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Ingredient Summary Page

for period ending September 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 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: Core-4.2%10.9%26.9%12.5%13.3%10.1%12.0%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate-0.9%-1.7%-1.0%5.3%2.9%3.2%2.9%-3.6%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP3.0%38.5%83.5%-6.1%-4.1%-6.3%-0.4%-71.1%
ArgentinaARGTGlobal EquitiesSouth America-9.1%9.9%43.7%8.8%7.7%7.5%6.3%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%-0.1%-0.1%1.0%1.0%0.7%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate-1.0%-1.8%-1.0%5.4%2.9%3.2%3.0%-3.9%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi0.4%2.4%6.8%4.4%3.4%2.0%2.1%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities-0.1%18.5%29.7%5.1%-0.4%-3.7%-4.0%-46.0%
Industrial MetalsDBBGlobal Asset ClassesCommodities-0.6%19.9%36.7%8.2%8.4%3.2%1.3%-35.7%
OilDBOGlobal Asset ClassesCommodities9.6%62.8%90.8%1.1%9.5%-9.1%-4.9%-76.7%
ChileECHGlobal EquitiesSouth America-9.0%-12.5%10.3%-15.7%-5.2%-5.2%-5.4%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-3.9%-2.1%16.0%7.7%8.3%5.0%5.8%-29.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap-3.3%8.4%25.4%7.5%8.6%5.7%8.1%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro-4.3%6.4%19.9%11.5%10.9%8.4%9.9%-17.8%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val-2.1%9.5%29.8%2.8%5.6%2.5%5.9%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa-5.3%0.3%2.1%-4.9%-6.2%-12.3%-3.0%-67.1%
IndonesiaEIDOGlobal EquitiesAsia and Australia2.0%-6.8%27.3%-0.4%-2.4%-1.7%-0.2%-48.6%
IsraelEISGlobal EquitiesMideast and Africa-0.8%11.9%36.8%9.5%9.7%6.6%7.8%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate-2.6%-2.6%3.2%5.4%3.4%4.3%5.1%-16.0%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-2.7%-0.8%7.6%5.0%3.3%4.2% -19.7%
New ZealandENZLGlobal EquitiesAsia and Australia-2.7%-8.5%9.5%11.0%9.2%10.8%12.4%-22.8%
PhilippinesEPHEGlobal EquitiesAsia and Australia-1.0%-8.4%12.9%0.4%-3.7%-2.8%4.2%-43.0%
PolandEPOLGlobal EquitiesEurope-5.1%15.6%34.2%-0.9%5.8%-1.6%2.1%-51.3%
PeruEPUGlobal EquitiesSouth America-1.9%-23.3%-9.4%-8.7%-2.3%-1.7%-0.7%-45.0%
RussiaERUSGlobal EquitiesEurope5.6%29.7%54.2%17.4%15.8%9.8%6.5%-35.0%
AustraliaEWAGlobal EquitiesAsia and Australia-4.2%5.1%28.7%8.0%7.9%5.0%6.9%-31.4%
CanadaEWCGlobal EquitiesNorth America-2.8%18.4%34.9%10.5%9.5%4.6%5.9%-27.7%
SwedenEWDGlobal EquitiesEurope-6.4%15.3%30.9%13.9%12.5%8.1%10.6%-22.3%
GermanyEWGGlobal EquitiesEurope-5.8%5.4%16.4%5.8%7.0%4.8%8.4%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia-6.9%-1.3%12.0%2.8%4.9%5.4%8.5%-23.0%
ItalyEWIGlobal EquitiesEurope-3.9%8.8%32.5%7.6%10.6%3.0%5.9%-33.4%
JapanEWJGlobal EquitiesAsia and Australia2.7%4.7%20.3%6.9%8.7%7.5%8.1%-18.6%
BelgiumEWKGlobal EquitiesEurope-5.3%8.7%26.2%5.2%4.6%5.9%9.7%-33.0%
SwitzerlandEWLGlobal EquitiesEurope-8.4%6.2%15.6%12.4%11.0%7.6%10.4%-18.1%
MalaysiaEWMGlobal EquitiesAsia and Australia-4.5%-9.2%-0.2%-4.7%-0.6%-4.4%0.2%-36.3%
NetherlandsEWNGlobal EquitiesEurope-7.0%19.9%42.8%19.6%16.7%12.8%13.9%-23.2%
AustriaEWOGlobal EquitiesEurope-1.7%26.6%73.3%5.1%11.3%8.7%7.7%-47.6%
SpainEWPGlobal EquitiesEurope-4.1%1.2%27.9%-0.2%3.3%-1.8%2.3%-38.7%
FranceEWQGlobal EquitiesEurope-3.7%13.2%35.4%7.8%11.2%7.3%9.6%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia-1.4%7.2%25.1%1.4%4.9%1.4%4.2%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia-4.5%16.8%40.7%21.0%17.5%13.5%13.0%-22.7%
UKEWUGlobal EquitiesEurope-2.3%12.0%30.1%1.7%4.1%1.2%4.9%-30.0%
MexicoEWWGlobal EquitiesNorth America-5.6%13.1%47.5%0.1%1.9%-3.0%1.7%-53.3%
S KoreaEWYGlobal EquitiesAsia and Australia-7.0%-6.3%24.4%7.2%8.6%6.0%7.2%-37.9%
BrazilEWZGlobal EquitiesSouth America-11.7%-12.0%18.8%1.0%1.5%-1.8%-2.2%-52.2%
IndustrialsEXIGlobal SectorsIndustrials-4.7%10.9%27.8%9.6%11.6%9.5%12.4%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa-4.8%8.3%33.9%2.6%1.6%0.2%2.3%-54.0%
EMUEZUGlobal EquitiesEurope-5.3%10.2%30.0%7.6%9.3%5.6%8.5%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier-0.8%21.4%35.4%9.4%8.8%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-1.2%-6.6%0.6%-0.0%-0.8%-2.1%-1.8%-26.9%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-2.0%-1.8%4.0%0.9%0.5%-2.9%-1.7%-25.0%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar-0.4%0.1%4.7%0.8%0.8%-1.8%-1.8%-19.7%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-2.0%-5.9%-2.2%-1.0%-0.3%-2.0%-2.1%-17.2%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-1.9%-5.9%-2.3%0.6%-0.3%-0.8%-1.2%-14.1%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.2%-7.7%-5.8%0.1%-2.4%-0.7%-4.1%-13.3%
