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Global Equities, 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 NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average25.9%22.6%21.7%21.0%22.3%24.0% -12.7%-2.3%0.2%1.2%2.6%4.2%
 
ArgentinaARGTSouth America49.0%39.9%37.9%34.5%   -25.4%-5.6%4.5%6.6%  
ChileECHSouth America24.8%27.6%25.5%22.9%23.8%  -38.2%-14.2%-6.4%-8.8%-6.3% 
EqyptEGPTMideast and Africa28.3%27.3%26.3%28.1%28.8%  -22.6%-3.9%-12.3%-4.8%-8.2% 
IndonesiaEIDOAsia and Australia29.6%24.5%24.4%23.7%25.2%  -29.9%-11.4%-3.5%-6.1%-1.5% 
IsraelEISMideast and Africa25.1%21.4%18.8%17.6%19.1%  -3.1%-0.1%1.8%4.5%3.4% 
New ZealandENZLAsia and Australia27.6%19.4%20.8%20.0%   8.4%10.2%14.2%12.0%  
PhilippinesEPHEAsia and Australia21.3%18.9%18.2%18.2%   -23.9%-8.5%-6.3%-3.0%  
PolandEPOLEurope23.8%23.0%23.3%22.1%27.3%  -27.7%-9.9%-4.2%-3.0%-0.9% 
PeruEPUSouth America29.3%24.0%27.4%24.3%25.6%  -21.2%-3.2%1.8%-0.6%0.8% 
RussiaERUSEurope33.6%29.2%26.5%27.8%   -9.0%10.9%8.3%2.2%  
AustraliaEWAAsia 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%
CanadaEWCNorth America25.0%20.3%17.9%17.1%17.3%22.2% -7.4%1.2%1.6%2.0%2.6%4.4%
SwedenEWDEurope25.4%19.7%17.8%17.1%21.4%25.0% 2.3%0.5%2.9%4.1%6.8%6.5%
GermanyEWGEurope27.1%19.9%19.3%18.5%22.3%24.6% -2.3%-1.5%1.6%3.5%6.1%5.2%
Hong KongEWHAsia 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%
ItalyEWIEurope25.9%23.3%22.0%21.6%26.1%25.6% -11.1%-1.6%-1.1%3.2%1.6%-1.5%
JapanEWJAsia 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%
BelgiumEWKEurope21.0%17.9%16.8%16.3%18.9%22.4% -8.9%-3.4%1.1%5.2%7.3%2.6%
SwitzerlandEWLEurope13.6%12.7%12.7%12.7%15.0%17.1% 5.4%6.5%5.8%6.8%9.3%8.0%
MalaysiaEWMAsia 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%
NetherlandsEWNEurope24.7%19.4%17.9%17.3%20.2%  7.1%6.3%7.2%8.9%9.0% 
AustriaEWOEurope26.5%22.6%22.5%21.3%24.4%28.3% -24.3%-8.8%1.1%1.2%2.2%-0.5%
SpainEWPEurope21.7%18.3%19.5%20.2%25.7%26.4% -20.5%-9.3%-4.7%0.4%0.8%1.3%
FranceEWQEurope22.7%19.0%17.7%17.3%21.1%22.5% -9.8%0.4%3.5%4.7%6.1%3.6%
SingaporeEWSAsia 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%
TaiwanEWTAsia 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%
UKEWUEurope20.6%17.1%15.5%15.3%17.3%18.6% -17.7%-4.4%-2.9%-0.2%3.6%1.7%
MexicoEWWNorth 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 KoreaEWYAsia 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%
BrazilEWZSouth America38.4%39.7%40.2%36.7%33.8%38.8% -32.4%-3.0%-0.2%-3.3%-4.7%4.0%
S AfricaEZAMideast 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%
EMUEZUEurope23.2%18.5%17.7%17.3%21.0%22.9% -7.4%-1.2%1.7%4.0%5.2%3.1%
GreeceGREKEurope27.5%27.1%28.3%31.5%   -29.4%-11.1%-6.1%-10.0%  
IndiaINDYAsia and Australia28.6%23.9%22.3%23.2%25.1%  -19.4%-2.3%1.1%5.3%2.3% 
ChinaMCHIAsia and Australia19.3%23.3%22.3%22.0%   11.5%7.8%4.8%8.8%  
NorwayNORWEurope28.7%23.8%20.9%20.6%   -20.2%-2.1%-1.2%-1.9%  
US Equity: Russell 3000SPTMNorth America23.5%19.0%16.7%15.3%15.6%16.7% 5.9%9.9%10.0%11.6%13.6%8.7%
ThailandTHDAsia and Australia22.8%22.4%19.8%19.6%23.4%  -24.1%-0.8%1.5%1.1%7.1% 
TurkeyTURMideast and Africa37.0%34.0%31.4%30.2%31.0%  -1.4%-15.5%-10.3%-10.5%-5.8% 
VietnamVNMAsia and Australia32.1%25.3%21.4%21.6%24.6%  -15.4%-2.5%-4.6%-2.5%-4.2%