All Portfolios, ranked by Treynor

for period ending June 30, 2025

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, Treynor, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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.

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        Treynor   Total Return, annualized
Ingredient Name ID Peer Group Category 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 64.7% * * * * *   14.4% * * * * *
Industrial Metals DBB Global Asset Classes Commodities 1.0% * * * * *   0.7% * * * * *
Oil DBO Global Asset Classes Commodities -47.9% * * * * *   -12.6% * * * * *
Invesco Commodity DBC Global Asset Classes Commodities: Broad -18.9% * * * * *   -1.1% * * * * *
SPDR Gold Shares GLD Global Asset Classes Commodities: Prec Metals -72.6% * * * * *   41.8% * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar -0.9% * * * * *   0.1% * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 42.1% * * * * *   1.7% * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc -281.2% * * * * *   13.0% * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro -76.1% * * * * *   11.8% * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound -249.9% * * * * *   11.8% * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 83.2% * * * * *   11.2% * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index -46.9% * * * * *   -3.6% * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 49.1% * * * * *   16.3% * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 11.9% * * * * *   10.2% * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 48.0% * * * * *   8.7% * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 39.5% * * * * *   13.0% * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 4.9% * * * * *   1.4% * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 67.2% * * * * *   6.1% * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 126.0% * * * * *   12.3% * * * * *
VanEck Intl Hi Yield IHY Global Asset Classes Fixed Income 98.9% * * * * *   13.4% * * * * *
VanEck Intermed Muni ITM Global Asset Classes Fixed Income 7.9% * * * * *   2.0% * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 33.4% * * * * *   10.3% * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 49.9% * * * * *   6.1% * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 109.5% * * * * *   5.7% * * * * *
U.S. Agg Bond Market AGG Global Asset Classes Fixed Income: Aggregate 49.8% * * * * *   6.2% * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 50.4% * * * * *   6.1% * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 30.5% * * * * *   10.7% * * * * *
Invesco Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 12.4% * * * * *   6.6% * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 2499.6% * * * * *   4.6% * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term -0.5% * * * * *   0.2% * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term -489.4% * * * * *   5.6% * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core 19.8% * * * * *   16.3% * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 50.3% * * * * *   17.7% * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 18.4% * * * * *   11.3% * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 164.4% * * * * *   24.4% * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 45.4% * * * * *   22.1% * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid 14.5% * * * * *   15.5% * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap 13.7% * * * * *   15.0% * * * * *
S&P 500 SPY Benchmark Benchmark 14.6% * * * * *   14.9% * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro 14.0% * * * * *   17.0% * * * * *
Inveso QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro 13.8% * * * * *   15.8% * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 15.1% * * * * *   13.5% * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap 8.4% * * * * *   13.3% * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap 12.8% * * * * *   15.0% * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro 16.6% * * * * *   26.2% * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val 10.7% * * * * *   11.2% * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap 5.1% * * * * *   7.6% * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro 6.0% * * * * *   9.8% * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val 4.0% * * * * *   5.5% * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 16.9% * * * * *   10.7% * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 15.8% * * * * *   10.4% * * * * *
