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Ingredient Summary Page

for period ending June 30, 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: Core1.3%12.3%39.3%14.7%14.7%9.9%9.9%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.8%-1.7%-0.5%5.3%2.9%3.2%3.3%-3.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP6.0%48.3%63.8%-1.5%-2.5%-5.0%-0.1%-72.2%
ArgentinaARGTGlobal EquitiesSouth America1.1%2.1%30.0%5.7%7.6%5.6%1.3%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like-0.0%-0.1%-0.1%1.2%1.0%0.7%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate0.9%-1.8%-0.6%5.4%3.0%3.3%3.4%-3.9%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi-1.6%1.8%12.6%3.4%3.4%2.0%2.0%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities0.2%15.4%37.9%2.0%-2.8%-5.0%-4.9%-48.3%
Industrial MetalsDBBGlobal Asset ClassesCommodities-4.4%17.1%48.6%5.4%8.9%2.8%-1.5%-35.7%
OilDBOGlobal Asset ClassesCommodities9.1%52.9%84.4%1.7%7.4%-11.5%-7.6%-80.5%
ChileECHGlobal EquitiesSouth America0.2%-2.4%17.6%-13.0%-3.1%-4.6%-7.6%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts0.9%7.2%39.9%10.7%12.2%5.7%3.6%-30.2%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap-1.1%9.6%32.6%8.5%10.1%4.9%5.8%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro0.1%7.2%30.6%12.4%12.1%7.5%7.4%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val-2.4%11.5%33.4%3.8%7.6%1.8%3.7%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa2.1%-0.2%9.4%-9.3%-5.2%-11.5%-6.2%-70.0%
IndonesiaEIDOGlobal EquitiesAsia and Australia-4.5%-12.9%14.2%-2.7%-2.2%-2.2%-3.0%-48.6%
IsraelEISGlobal EquitiesMideast and Africa1.6%8.8%34.7%11.3%9.6%5.8%4.3%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate0.9%-1.4%7.0%6.6%4.2%4.3%5.0%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income0.3%0.9%12.4%6.2%4.5%4.0% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia-0.6%-10.0%9.4%10.6%10.7%9.1%10.9%-22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia1.2%-4.7%16.1%1.7%-4.0%-1.8%3.2%-43.0%
PolandEPOLGlobal EquitiesEurope-4.5%13.2%30.2%1.4%6.9%-2.4%-2.7%-51.3%
PeruEPUGlobal EquitiesSouth America-11.0%-15.5%3.6%-7.6%1.0%-0.9%-0.5%-45.0%
RussiaERUSGlobal EquitiesEurope3.8%20.3%38.6%16.0%16.0%6.2%1.4%-35.7%
AustraliaEWAGlobal EquitiesAsia and Australia-1.5%10.0%37.9%8.8%10.4%4.4%4.6%-31.4%
CanadaEWCGlobal EquitiesNorth America-1.0%21.6%46.7%11.8%11.1%4.3%3.9%-34.1%
SwedenEWDGlobal EquitiesEurope-2.0%19.3%54.0%18.0%14.7%7.6%7.5%-22.3%
GermanyEWGGlobal EquitiesEurope-1.7%10.8%31.4%7.3%10.0%3.7%4.8%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia-3.6%10.0%28.0%6.2%9.7%6.7%6.9%-23.0%
ItalyEWIGlobal EquitiesEurope-2.2%11.4%37.3%6.8%11.5%1.9%2.0%-33.4%
JapanEWJGlobal EquitiesAsia and Australia-0.8%0.7%24.4%6.9%9.7%6.6%6.6%-18.6%
BelgiumEWKGlobal EquitiesEurope-1.8%13.6%36.1%5.8%6.9%5.8%7.5%-33.0%
SwitzerlandEWLGlobal EquitiesEurope1.6%10.8%27.2%16.4%12.7%7.4%8.6%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia-3.9%-8.5%4.5%-3.3%-0.8%-4.7%-2.0%-39.0%
NetherlandsEWNGlobal EquitiesEurope-1.5%18.0%49.6%18.6%18.1%11.6%10.6%-23.2%
AustriaEWOGlobal EquitiesEurope-4.1%22.0%63.6%4.1%13.6%5.2%2.9%-47.6%
SpainEWPGlobal EquitiesEurope-6.2%6.6%30.6%0.7%5.8%-2.4%0.1%-38.9%
FranceEWQGlobal EquitiesEurope-1.8%15.1%40.3%9.4%12.8%6.1%5.7%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia-2.4%9.5%27.4%2.5%5.3%1.5%2.1%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia2.5%20.5%62.0%24.2%20.9%13.4%10.5%-22.7%
UKEWUGlobal EquitiesEurope-1.6%13.5%30.6%1.5%5.1%0.3%3.1%-30.0%
MexicoEWWGlobal EquitiesNorth America0.5%12.5%53.5%2.7%1.0%-2.9%-0.8%-55.5%
S KoreaEWYGlobal EquitiesAsia and Australia1.2%8.3%64.4%12.8%14.2%7.1%5.2%-37.9%
BrazilEWZGlobal EquitiesSouth America5.8%11.0%44.2%11.0%8.8%0.1%-3.2%-61.5%
IndustrialsEXIGlobal SectorsIndustrials-2.3%12.7%45.1%12.5%13.3%9.2%9.7%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa-7.1%12.5%45.8%1.5%3.5%-0.3%0.3%-54.0%
EMUEZUGlobal EquitiesEurope-1.8%13.0%38.5%8.5%11.3%4.6%5.0%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier4.8%18.8%40.2%8.1%9.3%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-2.8%-3.0%8.2%0.6%0.5%-2.6%-2.3%-30.9%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-2.5%1.0%11.2%1.4%0.5%-3.3%-1.8%-29.0%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar-2.6%2.4%9.0%2.2%0.9%-2.1%-2.4%-22.6%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-2.8%-3.4%4.5%-0.4%0.5%-2.8%-2.6%-22.6%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-2.9%-4.9%1.2%1.1%-0.1%-1.7%-1.8%-15.1%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.2%-7.4%-3.4%-0.7%-2.0%-1.8%-3.6%-17.4%
