All Portfolios, ranked by Total Return
for period ending November 30, 2024
More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.
Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.
Total Return | Downside Deviation | |||||||||||||||||
Ingredient Name | ID | Peer Group | Category | YTD | Nov | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Group average | ||||||||||||||||||
Agriculture | DBA | Global Asset Classes | Commodities | 29.0% | 4.9% | 25.6% | * | * | * | * | * | 7.9% | * | * | * | * | * | |
Industrial Metals | DBB | Global Asset Classes | Commodities | 10.1% | -1.7% | 16.5% | * | * | * | * | * | 9.9% | * | * | * | * | * | |
Oil | DBO | Global Asset Classes | Commodities | 2.7% | -1.7% | -3.5% | * | * | * | * | * | 9.8% | * | * | * | * | * | |
PowerSh Commodity | DBC | Global Asset Classes | Commodities: Broad | 0.5% | -2.0% | -2.9% | * | * | * | * | * | 5.3% | * | * | * | * | * | |
SPDR Gold Trust | GLD | Global Asset Classes | Commodities: Prec Metals | 28.5% | -3.1% | 30.1% | * | * | * | * | * | 4.4% | * | * | * | * | * | |
AUStralia | FXA | Global Asset Classes | Currency: AUS Dollar | -2.9% | -0.8% | 0.2% | * | * | * | * | * | 6.3% | * | * | * | * | * | |
CAN Canada Dollar | FXC | Global Asset Classes | Currency: CAN Dollar | -3.5% | -0.5% | -1.1% | * | * | * | * | * | 3.5% | * | * | * | * | * | |
CHF Swiss Franc | FXF | Global Asset Classes | Currency: CHF Franc | -4.6% | -2.0% | -0.7% | * | * | * | * | * | 5.2% | * | * | * | * | * | |
EUR Euro | FXE | Global Asset Classes | Currency: EUR Euro | -2.4% | -2.7% | -0.8% | * | * | * | * | * | 4.2% | * | * | * | * | * | |
GBP UK Pound | FXB | Global Asset Classes | Currency: GBP Pound | 2.7% | -1.1% | 4.1% | * | * | * | * | * | 3.8% | * | * | * | * | * | |
JPY Japan Yen | FXY | Global Asset Classes | Currency: JPY Yen | -6.2% | 1.5% | -1.5% | * | * | * | * | * | 8.6% | * | * | * | * | * | |
USD US Dollar indx | UUP | Global Asset Classes | Currency: USD index | 10.2% | 2.2% | 8.4% | * | * | * | * | * | 3.1% | * | * | * | * | * | |
iShares MSCI | EEM | Global Asset Classes | Equity: Emerging Mkts | 8.3% | -2.7% | 12.2% | * | * | * | * | * | 6.8% | * | * | * | * | * | |
Alerian US MLP | AMLP | Global Asset Classes | Equity: MLP | 30.7% | 12.6% | 26.2% | * | * | * | * | * | 4.9% | * | * | * | * | * | |
US Corp Med 5-10y | IGIB | Global Asset Classes | Fixed Income | 5.1% | 1.3% | 9.4% | * | * | * | * | * | 3.9% | * | * | * | * | * | |
Emerg Mkt Hi Yld | EMHY | Global Asset Classes | Fixed Income | 13.4% | 2.1% | 18.1% | * | * | * | * | * | 2.2% | * | * | * | * | * | |
Muni Hi Yield | HYD | Global Asset Classes | Fixed Income | 6.1% | 1.5% | 9.2% | * | * | * | * | * | 2.3% | * | * | * | * | * | |
US Treas 7-10yr | IEF | Global Asset Classes | Fixed Income | 1.7% | 1.0% | 5.7% | * | * | * | * | * | 5.3% | * | * | * | * | * | |
Intl Treas | IGOV | Global Asset Classes | Fixed Income | -2.9% | 0.0% | 2.7% | * | * | * | * | * | 6.6% | * | * | * | * | * | |
MktVectors Intl Hi Yield | IHY | Global Asset Classes | Fixed Income | 4.7% | -0.5% | 9.4% | * | * | * | * | * | 2.8% | * | * | * | * | * | |
MktVectors Intermed Muni | ITM | Global Asset Classes | Fixed Income | 1.5% | 1.6% | 4.6% | * | * | * | * | * | 2.5% | * | * | * | * | * | |
US Hi Yield | JNK | Global Asset Classes | Fixed Income | 8.6% | 1.7% | 12.3% | * | * | * | * | * | 1.8% | * | * | * | * | * | |
US Mort Backed | MBB | Global Asset Classes | Fixed Income | 3.1% | 1.5% | 7.4% | * | * | * | * | * | 4.6% | * | * | * | * | * | |
