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All Portfolios, ranked by Standard 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.
    Standard Deviation Total Return, annualized
Ingredient NameIDPeer GroupCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
   Group average21.6%18.1%16.9%16.2%16.7%20.0% -5.3%1.0%2.2%3.2%4.8%5.5%
  
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core21.0%17.0%15.2%14.1%15.6%  2.1%6.2%6.7%7.8%9.2% 
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate3.9%3.5%3.3%3.2%3.2%3.8% 8.9%5.3%4.3%3.9%3.7%4.2%
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP62.9%42.9%35.8%31.0%   -44.6%-18.9%-13.4%-9.9%  
ArgentinaARGTGlobal EquitiesSouth America49.0%39.9%37.9%34.5%   -25.4%-5.6%4.5%6.6%  
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.3%0.2%0.3%0.3%0.3%  1.4%1.6%1.0%0.7%0.5% 
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate4.7%3.8%3.5%3.4%3.3%3.8% 9.1%5.5%4.4%4.0%3.8%4.4%
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi4.0%5.3%5.2%4.6%4.2%  -1.0%1.2%-0.1%0.4%1.1% 
AgricultureDBAGlobal Asset ClassesCommodities11.5%9.6%9.5%10.4%12.6%  -17.2%-11.3%-9.9%-8.0%-5.3% 
Industrial MetalsDBBGlobal Asset ClassesCommodities13.7%14.7%15.7%14.9%18.2%  -10.6%-5.4%-0.8%-2.2%-2.6% 
OilDBOGlobal Asset ClassesCommodities31.4%34.0%28.3%26.3%26.3%  -29.2%-4.2%-13.4%-16.9%-11.4% 
ChileECHGlobal EquitiesSouth America24.8%27.6%25.5%22.9%23.8%  -38.2%-14.2%-6.4%-8.8%-6.3% 
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts22.5%19.5%18.7%17.6%19.7%24.3% -4.3%1.2%2.4%2.7%2.8%5.5%
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap19.1%15.5%14.5%14.0%16.2%18.4% -5.0%0.6%2.0%3.8%5.8%4.0%
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro17.7%14.8%14.2%13.7%15.9%17.9% 4.1%5.6%5.3%6.2%7.7%5.4%
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val21.1%16.9%15.8%15.2%17.3%19.4% -14.2%-4.6%-1.7%1.0%3.5%2.1%
EqyptEGPTGlobal EquitiesMideast and Africa28.3%27.3%26.3%28.1%28.8%  -22.6%-3.9%-12.3%-4.8%-8.2% 
IndonesiaEIDOGlobal EquitiesAsia and Australia29.6%24.5%24.4%23.7%25.2%  -29.9%-11.4%-3.5%-6.1%-1.5% 
IsraelEISGlobal EquitiesMideast and Africa25.1%21.4%18.8%17.6%19.1%  -3.1%-0.1%1.8%4.5%3.4% 
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate18.1%11.8%10.1%9.2%9.2%  0.8%3.4%4.8%4.8%5.3% 
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income19.5%13.2%11.5%10.8%   -4.5%0.8%4.0%4.0%  
New ZealandENZLGlobal EquitiesAsia and Australia27.6%19.4%20.8%20.0%   8.4%10.2%14.2%12.0%  
PhilippinesEPHEGlobal EquitiesAsia and Australia21.3%18.9%18.2%18.2%   -23.9%-8.5%-6.3%-3.0%  
PolandEPOLGlobal EquitiesEurope23.8%23.0%23.3%22.1%27.3%  -27.7%-9.9%-4.2%-3.0%-0.9% 
