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Ingredient Summary Page

for period ending January 31, 2019
 
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.VizMetrics.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.
Maximum Drawdown vs. Annual Return
All recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
 Total Return, annualized %MaxVizMetrics
 DrawDownScore
Ingredient NameIDPeer GroupCategory1 monthYTD1 year3 year5 year7 year10 year7 year7 year
ACWI (Global)ACWIGlobal Asset ClassesInt'l Equity: Core8.0%8.0%-7.1%11.8%6.8%8.7%11.4%-14.0%99
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.9%0.9%2.2%1.9%2.4%2.1%3.4%-4.1%96
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP12.7%12.7%-6.8%6.5%-4.1%-0.5% -40.9%43
ArgentinaARGTGlobal EquitiesSouth America19.1%19.1%-25.8%18.5%10.7%3.3% -37.7%32
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.2%0.2%1.8%0.9%0.5%0.3%0.2%-0.3%97
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate1.1%1.1%2.2%2.0%2.4%2.1%3.5%-4.0%96
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi3.9%3.9%-2.8%2.8%0.7%1.3%1.3%-9.7%89
AgricultureDBAGlobal Asset ClassesCommodities-0.1%-0.1%-9.2%-5.1%-7.1%-7.3%-3.7%-44.4%29
Industrial MetalsDBBGlobal Asset ClassesCommodities6.4%6.4%-16.3%11.8%0.6%-3.4%3.9%-45.5%33
OilDBOGlobal Asset ClassesCommodities17.1%17.1%-9.5%7.4%-18.1%-14.1%-6.4%-76.3%0
ChileECHGlobal EquitiesSouth America12.8%12.8%-14.8%14.9%4.7%-2.4%5.0%-50.3%24
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts10.3%10.3%-13.7%14.4%4.6%2.4%8.8%-30.2%59
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap6.6%6.6%-12.5%7.2%2.7%5.8%8.1%-18.8%82
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro6.2%6.2%-11.5%6.6%3.7%6.2%8.5%-16.7%84
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val6.5%6.5%-14.0%7.5%1.3%4.9%7.4%-25.2%76
EqyptEGPTGlobal EquitiesMideast and Africa13.9%13.9%-3.7%-1.4%-10.9%-3.6% -62.7%0
IndonesiaEIDOGlobal EquitiesAsia and Australia11.5%11.5%-5.2%10.2%5.1%0.1% -48.1%27
IsraelEISGlobal EquitiesMideast and Africa11.3%11.3%1.1%7.0%4.3%5.6%8.3%-16.0%73
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate4.8%4.8%-0.3%6.1%5.2%4.5%7.3%-11.3%95
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income5.7%5.7%-0.1%7.9%5.9%    
New ZealandENZLGlobal EquitiesAsia and Australia5.6%5.6%1.4%16.0%9.8%12.1% -20.5%100
PhilippinesEPHEGlobal EquitiesAsia and Australia9.4%9.4%-8.1%3.1%3.1%5.1% -26.6%65
PolandEPOLGlobal EquitiesEurope5.7%5.7%-15.9%15.1%-0.6%2.0% -42.3%42
PeruEPUGlobal EquitiesSouth America6.4%6.4%-11.5%27.0%5.0%0.1% -55.7%37
RussiaERUSGlobal EquitiesEurope14.4%14.4%-1.8%21.1%2.0%-0.6% -51.8%19
AustraliaEWAGlobal EquitiesAsia and Australia7.0%7.0%-8.3%10.5%2.6%3.2%10.9%-30.8%55
CanadaEWCGlobal EquitiesNorth America12.9%12.9%-7.2%11.3%1.5%1.6%7.1%-34.1%59
SwedenEWDGlobal EquitiesEurope5.6%5.6%-13.3%7.0%1.1%5.4%12.4%-20.6%74
GermanyEWGGlobal EquitiesEurope5.7%5.7%-21.6%5.7%-0.0%5.6%8.0%-25.8%71
Hong KongEWHGlobal EquitiesAsia and Australia9.6%9.6%-4.4%15.1%8.7%9.0%12.8%-22.6%84
ItalyEWIGlobal EquitiesEurope8.1%8.1%-19.3%6.3%-0.6%3.0%2.4%-35.5%42
JapanEWJGlobal EquitiesAsia and Australia7.1%7.1%-12.4%7.4%5.2%6.7%6.5%-18.2%84
