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 | -3.3% | 3.9% | -8.3% | 8.7% | 5.9% | 9.9% | 7.9% | -25.7% |
U.S. Total Bond Market | AGG | Global Asset Classes | Fixed Income: Aggregate | -2.7% | 0.6% | -9.7% | -3.8% | 0.5% | 0.6% | 1.1% | -17.1% |
Alerian US MLP | AMLP | Global Asset Classes | Equity: MLP | -1.9% | 4.1% | 11.7% | 15.3% | 3.6% | 4.8% | 0.2% | -66.0% |
Argentina | ARGT | Global Equities | South America | -2.2% | 16.9% | 26.3% | 21.7% | 2.7% | 12.7% | 9.9% | -55.9% |
T-Bill 1-3 Month | BIL | Global Asset Classes | Fixed Income: Cash-like | 0.1% | 0.4% | 1.8% | 0.6% | 1.1% | 1.0% | 0.6% | -0.2% |
U.S. Total Bond Market | BND | Global Asset Classes | Fixed Income: Aggregate | -2.7% | 0.3% | -10.0% | -3.9% | 0.5% | 0.6% | 1.1% | -17.3% |
CHN PRC Renminbi | CYB | Global Asset Classes | Currency: CHN Renminbi | -2.8% | -0.0% | -6.9% | 2.6% | 0.6% | 1.7% | 1.3% | -12.2% |
Agriculture | DBA | Global Asset Classes | Commodities | -0.2% | 0.2% | -3.1% | 10.0% | 1.7% | 0.6% | -2.3% | -37.2% |
Industrial Metals | DBB | Global Asset Classes | Commodities | -7.9% | 4.1% | -16.4% | 14.3% | 1.8% | 7.8% | 1.2% | -35.7% |
Oil | DBO | Global Asset Classes | Commodities | -2.8% | -3.4% | -6.5% | 22.1% | 7.5% | 10.7% | -5.2% | -58.2% |
Chile | ECH | Global Equities | South America | -3.9% | 3.8% | 15.2% | 5.5% | -9.3% | 0.4% | -5.9% | -59.6% |
iShares MSCI | EEM | Global Asset Classes | Equity: Emerging Mkts | -7.6% | 0.9% | -16.2% | 0.0% | -2.4% | 5.6% | 0.9% | -36.5% |
Intl Dev Core | EFA | Global Asset Classes | Int'l Equity: Lg Cap | -3.1% | 5.7% | -2.8% | 6.6% | 2.7% | 6.8% | 4.8% | -27.6% |
iSh EAFE Growth | EFG | Global Asset Classes | Int'l Equity: Lg Cap Gro | -3.7% | 5.3% | -7.0% | 4.9% | 3.3% | 6.9% | 5.3% | -33.6% |
iSh EAFE Value | EFV | Global Asset Classes | Int'l Equity: Lg Cap Val | -2.2% | 5.8% | 1.2% | 7.1% | 1.3% | 6.1% | 3.6% | -33.2% |
Eqypt | EGPT | Global Equities | Mideast and Africa | -1.5% | -9.5% | -24.8% | -9.5% | -9.7% | -7.1% | -7.4% | -53.1% |
Indonesia | EIDO | Global Equities | Asia and Australia | -1.4% | 2.3% | -3.6% | 3.8% | -2.5% | 1.8% | -2.3% | -48.6% |
Israel | EIS | Global Equities | Mideast and Africa | -7.3% | -3.3% | -25.9% | 0.4% | 2.3% | 3.8% | 3.8% | -29.5% |
iShares Emerg | EMB | Global Asset Classes | Fixed Income: Aggregate | -2.7% | 1.1% | -10.2% | -5.5% | -1.0% | 1.3% | 1.2% | -26.7% |
Emerg Mkt Hi Yld | EMHY | Global Asset Classes | Fixed Income | -2.8% | 1.4% | -5.4% | -2.9% | -0.6% | 2.4% | 1.5% | -24.7% |
