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All Portfolios, ranked by Downside Deviation

for period ending June 30, 2020
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
    Downside Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average17.2%13.5%12.3%11.4%11.4%13.8% -5.3%1.0%2.2%3.2%4.8%5.5%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core16.3%12.5%10.8%9.7%10.2%  2.1%6.2%6.7%7.8%9.2% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.9%1.4%1.7%1.6%1.6%1.8% 8.9%5.3%4.3%3.9%3.7%4.2%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP43.0%30.1%25.6%22.2%   -44.6%-18.9%-13.4%-9.9%  
ArgentinaARGTGlobal EquitiesSouth America39.9%29.8%26.2%23.6%   -25.4%-5.6%4.5%6.6%  
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.0%0.0%0.0%0.0%0.0%  1.4%1.6%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate1.7%1.6%1.8%1.7%1.7%1.9% 9.1%5.5%4.4%4.0%3.8%4.4%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi3.2%3.4%3.7%3.2%2.9%  -1.0%1.2%-0.1%0.4%1.1% 
AgricultureDBAGlobal Asset ClassesCommodities10.6%8.7%8.5%8.4%9.1%  -17.2%-11.3%-9.9%-8.0%-5.3% 
Industrial MetalsDBBGlobal Asset ClassesCommodities12.0%11.1%10.8%10.6%12.8%  -10.6%-5.4%-0.8%-2.2%-2.6% 
OilDBOGlobal Asset ClassesCommodities26.4%26.6%23.1%22.1%21.3%  -29.2%-4.2%-13.4%-16.9%-11.4% 
ChileECHGlobal EquitiesSouth America21.4%20.5%18.4%16.9%17.3%  -38.2%-14.2%-6.4%-8.8%-6.3% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts17.8%14.0%12.8%12.1%13.3%16.2% -4.3%1.2%2.4%2.7%2.8%5.5%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap16.2%12.2%11.0%10.1%10.9%13.2% -5.0%0.6%2.0%3.8%5.8%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro13.3%10.9%10.0%9.3%10.5%12.7% 4.1%5.6%5.3%6.2%7.7%5.4%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val19.3%14.2%12.7%11.5%12.2%14.0% -14.2%-4.6%-1.7%1.0%3.5%2.1%
EqyptEGPTGlobal EquitiesMideast and Africa23.1%19.8%21.3%20.7%20.6%  -22.6%-3.9%-12.3%-4.8%-8.2% 
IndonesiaEIDOGlobal EquitiesAsia and Australia27.6%20.4%19.3%19.0%19.4%  -29.9%-11.4%-3.5%-6.1%-1.5% 
IsraelEISGlobal EquitiesMideast and Africa20.0%16.3%14.0%12.5%13.6%  -3.1%-0.1%1.8%4.5%3.4% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate15.5%9.5%7.8%6.9%6.8%  0.8%3.4%4.8%4.8%5.3% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income17.2%10.9%8.9%8.1%   -4.5%0.8%4.0%4.0%  
New ZealandENZLGlobal EquitiesAsia and Australia19.8%12.9%12.5%11.9%   8.4%10.2%14.2%12.0%  
PhilippinesEPHEGlobal EquitiesAsia and Australia19.9%15.5%14.2%13.7%   -23.9%-8.5%-6.3%-3.0%  
PolandEPOLGlobal EquitiesEurope21.4%18.1%16.8%15.5%18.3%  -27.7%-9.9%-4.2%-3.0%-0.9% 
PeruEPUGlobal EquitiesSouth America25.6%19.4%18.8%16.8%17.3%  -21.2%-3.2%1.8%-0.6%0.8% 