BelgiumEWKGlobal EquitiesEurope8.2%8.2%-20.6%3.4%4.6%9.8%10.9%-26.6%98
SwitzerlandEWLGlobal EquitiesEurope5.7%5.7%-8.1%7.1%3.2%7.8%10.1%-18.1%92
MalaysiaEWMGlobal EquitiesAsia and Australia3.3%3.3%-10.3%3.3%-2.7%-0.7%7.7%-35.9%46
NetherlandsEWNGlobal EquitiesEurope7.7%7.7%-13.8%9.0%5.3%9.0%10.2%-20.0%90
AustriaEWOGlobal EquitiesEurope8.7%8.7%-22.8%14.8%3.0%6.0%8.1%-29.0%67
SpainEWPGlobal EquitiesEurope6.9%6.9%-16.7%6.6%-1.9%2.8%3.9%-37.7%43
FranceEWQGlobal EquitiesEurope6.1%6.1%-13.4%9.2%3.5%7.2%7.8%-21.0%83
SingaporeEWSGlobal EquitiesAsia and Australia6.6%6.6%-10.9%12.0%3.0%3.1%10.2%-29.3%60
TaiwanEWTGlobal EquitiesAsia and Australia5.3%5.3%-11.1%13.6%7.0%6.5%12.1%-22.7%79
UKEWUGlobal EquitiesEurope7.3%7.3%-11.3%5.1%-0.1%3.4%7.6%-24.5%69
MexicoEWWGlobal EquitiesNorth America9.3%9.3%-13.4%-0.4%-4.7%-1.8%6.7%-40.0%25
S KoreaEWYGlobal EquitiesAsia and Australia10.0%10.0%-16.2%12.7%3.7%3.4%10.9%-27.3%55
BrazilEWZGlobal EquitiesSouth America18.8%18.8%0.5%34.9%5.7%-2.5%5.6%-67.6%0
IndustrialsEXIGlobal SectorsIndustrials9.4%9.4%-11.0%11.9%6.6%9.4%12.8%-18.7%98
S AfricaEZAGlobal EquitiesMideast and Africa14.2%14.2%-17.2%11.4%2.9%0.8%8.9%-34.9%35
EMUEZUGlobal EquitiesEurope6.5%6.5%-17.1%6.8%1.5%6.0%6.9%-23.3%75
Intl FrontierFRNGlobal Asset ClassesInt'l Equity: Frontier6.1%6.1%-17.9%12.9%0.6%-3.2%4.1%-48.2%32
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar3.3%3.3%-8.8%1.8%-2.5%-3.8%3.4%-29.9%47
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound2.9%2.9%-7.8%-3.0%-4.7%-2.9%-1.3%-29.0%56
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar4.0%4.0%-6.0%2.1%-3.3%-3.8%-0.7%-29.7%52
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-0.2%-0.2%-8.6%1.0%-3.9%-2.5%-1.5%-25.3%59
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-1.3%-1.3%-7.4%-0.2%-2.8%-1.9%0.9%-16.7%63
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen0.6%0.6%-0.3%3.1%-1.7%-5.4%-2.3%-37.8%41
GreeceGREKGlobal EquitiesEurope6.2%6.2%-33.4%3.4%-18.2%-11.7% -73.1%0
Muni Hi YieldHYDGlobal Asset ClassesFixed Income0.8%0.8%2.7%3.9%5.8%4.8% -13.2%94
Clean EnergyICLNGlobal SectorsClean Energy14.9%14.9%1.8%6.1%1.0%3.2%-4.8%-33.1%44
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income0.7%0.7%3.9%0.6%2.5%1.7%3.4%-7.6%88
InfrastructureIGFGlobal SectorsInfrastructure8.5%8.5%-3.5%8.5%4.8%6.4%8.6%-15.3%91
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income2.9%2.9%3.0%2.7%2.4%2.7%4.2%-3.2%100
Intl TreasIGOVGlobal Asset ClassesFixed Income1.4%1.4%-3.7%3.1%0.0%0.8%1.8%-15.4%78
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income3.1%3.1%-3.2%7.6%2.8%    
IndiaINDYGlobal EquitiesAsia and Australia-1.3%-1.3%-9.8%11.1%10.1%6.1% -28.6%63
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income0.9%0.9%3.3%1.7%3.4%2.7%4.1%-8.9%92
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid8.2%8.2%-2.3%14.0%10.5%13.0%15.0%-13.7%100
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap10.3%10.3%-6.3%13.3%5.3%10.9%13.8%-24.7%93
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val7.6%7.6%-5.0%11.5%8.1%11.4%13.2%-11.8%100
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro8.9%8.9%0.1%16.4%12.8%14.4%16.7%-15.8%100
