PowerShares DB Agriculture ETF
for period ending August 31, 2024
Quick Links
Overview
DBA is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Recipe Provider PowerShares DB (www.invesco.com)
Description PowerShares DB Agriculture ETF gives investors access to securities that track a commodity asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.
Category Global Asset Classes, Commodities
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, PowerShares DB. The investment seeks to track the price and yield performance, before fees and expenses, of the Deutsche Bank Liquid Commodity Index - Optimum Yield Agriculture Excess Return. The index is a rules-based index composed of futures contracts on some of the most liquid and widely traded agricultural commodities – corn, wheat, soy beans and sugar. The index is intended to reflect the performance of the agricultural sector You may consult www.invesco.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker DBA. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "DBA" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
How to Rebalance
You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.
Compare: Total Return
for period ending August 31, 2024
5-year graph
●
DBA
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
20.0% |
4.8% |
19.7% |
11.0% |
12.1% |
0.1% |
0.2% |
|
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
12.1% |
1.9% |
18.4% |
3.9% |
9.1% |
8.2% |
9.5% |
7.9% |
| Global Equities (ACWI) |
15.9% |
2.5% |
23.4% |
5.8% |
12.2% |
8.9% |
9.7% |
|
| U.S. Equities (SPY) |
19.3% |
2.3% |
26.9% |
9.3% |
15.8% |
12.9% |
14.1% |
10.6% |
| U.S. Bonds (BND) |
3.2% |
1.5% |
7.3% |
-2.2% |
-0.1% |
1.6% |
2.5% |
3.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
19.9614271938284% |
4.80202190395957% |
19.672594320291% |
10.9739278586871% |
12.1337157308592% |
0.142611577576468% |
0.189067428871947% |
0% |
| DBB |
7.37704918032787% |
4.18875927889713% |
14.7158276383968% |
0.770894334557215% |
8.41491612851837% |
1.99070392319398% |
1.22497430610704% |
0% |
| DBO |
5.53558590941767% |
-5.04527813712808% |
-7.36053344338884% |
7.24064281985244% |
10.6776514698605% |
-5.75868929296423% |
-3.08984645016133% |
0% |
| DBC |
0.317604355716861% |
-2.0814880425155% |
-5.697222228635% |
6.74495999118174% |
9.83203987278376% |
-0.414105019724875% |
0.551839968796708% |
2.31852483238697% |
| GLD |
20.9865564680651% |
2.09225336570293% |
28.4801696485472% |
10.8749695701066% |
9.97900826314697% |
6.44434244246468% |
6.23166760528115% |
9.01857284174357% |
| FXA |
0.414945703618907% |
3.7181608960053% |
5.92829523560641% |
-2.0374325837174% |
0.282268704565958% |
-2.58998717010873% |
-0.131772911535477% |
0% |
| FXC |
-0.134226928969206% |
2.57991451157835% |
2.40907705900224% |
-1.16498210619557% |
0.322178446020915% |
-1.82998487393717% |
-1.15816980267959% |
0% |
| FXF |
-1.08478671593373% |
3.29854167345611% |
3.90781466024148% |
1.95256949700109% |
2.28756720714272% |
-0.153590172580809% |
0.71678670778017% |
0% |
| FXE |
1.6929930020213% |
2.35535692881521% |
4.09916553010274% |
-1.63268698920707% |
0.0708955304995484% |
-2.09043159746674% |
-2.04504120820169% |
0% |
| FXB |
5.28915128459055% |
2.40659844884235% |
6.77471227502895% |
-0.113015279270945% |
2.27717989202971% |
-2.09960790813482% |
-1.3731932098222% |
0% |
| FXY |
-3.84440054702933% |
2.5940337224384% |
-1.00125571399898% |
-9.54584600078964% |
-6.70891221433394% |
-3.84000889261205% |
-3.43029115816346% |
0% |
| UUP |
4.35585086747876% |
-1.7037552155772% |
4.10143806005985% |
6.82173115054463% |
2.86561193753301% |
3.47159786971041% |
1.92826045583663% |
0% |
| EEM |
8.60560026416504% |
0.977881257275892% |
13.6362896468429% |
-3.8243180283409% |