PeruEPUGlobal EquitiesSouth America29.3%24.0%27.4%24.3%25.6%  -21.2%-3.2%1.8%-0.6%0.8% 
RussiaERUSGlobal EquitiesEurope33.6%29.2%26.5%27.8%   -9.0%10.9%8.3%2.2%  
AustraliaEWAGlobal EquitiesAsia and Australia27.4%19.6%18.9%18.6%21.8%25.1% -11.5%0.6%2.8%2.4%5.0%5.4%
CanadaEWCGlobal EquitiesNorth America25.0%20.3%17.9%17.1%17.3%22.2% -7.4%1.2%1.6%2.0%2.6%4.4%
SwedenEWDGlobal EquitiesEurope25.4%19.7%17.8%17.1%21.4%25.0% 2.3%0.5%2.9%4.1%6.8%6.5%
GermanyEWGGlobal EquitiesEurope27.1%19.9%19.3%18.5%22.3%24.6% -2.3%-1.5%1.6%3.5%6.1%5.2%
Hong KongEWHGlobal EquitiesAsia and Australia19.7%18.8%18.9%18.4%19.8%22.5% -15.1%0.3%2.1%5.4%7.0%6.9%
ItalyEWIGlobal EquitiesEurope25.9%23.3%22.0%21.6%26.1%25.6% -11.1%-1.6%-1.1%3.2%1.6%-1.5%
JapanEWJGlobal EquitiesAsia and Australia15.9%14.2%13.5%13.5%14.8%16.4% 2.6%2.5%3.1%4.5%5.8%3.5%
BelgiumEWKGlobal EquitiesEurope21.0%17.9%16.8%16.3%18.9%22.4% -8.9%-3.4%1.1%5.2%7.3%2.6%
SwitzerlandEWLGlobal EquitiesEurope13.6%12.7%12.7%12.7%15.0%17.1% 5.4%6.5%5.8%6.8%9.3%8.0%
MalaysiaEWMGlobal EquitiesAsia and Australia13.5%12.9%15.7%14.6%15.9%18.4% -12.4%-3.2%-2.9%-4.6%0.7%5.1%
NetherlandsEWNGlobal EquitiesEurope24.7%19.4%17.9%17.3%20.2%  7.1%6.3%7.2%8.9%9.0% 
AustriaEWOGlobal EquitiesEurope26.5%22.6%22.5%21.3%24.4%28.3% -24.3%-8.8%1.1%1.2%2.2%-0.5%
SpainEWPGlobal EquitiesEurope21.7%18.3%19.5%20.2%25.7%26.4% -20.5%-9.3%-4.7%0.4%0.8%1.3%
FranceEWQGlobal EquitiesEurope22.7%19.0%17.7%17.3%21.1%22.5% -9.8%0.4%3.5%4.7%6.1%3.6%
SingaporeEWSGlobal EquitiesAsia and Australia20.1%19.7%19.7%18.3%19.8%24.6% -20.9%-3.5%-1.9%-0.7%2.1%5.4%
TaiwanEWTGlobal EquitiesAsia and Australia27.1%20.2%19.1%17.6%19.3%24.2% 17.9%7.0%7.9%8.8%8.8%6.3%
UKEWUGlobal EquitiesEurope20.6%17.1%15.5%15.3%17.3%18.6% -17.7%-4.4%-2.9%-0.2%3.6%1.7%
MexicoEWWGlobal EquitiesNorth America29.5%25.6%23.6%21.4%22.4%26.5% -25.5%-14.2%-9.1%-7.9%-2.3%2.9%
S KoreaEWYGlobal EquitiesAsia and Australia26.0%21.6%22.1%20.3%23.0%29.4% -2.5%-3.5%2.8%2.9%4.0%5.3%
BrazilEWZGlobal EquitiesSouth America38.4%39.7%40.2%36.7%33.8%38.8% -32.4%-3.0%-0.2%-3.3%-4.7%4.0%
IndustrialsEXIGlobal SectorsIndustrials23.2%20.1%17.9%16.6%18.0%  -7.5%1.3%5.4%7.0%9.2% 
S AfricaEZAGlobal EquitiesMideast and Africa30.8%28.3%27.1%25.4%26.2%29.9% -27.8%-9.3%-7.1%-3.0%-0.1%3.5%
EMUEZUGlobal EquitiesEurope23.2%18.5%17.7%17.3%21.0%22.9% -7.4%-1.2%1.7%4.0%5.2%3.1%
iSh MSCI Frontier 100FMGlobal Asset ClassesInt'l Equity: Frontier24.2%19.8%18.2%    -15.6%-1.9%-0.9%   
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar12.1%9.3%9.7%9.6%11.5%  -1.7%-3.0%-1.5%-3.0%-0.3% 
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound8.6%7.7%8.0%8.0%8.0%  -2.6%-1.8%-4.9%-3.2%-2.1% 
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar6.0%6.8%7.6%7.9%8.1%  -3.1%-1.1%-1.6%-3.5%-2.3% 
