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Ingredient Summary Page

for period ending July 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: Core0.1%16.4%2.9%10.4%6.7%9.7%9.1%-14.0%100
U.S. Total Bond MarketAGGGlobal Asset ClassesFixed Income: Aggregate0.2%6.0%7.9%2.1%3.0%2.4%3.6%-4.1%93
Alerian US MLPAMLPGlobal Asset ClassesEquity: MLP-0.2%17.2%-3.0%-1.3%-4.7%-0.0% -40.9%41
ArgentinaARGTGlobal EquitiesSouth America0.5%38.9%11.5%13.8%8.7%11.4% -37.7%69
T-Bill 1-3 MonthBILGlobal Asset ClassesFixed Income: Cash-like0.2%1.3%2.2%1.3%0.7%0.5%0.3%-0.3%93
U.S. Total Bond MarketBNDGlobal Asset ClassesFixed Income: Aggregate0.2%6.3%8.2%2.1%3.0%2.4%3.6%-4.0%93
CHN PRC RenminbiCYBGlobal Asset ClassesCurrency: CHN Renminbi0.3%2.0%1.0%1.8%0.6%1.2%1.0%-9.7%83
AgricultureDBAGlobal Asset ClassesCommodities-3.8%-5.9%-8.1%-7.9%-9.7%-8.6%-4.4%-47.0%21
Industrial MetalsDBBGlobal Asset ClassesCommodities-1.4%-0.6%-8.9%3.7%-2.9%-2.2%-1.2%-41.9%35
OilDBOGlobal Asset ClassesCommodities1.3%20.1%-16.7%8.1%-18.9%-12.1%-8.9%-76.0%0
ChileECHGlobal EquitiesSouth America-5.8%-5.3%-18.6%1.9%-0.5%-4.8%-0.3%-50.1%10
iShares MSCIEEMGlobal Asset ClassesEquity: Emerging Mkts-2.7%7.7%-4.8%7.0%1.1%3.0%3.6%-30.2%59
Intl Dev CoreEFAGlobal Asset ClassesInt'l Equity: Lg Cap-1.9%12.0%-3.4%6.7%2.3%6.8%5.6%-18.8%86
iSh EAFE GrowthEFGGlobal Asset ClassesInt'l Equity: Lg Cap Gro-1.1%17.0%0.8%7.4%4.5%7.9%6.9%-16.7%91
iSh EAFE ValueEFVGlobal Asset ClassesInt'l Equity: Lg Cap Val-2.8%6.4%-7.8%5.5%-0.3%5.3%4.0%-25.2%77
EqyptEGPTGlobal EquitiesMideast and Africa-4.9%6.1%-11.5%-8.0%-14.5%-4.8% -62.7%0
IndonesiaEIDOGlobal EquitiesAsia and Australia-1.0%5.4%10.2%1.4%0.1%-0.5% -48.1%23
IsraelEISGlobal EquitiesMideast and Africa1.4%14.5%3.7%5.4%3.0%7.8%3.8%-16.0%82
iShares EmergEMBGlobal Asset ClassesFixed Income: Aggregate0.7%12.1%10.5%4.3%4.7%4.2%6.6%-11.3%90
Emerg Mkt Hi YldEMHYGlobal Asset ClassesFixed Income0.7%11.1%9.6%4.6%4.3%5.0% -11.0%91
New ZealandENZLGlobal EquitiesAsia and Australia1.8%19.9%16.4%9.7%10.5%13.4% -20.5%100
PhilippinesEPHEGlobal EquitiesAsia and Australia-1.0%11.4%8.5%-3.2%-0.1%3.1% -26.6%54
PolandEPOLGlobal EquitiesEurope-5.9%-2.8%-6.9%10.3%-2.1%1.8% -42.3%43
PeruEPUGlobal EquitiesSouth America-3.2%2.9%-9.7%4.0%1.9%0.3%4.8%-55.7%33
RussiaERUSGlobal EquitiesEurope-0.8%29.0%18.2%17.2%5.6%2.6% -49.8%35