3.87254275590769% |
1.81704647177934% |
3.48822977541756% |
6.58639709813418% |
| AMLP |
18.1914948224949% |
0.438667735200182% |
24.7930761610797% |
23.0269584738734% |
10.2213063483875% |
1.3089447502177% |
0% |
0% |
| IGIB |
4.65098966595412% |
1.61308189490357% |
10.496405607386% |
-1.0694919946259% |
1.32353665494191% |
2.61148381535612% |
3.41523639177905% |
0% |
| EMHY |
9.65769940660921% |
1.89793170429318% |
17.5206574213832% |
0.520827637237486% |
2.41717170764661% |
3.0603389266638% |
0% |
0% |
| HYD |
4.04896139590443% |
-0.0696681106240438% |
7.33183387728922% |
-2.99807332346075% |
-0.741780701493788% |
2.38015895342674% |
4.0229209582384% |
0% |
| IEF |
2.7405573382991% |
1.34459237480968% |
6.09735948549628% |
-3.80823420319653% |
-1.31734070173886% |
1.16716049978756% |
2.54446580950816% |
3.26895702916912% |
| IGOV |
-0.653278490200826% |
2.85571142284569% |
5.63417207714618% |
-7.85547583803463% |
-4.1811430094893% |
-2.07887816190747% |
-0.695837041736136% |
0% |
| IHY |
5.39214984945793% |
2.67222062802985% |
13.014499021431% |
-1.04410423049512% |
2.20266182725917% |
2.40942492613683% |
0% |
0% |
| ITM |
0.374307930664752% |
0.572375657349622% |
4.91045942363364% |
-1.71639980226733% |
0.0567847779694652% |
1.96400604339024% |
3.07101635321885% |
0% |
| JNK |
6.28537426707712% |
1.57978803623517% |
11.9785508617092% |
1.40031752704723% |
3.12097832047586% |
3.07429932853454% |
5.68288201688465% |
0% |
| MBB |
3.53245267431801% |
1.73832600543142% |
7.61937192168165% |
-1.76386776572217% |
-0.237907180178754% |
1.15408796998635% |
1.92751956557413% |
0% |
| TIP |
3.30025181226121% |
0.798997114533706% |
5.89341853130749% |
-1.49175143135551% |
1.85920494315013% |
1.95409174159475% |
3.04860325402747% |
3.34964938951878% |
| AGG |
3.17663765081659% |
1.45989629716166% |
7.28659513971004% |
-2.09557774873568% |
-0.0790330238536141% |
1.60948645943828% |
2.47025897867115% |
3.05570949713172% |
| BND |
3.23193894592768% |
1.45037180507921% |
7.32365394382126% |
-2.19952003874232% |
-0.0876696863745585% |
1.61142733663862% |
2.50022699173349% |
3.12610324579012% |
| EMB |
6.50576505156581% |
2.2663834329814% |
12.5093858413285% |
-2.83060215377037% |
-0.378623562564506% |
2.17948160082617% |
4.18161894530449% |
0% |
| PCY |
6.51101898401198% |
3.33978742510754% |
17.0087774457013% |
-2.77509416573648% |
-1.09590514962115% |
2.02496857950918% |
4.15386334930163% |
0% |
| BIL |
3.53552677906448% |
0.461951280665329% |
5.33382044607991% |
3.18092772844591% |
2.09872931525512% |
1.43030780939273% |
0.936653612767513% |
0% |
| TLT |
-0.146488753738616% |
2.10816804425415% |
3.78970086149477% |
-10.9226401654826% |
-5.90016028713264% |
0.339076707227481% |
2.7929025196225% |
3.72606800080675% |
| SHY |
3.19943568330485% |
0.891930258997387% |
5.7013385907533% |
0.870674171302488% |
1.17989542052093% |
1.19343766172881% |
1.11310538136122% |
1.79221462790824% |
| ACWI |
15.9128076233747% |
2.49715237010428% |
23.4220037314457% |
5.82981460181253% |
12.1710828393245% |
8.89763102323171% |
9.74293800933748% |
0% |
| FM |
7.43083437892598% |
-0.39653929343908% |
6.59049790789765% |
-4.02309414116896% |
2.02109338950942% |
0% |
0% |
0% |
| EFA |
12.0698880165278% |
3.26032852165257% |
19.5503699058983% |
4.1583014108697% |
8.63584952003968% |
5.17576312688532% |
6.14320437128848% |
5.95936796935994% |
| EFG |
11.90912420875% |
3.96671826625385% |
18.6014222721393% |
0.326339798344111% |
7.70063509380843% |
5.96454319010293% |
6.94754355210956% |
6.47469218945258% |
| EFV |
12.2286549267002% |
2.95289855072463% |
20.5738761052706% |
7.88318601215594% |
8.96816844225243% |
3.8984606200348% |
4.90271639129065% |
5.13771763442654% |
| SCZ |
