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Ingredient Summary Page

for period ending May 31, 2022
 
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: Core0.4%-12.9%-6.8%11.7%9.1%8.1%10.3%-21.0%
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.8%-8.7%-8.1%-0.1%1.1%1.5%1.6%-11.2%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP8.0%28.0%27.2%3.6%0.9%-1.5%1.3%-67.2%
ArgentinaARGTGlobal EquitiesSouth America-2.8%-1.3%1.4%3.9%1.2%6.5%7.9%-55.9%
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.0%-0.0%0.5%1.0%0.7%0.5%-0.2%
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate0.8%-8.8%-8.1%0.0%1.2%1.5%1.7%-11.5%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi-0.1%-3.0%-2.3%3.7%3.0%1.5%1.8%-9.7%
AgricultureDBAGlobal Asset ClassesCommodities-0.4%11.3%18.3%10.4%2.5%0.5%-1.4%-40.6%
Industrial MetalsDBBGlobal Asset ClassesCommodities-3.4%3.2%8.6%15.2%8.1%6.3%2.5%-35.7%
OilDBOGlobal Asset ClassesCommodities9.3%43.5%64.6%28.3%19.0%4.3%-2.2%-61.4%
ChileECHGlobal EquitiesSouth America19.7%31.6%8.5%-5.3%-4.5%-2.2%-4.7%-59.6%
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts0.6%-12.7%-20.8%3.7%2.8%2.7%3.4%-29.7%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap2.0%-11.0%-10.5%6.5%4.2%3.7%7.1%-23.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro0.3%-19.7%-16.8%6.4%5.0%4.5%7.5%-20.1%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val3.8%-1.9%-4.6%5.6%2.7%2.1%6.0%-33.2%
EqyptEGPTGlobal EquitiesMideast and Africa-7.7%-28.1%-18.0%-11.0%-5.2%-11.8%-6.2%-55.6%
IndonesiaEIDOGlobal EquitiesAsia and Australia-1.0%8.8%18.5%1.2%0.4%1.2%0.8%-48.6%
IsraelEISGlobal EquitiesMideast and Africa-5.5%-16.1%-3.8%9.1%5.7%5.0%7.4%-23.5%
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate0.8%-15.1%-15.0%-2.0%-0.2%1.6%2.6%-17.6%
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income-0.7%-11.5%-13.7%-1.3%-0.4%2.1%3.3%-19.7%
New ZealandENZLGlobal EquitiesAsia and Australia-3.2%-17.9%-19.6%0.5%4.8%7.0%9.4%-27.2%
PhilippinesEPHEGlobal EquitiesAsia and Australia1.9%-7.2%-3.6%-5.0%-3.5%-3.5%1.2%-40.7%
PolandEPOLGlobal EquitiesEurope4.6%-21.6%-25.8%-7.9%-5.5%-3.5%-0.0%-51.3%
PeruEPUGlobal EquitiesSouth America-3.1%4.5%-2.9%-1.4%0.6%2.9%-0.9%-45.0%
RussiaERUSGlobal EquitiesEurope0.0%-81.2%-80.3%-36.0%-19.0%-12.9%-10.8%-83.4%
AustraliaEWAGlobal EquitiesAsia and Australia0.4%-0.6%-3.0%8.2%7.3%5.9%6.5%-31.4%
CanadaEWCGlobal EquitiesNorth America2.1%-1.6%1.8%13.8%10.0%6.7%6.4%-26.9%
SwedenEWDGlobal EquitiesEurope1.6%-21.2%-20.5%11.7%5.3%4.9%8.0%-23.5%
GermanyEWGGlobal EquitiesEurope5.1%-16.6%-21.6%3.1%-0.1%1.4%5.8%-35.4%
Hong KongEWHGlobal EquitiesAsia and Australia3.7%-4.4%-19.1%-0.9%1.8%2.0%6.6%-23.0%
ItalyEWIGlobal EquitiesEurope5.1%-12.1%-11.7%6.6%3.7%1.9%6.6%-33.4%
JapanEWJGlobal EquitiesAsia and Australia1.7%-14.0%-14.3%4.8%3.2%3.1%6.6%-18.6%
BelgiumEWKGlobal EquitiesEurope-0.8%-11.7%-13.9%4.4%1.1%3.2%8.5%-33.0%
SwitzerlandEWLGlobal EquitiesEurope-1.8%-13.6%-4.8%10.2%7.6%5.9%9.9%-16.9%
MalaysiaEWMGlobal EquitiesAsia and Australia-2.6%-3.4%-6.0%-3.0%-1.4%-2.4%-1.6%-31.4%