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap11.3%11.3%-3.5%14.7%7.3%11.1%14.5%-22.1%97
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val10.9%10.9%-4.7%13.6%6.5%10.1%13.1%-20.7%95
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro11.6%11.6%-2.6%15.6%7.9%12.0%15.7%-23.5%96
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro11.3%11.3%0.3%15.3%10.0%12.7%16.7%-16.3%100
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap10.6%10.6%-3.0%13.1%8.7%12.0%15.9%-15.8%100
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val10.2%10.2%-5.5%11.4%7.7%11.5%15.2%-15.5%100
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap8.5%8.5%-2.4%14.0%10.3%12.8%14.9%-14.2%100
EnergyIXCGlobal SectorsEnergy10.6%10.6%-9.0%9.3%-1.4%0.2%4.4%-41.5%43
FinancialsIXGGlobal SectorsFinancials8.5%8.5%-15.2%11.8%5.5%9.4%11.1%-21.9%91
HealthcareIXJGlobal SectorsHealthcare5.0%5.0%2.2%9.6%8.7%13.2%13.0%-15.1%100
TechnologyIXNGlobal SectorsTechnology7.7%7.7%-4.9%20.0%15.3%15.0%17.2%-17.9%100
TelecomIXPGlobal SectorsTelecommunications9.1%9.1%-7.8%1.4%1.8%5.0%7.3%-15.4%82
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate11.5%11.5%10.0%9.2%9.2%8.8%14.8%-14.5%96
US Hi YieldJNKGlobal Asset ClassesFixed Income5.2%5.2%1.8%8.0%2.8%4.4%8.8%-13.2%98
Global UtilitiesJXIGlobal SectorsUtilities5.1%5.1%8.8%8.7%7.1%7.2%6.1%-11.4%94
Consumer StaplesKXIGlobal SectorsConsumer Staples5.6%5.6%-7.1%3.8%6.1%8.3%10.9%-12.0%99
US Mort BackedMBBGlobal Asset ClassesFixed Income0.8%0.8%2.8%1.3%2.2%1.8%2.9%-3.5%97
ChinaMCHIGlobal EquitiesAsia and Australia12.7%12.7%-19.6%16.6%8.3%6.5% -38.3%63
Gulf StatesMESGlobal EquitiesMideast and Africa11.7%11.7%-15.0%0.7%-5.5%2.1%5.0%-44.9%42
MaterialsMXIGlobal SectorsMaterials7.8%7.8%-14.1%17.1%3.1%1.8%8.0%-34.1%55
NorwayNORWGlobal EquitiesEurope7.5%7.5%-7.0%14.4%-0.3%2.8% -43.4%52
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate4.7%4.7%-1.0%5.5%5.7%5.1%7.8%-13.8%93
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro9.0%9.0%0.1%18.4%15.5%17.0%20.4%-17.0%100
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary9.3%9.3%-5.1%11.2%8.4%12.4%15.9%-15.4%100
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap8.1%8.1%-15.1%9.1%5.1%8.7%12.5%-21.4%94
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term0.3%0.3%2.0%0.7%0.7%0.6%0.9%-0.9%96
US Equity: Russell 3000SPTMGlobal EquitiesNorth America8.8%8.8%-2.0%14.3%10.4%12.9%15.0%-14.2%100
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap8.0%8.0%-2.4%13.9%10.8%13.1%14.9%-13.5%100
ThailandTHDGlobal EquitiesAsia and Australia9.8%9.8%-6.5%17.0%9.6%7.6%18.0%-33.2%72
US Inflation ProtTIPGlobal Asset ClassesFixed Income1.4%1.4%0.8%2.0%1.4%0.6%3.4%-9.2%85
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term0.4%0.4%2.1%1.0%5.1%2.8%4.7%-18.0%76
TurkeyTURGlobal EquitiesMideast and Africa17.6%17.6%-34.2%-5.4%-4.6%-4.9%4.3%-68.2%0
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index-0.2%-0.2%9.2%-0.6%3.1%2.0%-0.2%-12.0%86
VietnamVNMGlobal EquitiesAsia and Australia7.4%7.4%-18.7%5.9%-3.4%1.2% -38.3%36
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate11.9%11.9%9.8%7.4%8.9%8.8%15.5%-14.9%93
Timber & ForestryWOODGlobal SectorsTimber and Forestry15.4%15.4%-11.8%17.7%7.2%9.5%12.1%-27.7%85