RussiaERUSGlobal EquitiesEurope26.8%20.1%17.7%18.6%   -9.0%10.9%8.3%2.2%  
AustraliaEWAGlobal EquitiesAsia and Australia23.6%16.0%14.4%13.9%15.3%17.7% -11.5%0.6%2.8%2.4%5.0%5.4%
CanadaEWCGlobal EquitiesNorth America21.4%15.7%13.4%12.5%12.5%15.5% -7.4%1.2%1.6%2.0%2.6%4.4%
SwedenEWDGlobal EquitiesEurope18.9%14.4%12.6%11.5%13.4%16.7% 2.3%0.5%2.9%4.1%6.8%6.5%
GermanyEWGGlobal EquitiesEurope21.1%14.9%13.7%12.7%15.0%17.2% -2.3%-1.5%1.6%3.5%6.1%5.2%
Hong KongEWHGlobal EquitiesAsia and Australia16.1%13.8%13.7%12.8%13.6%15.2% -15.1%0.3%2.1%5.4%7.0%6.9%
ItalyEWIGlobal EquitiesEurope23.2%18.6%16.7%15.4%18.3%18.7% -11.1%-1.6%-1.1%3.2%1.6%-1.5%
JapanEWJGlobal EquitiesAsia and Australia11.4%10.4%9.7%9.1%10.1%11.5% 2.6%2.5%3.1%4.5%5.8%3.5%
BelgiumEWKGlobal EquitiesEurope18.7%14.3%12.7%11.5%12.6%16.9% -8.9%-3.4%1.1%5.2%7.3%2.6%
SwitzerlandEWLGlobal EquitiesEurope10.3%8.5%8.7%8.3%9.7%11.7% 5.4%6.5%5.8%6.8%9.3%8.0%
MalaysiaEWMGlobal EquitiesAsia and Australia11.5%9.5%11.7%11.2%11.3%12.1% -12.4%-3.2%-2.9%-4.6%0.7%5.1%
NetherlandsEWNGlobal EquitiesEurope18.2%13.6%12.1%11.2%13.0%  7.1%6.3%7.2%8.9%9.0% 
AustriaEWOGlobal EquitiesEurope24.8%19.1%17.4%15.9%17.3%20.8% -24.3%-8.8%1.1%1.2%2.2%-0.5%
SpainEWPGlobal EquitiesEurope20.8%15.9%15.4%14.4%17.3%18.3% -20.5%-9.3%-4.7%0.4%0.8%1.3%
FranceEWQGlobal EquitiesEurope20.0%15.0%13.1%12.2%14.3%16.1% -9.8%0.4%3.5%4.7%6.1%3.6%
SingaporeEWSGlobal EquitiesAsia and Australia18.9%15.8%14.9%13.6%14.1%16.8% -20.9%-3.5%-1.9%-0.7%2.1%5.4%
TaiwanEWTGlobal EquitiesAsia and Australia17.1%13.9%12.9%11.8%12.4%15.6% 17.9%7.0%7.9%8.8%8.8%6.3%
UKEWUGlobal EquitiesEurope19.2%14.5%12.7%11.8%12.1%13.4% -17.7%-4.4%-2.9%-0.2%3.6%1.7%
MexicoEWWGlobal EquitiesNorth America28.2%22.6%19.9%17.9%17.5%19.6% -25.5%-14.2%-9.1%-7.9%-2.3%2.9%
S KoreaEWYGlobal EquitiesAsia and Australia19.3%16.4%14.9%13.9%15.3%19.3% -2.5%-3.5%2.8%2.9%4.0%5.3%
BrazilEWZGlobal EquitiesSouth America34.8%29.6%27.4%25.6%23.5%25.7% -32.4%-3.0%-0.2%-3.3%-4.7%4.0%
IndustrialsEXIGlobal SectorsIndustrials20.0%15.8%13.4%11.9%12.1%  -7.5%1.3%5.4%7.0%9.2% 
S AfricaEZAGlobal EquitiesMideast and Africa27.6%22.2%20.2%18.8%18.5%20.4% -27.8%-9.3%-7.1%-3.0%-0.1%3.5%
EMUEZUGlobal EquitiesEurope19.9%14.7%13.1%12.1%14.3%16.5% -7.4%-1.2%1.7%4.0%5.2%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier22.4%16.6%14.5%    -15.6%-1.9%-0.9%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar8.5%6.6%6.6%6.9%7.7%  -1.7%-3.0%-1.5%-3.0%-0.3% 
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound6.2%5.4%6.5%6.1%6.1%  -2.6%-1.8%-4.9%-3.2%-2.1% 
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar5.2%4.9%5.4%6.2%6.2%  -3.1%-1.1%-1.6%-3.5%-2.3% 
