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Global Equities, 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 NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average21.7%17.3%15.9%15.0%15.5%16.7% -12.7%-2.3%0.2%1.2%2.6%4.2%
 
ArgentinaARGTSouth America39.9%29.8%26.2%23.6%   -25.4%-5.6%4.5%6.6%  
ChileECHSouth America21.4%20.5%18.4%16.9%17.3%  -38.2%-14.2%-6.4%-8.8%-6.3% 
EqyptEGPTMideast and Africa23.1%19.8%21.3%20.7%20.6%  -22.6%-3.9%-12.3%-4.8%-8.2% 
IndonesiaEIDOAsia and Australia27.6%20.4%19.3%19.0%19.4%  -29.9%-11.4%-3.5%-6.1%-1.5% 
IsraelEISMideast and Africa20.0%16.3%14.0%12.5%13.6%  -3.1%-0.1%1.8%4.5%3.4% 
New ZealandENZLAsia and Australia19.8%12.9%12.5%11.9%   8.4%10.2%14.2%12.0%  
PhilippinesEPHEAsia and Australia19.9%15.5%14.2%13.7%   -23.9%-8.5%-6.3%-3.0%  
PolandEPOLEurope21.4%18.1%16.8%15.5%18.3%  -27.7%-9.9%-4.2%-3.0%-0.9% 
PeruEPUSouth America25.6%19.4%18.8%16.8%17.3%  -21.2%-3.2%1.8%-0.6%0.8% 
RussiaERUSEurope26.8%20.1%17.7%18.6%   -9.0%10.9%8.3%2.2%  
AustraliaEWAAsia 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%
CanadaEWCNorth America21.4%15.7%13.4%12.5%12.5%15.5% -7.4%1.2%1.6%2.0%2.6%4.4%
SwedenEWDEurope18.9%14.4%12.6%11.5%13.4%16.7% 2.3%0.5%2.9%4.1%6.8%6.5%
GermanyEWGEurope21.1%14.9%13.7%12.7%15.0%17.2% -2.3%-1.5%1.6%3.5%6.1%5.2%
Hong KongEWHAsia 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%
ItalyEWIEurope23.2%18.6%16.7%15.4%18.3%18.7% -11.1%-1.6%-1.1%3.2%1.6%-1.5%
JapanEWJAsia 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%
BelgiumEWKEurope18.7%14.3%12.7%11.5%12.6%16.9% -8.9%-3.4%1.1%5.2%7.3%2.6%
SwitzerlandEWLEurope10.3%8.5%8.7%8.3%9.7%11.7% 5.4%6.5%5.8%6.8%9.3%8.0%
MalaysiaEWMAsia 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%
NetherlandsEWNEurope18.2%13.6%12.1%11.2%13.0%  7.1%6.3%7.2%8.9%9.0% 
AustriaEWOEurope24.8%19.1%17.4%15.9%17.3%20.8% -24.3%-8.8%1.1%1.2%2.2%-0.5%
SpainEWPEurope20.8%15.9%15.4%14.4%17.3%18.3% -20.5%-9.3%-4.7%0.4%0.8%1.3%
FranceEWQEurope20.0%15.0%13.1%12.2%14.3%16.1% -9.8%0.4%3.5%4.7%6.1%3.6%
SingaporeEWSAsia 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%
TaiwanEWTAsia 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%
UKEWUEurope19.2%14.5%12.7%11.8%12.1%13.4% -17.7%-4.4%-2.9%-0.2%3.6%1.7%
MexicoEWWNorth 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 KoreaEWYAsia 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%
BrazilEWZSouth America34.8%29.6%27.4%25.6%23.5%25.7% -32.4%-3.0%-0.2%-3.3%-4.7%4.0%
S AfricaEZAMideast 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%
EMUEZUEurope19.9%14.7%13.1%12.1%14.3%16.5% -7.4%-1.2%1.7%4.0%5.2%3.1%
GreeceGREKEurope26.3%22.1%21.9%23.8%   -29.4%-11.1%-6.1%-10.0%  
IndiaINDYAsia and Australia25.4%18.8%16.8%16.4%17.2%  -19.4%-2.3%1.1%5.3%2.3% 
ChinaMCHIAsia and Australia12.1%15.3%15.5%14.6%   11.5%7.8%4.8%8.8%  
NorwayNORWEurope25.0%18.8%16.0%15.3%   -20.2%-2.1%-1.2%-1.9%  
US Equity: Russell 3000SPTMNorth America17.0%13.4%11.4%10.0%9.7%11.7% 5.9%9.9%10.0%11.6%13.6%8.7%
ThailandTHDAsia and Australia19.6%16.6%14.5%14.0%16.1%  -24.1%-0.8%1.5%1.1%7.1% 
TurkeyTURMideast and Africa29.2%26.1%23.7%22.6%22.1%  -1.4%-15.5%-10.3%-10.5%-5.8% 
VietnamVNMAsia and Australia24.4%18.5%16.0%15.8%17.4%  -15.4%-2.5%-4.6%-2.5%-4.2%