Downside Deviation vs. Annual Return (5 Year)
for period ending October 31, 2024
In the scatterplot below, each dot is a Portfolio Ingredient (Asset Classes, Equities, or Sectors).
- Hover over any dot to view the Portfolio ID and data.
- Click any dot to open the detail page for that Portfolio Ingredient.
- Dots near the top left (indicated by the green star) have a better risk vs. return combination.
- Dots near the bottom right (indicated by the red octagon) have a worse risk vs. return combination.
Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Ingredient, get access to sortable lists and clickable scatterplots.
Downside Deviation vs. Annual Return
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All ingredient
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S&P 500 (SPY)
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U.S. Bonds (BND)
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Balanced (60% Equity / 40% Bonds)