New Zealand | ENZL | Global Equities | Asia and Australia | -6.1% | 0.8% | -8.5% | -0.8% | 2.8% | 7.6% | 6.6% | -37.3% |
Philippines | EPHE | Global Equities | Asia and Australia | -6.1% | 0.8% | -18.5% | -2.2% | -5.2% | -2.2% | -3.2% | -41.5% |
Poland | EPOL | Global Equities | Europe | -5.8% | 2.0% | -9.6% | -0.8% | -8.0% | 0.5% | -3.1% | -60.4% |
Peru | EPU | Global Equities | South America | -6.6% | 1.3% | -12.1% | 1.1% | -4.3% | 7.0% | -1.9% | -45.0% |
Australia | EWA | Global Equities | Asia and Australia | -8.0% | 2.9% | -0.0% | 8.7% | 4.5% | 8.7% | 3.0% | -31.4% |
Canada | EWC | Global Equities | North America | -5.0% | 4.0% | -8.9% | 9.6% | 6.5% | 9.0% | 4.1% | -26.9% |
Sweden | EWD | Global Equities | Europe | 1.1% | 9.2% | -3.4% | 8.6% | 4.7% | 7.6% | 4.7% | -40.3% |
Germany | EWG | Global Equities | Europe | -2.7% | 10.4% | -3.3% | 4.0% | -0.9% | 4.8% | 3.4% | -41.7% |
Hong Kong | EWH | Global Equities | Asia and Australia | -7.6% | -3.0% | -7.6% | -1.3% | -1.8% | 4.8% | 3.2% | -40.4% |
Italy | EWI | Global Equities | Europe | -0.9% | 11.4% | 3.7% | 6.4% | 2.3% | 7.7% | 5.0% | -33.4% |
Japan | EWJ | Global Equities | Asia and Australia | -4.7% | 2.8% | -10.1% | 3.4% | -0.1% | 5.3% | 4.8% | -28.9% |
Belgium | EWK | Global Equities | Europe | -1.0% | 4.1% | -4.1% | 5.0% | -0.7% | 4.4% | 5.5% | -33.0% |
Switzerland | EWL | Global Equities | Europe | -4.2% | 3.4% | -7.7% | 6.5% | 6.5% | 8.5% | 6.5% | -27.6% |
Malaysia | EWM | Global Equities | Asia and Australia | -8.6% | -4.8% | -13.6% | -1.5% | -5.7% | -1.0% | -3.0% | -33.7% |
Netherlands | EWN | Global Equities | Europe | -3.3% | 9.6% | -2.9% | 11.7% | 7.0% | 10.8% | 9.3% | -41.3% |
Austria | EWO | Global Equities | Europe | 1.2% | 12.8% | 1.1% | 8.6% | -0.3% | 9.1% | 4.5% | -47.6% |
Spain | EWP | Global Equities | Europe | 1.9% | 13.4% | 10.4% | 4.1% | -0.6% | 4.6% | 2.5% | -38.7% |
France | EWQ | Global Equities | Europe | -1.2% | 10.3% | 6.7% | 11.1% | 5.7% | 9.9% | 7.3% | -29.1% |
Singapore | EWS | Global Equities | Asia and Australia | -5.9% | 1.7% | -6.5% | -0.7% | -2.7% | 3.7% | 0.3% | -32.1% |
Taiwan | EWT | Global Equities | Asia and Australia | -2.5% | 8.8% | -19.4% | 13.0% | 9.2% | 12.9% | 9.1% | -37.5% |
UK | EWU | Global Equities | Europe | -0.9% | 5.3% | -0.4% | 6.9% | 2.4% | 5.1% | 3.0% | -30.0% |
Mexico | EWW | Global Equities | North America | -0.0% | 16.6% | 18.6% | 14.2% | 5.5% | 4.9% | 0.0% | -46.6% |
S Korea | EWY | Global Equities | Asia and Australia | -7.8% | 3.6% | -18.2% | 3.5% | -2.6% | 5.1% | 1.1% | -48.1% |