NetherlandsEWNGlobal EquitiesEurope2.8%-21.4%-19.4%11.8%7.9%7.8%11.5%-27.2%
AustriaEWOGlobal EquitiesEurope5.6%-15.4%-12.5%5.7%2.9%6.0%7.0%-47.6%
SpainEWPGlobal EquitiesEurope6.8%-0.1%-11.9%0.5%-1.8%-0.8%5.8%-38.7%
FranceEWQGlobal EquitiesEurope4.1%-11.8%-8.6%8.5%5.7%6.1%9.1%-28.3%
SingaporeEWSGlobal EquitiesAsia and Australia-2.3%-10.8%-16.0%-1.5%-0.2%-0.2%2.0%-32.1%
TaiwanEWTGlobal EquitiesAsia and Australia2.1%-14.3%-6.0%22.8%13.6%11.2%11.7%-19.8%
UKEWUGlobal EquitiesEurope2.7%0.1%2.6%5.4%3.2%1.8%4.8%-30.0%
MexicoEWWGlobal EquitiesNorth America5.3%2.9%10.6%9.0%2.4%0.4%1.5%-46.6%
S KoreaEWYGlobal EquitiesAsia and Australia2.1%-12.6%-24.5%8.8%2.0%4.3%4.3%-37.9%
BrazilEWZGlobal EquitiesSouth America7.6%25.6%-1.0%-1.0%3.8%4.7%-0.6%-50.3%
IndustrialsEXIGlobal SectorsIndustrials0.4%-13.6%-12.0%9.0%6.6%7.4%10.1%-27.0%
S AfricaEZAGlobal EquitiesMideast and Africa0.9%4.2%-7.1%3.7%0.9%0.3%1.5%-54.0%
EMUEZUGlobal EquitiesEurope4.3%-14.6%-15.4%5.7%2.7%3.4%7.6%-30.2%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier-5.0%-13.3%-4.9%4.4%3.7%2.8% -35.1%
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar1.5%-1.4%-7.3%0.9%-0.5%-0.5%-2.2%-22.7%
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound0.1%-6.9%-11.6%-0.4%-0.7%-3.0%-2.3%-23.4%
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar1.5%-0.2%-4.9%2.2%1.4%-0.3%-2.0%-11.5%
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro1.6%-6.1%-12.9%-2.3%-1.8%-1.2%-2.1%-18.3%
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc1.3%-5.5%-7.4%0.2%-1.0%-1.5%-0.8%-12.2%
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen0.8%-10.8%-15.2%-6.1%-3.5%-1.0%-5.3%-24.2%
GreeceGREKGlobal EquitiesEurope1.5%0.2%-4.3%1.4%1.5%-2.4%0.7%-47.1%
Muni Hi YieldHYDGlobal Asset ClassesFixed Income1.7%-9.7%-8.7%-0.8%1.6%2.6%3.0%-20.1%
Clean EnergyICLNGlobal SectorsClean Energy5.5%-6.1%-12.3%27.1%20.0%9.5%13.5%-36.4%
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income0.6%-9.8%-8.8%-0.5%0.8%1.2%1.2%-15.0%
InfrastructureIGFGlobal SectorsInfrastructure4.6%7.4%11.5%7.5%5.8%5.2%7.6%-29.6%
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income1.3%-10.4%-9.7%1.0%2.1%2.2%2.4%-12.8%
Intl TreasIGOVGlobal Asset ClassesFixed Income-0.0%-14.7%-19.3%-4.4%-1.8%-0.5%-0.7%-22.6%
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income0.1%-12.5%-16.7%-0.5%0.8%2.1%4.0%-16.8%
IndiaINDYGlobal EquitiesAsia and Australia-3.8%-9.0%-1.5%5.9%6.6%6.5%9.2%-34.0%
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income2.0%-9.0%-8.8%-0.5%1.2%2.0%2.1%-11.6%
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid-0.2%-13.7%-2.9%15.9%13.0%11.7%14.1%-20.3%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap-0.2%-17.4%-22.4%10.5%7.6%6.6%10.7%-37.7%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val2.0%-4.6%0.7%12.6%9.3%8.6%11.9%-26.7%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro-2.3%-21.9%-6.5%18.1%15.9%14.3%15.8%-21.9%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap0.2%-16.5%-17.0%9.6%7.6%7.3%10.8%-32.3%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val1.9%-8.4%-8.0%12.0%7.7%7.9%10.6%-37.