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro3.5%3.7%4.3%5.2%6.3%  -2.1%-1.4%-0.6%-2.8%-1.4% 
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc2.6%4.1%4.8%4.9%6.4%  2.0%-0.7%-1.4%-1.0%0.5% 
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen2.5%3.5%5.6%6.0%6.4%  -0.7%0.8%2.0%-1.7%-2.4% 
GreeceGREKGlobal EquitiesEurope26.3%22.1%21.9%23.8%   -29.4%-11.1%-6.1%-10.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income20.2%12.1%10.3%9.1%8.1%  -3.4%2.6%4.1%4.2%4.6% 
Clean EnergyICLNGlobal SectorsClean Energy30.0%19.1%16.8%15.8%19.3%  19.0%15.6%4.8%7.8%1.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income1.8%2.3%2.8%2.9%3.2%3.5% 12.6%6.7%5.0%4.5%4.6%5.1%
InfrastructureIGFGlobal SectorsInfrastructure22.2%15.2%12.8%11.5%11.0%  -14.8%-1.5%1.5%4.0%6.0% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income8.6%5.0%3.9%3.4%3.0%  9.6%6.6%5.1%4.5%4.5% 
Intl TreasIGOVGlobal Asset ClassesFixed Income3.8%3.4%4.4%4.5%5.3%  0.3%2.3%2.8%1.3%1.8% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income13.7%8.4%7.0%6.4%   -0.1%2.7%4.1%3.9%  
IndiaINDYGlobal EquitiesAsia and Australia25.4%18.8%16.8%16.4%17.2%  -19.4%-2.3%1.1%5.3%2.3% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income5.8%3.7%3.8%3.5%3.7%  4.5%4.3%4.1%4.4%4.2% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid17.2%13.4%11.3%9.9%9.6%11.3% 7.4%10.5%10.3%11.8%13.8%8.8%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap26.5%19.3%16.8%15.4%15.0%16.2% -5.0%0.6%2.7%6.5%9.8%5.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val19.2%14.5%12.2%11.0%10.4%12.1% -8.8%1.6%4.5%6.9%10.2%6.1%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro14.9%12.8%10.8%9.4%9.2%11.1% 23.2%18.7%15.6%16.4%17.0%11.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap23.8%18.5%15.9%14.5%14.0%15.2% -6.6%2.0%4.3%7.2%10.5%7.0%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val25.1%19.2%16.4%15.0%14.3%15.5% -17.4%-4.4%1.2%3.9%7.7%4.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro23.1%18.3%16.1%14.6%14.2%15.3% 3.8%7.9%6.9%10.1%13.0%8.9%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro19.1%15.0%12.6%11.1%11.0%13.3% 11.6%14.5%11.3%13.0%14.8%10.1%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap22.2%16.3%13.6%12.0%11.6%13.4% -2.4%5.6%6.6%9.2%12.2%8.3%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val23.7%17.4%14.4%12.8%12.2%14.0% -11.9%-0.7%3.1%6.4%10.1%6.8%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap17.5%13.7%11.5%10.2%9.8%11.6% 6.3%9.8%9.8%11.4%13.5%8.6%
EnergyIXCGlobal SectorsEnergy26.3%22.1%18.7%17.2%16.6%17.0% -35.6%-10.3%-7.3%-5.8%-0.8%0.3%