Brazil | EWZ | Global Equities | South America | -10.1% | -2.5% | -6.7% | -3.8% | -4.4% | 9.1% | -2.8% | -50.3% |
Industrials | EXI | Global Sectors | Industrials | -1.3% | 4.8% | -0.0% | 10.5% | 5.4% | 9.7% | 8.6% | -27.0% |
S Africa | EZA | Global Equities | Mideast and Africa | -9.3% | -3.4% | -19.3% | 4.5% | -5.5% | 3.5% | -0.5% | -54.0% |
EMU | EZU | Global Equities | Europe | -1.7% | 10.4% | 2.0% | 7.5% | 2.5% | 7.3% | 5.4% | -34.7% |
iSh MSCI Frontier 100 | FM | Global Asset Classes | Int'l Equity: Frontier | -6.1% | -2.9% | -25.0% | -0.9% | -3.6% | 3.3% | -35.1% | |
AUStralia | FXA | Global Asset Classes | Currency: AUS Dollar | -4.7% | -1.2% | -7.5% | 0.8% | -2.7% | -0.5% | -3.4% | -22.7% |
GBP UK Pound | FXB | Global Asset Classes | Currency: GBP Pound | -2.2% | -0.0% | -9.8% | -2.2% | -2.7% | -2.2% | -2.5% | -24.9% |
CAN Canada Dollar | FXC | Global Asset Classes | Currency: CAN Dollar | -2.5% | -0.6% | -6.6% | -0.6% | -1.0% | -0.1% | -2.7% | -12.8% |
EUR Euro | FXE | Global Asset Classes | Currency: EUR Euro | -2.7% | -1.2% | -6.2% | -2.2% | -3.6% | -1.2% | -2.8% | -24.4% |
CHF Swiss Franc | FXF | Global Asset Classes | Currency: CHF Franc | -2.8% | -1.9% | -3.5% | -0.3% | -1.0% | -0.3% | -1.0% | -13.4% |
JPY Japan Yen | FXY | Global Asset Classes | Currency: JPY Yen | -4.5% | -3.7% | -16.1% | -8.0% | -5.3% | -3.2% | -4.3% | -34.0% |
Greece | GREK | Global Equities | Europe | 7.0% | 22.2% | 23.7% | 16.3% | 3.7% | 10.3% | -3.4% | -47.1% |
Muni Hi Yield | HYD | Global Asset Classes | Fixed Income | -2.6% | 1.0% | -11.5% | -4.7% | -0.2% | 1.0% | 1.6% | -20.1% |
Clean Energy | ICLN | Global Sectors | Clean Energy | -7.4% | -3.3% | -6.5% | 16.2% | 17.0% | 14.6% | 12.4% | -36.4% |
US Treas 7-10yr | IEF | Global Asset Classes | Fixed Income | -3.3% | 0.2% | -13.1% | -5.4% | 0.3% | -0.4% | 0.6% | -21.2% |
Infrastructure | IGF | Global Sectors | Infrastructure | -3.6% | 1.5% | -1.0% | 4.3% | 4.7% | 6.3% | 5.3% | -29.6% |
US Corp Med 5-10y | IGIB | Global Asset Classes | Fixed Income | -3.2% | 1.0% | -9.8% | -3.3% | 1.6% | 1.7% | 1.7% | -18.7% |
Intl Treas | IGOV | Global Asset Classes | Fixed Income | -5.4% | -1.9% | -20.4% | -8.7% | -5.3% | -2.5% | -2.2% | -33.9% |
MktVectors Intl Hi Yield | IHY | Global Asset Classes | Fixed Income | -2.3% | 1.6% | -6.7% | -2.3% | -0.3% | 3.2% | 1.9% | -26.7% |
India | INDY | Global Equities | Asia and Australia | -3.2% | -3.3% | -6.4% | 9.0% | 5.2% | 10.2% | 7.1% | -34.0% |