AustraliaEWAGlobal EquitiesAsia and Australia-0.6%18.8%3.6%7.6%1.5%4.6%6.7%-30.8%61
CanadaEWCGlobal EquitiesNorth America-0.8%19.6%-0.3%6.3%-0.3%3.3%3.7%-34.1%65
SwedenEWDGlobal EquitiesEurope-5.3%6.7%-6.7%5.2%0.7%4.8%6.6%-20.6%70
GermanyEWGGlobal EquitiesEurope-4.4%8.7%-12.0%4.0%0.6%6.4%5.2%-25.8%74
Hong KongEWHGlobal EquitiesAsia and Australia-4.0%12.1%3.4%9.6%5.7%9.2%8.2%-22.6%82
ItalyEWIGlobal EquitiesEurope-1.9%15.4%-5.2%10.3%-0.6%6.7%0.3%-35.5%60
JapanEWJGlobal EquitiesAsia and Australia-0.4%8.2%-5.6%5.8%4.1%7.7%4.9%-18.2%87
BelgiumEWKGlobal EquitiesEurope3.3%18.1%-4.8%4.2%4.9%10.3%8.7%-26.6%97
SwitzerlandEWLGlobal EquitiesEurope-1.0%20.3%9.3%9.6%4.9%9.4%9.1%-18.1%99
MalaysiaEWMGlobal EquitiesAsia and Australia-2.8%-1.2%-9.4%0.9%-5.3%-1.7%3.6%-35.9%38
NetherlandsEWNGlobal EquitiesEurope-0.0%20.0%0.0%11.3%7.4%10.8%8.2%-20.0%96
AustriaEWOGlobal EquitiesEurope-2.6%8.2%-15.5%11.7%4.2%7.4%3.8%-29.0%71
SpainEWPGlobal EquitiesEurope-5.1%3.7%-10.2%4.9%-4.2%6.4%-0.4%-37.7%66
FranceEWQGlobal EquitiesEurope-2.8%15.0%-3.4%10.2%4.4%9.0%5.6%-21.0%89
SingaporeEWSGlobal EquitiesAsia and Australia-2.1%11.4%2.8%7.9%0.8%2.7%5.3%-29.3%54
TaiwanEWTGlobal EquitiesAsia and Australia0.9%11.5%-3.8%8.4%5.0%8.1%7.2%-22.7%81
UKEWUGlobal EquitiesEurope-2.4%10.2%-5.9%4.6%-1.0%3.7%5.0%-24.5%69
MexicoEWWGlobal EquitiesNorth America-4.9%2.2%-18.3%-3.8%-7.6%-3.8%1.9%-40.0%15
S KoreaEWYGlobal EquitiesAsia and Australia-7.5%-5.9%-16.5%1.7%-1.7%1.5%4.3%-28.2%43
BrazilEWZGlobal EquitiesSouth America1.8%18.0%26.7%13.0%0.8%0.3%0.4%-61.6%4
IndustrialsEXIGlobal SectorsIndustrials-0.6%18.2%0.5%9.9%7.3%11.0%10.9%-18.7%100
S AfricaEZAGlobal EquitiesMideast and Africa-5.5%5.0%-11.5%-0.7%-2.6%-0.2%3.5%-34.9%27
EMUEZUGlobal EquitiesEurope-2.7%12.6%-6.7%7.3%2.0%7.9%4.3%-23.3%83
Intl FrontierFRNGlobal Asset ClassesInt'l Equity: Frontier0.1%19.2%3.5%12.0%-0.4%-0.9%1.3%-47.1%39
AUStraliaFXAGlobal Asset ClassesCurrency: AUS Dollar-2.5%-2.4%-7.2%-2.6%-5.0%-4.7%-0.1%-29.8%41
GBP UK PoundFXBGlobal Asset ClassesCurrency: GBP Pound-4.2%-4.6%-7.4%-3.0%-6.6%-3.8%-3.4%-29.9%48
CAN Canada DollarFXCGlobal Asset ClassesCurrency: CAN Dollar-0.7%3.9%-0.9%-0.2%-3.7%-3.8%-2.0%-29.7%48
EUR EuroFXEGlobal Asset ClassesCurrency: EUR Euro-2.8%-3.8%-6.1%-1.1%-4.4%-2.1%-3.0%-25.3%58