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro4.7%5.4%6.3%6.8%8.5%  -2.1%-1.4%-0.6%-2.8%-1.4% 
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc4.5%5.9%6.5%7.3%9.2%  2.0%-0.7%-1.4%-1.0%0.5% 
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen3.5%5.4%8.7%8.3%8.5%  -0.7%0.8%2.0%-1.7%-2.4% 
GreeceGREKGlobal EquitiesEurope27.5%27.1%28.3%31.5%   -29.4%-11.1%-6.1%-10.0%  
Muni Hi YieldHYDGlobal Asset ClassesFixed Income22.1%13.4%11.7%10.5%9.7%  -3.4%2.6%4.1%4.2%4.6% 
Clean EnergyICLNGlobal SectorsClean Energy38.4%27.8%23.8%23.8%26.3%  19.0%15.6%4.8%7.8%1.1% 
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income7.1%5.7%5.6%5.6%5.9%6.5% 12.6%6.7%5.0%4.5%4.6%5.1%
InfrastructureIGFGlobal SectorsInfrastructure24.3%18.0%15.7%14.8%15.2%  -14.8%-1.5%1.5%4.0%6.0% 
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income11.6%7.2%5.8%5.0%4.6%  9.6%6.6%5.1%4.5%4.5% 
Intl TreasIGOVGlobal Asset ClassesFixed Income4.9%5.4%6.4%6.4%7.4%  0.3%2.3%2.8%1.3%1.8% 
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income16.0%10.4%9.4%8.9%   -0.1%2.7%4.1%3.9%  
IndiaINDYGlobal EquitiesAsia and Australia28.6%23.9%22.3%23.2%25.1%  -19.4%-2.3%1.1%5.3%2.3% 
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income9.0%5.9%5.6%5.3%5.7%  4.5%4.3%4.1%4.4%4.2% 
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid24.1%19.1%16.6%15.2%15.5%16.4% 7.4%10.5%10.3%11.8%13.8%8.8%
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap33.5%25.2%22.8%21.6%22.1%22.6% -5.0%0.6%2.7%6.5%9.8%5.2%
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val22.9%18.5%16.4%15.2%15.6%16.7% -8.8%1.6%4.5%6.9%10.2%6.1%
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro25.8%20.6%17.7%16.2%16.3%16.9% 23.2%18.7%15.6%16.4%17.0%11.1%
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap29.3%23.9%21.5%20.2%20.8%21.5% -6.6%2.0%4.3%7.2%10.5%7.0%
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val28.4%23.3%21.5%20.1%20.4%21.3% -17.4%-4.4%1.2%3.9%7.7%4.9%
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro31.7%25.3%22.3%21.2%21.9%22.3% 3.8%7.9%6.9%10.1%13.0%8.9%
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro29.4%23.0%19.3%17.8%18.3%19.6% 11.6%14.5%11.3%13.0%14.8%10.1%
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap28.3%21.8%18.6%17.1%17.6%19.0% -2.4%5.6%6.6%9.2%12.2%8.3%
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val27.9%21.5%18.8%17.2%17.5%19.3% -11.9%-0.7%3.1%6.4%10.1%6.8%
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap24.2%19.3%16.8%15.4%15.7%16.7% 6.3%9.8%9.8%11.4%13.5%8.6%
EnergyIXCGlobal SectorsEnergy28.7%26.7%23.6%22.0%22.6%23.3% -35.6%-10.3%-7.3%-5.8%-0.8%0.3%