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro-1.8%-24.7%-25.8%6.1%6.8%6.2%10.6%-29.1%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro-3.9%-25.5%-18.9%9.2%10.4%9.1%12.4%-28.4%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap0.1%-13.0%-7.0%12.7%10.3%9.2%12.6%-27.1%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val1.9%-6.0%-0.3%13.1%8.9%8.3%12.1%-31.7%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap-0.2%-13.9%-3.9%15.4%12.6%11.4%13.8%-20.9%
EnergyIXCGlobal SectorsEnergy14.0%47.0%60.9%15.1%9.5%5.5%5.3%-54.4%
FinancialsIXGGlobal SectorsFinancials3.2%-6.8%-6.4%9.2%6.6%6.0%10.2%-33.2%
HealthcareIXJGlobal SectorsHealthcare1.1%-6.5%4.8%14.7%11.2%8.0%13.4%-15.1%
TechnologyIXNGlobal SectorsTechnology-0.4%-20.7%-3.7%23.8%19.1%18.4%18.3%-20.7%
TelecomIXPGlobal SectorsTelecommunications2.0%-18.9%-20.3%7.9%4.4%3.6%6.2%-26.3%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate-4.4%-14.3%1.2%7.0%7.7%7.4%8.5%-26.4%
US Hi YieldJNKGlobal Asset ClassesFixed Income1.5%-7.7%-5.4%2.5%2.6%2.8%4.2%-12.7%
Global UtilitiesJXIGlobal SectorsUtilities3.4%0.8%7.8%10.1%8.3%8.2%8.8%-18.6%
Consumer StaplesKXIGlobal SectorsConsumer Staples-3.0%-6.3%0.2%8.5%5.3%6.3%8.5%-13.8%
US Mort BackedMBBGlobal Asset ClassesFixed Income1.2%-7.2%-7.6%-0.7%0.5%0.8%1.2%-9.7%
ChinaMCHIGlobal EquitiesAsia and Australia2.6%-17.5%-36.1%-1.0%0.6%-0.5%4.4%-41.8%
MaterialsMXIGlobal SectorsMaterials1.7%-1.2%-3.0%17.1%11.3%8.8%7.8%-28.5%
NorwayNORWGlobal EquitiesEurope3.6%-0.6%-0.4%9.1%7.9%5.2%5.2%-43.7%
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate1.4%-20.2%-21.6%-5.1%-2.4%0.3%1.9%-24.7%
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro-1.6%-22.4%-7.2%21.8%17.7%16.8%18.5%-22.4%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary-1.6%-22.5%-16.9%8.9%8.0%7.4%11.4%-24.9%
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap0.5%-15.2%-16.1%6.4%4.1%5.2%8.7%-29.5%
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.6%-2.4%-3.1%0.4%0.9%0.8%0.7%-3.7%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America0.3%-12.6%-0.9%16.1%13.1%11.8%14.1%-20.5%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap0.2%-12.8%-0.4%16.4%13.3%12.1%14.3%-19.4%
ThailandTHDGlobal EquitiesAsia and Australia1.9%-0.4%-3.6%-2.9%2.0%2.6%4.0%-40.0%
US Inflation ProtTIPGlobal Asset ClassesFixed Income-1.0%-6.1%-1.5%4.2%3.5%3.0%1.8%-6.1%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term-2.3%-20.9%-14.4%-2.4%0.7%1.4%1.4%-29.9%
TurkeyTURGlobal EquitiesMideast and Africa-4.5%14.6%-4.0%0.2%-9.9%-8.3%-5.2%-58.7%
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-1.3%6.2%12.3%1.8%2.1%1.3%1.9%-12.0%
VietnamVNMGlobal EquitiesAsia and Australia-5.9%-24.5%-18.1%0.3%2.9%0.0%0.6%-46.0%
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate-4.7%-14.1%2.0%8.1%7.8%7.4%8.9%-25.1%
Timber & ForestryWOODGlobal SectorsTimber and Forestry-1.2%-3.3%-1.5%19.2%9.9%9.2%11.4%-37.8%
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