CHF Swiss FrancFXFGlobal Asset ClassesCurrency: CHF Franc-1.9%-1.8%-1.6%-2.0%-2.8%-1.1%-0.0%-18.0%64
JPY Japan YenFXYGlobal Asset ClassesCurrency: JPY Yen-1.0%0.4%2.2%-2.6%-1.6%-5.1%-1.8%-37.8%40
GreeceGREKGlobal EquitiesEurope1.0%40.6%6.8%11.3%-12.9%-0.3% -73.1%0
Muni Hi YieldHYDGlobal Asset ClassesFixed Income0.4%6.4%5.1%3.7%5.6%4.4%6.7%-13.2%87
Clean EnergyICLNGlobal SectorsClean Energy0.8%30.9%20.2%8.5%1.9%10.8%-4.9%-33.1%83
US Treas 7-10yrIEFGlobal Asset ClassesFixed Income0.0%6.7%10.6%1.1%3.3%2.0%4.2%-7.6%86
InfrastructureIGFGlobal SectorsInfrastructure-2.1%16.9%7.1%6.2%3.6%7.2%7.3%-15.3%93
US Corp Med 5-10yIGIBGlobal Asset ClassesFixed Income0.4%10.8%11.1%3.6%3.6%3.2%4.4%-3.2%98
Intl TreasIGOVGlobal Asset ClassesFixed Income-1.3%3.6%2.9%0.2%-0.3%0.9%1.0%-15.4%75
MktVectors Intl Hi YieldIHYGlobal Asset ClassesFixed Income-0.7%7.9%4.7%5.1%2.8%5.4% -13.6%97
IndiaINDYGlobal EquitiesAsia and Australia-5.6%3.2%-2.4%7.3%5.1%8.4% -28.6%72
MktVectors Intermed MuniITMGlobal Asset ClassesFixed Income1.0%6.7%8.4%2.6%3.8%3.2%4.5%-8.9%90
US Large CoreIWBGlobal Asset ClassesU.S. Equity: Lg / Mid1.6%20.4%7.8%13.2%11.0%13.9%14.0%-13.7%100
iSh RussellIWCGlobal Asset ClassesU.S. Equity: Micro Cap-1.0%12.5%-11.6%8.7%6.8%10.9%11.2%-24.7%88
iSh Russ 1000 ValIWDGlobal Asset ClassesU.S. Equity: Lg Cap Val1.0%16.9%5.0%9.3%7.8%11.9%12.2%-11.8%100
iSh Russ 1000 GroIWFGlobal Asset ClassesU.S. Equity: Lg Cap Gro2.5%23.9%10.6%16.9%14.0%15.7%15.5%-15.8%100
iSh Russ 2000IWMGlobal Asset ClassesU.S. Equity: Sm Cap0.7%17.6%-4.4%10.4%8.6%12.0%12.5%-22.1%96
iSh Russ 2000 ValIWNGlobal Asset ClassesU.S. Equity: Sm Cap Val0.4%13.5%-7.8%7.8%6.7%10.4%11.1%-20.7%91
iSh Russell 2000IWOGlobal Asset ClassesU.S. Equity: Sm Cap Gro1.3%21.5%-1.3%12.7%10.3%13.4%13.8%-23.5%98
iSh US Mid GrowthIWPGlobal Asset ClassesU.S. Equity: Mid Cap Gro2.3%28.7%13.8%15.2%12.0%14.9%15.2%-16.3%100
iSh US Mid CoreIWRGlobal Asset ClassesU.S. Equity: Mid Cap1.5%22.8%6.5%10.9%9.4%13.4%14.2%-15.8%100
iSh US Mid ValueIWSGlobal Asset ClassesU.S. Equity: Mid Cap Val0.8%18.8%1.7%7.6%7.3%12.2%13.4%-15.5%100
iSh Russell 3000IWVGlobal Asset ClassesU.S. Equity: Lg Cap1.6%20.3%6.9%12.9%10.8%13.7%13.8%-14.2%100
EnergyIXCGlobal SectorsEnergy-3.2%9.4%-13.8%3.1%-4.5%0.7%2.7%-41.5%43
FinancialsIXGGlobal SectorsFinancials-0.4%14.3%-2.0%11.4%5.0%10.2%7.0%-21.9%93