US Inflation Prot | TIP | Global Asset Classes | Fixed Income | 3.4% | 0.5% | 5.9% | * | * | * | * | * | 2.9% | * | * | * | * | * | |
U.S. Total Bond Market | AGG | Global Asset Classes | Fixed Income: Aggregate | 3.1% | 1.1% | 6.9% | * | * | * | * | * | 4.1% | * | * | * | * | * | |
U.S. Total Bond Market | BND | Global Asset Classes | Fixed Income: Aggregate | 3.1% | 1.1% | 6.8% | * | * | * | * | * | 3.9% | * | * | * | * | * | |
iShares Emerg | EMB | Global Asset Classes | Fixed Income: Aggregate | 7.9% | 1.8% | 12.8% | * | * | * | * | * | 4.1% | * | * | * | * | * | |
PwrSh Emerg Mkt Sov Debt | PCY | Global Asset Classes | Fixed Income: Aggregate | 6.9% | 2.0% | 14.5% | * | * | * | * | * | 6.7% | * | * | * | * | * | |
T-Bill 1-3 Month | BIL | Global Asset Classes | Fixed Income: Cash-like | 4.8% | 0.4% | 5.2% | * | * | * | * | * | 0.0% | * | * | * | * | * | |
iShares Treas 20y+ | TLT | Global Asset Classes | Fixed Income: Long-Term | -1.8% | 2.0% | 6.7% | * | * | * | * | * | 9.7% | * | * | * | * | * | |
iSh Treas 1-3y | SHY | Global Asset Classes | Fixed Income: Short-Term | 3.7% | 0.3% | 4.8% | * | * | * | * | * | 0.9% | * | * | * | * | * | |
ACWI (Global) | ACWI | Global Asset Classes | Int'l Equity: Core | 20.7% | 4.0% | 26.5% | * | * | * | * | * | 5.1% | * | * | * | * | * | |
iSh MSCI Frontier 100 | FM | Global Asset Classes | Int'l Equity: Frontier | 7.2% | -0.1% | 10.1% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Intl Dev Core | EFA | Global Asset Classes | Int'l Equity: Lg Cap | 6.7% | -0.3% | 12.4% | * | * | * | * | * | 7.3% | * | * | * | * | * | |
iSh EAFE Growth | EFG | Global Asset Classes | Int'l Equity: Lg Cap Gro | 5.3% | 0.3% | 11.4% | * | * | * | * | * | 8.8% | * | * | * | * | * | |
iSh EAFE Value | EFV | Global Asset Classes | Int'l Equity: Lg Cap Val | 8.1% | -0.2% | 13.6% | * | * | * | * | * | 6.6% | * | * | * | * | * | |
Intl Dev Sm Cap | SCZ | Global Asset Classes | Int'l Equity: Small Cap | 4.9% | 0.8% | 12.4% | * | * | * | * | * | 9.2% | * | * | * | * | * | |
US Large Core | IWB | Global Asset Classes | U.S. Equity: Lg / Mid | 27.9% | 6.5% | 34.3% | * | * | * | * | * | 5.6% | * | * | * | * | * | |
iSh Russell 3000 | IWV | Global Asset Classes | U.S. Equity: Lg Cap | 27.5% | 6.8% | 34.3% | * | * | * | * | * | 5.9% | * | * | * | * | * | |
S&P 500 | SPY | Global Asset Classes | U.S. Equity: Lg Cap | 28.0% | 6.0% | 33.8% | * | * | * | * | * | 5.4% | * | * | * | * | * | |
iSh Russ 1000 Gro | IWF | Global Asset Classes | U.S. Equity: Lg Cap Gro | 31.9% | 6.5% | 37.8% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
PowerShares QQQ | QQQ | Global Asset Classes | U.S. Equity: Lg Cap Gro | 25.0% | 5.4% | 32.0% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
iSh Russ 1000 Val | IWD | Global Asset Classes | U.S. Equity: Lg Cap Val | 22.6% | 6.5% | 29.4% | * | * | * | * | * | 5.8% | * | * | * | * | * | |
iSh Russell | IWC | Global Asset Classes | U.S. Equity: Micro Cap | 20.3% | 11.7% | 37.5% | * | * | * | * | * | 13.6% | * | * | * | * | * | |
iSh US Mid Core | IWR | Global Asset Classes | U.S. Equity: Mid Cap | 24.0% | 8.9% | 33.5% | * | * | * | * | * | 7.3% | * | * | * | * | * | |
iSh US Mid Growth | IWP | Global Asset Classes | U.S. Equity: Mid Cap Gro | 29.9% | 13.4% | 39.8% | * | * | * | * | * | 8.1% | * | * | * | * | * | |
iSh US Mid Value | IWS | Global Asset Classes | U.S. Equity: Mid Cap Val | 21.8% | 7.4% | 31.3% | * | * | * | * | * | 7.6% | * | * | * | * | * | |