8.16385698593376% |
1.86757215619693% |
14.6973777320328% |
-2.55576455831932% |
6.23254269923552% |
5.28874654159472% |
7.28464253526759% |
0% |
| IWB |
18.4969536051424% |
2.37164624047699% |
26.4248331763584% |
8.20465603832887% |
15.4114014690721% |
12.52773815986% |
14.0116552134463% |
10.6169708086827% |
| IWV |
17.8101933637761% |
2.03841506073905% |
25.8306623490915% |
7.67082595492097% |
14.9797785169833% |
12.1605668294719% |
13.757857697426% |
10.4091841698173% |
| SPY |
19.3473834944204% |
2.33655888600426% |
26.9197647607589% |
9.27396652290986% |
15.8453446202261% |
12.8766861696718% |
14.1488841321521% |
10.5517960146485% |
| IWF |
20.843950609128% |
2.02964906892988% |
30.468820736326% |
8.67194680022303% |
18.8686522272878% |
15.8176451751338% |
16.4006072760599% |
12.3644606562539% |
| QQQ |
16.6391166492164% |
1.10386991317639% |
26.8691113250946% |
8.52604428273587% |
21.3016815086215% |
17.8796679874566% |
19.0042624517687% |
15.0159132466695% |
| IWD |
14.9155867889901% |
2.68825999236599% |
20.9281198796479% |
7.05527132731163% |
10.9948854922155% |
8.67732826535845% |
11.1797049266096% |
8.37444933133991% |
| IWC |
7.44515706078035% |
-3.21448076773035% |
16.6088136725602% |
-4.78487088280463% |
8.75835375995162% |
6.59806314218618% |
9.67310346728409% |
6.72674783389076% |
| IWR |
11.9948872536581% |
1.95432069696255% |
19.9160008885469% |
3.35046862546833% |
11.0692069128896% |
9.41275823483332% |
12.5572488515893% |
10.1695497738698% |
| IWP |
9.13992246455582% |
2.52297711299332% |
18.911202685381% |
-0.563309108359034% |
10.3526396810471% |
10.4143871322043% |
13.1776130144483% |
10.5756956200288% |
| IWS |
12.8535493888898% |
1.89873417721518% |
20.0061642857421% |
5.18351635919718% |
10.5938513581208% |
8.10708454168527% |
11.6753536962669% |
9.42119997530113% |
| IWM |
10.2340856141731% |
-1.68855534709194% |
18.2971755914662% |
0.481970381152363% |
9.55820271756669% |
7.99370025279313% |
10.924965691764% |
8.71456204593637% |
| IWO |
11.6361983700801% |
-1.1093111705874% |
17.5101618876442% |
-2.13695537117281% |
8.28220966195787% |
8.22620805293883% |
11.4915864932954% |
9.22835800899389% |
| IWN |
8.8564609842811% |
-2.03259155423166% |
18.9150590884716% |
2.83541753159275% |
10.1382834606663% |
7.30650591845166% |
9.9820530473723% |
7.79187086171103% |
| IYR |
9.98935202365536% |
5.40082600868368% |
20.1720629159999% |
-0.285992728203643% |
4.09750090331507% |
6.28203645351242% |
9.79585498097686% |
6.95020566336113% |
| VNQ |
9.93323730286815% |
5.22066143125761% |
20.5160820315287% |
-0.539301689212501% |
4.4791001317543% |
6.30238900345772% |
10.3421150826232% |
7.77247453081282% |
| |
|
|
|
|
|
| DBA |
-0.7% |
-2.5% |
22.4% |
2.5% |
7.6% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
21.8% |
16.4% |
14.0% |
-16.7% |
17.5% |
| Global Equities (ACWI) |
26.6% |
16.3% |
18.7% |
-18.4% |
22.3% |
| U.S. Equities (SPY) |
31.2% |
18.4% |
28.7% |
-18.2% |
26.2% |
| U.S. Bonds (BND) |
8.8% |
7.7% |
-1.9% |
-13.1% |
5.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-0.697094686936395% |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
| DBB |
-1.16042553826642% |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
| DBO |
28.0353839606251% |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
| DBC |
11.8376108213777% |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
| GLD |
17.8556904373739% |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
| FXA |
0.129925993810764% |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
| FXC |
5.9511910711165% |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
| FXF |
0.316185948560288% |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
| FXE |