HealthcareIXJGlobal SectorsHealthcare-1.5%8.2%3.4%6.8%7.4%12.3%12.4%-15.1%100
TechnologyIXNGlobal SectorsTechnology2.2%28.2%11.1%21.5%16.5%17.2%15.3%-17.9%100
TelecomIXPGlobal SectorsTelecommunications2.5%18.8%8.3%1.0%1.9%4.8%6.4%-15.4%76
iShares Real EstateIYRGlobal Asset ClassesU.S. Real Estate2.4%21.0%13.4%5.3%8.5%8.6%13.8%-14.5%92
US Hi YieldJNKGlobal Asset ClassesFixed Income0.1%10.9%6.6%5.8%3.4%4.5%6.9%-13.2%95
Global UtilitiesJXIGlobal SectorsUtilities-0.8%12.4%12.2%6.8%6.3%8.0%6.2%-11.4%94
Consumer StaplesKXIGlobal SectorsConsumer Staples1.4%17.4%8.3%4.7%6.7%8.3%10.3%-12.0%95
US Mort BackedMBBGlobal Asset ClassesFixed Income0.4%4.5%6.7%1.9%2.6%2.0%3.0%-3.5%94
ChinaMCHIGlobal EquitiesAsia and Australia-1.6%11.8%-6.9%11.6%5.2%7.3% -38.3%61
MaterialsMXIGlobal SectorsMaterials-2.8%13.3%-4.4%9.5%2.3%4.6%4.2%-34.1%65
NorwayNORWGlobal EquitiesEurope-5.3%3.1%-14.3%8.1%-3.0%1.8% -43.4%49
PwrSh Emerg Mkt Sov DebtPCYGlobal Asset ClassesFixed Income: Aggregate1.3%14.3%12.9%4.0%5.4%4.6%7.2%-13.8%88
PowerShares QQQQQQGlobal Asset ClassesU.S. Equity: Lg Cap Gro2.3%24.4%9.3%19.4%16.1%18.0%18.3%-17.0%100
Consumer DiscretionaryRXIGlobal SectorsConsumer Discretionary0.4%19.1%3.5%11.7%9.4%13.4%13.4%-15.4%100
Intl Dev Sm CapSCZGlobal Asset ClassesInt'l Equity: Small Cap-1.5%10.9%-8.1%6.6%4.7%9.7%8.7%-21.4%98
iSh Treas 1-3ySHYGlobal Asset ClassesFixed Income: Short-Term-0.1%2.3%3.8%1.1%1.1%0.8%1.0%-0.9%93
US Equity: Russell 3000SPTMGlobal EquitiesNorth America1.5%20.8%7.5%13.2%11.0%13.8%13.9%-14.2%100
S&P 500SPYGlobal Asset ClassesU.S. Equity: Lg Cap1.5%20.1%7.8%13.2%11.2%13.9%13.9%-13.5%100
ThailandTHDGlobal EquitiesAsia and Australia-3.8%12.8%5.5%10.1%6.1%6.8%12.9%-33.2%68
US Inflation ProtTIPGlobal Asset ClassesFixed Income0.3%6.4%5.5%1.8%1.7%0.8%3.5%-9.2%81
iShares Treas 20y+ TLTGlobal Asset ClassesFixed Income: Long-Term0.3%10.8%14.0%0.4%5.7%3.0%6.6%-16.9%74
TurkeyTURGlobal EquitiesMideast and Africa9.6%9.0%-4.8%-9.0%-12.2%-7.6%-3.0%-68.2%0
USD US Dollar indxUUPGlobal Asset ClassesCurrency: USD index2.9%5.0%7.0%2.7%4.2%2.4%1.4%-12.0%84
VietnamVNMGlobal EquitiesAsia and Australia1.0%9.7%-0.8%3.7%-2.9%1.1% -38.3%36
Vanguard Real EstateVNQGlobal Asset ClassesU.S. Real Estate1.7%21.2%13.2%3.1%8.0%8.6%14.5%-14.9%89
Timber & ForestryWOODGlobal SectorsTimber and Forestry-4.1%2.6%-21.4%7.9%4.7%8.2%7.7%-30.4%72