MktVectors Intermed Muni | ITM | Global Asset Classes | Fixed Income | -2.5% | -0.0% | -5.9% | -2.4% | 1.3% | 1.1% | 1.8% | -15.0% |
US Large Core | IWB | Global Asset Classes | U.S. Equity: Lg / Mid | -2.4% | 4.1% | -8.4% | 11.7% | 9.5% | 12.7% | 12.0% | -24.6% |
iSh Russell | IWC | Global Asset Classes | U.S. Equity: Micro Cap | -2.9% | 6.4% | -8.8% | 10.3% | 5.0% | 10.0% | 8.8% | -37.7% |
iSh Russ 1000 Val | IWD | Global Asset Classes | U.S. Equity: Lg Cap Val | -3.5% | 1.4% | -3.0% | 10.6% | 7.0% | 10.0% | 9.4% | -26.7% |
iSh Russ 1000 Gro | IWF | Global Asset Classes | U.S. Equity: Lg Cap Gro | -1.2% | 7.0% | -13.5% | 11.8% | 11.3% | 14.8% | 14.1% | -30.8% |
iSh Russ 2000 | IWM | Global Asset Classes | U.S. Equity: Sm Cap | -1.7% | 7.9% | -6.1% | 10.1% | 5.9% | 10.5% | 9.0% | -32.3% |
iSh Russ 2000 Val | IWN | Global Asset Classes | U.S. Equity: Sm Cap Val | -2.3% | 7.2% | -4.5% | 12.6% | 6.2% | 10.1% | 8.3% | -37.9% |
iSh Russell 2000 | IWO | Global Asset Classes | U.S. Equity: Sm Cap Gro | -1.2% | 8.6% | -8.0% | 6.3% | 5.0% | 10.3% | 9.3% | -33.6% |
iSh US Mid Growth | IWP | Global Asset Classes | U.S. Equity: Mid Cap Gro | -1.0% | 7.6% | -8.3% | 8.5% | 8.6% | 11.9% | 11.3% | -34.2% |
iSh US Mid Core | IWR | Global Asset Classes | U.S. Equity: Mid Cap | -2.5% | 5.6% | -5.2% | 11.2% | 8.2% | 11.2% | 10.5% | -27.1% |
iSh US Mid Value | IWS | Global Asset Classes | U.S. Equity: Mid Cap Val | -3.2% | 4.6% | -3.6% | 11.7% | 7.1% | 10.0% | 9.4% | -31.7% |
iSh Russell 3000 | IWV | Global Asset Classes | U.S. Equity: Lg Cap | -2.4% | 4.2% | -8.4% | 11.6% | 9.2% | 12.4% | 11.7% | -24.6% |
Energy | IXC | Global Sectors | Energy | -4.9% | -1.9% | 19.2% | 21.7% | 7.7% | 9.6% | 3.6% | -54.4% |
Financials | IXG | Global Sectors | Financials | -2.3% | 6.1% | -1.9% | 10.2% | 3.6% | 10.1% | 7.3% | -33.2% |
Healthcare | IXJ | Global Sectors | Healthcare | -4.5% | -5.0% | -2.2% | 9.9% | 8.9% | 9.7% | 10.6% | -16.0% |
Technology | IXN | Global Sectors | Technology | -0.7% | 9.8% | -12.3% | 14.5% | 13.5% | 19.3% | 16.9% | -34.3% |
Telecom | IXP | Global Sectors | Telecommunications | -4.3% | 9.1% | -18.9% | 2.0% | 2.7% | 2.7% | 4.0% | -41.0% |
iShares Real Estate | IYR | Global Asset Classes | U.S. Real Estate | -6.0% | 3.4% | -12.0% | 2.2% | 6.3% | 6.1% | 5.9% | -28.6% |
US Hi Yield | JNK | Global Asset Classes | Fixed Income | -2.4% | 1.0% | -8.0% | -0.4% | 1.7% | 4.0% | 2.5% | -16.2% |
Global Utilities | JXI | Global Sectors | Utilities | -4.6% | -4.5% | -4.8% | 2.8% | 7.5% | 7.2% | 7.0% | -18.6% |