-2.90461788489074% |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
| FXB |
3.86576822928071% |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
| FXY |
0.367368624530151% |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
| UUP |
4.08765048567645% |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
| EEM |
18.1716844171569% |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
| AMLP |
5.97523431913112% |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
| IGIB |
14.5949940384283% |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
| EMHY |
12.974642147241% |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
| HYD |
8.58216579302804% |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
| IEF |
8.02980179417172% |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
| IGOV |
3.76049055767753% |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
| IHY |
12.2937080022723% |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
| ITM |
7.794599064576% |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
| JNK |
14.8747678606137% |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
| MBB |
6.18468130200205% |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
| TIP |
8.34813624906328% |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
| AGG |
8.45565236108594% |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
| BND |
8.83598208831886% |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
| EMB |
15.4771925266927% |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
| PCY |
17.6535010244914% |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
| BIL |
2.15977648563013% |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
| TLT |
14.1206545379385% |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
| SHY |
3.38023620381835% |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
| ACWI |
26.5777652204882% |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
| FM |
19.8540619143207% |
-3.4134790770491% |
24.3467325339888% |
-24.4266259999584% |
7.1454283630821% |
| EFA |
22.0366772498114% |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
| EFG |
27.4636460647714% |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
| EFV |
15.7811099758605% |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
| SCZ |
24.6407462138673% |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
| IWB |
31.0527951551751% |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
| IWV |
30.6557369749862% |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
| SPY |
31.221744049021% |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
| IWF |
35.8581031286208% |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
| QQQ |
38.9597622540161% |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
| IWD |
26.127303287795% |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
| IWC |
22.2097100617347% |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
| IWR |
30.2303352927279% |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
| IWP |
35.0422205395688% |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
| IWS |
26.7313752015837% |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
| IWM |
25.394705365148% |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
| IWO |
28.4787572517784% |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
| IWN |
22.017753227298% |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
| IYR |
28.1715865465893% |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
| VNQ |
28.8724744754407% |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
Compare: Risk vs. Return
for period ending August 31, 2024
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 Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.