Indonesia EIDO Global Equities Asia and Australia -17.4% * * * * *   -4.6% * * * * *
New Zealand ENZL Global Equities Asia and Australia 3.1% * * * * *   2.7% * * * * *
Philippines EPHE Global Equities Asia and Australia -38.0% * * * * *   14.6% * * * * *
Australia EWA Global Equities Asia and Australia 12.4% * * * * *   11.2% * * * * *
Hong Kong EWH Global Equities Asia and Australia 61.5% * * * * *   35.3% * * * * *
Japan EWJ Global Equities Asia and Australia 34.7% * * * * *   12.5% * * * * *
Malaysia EWM Global Equities Asia and Australia 54.1% * * * * *   10.4% * * * * *
Singapore EWS Global Equities Asia and Australia 81.5% * * * * *   41.4% * * * * *
Taiwan EWT Global Equities Asia and Australia 10.3% * * * * *   9.4% * * * * *
S Korea EWY Global Equities Asia and Australia 11.0% * * * * *   11.2% * * * * *
India INDY Global Equities Asia and Australia -19.1% * * * * *   1.5% * * * * *
China MCHI Global Equities Asia and Australia 311.7% * * * * *   34.4% * * * * *
Thailand THD Global Equities Asia and Australia -49.6% * * * * *   -3.6% * * * * *
Vietnam VNM Global Equities Asia and Australia 28.0% * * * * *   13.0% * * * * *
Poland EPOL Global Equities Europe -418.9% * * * * *   39.0% * * * * *
Sweden EWD Global Equities Europe 35.7% * * * * *   16.2% * * * * *
Germany EWG Global Equities Europe 168.2% * * * * *   40.5% * * * * *
Italy EWI Global Equities Europe -14630.4% * * * * *   38.7% * * * * *
Belgium EWK Global Equities Europe 1169.5% * * * * *   22.7% * * * * *
Switzerland EWL Global Equities Europe 74.7% * * * * *   15.8% * * * * *
Netherlands EWN Global Equities Europe 20.7% * * * * *   10.9% * * * * *
Austria EWO Global Equities Europe 987.6% * * * * *   42.4% * * * * *
Spain EWP Global Equities Europe -593.7% * * * * *   46.3% * * * * *
France EWQ Global Equities Europe 103.8% * * * * *   16.7% * * * * *
UK EWU Global Equities Europe 57.0% * * * * *   18.6% * * * * *
EMU EZU Global Equities Europe 125.4% * * * * *   25.2% * * * * *
Greece GREK Global Equities Europe -3830.0% * * * * *   54.5% * * * * *
Norway NORW Global Equities Europe 85.6% * * * * *   19.3% * * * * *
Israel EIS Global Equities Mideast and Africa 50.5% * * * * *   58.4% * * * * *
S Africa EZA Global Equities Mideast and Africa 986.2% * * * * *   32.2% * * * * *
Turkey TUR Global Equities Mideast and Africa -24.4% * * * * *   -21.7% * * * * *
Canada EWC Global Equities North America 35.2% * * * * *   27.1% * * * * *
Mexico EWW Global Equities North America 251.6% * * * * *   12.4% * * * * *
SPDR S&P 1500 SPTM Global Equities North America 13.7% * * * * *   14.4% * * * * *
Argentina ARGT Global Equities South America 81.2% * * * * *   51.0% * * * * *
Chile ECH Global Equities South America -648.7% * * * * *   24.6% * * * * *
Peru EPU Global Equities South America 782.4% * * * * *   27.0% * * * * *
Brazil EWZ Global Equities South America 111.2% * * * * *   12.4% * * * * *
Clean Energy ICLN Global Sectors Clean Energy 0.2% * * * * *   0.4% * * * * *
Consumer Discretionary RXI Global Sectors Consumer Discretionary 19.9% * * * * *   18.3% * * * * *
Consumer Staples KXI Global Sectors Consumer Staples 50.0% * * * * *   11.4% * * * * *
Energy IXC Global Sectors Energy -4.1% * * * * *   -1.6% * * * * *
Financials IXG Global Sectors Financials 42.9% * * * * *   33.4% * * * * *
Healthcare IXJ Global Sectors Healthcare -20.8% * * * * *   -5.8% * * * * *
Industrials EXI Global Sectors Industrials 27.4% * * * * *   24.2% * * * * *
Infrastructure IGF Global Sectors Infrastructure 69.1% * * * * *   27.7% * * * * *
Materials MXI Global Sectors Materials 4.4% * * * * *   2.6% * * * * *
Technology IXN Global Sectors Technology 10.3% * * * * *   12.0% * * * * *
Telecom IXP Global Sectors Telecommunications 28.8% * * * * *   28.2% * * * * *
Timber & Forestry WOOD Global Sectors Timber and Forestry -7.8% * * * * *   -5.0% * * * * *
Global Utilities JXI Global Sectors Utilities 78.7% * * * * *   26.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark 16.5% * * * * *   11.6% * * * * *