FinancialsIXGGlobal SectorsFinancials23.3%19.9%18.9%17.5%19.6%23.5% -16.4%-3.6%0.8%3.7%5.7%1.2%
HealthcareIXJGlobal SectorsHealthcare17.8%15.3%14.7%14.0%14.0%14.4% 13.1%9.8%6.8%11.1%13.7%9.0%
TechnologyIXNGlobal SectorsTechnology26.7%22.7%20.8%18.6%18.7%20.3% 32.5%22.8%21.0%20.2%18.1%12.1%
TelecomIXPGlobal SectorsTelecommunications19.9%16.5%14.5%13.8%14.3%15.5% 9.0%4.7%3.1%5.0%7.3%5.8%
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate23.7%18.6%17.3%16.5%17.1%23.8% -7.6%2.7%5.7%6.2%9.2%5.6%
US Hi YieldJNKGlobal Asset ClassesFixed Income12.8%8.9%8.2%7.5%8.3%  -1.9%2.1%3.1%3.4%5.4% 
Global UtilitiesJXIGlobal SectorsUtilities18.3%13.8%13.6%13.1%13.2%  0.3%6.1%7.4%7.2%6.9% 
Consumer StaplesKXIGlobal SectorsConsumer Staples12.8%11.9%12.0%11.8%12.3%  0.5%2.9%5.3%6.2%9.5% 
US Mort BackedMBBGlobal Asset ClassesFixed Income1.4%2.3%2.2%2.4%2.3%  5.5%3.8%3.1%3.1%2.8% 
ChinaMCHIGlobal EquitiesAsia and Australia19.3%23.3%22.3%22.0%   11.5%7.8%4.8%8.8%  
MaterialsMXIGlobal SectorsMaterials25.6%20.5%20.4%18.8%20.8%  -2.2%4.1%4.9%4.8%4.2% 
NorwayNORWGlobal EquitiesEurope28.7%23.8%20.9%20.6%   -20.2%-2.1%-1.2%-1.9%  
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate19.9%13.3%11.5%10.6%10.6%  -2.9%2.0%4.5%4.8%5.4% 
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro26.3%22.2%20.2%18.5%18.5%20.2% 33.7%22.6%19.4%20.7%20.4%14.5%
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary26.5%21.4%18.4%17.4%18.1%  1.3%7.8%6.9%9.3%12.8% 
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap25.3%18.5%16.7%16.0%17.8%  -3.7%0.4%3.8%6.4%8.2% 
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term1.5%1.3%1.1%1.0%0.9%1.3% 4.0%2.6%1.7%1.4%1.2%2.2%
US Equity: Russell 3000SPTMGlobal EquitiesNorth America23.5%19.0%16.7%15.3%15.6%16.7% 5.9%9.9%10.0%11.6%13.6%8.7%
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap22.9%18.6%16.2%14.9%15.2%16.0% 7.4%10.6%10.6%12.0%13.8%8.7%
ThailandTHDGlobal EquitiesAsia and Australia22.8%22.4%19.8%19.6%23.4%  -24.1%-0.8%1.5%1.1%7.1% 
US Inflation ProtTIPGlobal Asset ClassesFixed Income4.9%3.8%3.7%4.1%4.6%5.9% 8.3%5.0%3.7%2.9%3.4%3.9%
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term19.4%13.8%12.7%12.7%14.0%14.4% 25.9%12.0%9.5%8.5%7.8%7.1%
TurkeyTURGlobal EquitiesMideast and Africa37.0%34.0%31.4%30.2%31.0%  -1.4%-15.5%-10.3%-10.5%-5.8% 
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index4.8%5.1%5.8%6.3%7.2%  3.4%2.8%1.4%2.5%0.7% 
VietnamVNMGlobal EquitiesAsia and Australia32.1%25.3%21.4%21.6%24.6%  -15.4%-2.5%-4.6%-2.5%-4.2% 
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate22.6%18.5%17.5%17.1%17.9%25.0% -6.9%2.2%5.4%6.2%9.7%6.6%
Timber & ForestryWOODGlobal SectorsTimber and Forestry24.3%23.7%22.7%20.6%20.6%  -6.5%-1.4%3.0%4.8%6.2%