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Maximum Drawdown vs. Annual Return
●
DBA
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
DBA
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
DBA
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
-8.1% |
5.4% |
0.8% |
-13.3% |
-14.1% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.6% |
-5.8% |
-4.3% |
-1.8% |
-0.5% |
0.5% |
| Global Equities (ACWI) |
-2.6% |
-3.4% |
-3.3% |
-3.8% |
-4.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-18.0% |
-21.1% |
-21.7% |
-12.1% |
-9.1% |
-4.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-8.07337900258933% |
5.428228007922% |
0.794522769175542% |
-13.3243405981216% |
-14.1182736910861% |
0% |
| DBB |
-14.6336315923458% |
-7.65185033636167% |
-8.15303066829394% |
-10.8838322272506% |
-12.8891700425573% |
0% |
| DBO |
-31.9469525142383% |
-2.74860627083781% |
-8.30252247482126% |
-14.763414522613% |
-15.1223766829505% |
0% |
| DBC |
-40.8865250338136% |
-2.33274543864209% |
-6.21373119358647% |
-12.9819954523255% |
-13.4786082429537% |
-8.35301986910251% |
| GLD |
3.81419511344306% |
3.74756198457126% |
-4.10899396994601% |
-6.08984293118522% |
-8.35854425631011% |
-2.28812622745359% |
| FXA |
-20.542306196463% |
-15.8475325043172% |
-17.419456666615% |
-17.7306427808424% |
-14.7304187879903% |
0% |
| FXC |
-28.770885579142% |
-21.2920786196457% |
-20.563750138735% |
-18.5156075380016% |
-17.5404413401698% |
0% |
| FXF |
-23.6573082886342% |
-10.5076835088258% |
-14.5842546803675% |
-15.0042936333267% |
-13.8086653846174% |
0% |
| FXE |
-24.3654104945436% |
-19.8191115587363% |
-20.4216614604997% |
-19.353402425389% |
-18.6207945445768% |
0% |
| FXB |
-18.5031703426219% |
-15.150247613979% |
-14.499943164218% |
-18.2890321007735% |
-17.5841048676336% |
0% |
| FXY |
-28.6863933214759% |
-25.9679489165858% |
-31.071064527355% |
-20.1722444296493% |
-20.1458958237806% |
0% |
| UUP |
-24.1368833915614% |
0.469999261797722% |
-13.3189038801192% |
-7.53296705798869% |
-11.6463343648285% |
0% |
| EEM |
-12.0108502841812% |
-13.1115790397408% |
-11.9923944682649% |
-11.0372843318771% |
-11.1149275590571% |
-5.4104265816321% |
| AMLP |
3.40001944006742% |
11.9069474782532% |
-9.49029584364449% |
-11.218886595811% |
0% |
0% |
| IGIB |
-13.4583511956819% |
-15.8101298936641% |
-16.3454878560688% |
-9.46608958030992% |
-7.48569411349768% |
0% |
| EMHY |
-0.64341434308173% |
-10.8528942328552% |
-13.656309073758% |
-9.38346340191669% |
0% |
0% |
| HYD |
-18.2357756367376% |
-19.6225486642568% |
-18.2950897109435% |
-10.2773388848159% |
-8.53572918581931% |
0% |
| IEF |
-20.3577749912669% |
-21.9104969397635% |
-23.0502164659708% |
-12.7926715753759% |
-10.1353480267542% |
-5.31645088789453% |
| IGOV |
-21.2270622625496% |
-22.1505296181488% |
-24.9237239720463% |
-17.7879863923611% |
-16.2115306920789% |
0% |
| IHY |
-7.03986116933198% |
-14.1370668267173% |
-14.1302032902435% |
-10.2200420826194% |
0% |
0% |
| ITM |
-22.2790030589115% |
-19.0487364262573% |
