8% |
US Mort Backed | MBB | Global Asset Classes | Fixed Income | 0.2% | 4.1% | 4.1% | 3.7% | 3.0% | 3.2% | 2.8% | -2.3% |
China | MCHI | Global Equities | Asia and Australia | 2.2% | 27.8% | 27.8% | 8.2% | 14.3% | 9.6% | -38.3% | |
Materials | MXI | Global Sectors | Materials | 6.6% | 22.3% | 22.3% | 7.8% | 15.1% | 6.3% | 3.4% | -34.1% |
Norway | NORW | Global Equities | Europe | 8.4% | 2.6% | 2.6% | 2.0% | 8.8% | -0.3% | 1.2% | -44.2% |
PwrSh Emerg Mkt Sov Debt | PCY | Global Asset Classes | Fixed Income: Aggregate | 2.7% | 2.3% | 2.3% | 4.1% | 6.2% | 6.0% | 5.9% | -19.1% |
PowerShares QQQ | QQQ | Global Asset Classes | U.S. Equity: Lg Cap Gro | 4.9% | 48.6% | 48.6% | 27.3% | 24.0% | 21.1% | 20.4% | -17.0% |
Consumer Discretionary | RXI | Global Sectors | Consumer Discretionary | 4.6% | 24.5% | 24.5% | 13.9% | 13.4% | 10.7% | 12.9% | -24.9% |
Intl Dev Sm Cap | SCZ | Global Asset Classes | Int'l Equity: Small Cap | 7.1% | 11.7% | 11.7% | 4.8% | 9.4% | 7.0% | 7.8% | -29.5% |
iSh Treas 1-3y | SHY | Global Asset Classes | Fixed Income: Short-Term | 0.0% | 3.0% | 3.0% | 2.6% | 1.8% | 1.4% | 1.2% | -0.9% |
US Equity: Russell 3000 | SPTM | Global Equities | North America | 4.0% | 18.0% | 18.0% | 13.6% | 14.8% | 12.4% | 13.5% | -20.5% |
S&P 500 | SPY | Global Asset Classes | U.S. Equity: Lg Cap | 3.7% | 18.4% | 18.4% | 14.0% | 15.1% | 12.8% | 13.8% | -19.4% |
Thailand | THD | Global Equities | Asia and Australia | 3.0% | -9.9% | -9.9% | -3.6% | 8.3% | 4.3% | 4.4% | -40.0% |
US Inflation Prot | TIP | Global Asset Classes | Fixed Income | 1.1% | 10.8% | 10.8% | 5.8% | 5.0% | 3.8% | 3.7% | -4.8% |
iShares Treas 20y+ | TLT | Global Asset Classes | Fixed Income: Long-Term | -1.2% | 18.2% | 18.2% | 9.9% | 7.9% | 9.0% | 8.1% | -15.3% |
Turkey | TUR | Global Equities | Mideast and Africa | 19.3% | -1.9% | -1.9% | -13.1% | -3.7% | -5.8% | -6.7% | -64.4% |
USD US Dollar indx | UUP | Global Asset Classes | Currency: USD index | -2.3% | -6.7% | -6.7% | 1.0% | -0.7% | 2.0% | 0.9% | -12.0% |
Vietnam | VNM | Global Equities | Asia and Australia | 10.0% | 9.8% | 9.8% | -0.0% | 4.6% | 0.7% | -2.2% | -49.2% |
Vanguard Real Estate | VNQ | Global Asset Classes | U.S. Real Estate | 2.7% | -4.7% | -4.7% | 4.9% | 5.6% | 8.4% | 8.7% | -25.1% |
Timber & Forestry | WOOD | Global Sectors | Timber and Forestry | 10.9% | 20.3% | 20.3% | 5.8% | 12.8% | 7.9% | 7.8% | -37.8% |