iSh Russ 2000 | IWM | Global Asset Classes | U.S. Equity: Sm Cap | 21.6% | 11.1% | 36.3% | * | * | * | * | * | 11.2% | * | * | * | * | * | |
iSh Russell 2000 | IWO | Global Asset Classes | U.S. Equity: Sm Cap Gro | 25.6% | 12.5% | 40.6% | * | * | * | * | * | 11.6% | * | * | * | * | * | |
iSh Russ 2000 Val | IWN | Global Asset Classes | U.S. Equity: Sm Cap Val | 17.6% | 9.7% | 32.3% | * | * | * | * | * | 11.0% | * | * | * | * | * | |
iShares Real Estate | IYR | Global Asset Classes | U.S. Real Estate | 13.9% | 4.1% | 24.1% | * | * | * | * | * | 12.6% | * | * | * | * | * | |
Vanguard Real Estate | VNQ | Global Asset Classes | U.S. Real Estate | 14.4% | 4.3% | 25.2% | * | * | * | * | * | 12.5% | * | * | * | * | * | |
Indonesia | EIDO | Global Equities | Asia and Australia | -7.8% | -7.3% | -4.6% | * | * | * | * | * | 12.5% | * | * | * | * | * | |
New Zealand | ENZL | Global Equities | Asia and Australia | 1.4% | 3.4% | 8.0% | * | * | * | * | * | 8.4% | * | * | * | * | * | |
Philippines | EPHE | Global Equities | Asia and Australia | 0.3% | -6.2% | 4.8% | * | * | * | * | * | 12.8% | * | * | * | * | * | |
Australia | EWA | Global Equities | Asia and Australia | 10.7% | 4.3% | 22.5% | * | * | * | * | * | 10.9% | * | * | * | * | * | |
Hong Kong | EWH | Global Equities | Asia and Australia | 2.6% | -2.4% | 8.8% | * | * | * | * | * | 15.0% | * | * | * | * | * | |
Japan | EWJ | Global Equities | Asia and Australia | 9.5% | 2.4% | 13.7% | * | * | * | * | * | 8.5% | * | * | * | * | * | |
Malaysia | EWM | Global Equities | Asia and Australia | 17.7% | -0.1% | 19.8% | * | * | * | * | * | 10.7% | * | * | * | * | * | |
Singapore | EWS | Global Equities | Asia and Australia | 23.8% | 6.4% | 32.7% | * | * | * | * | * | 8.3% | * | * | * | * | * | |
Taiwan | EWT | Global Equities | Asia and Australia | 15.5% | -2.0% | 18.5% | * | * | * | * | * | 6.0% | * | * | * | * | * | |
S Korea | EWY | Global Equities | Asia and Australia | -12.4% | -4.1% | -6.5% | * | * | * | * | * | 13.2% | * | * | * | * | * | |
India | INDY | Global Equities | Asia and Australia | 7.6% | -0.6% | 14.5% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
China | MCHI | Global Equities | Asia and Australia | 16.7% | -3.9% | 14.2% | * | * | * | * | * | 14.3% | * | * | * | * | * | |
Thailand | THD | Global Equities | Asia and Australia | 1.3% | -4.2% | 7.3% | * | * | * | * | * | 11.1% | * | * | * | * | * | |
Vietnam | VNM | Global Equities | Asia and Australia | -9.0% | -1.3% | -5.3% | * | * | * | * | * | 14.2% | * | * | * | * | * | |
Poland | EPOL | Global Equities | Europe | -0.6% | -0.8% | 6.6% | * | * | * | * | * | 10.1% | * | * | * | * | * | |
Sweden | EWD | Global Equities | Europe | -0.5% | -3.2% | 11.8% | * | * | * | * | * | 12.7% | * | * | * | * | * | |
Germany | EWG | Global Equities | Europe | 11.4% | -0.2% | 16.4% | * | * | * | * | * | 7.8% | * | * | * | * | * | |
Italy | EWI | Global Equities | Europe | 9.8% | -4.4% | 14.3% | * | * | * | * | * | 9.3% | * | * | * | * | * | |
Belgium | EWK | Global Equities | Europe | 3.6% | -3.5% | 7.8% | * | * | * | * | * | 8.6% | * | * | * | * | * | |
Switzerland | EWL | Global Equities | Europe | 1.9% | -2.4% | 8.3% | * | * | * | * | * | 8.6% | * | * | * | * | * | |
Netherlands | EWN | Global Equities | Europe | 3.3% | -2.4% | 10.1% | * | * | * | * | * | 10.4% | * | * | * | * | * | |
Austria | EWO | Global Equities | Europe | 2.0% | -2.3% | 7.4% | * | * | * | * | * | 8.1% | * | * | * | * | * | |
Spain | EWP | Global Equities | Europe | 8.7% | -3.5% | 10.8% | * | * | * | * | * | 10.0% | * | * | * | * | * | |