-20.0630036034023% |
-10.971879199923% |
-8.64380434355385% |
0% |
| JNK |
-7.46575811947291% |
-10.6690045187249% |
-12.6835391801807% |
-8.88787874748535% |
-5.25135548390934% |
0% |
| MBB |
-18.113876998392% |
-18.478287638124% |
-21.8627334078309% |
-13.5198846878629% |
-10.8388041757457% |
0% |
| TIP |
-19.976150007027% |
-20.1522260757371% |
-16.2513920130585% |
-11.0180309039622% |
-8.04221304728624% |
-4.62728838471849% |
| AGG |
-18.1229767017507% |
-20.5278741456741% |
-21.7629043939321% |
-12.0702177823979% |
-9.14615417939921% |
-4.37039305875701% |
| BND |
-17.9555512868944% |
-21.0802763487774% |
-21.7461510224434% |
-12.0554324953983% |
-9.05285383556126% |
-4.10112824271756% |
| EMB |
-11.5385123541592% |
-15.4304068093103% |
-17.5728799925118% |
-10.6076228679566% |
-8.44091154578188% |
0% |
| PCY |
-10.2543088536891% |
-12.2005752292709% |
-17.2577990628184% |
-10.8474971632381% |
-9.2950267130308% |
0% |
| BIL |
-4.89643783371801% |
-49.1807121825368% |
-39.3403225395601% |
-27.08145438828% |
-25.4266936678243% |
0% |
| TLT |
-22.7304806810672% |
-21.3102836410284% |
-23.2497660765443% |
-12.6947060500999% |
-11.2822999536286% |
-6.65607863224175% |
| SHY |
-18.3023712206519% |
-33.8089522684545% |
-29.8416023620598% |
-18.75313259028% |
-15.3967758059369% |
-8.19492193357443% |
| ACWI |
-2.56321491241505% |
-3.39851704957405% |
-3.29995222949595% |
-3.75061800088271% |
-4.61843384161095% |
0% |
| FM |
-20.3816773449799% |
-13.6400905429937% |
-13.7711848063816% |
0% |
0% |
0% |
| EFA |
-6.72064893974085% |
-5.11616185180414% |
-7.18243071293338% |
-7.69646628013619% |
-8.39301030174174% |
-5.12566857663803% |
| EFG |
-9.92617451337986% |
-8.40312286821738% |
-8.2871335717383% |
-6.99913265357385% |
-7.68855658245415% |
-4.63573818101744% |
| EFV |
-4.3127766174618% |
-1.27299219168617% |
-7.27995394305105% |
-9.11125285578364% |
-9.74691304688958% |
-6.0223871771785% |
| SCZ |
-13.70865905166% |
-11.4155905024244% |
-9.93564004187786% |
-7.85511576570116% |
-7.68755804449078% |
0% |
| IWB |
-0.892892379714915% |
-1.07405809479659% |
-0.676774201393243% |
-0.509383396496961% |
-0.331560476139266% |
-0.078068938449471% |
| IWV |
-1.84245956281404% |
-1.63149868963089% |
-1.20185028004705% |
-0.984986436479112% |
-0.739867729621283% |
-0.429948506223178% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-0.790226815917524% |
-1.21244727435845% |
1.02503601021011% |
1.41746425712531% |
0.880719702967161% |
1.03648103348512% |
| QQQ |
-3.6456037040409% |
-1.54727863996082% |
2.48290759078147% |
2.16029741040928% |
1.86020949268188% |
2.01997351012556% |
| IWD |
-6.10807785233761% |
-2.08431792535203% |
-5.05773573551653% |
-4.30242438784809% |
-3.19085163421416% |
-2.41051536216219% |
| IWC |
-15.8552368100148% |
-11.6325786518946% |
-8.90650192667019% |
-7.73119482946167% |
-7.13582236081863% |
-5.34857079815815% |
| IWR |
-10.1793084938677% |
-5.77829832163129% |
-5.90500241505998% |
-4.34897416039263% |
-2.98674620307228% |