Consumer Staples | KXI | Global Sectors | Consumer Staples | -2.6% | -1.2% | -3.4% | 7.8% | 5.7% | 6.0% | 6.5% | -16.4% |
US Mort Backed | MBB | Global Asset Classes | Fixed Income | -2.7% | 0.5% | -9.2% | -3.7% | -0.2% | -0.1% | 0.6% | -16.2% |
China | MCHI | Global Equities | Asia and Australia | -10.7% | 0.8% | -16.7% | -7.1% | -5.8% | 5.0% | 1.9% | -58.7% |
Materials | MXI | Global Sectors | Materials | -6.0% | 4.3% | -3.6% | 16.1% | 6.6% | 12.6% | 5.8% | -28.5% |
Norway | NORW | Global Equities | Europe | -0.7% | -0.5% | -13.4% | 7.9% | 1.1% | 7.4% | 1.1% | -43.7% |
PwrSh Emerg Mkt Sov Debt | PCY | Global Asset Classes | Fixed Income: Aggregate | -2.6% | 3.0% | -11.2% | -8.5% | -2.7% | -0.2% | 0.4% | -35.4% |
PowerShares QQQ | QQQ | Global Asset Classes | U.S. Equity: Lg Cap Gro | -0.4% | 10.2% | -14.7% | 13.3% | 12.7% | 17.2% | 17.0% | -32.6% |
Consumer Discretionary | RXI | Global Sectors | Consumer Discretionary | -3.9% | 10.4% | -10.1% | 7.9% | 5.3% | 9.0% | 9.3% | -31.6% |
Intl Dev Sm Cap | SCZ | Global Asset Classes | Int'l Equity: Small Cap | -3.1% | 4.9% | -9.4% | 5.0% | 0.7% | 6.4% | 5.9% | -34.6% |
iSh Treas 1-3y | SHY | Global Asset Classes | Fixed Income: Short-Term | -0.8% | -0.0% | -2.8% | -1.0% | 0.7% | 0.5% | 0.5% | -5.3% |
US Equity: Russell 3000 | SPTM | Global Equities | North America | -2.3% | 4.0% | -7.2% | 12.3% | 9.8% | 12.8% | 12.0% | -23.6% |
S&P 500 | SPY | Global Asset Classes | U.S. Equity: Lg Cap | -2.5% | 3.6% | -7.8% | 12.0% | 9.7% | 12.8% | 12.2% | -23.9% |
Thailand | THD | Global Equities | Asia and Australia | -10.7% | -5.4% | -8.8% | 3.1% | -4.3% | 4.3% | 0.2% | -40.0% |
US Inflation Prot | TIP | Global Asset Classes | Fixed Income | -1.4% | 0.7% | -10.5% | 0.1% | 2.4% | 2.1% | 1.1% | -13.9% |
iShares Treas 20y+ | TLT | Global Asset Classes | Fixed Income: Long-Term | -4.9% | 2.4% | -25.5% | -11.6% | -1.0% | -1.4% | 0.8% | -41.6% |
Turkey | TUR | Global Equities | Mideast and Africa | 4.7% | -4.1% | 95.8% | 17.2% | -1.7% | 2.0% | -3.6% | -58.7% |
USD US Dollar indx | UUP | Global Asset Classes | Currency: USD index | 3.3% | 2.2% | 10.8% | 2.6% | 4.3% | 2.0% | 2.7% | -12.0% |
Vietnam | VNM | Global Equities | Asia and Australia | -12.6% | -4.9% | -41.8% | -5.8% | -9.0% | -2.0% | -4.6% | -46.5% |
Vanguard Real Estate | VNQ | Global Asset Classes | U.S. Real Estate | -5.9% | 3.9% | -13.3% | 2.9% | 7.1% | 5.7% | 6.3% | -29.3% |
Timber & Forestry | WOOD | Global Sectors | Timber and Forestry | -6.1% | 1.3% | -14.8% | 10.3% | 1.2% | 10.3% | 6.2% | -37.8% |