France | EWQ | Global Equities | Europe | -5.3% | -4.4% | -0.6% | * | * | * | * | * | 11.1% | * | * | * | * | * | |
UK | EWU | Global Equities | Europe | 10.4% | 0.7% | 15.3% | * | * | * | * | * | 6.5% | * | * | * | * | * | |
EMU | EZU | Global Equities | Europe | 3.0% | -2.9% | 7.8% | * | * | * | * | * | 9.1% | * | * | * | * | * | |
Greece | GREK | Global Equities | Europe | 5.3% | -2.0% | 6.4% | * | * | * | * | * | 9.9% | * | * | * | * | * | |
Norway | NORW | Global Equities | Europe | 2.5% | 0.8% | 9.5% | * | * | * | * | * | 7.8% | * | * | * | * | * | |
Israel | EIS | Global Equities | Mideast and Africa | 28.7% | 8.7% | 38.8% | * | * | * | * | * | 10.2% | * | * | * | * | * | |
S Africa | EZA | Global Equities | Mideast and Africa | 15.3% | -3.9% | 20.7% | * | * | * | * | * | 11.1% | * | * | * | * | * | |
Turkey | TUR | Global Equities | Mideast and Africa | 14.4% | 8.8% | 5.8% | * | * | * | * | * | 17.8% | * | * | * | * | * | |
Canada | EWC | Global Equities | North America | 19.0% | 6.4% | 26.5% | * | * | * | * | * | 5.9% | * | * | * | * | * | |
Mexico | EWW | Global Equities | North America | -25.3% | -3.2% | -18.6% | * | * | * | * | * | 13.2% | * | * | * | * | * | |
US Equity: Russell 3000 | SPTM | Global Equities | North America | 27.5% | 6.3% | 33.9% | * | * | * | * | * | 5.5% | * | * | * | * | * | |
Argentina | ARGT | Global Equities | South America | 63.3% | 14.6% | 67.7% | * | * | * | * | * | 17.1% | * | * | * | * | * | |
Chile | ECH | Global Equities | South America | -7.8% | -0.9% | -2.6% | * | * | * | * | * | 13.0% | * | * | * | * | * | |
Peru | EPU | Global Equities | South America | 27.1% | -2.2% | 45.7% | * | * | * | * | * | 9.8% | * | * | * | * | * | |
Brazil | EWZ | Global Equities | South America | -24.6% | -8.1% | -19.7% | * | * | * | * | * | 11.8% | * | * | * | * | * | |
Clean Energy | ICLN | Global Sectors | Clean Energy | -19.9% | -5.4% | -11.5% | * | * | * | * | * | 19.0% | * | * | * | * | * | |
Consumer Discretionary | RXI | Global Sectors | Consumer Discretionary | 16.3% | 7.0% | 22.5% | * | * | * | * | * | 8.0% | * | * | * | * | * | |
Consumer Staples | KXI | Global Sectors | Consumer Staples | 9.4% | 2.3% | 12.5% | * | * | * | * | * | 5.8% | * | * | * | * | * | |
Energy | IXC | Global Sectors | Energy | 10.3% | 4.4% | 10.3% | * | * | * | * | * | 4.8% | * | * | * | * | * | |
Financials | IXG | Global Sectors | Financials | 31.7% | 7.2% | 39.2% | * | * | * | * | * | 5.2% | * | * | * | * | * | |
Healthcare | IXJ | Global Sectors | Healthcare | 7.4% | -0.9% | 11.9% | * | * | * | * | * | 8.0% | * | * | * | * | * | |
Industrials | EXI | Global Sectors | Industrials | 19.7% | 4.4% | 28.4% | * | * | * | * | * | 6.3% | * | * | * | * | * | |
Infrastructure | IGF | Global Sectors | Infrastructure | 20.4% | 3.7% | 25.4% | * | * | * | * | * | 6.3% | * | * | * | * | * | |
Materials | MXI | Global Sectors | Materials | 0.3% | -1.6% | 7.0% | * | * | * | * | * | 10.4% | * | * | * | * | * | |
Technology | IXN | Global Sectors | Technology | 23.2% | 3.9% | 28.5% | * | * | * | * | * | 8.5% | * | * | * | * | * | |
Telecom | IXP | Global Sectors | Telecommunications | 30.9% | 3.2% | 35.5% | * | * | * | * | * | 4.4% | * | * | * | * | * | |
Timber & Forestry | WOOD | Global Sectors | Timber and Forestry | 1.7% | 1.1% | 7.5% | * | * | * | * | * | 12.8% | * | * | * | * | * | |
Global Utilities | JXI | Global Sectors | Utilities | 22.2% | 2.3% | 25.4% | * | * | * | * | * | 8.6% | * | * | * | * | * |