FinancialsIXGGlobal SectorsFinancials21.6%16.3%14.9%13.3%14.0%17.4% -16.4%-3.6%0.8%3.7%5.7%1.2%
HealthcareIXJGlobal SectorsHealthcare9.1%9.2%9.8%8.7%8.2%9.4% 13.1%9.8%6.8%11.1%13.7%9.0%
TechnologyIXNGlobal SectorsTechnology15.2%13.4%11.6%10.2%10.4%13.1% 32.5%22.8%21.0%20.2%18.1%12.1%
TelecomIXPGlobal SectorsTelecommunications13.8%11.5%9.9%9.3%8.9%10.7% 9.0%4.7%3.1%5.0%7.3%5.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate21.1%14.8%12.7%11.8%11.5%17.1% -7.6%2.7%5.7%6.2%9.2%5.6%
US Hi YieldJNKGlobal Asset ClassesFixed Income11.1%7.0%6.1%5.5%5.6%  -1.9%2.1%3.1%3.4%5.4% 
Global UtilitiesJXIGlobal SectorsUtilities14.7%10.1%9.4%8.9%8.6%  0.3%6.1%7.4%7.2%6.9% 
Consumer StaplesKXIGlobal SectorsConsumer Staples10.4%9.0%8.4%8.1%7.7%  0.5%2.9%5.3%6.2%9.5% 
US Mort BackedMBBGlobal Asset ClassesFixed Income0.2%1.0%1.2%1.2%1.2%  5.5%3.8%3.1%3.1%2.8% 
ChinaMCHIGlobal EquitiesAsia and Australia12.1%15.3%15.5%14.6%   11.5%7.8%4.8%8.8%  
MaterialsMXIGlobal SectorsMaterials18.7%14.3%13.8%12.5%13.8%  -2.2%4.1%4.9%4.8%4.2% 
NorwayNORWGlobal EquitiesEurope25.0%18.8%16.0%15.3%   -20.2%-2.1%-1.2%-1.9%  
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate17.8%11.1%9.3%8.2%8.0%  -2.9%2.0%4.5%4.8%5.4% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro12.8%12.8%11.4%10.0%9.7%12.7% 33.7%22.6%19.4%20.7%20.4%14.5%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary19.5%15.1%12.7%11.4%11.2%  1.3%7.8%6.9%9.3%12.8% 
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap20.5%14.6%12.6%11.3%11.9%  -3.7%0.4%3.8%6.4%8.2% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.2%0.3%0.4%0.4%0.3%0.5% 4.0%2.6%1.7%1.4%1.2%2.2%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America17.0%13.4%11.4%10.0%9.7%11.7% 5.9%9.9%10.0%11.6%13.6%8.7%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap16.3%13.0%10.9%9.7%9.3%11.0% 7.4%10.6%10.6%12.0%13.8%8.7%
ThailandTHDGlobal EquitiesAsia and Australia19.6%16.6%14.5%14.0%16.1%  -24.1%-0.8%1.5%1.1%7.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income2.2%1.9%2.0%2.4%2.9%3.8% 8.3%5.0%3.7%2.9%3.4%3.9%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term5.8%5.6%6.4%6.7%7.2%8.0% 25.9%12.0%9.5%8.5%7.8%7.1%
TurkeyTURGlobal EquitiesMideast and Africa29.2%26.1%23.7%22.6%22.1%  -1.4%-15.5%-10.3%-10.5%-5.8% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.8%3.4%3.9%4.0%4.9%  3.4%2.8%1.4%2.5%0.7% 
VietnamVNMGlobal EquitiesAsia and Australia24.4%18.5%16.0%15.8%17.4%  -15.4%-2.5%-4.6%-2.5%-4.2% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate20.1%14.5%12.6%12.1%11.8%17.7% -6.9%2.2%5.4%6.2%9.7%6.6%
Timber & ForestryWOODGlobal SectorsTimber and Forestry19.6%17.5%16.3%14.5%14.2%  -6.5%-1.4%3.0%4.8%6.2%