GreeceGREKGlobal EquitiesEurope-7.1%6.1%38.1%5.4%7.1%-8.0% -61.2%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income-1.3%3.9%8.4%3.9%3.4%4.5%5.0%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy-7.2%-22.9%17.9%37.8%21.1%12.8%11.6%-33.1%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income-1.6%-3.4%-4.7%6.0%2.3%3.3%2.7%-7.5%
InfrastructureIGFGlobal SectorsInfrastructure-1.3%6.5%22.3%6.0%5.1%3.9%6.9%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income-1.1%-1.3%1.1%7.5%4.5%4.2%4.1%-7.9%
Intl TreasIGOVGlobal Asset ClassesFixed Income-2.6%-7.7%-2.9%2.4%0.7%0.7%0.6%-10.4%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-2.4%-1.3%6.4%5.5%4.8%4.0% -14.9%
IndiaINDYGlobal EquitiesAsia and Australia0.7%21.6%48.1%15.1%12.0%8.7%9.2%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income-1.1%-0.4%1.9%5.2%2.9%3.4%3.7%-7.0%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid-4.6%15.1%30.8%16.3%17.0%13.9%16.6%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap-2.9%22.1%60.6%11.9%14.3%12.4%15.3%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val-3.5%15.9%34.8%9.9%10.8%9.1%13.3%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro-5.6%14.1%27.1%21.7%22.6%18.3%19.4%-16.0%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap-2.9%12.3%47.4%10.4%13.4%11.9%14.6%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val-1.8%22.8%63.7%8.4%10.9%10.1%13.1%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro-3.8%2.6%33.0%11.6%15.3%13.2%15.8%-27.3%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro-5.0%9.4%30.0%18.9%19.0%15.1%17.3%-20.9%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap-4.1%15.0%37.9%14.0%14.2%12.0%15.3%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val-3.7%18.0%42.2%10.1%10.4%9.4%13.7%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap-4.5%14.9%31.8%15.8%16.7%13.7%16.4%-20.9%
EnergyIXCGlobal SectorsEnergy9.0%34.3%71.0%-6.1%0.1%-3.1%1.4%-54.4%
FinancialsIXGGlobal SectorsFinancials-1.6%20.9%50.0%8.5%11.5%7.4%11.3%-33.2%
HealthcareIXJGlobal SectorsHealthcare-5.2%10.2%18.0%11.7%12.5%9.9%14.4%-15.1%
TechnologyIXNGlobal SectorsTechnology-5.8%13.7%29.8%25.9%26.3%21.8%21.3%-17.9%
TelecomIXPGlobal SectorsTelecommunications-6.0%14.4%29.4%15.5%9.3%7.4%8.9%-15.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate-5.6%21.1%30.8%11.1%8.1%9.3%11.0%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income-0.2%3.3%9.7%5.8%5.3%4.1%6.1%-12.7%
Global UtilitiesJXIGlobal SectorsUtilities-7.4%-0.7%8.1%9.4%7.9%6.6%7.5%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples-3.7%4.0%10.9%8.7%6.4%7.0%9.4%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income-0.3%-0.8%-0.5%3.8%2.1%2.4%2.2%-2.3%
ChinaMCHIGlobal EquitiesAsia and Australia-4.6%-16.4%-8.1%5.4%8.3%6.9%8.4%-38.3%
MaterialsMXIGlobal SectorsMaterials-7.6%5.9%24.3%10.9%12.3%7.6%7.2%-30.0%
NorwayNORWGlobal EquitiesEurope0.7%17.0%43.5%2.4%9.2%2.3%5.8%-43.7%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate-3.6%-4.3%2.9%4.6%2.1%4.1%5.2%-19.1%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro-5.7%14.5%29.5%25.3%25.7%21.2%22.4%-17.0%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary-2.2%6.5%23.2%12.4%14.5%12.2%15.0%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap-4.1%9.9%28.3%8.9%10.1%9.1%10.8%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.1%-0.1%-0.1%2.5%1.5%1.3%1.0%-0.9%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America-4.5%16.1%31.5%15.6%16.5%13.7%16.4%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap-4.7%15.9%30.0%15.9%16.8%13.9%16.5%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia-6.2%-1.7%21.5%-5.3%2.8%0.9%6.1%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income-0.8%3.2%4.9%7.2%4.1%3.7%3.0%-4.8%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-2.9%-7.5%-10.3%9.2%3.1%5.5%4.3%-20.1%
TurkeyTURGlobal EquitiesMideast and Africa-10.6%-17.4%11.2%-1.3%-8.5%-9.0%-5.5%-64.4%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index1.7%4.4%-0.2%0.7%0.9%1.8%1.5%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia-2.4%10.2%30.3%5.4%6.2%-0.1%3.0%-46.0%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate-5.7%22.2%33.5%12.0%7.5%9.4%11.5%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry-5.1%7.8%33.3%6.1%13.0%10.0%11.5%-37.8%
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