GreeceGREKGlobal EquitiesEurope-1.6%9.3%43.8%3.1%7.6%-10.1% -70.2%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.0%4.9%11.5%4.2%3.7%5.1%5.6%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy2.9%-16.5%88.8%40.8%24.1%12.7%6.4%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income1.0%-3.4%-4.5%5.8%2.2%3.4%3.8%-7.5%
InfrastructureIGFGlobal SectorsInfrastructure-2.0%5.3%21.8%4.9%5.4%3.1%5.2%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income1.1%-1.1%2.7%7.8%4.7%4.2%4.2%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income-2.1%-6.1%2.7%2.2%1.2%0.2%0.7%-14.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-0.8%1.2%13.8%6.8%6.4%3.7% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia-0.2%10.1%51.2%10.3%10.9%7.5%5.3%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.4%0.3%3.8%5.3%3.0%3.8%4.2%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid2.4%14.9%42.9%19.0%17.8%14.0%14.8%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap2.1%28.9%76.4%14.4%18.0%11.9%13.0%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val-1.2%16.9%43.5%12.2%11.7%9.2%11.4%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro6.1%12.9%42.3%24.9%23.4%18.3%17.6%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap1.9%17.4%61.9%13.4%16.4%11.4%12.3%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val-0.8%26.4%72.8%10.1%13.4%9.1%10.7%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro4.6%8.8%51.2%15.9%18.7%13.2%13.6%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro6.8%10.4%43.6%22.1%20.3%15.1%14.9%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap1.4%16.1%49.6%16.3%15.4%11.8%13.1%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val-1.2%19.3%52.7%11.7%11.6%9.1%11.5%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap2.4%15.1%44.0%18.5%17.7%13.8%14.5%-20.9%
EnergyIXCGlobal SectorsEnergy3.3%33.0%42.2%-6.2%0.3%-4.6%-1.0%-58.9%
FinancialsIXGGlobal SectorsFinancials-4.0%19.6%50.7%9.0%12.8%7.0%8.0%-33.2%
HealthcareIXJGlobal SectorsHealthcare2.5%9.4%22.3%15.6%12.2%10.3%13.1%-15.1%
TechnologyIXNGlobal SectorsTechnology5.8%12.9%44.3%28.3%29.4%22.2%19.9%-17.9%
TelecomIXPGlobal SectorsTelecommunications2.0%17.1%41.8%19.1%9.4%7.7%8.0%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate2.3%20.2%32.4%11.0%7.6%8.7%9.1%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income1.3%2.8%14.0%6.6%6.1%3.7%5.1%-13.2%
Global UtilitiesJXIGlobal SectorsUtilities-3.3%0.3%15.0%10.0%7.3%6.0%6.5%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples-0.2%6.1%21.1%10.3%6.6%7.0%8.8%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.0%-0.9%-0.4%3.7%2.1%2.4%2.4%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia1.0%2.0%27.2%9.9%15.8%10.3%7.0%-38.3%
MaterialsMXIGlobal SectorsMaterials-3.6%13.0%48.0%13.4%15.7%7.5%4.6%-33.7%
NorwayNORWGlobal EquitiesEurope-2.9%14.9%52.8%3.9%10.1%0.6%2.4%-43.7%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate0.7%-2.0%7.7%6.4%3.5%4.2%5.2%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro6.3%13.2%44.0%28.3%28.0%22.0%21.3%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary2.0%10.7%45.3%15.6%16.7%12.2%13.2%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap-1.7%9.5%40.6%8.5%11.9%7.7%8.3%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.2%-0.1%-0.1%2.6%1.5%1.3%1.1%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America2.0%15.7%42.3%18.1%17.5%13.7%14.5%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap2.2%15.2%40.9%18.6%17.5%14.0%14.7%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia-2.4%2.7%12.7%0.5%5.1%2.7%4.7%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income0.7%1.5%6.1%6.3%4.0%3.2%3.3%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term4.4%-7.9%-10.7%8.0%3.0%5.9%7.0%-20.1%
TurkeyTURGlobal EquitiesMideast and Africa-5.4%-18.1%-6.3%-9.2%-9.5%-10.7%-7.7%-64.4%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.5%2.4%-5.7%0.5%0.4%2.5%1.8%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia5.6%18.9%55.3%10.0%8.5%1.7%1.8%-49.2%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate2.6%21.4%34.4%11.9%7.1%8.9%9.7%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry-4.2%10.1%58.7%5.6%15.9%9.3%9.1%-37.8%