-1.57348042598316% |
| IWP |
-11.5773585200237% |
-8.92857348552072% |
-6.72348821619161% |
-3.76665119783715% |
-2.84936453157417% |
-1.46993845666024% |
| IWS |
-10.2385963611579% |
-4.12486928954737% |
-6.55707968273337% |
-5.63882740940714% |
-3.90107143266192% |
-2.36670267716278% |
| IWM |
-14.0058670694999% |
-7.86269611177992% |
-7.90340229334936% |
-6.41698383826609% |
-5.73702038373975% |
-3.61670259372535% |
| IWO |
-14.5322582453872% |
-9.81067993989555% |
-8.89399549018821% |
-6.31742900742151% |
-5.47995816838625% |
-3.33835025126598% |
| IWN |
-13.738182399699% |
-5.99338018006032% |
-7.72497347276069% |
-7.0499501131258% |
-6.53174111183896% |
-4.3711195617474% |
| IYR |
-12.4878100993038% |
-8.52430465294031% |
-11.9139662046807% |
-7.23211570282148% |
-5.67652560045924% |
-5.16757988192735% |
| VNQ |
-12.2407255457164% |
-8.71034070439482% |
-11.5869293654123% |
-7.2878054823879% |
-5.4262148650281% |
-4.72589351917982% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
11.7% |
5.4% |
5.8% |
-3.9% |
-4.6% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-4.1% |
-4.2% |
-2.9% |
-1.1% |
-0.2% |
0.4% |
| Global Equities (ACWI) |
-2.2% |
-3.2% |
-2.9% |
-3.3% |
-4.3% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-7.5% |
-8.4% |
-5.8% |
-1.8% |
0.1% |
0.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
11.6953979332467% |
5.44961017474495% |
5.80491334831507% |
-3.91840660042077% |
-4.58973684120218% |
0% |
| DBB |
16.1515994534096% |
-6.51374132865026% |
-2.14325399998264% |
-5.84010654280735% |
-9.01565286303464% |
0% |
| DBO |
-3.83842170253092% |
1.40332528509825% |
-0.552501379651974% |
-16.3855739688457% |
-15.8627021667039% |
0% |
| DBC |
-6.46962455548906% |
1.18699823346902% |
1.30373394763219% |
-7.4083840354973% |
-8.06414680404144% |
-4.47938911474673% |
| GLD |
21.2264242933912% |
5.01103497675079% |
4.2896064560728% |
3.47205532326229% |
3.21090910960804% |
6.36939317300438% |
| FXA |
-6.74438830995046% |
-8.75502757906185% |
-8.38807267325482% |
-9.04988318168993% |
-7.62459310029008% |
0% |
| FXC |
-8.28302259385162% |
-7.19822957412326% |
-6.1127054711186% |
-6.89539091177745% |
-6.81194306052974% |
0% |
| FXF |
-9.2865433841666% |
-3.91264708323362% |
-2.79815560148346% |
-3.38671904995107% |
-3.09462053692534% |
0% |
| FXE |
-7.32994888037866% |
-7.48429715059734% |
-5.2942505957601% |
-5.76002506648751% |
-6.65430229234665% |
0% |
| FXB |
-6.37433968426548% |
-6.52353331410386% |
-4.77206857574008% |
-7.50686177294136% |
-6.57511090016545% |
0% |
| FXY |
-13.9756835651772% |
-15.3758632663521% |
-11.4843527379516% |
-6.17164063857462% |
-4.52652400858432% |
0% |
| UUP |
5.57038852751358% |
3.06251545681521% |
2.42759851838898% |
3.28227290781645% |
3.560631778208% |
0% |
| EEM |
-6.93508246556782% |
-11.6925580474327% |
-8.49081012520382% |
-8.76523519751199% |
-9.68379582716302% |
-4.49435118178768% |
| AMLP |
12.5963048319944% |
15.5838121444725% |
-10.5384482168668% |
-14.7166668812552% |
0% |
0% |
| IGIB |
-5.80632222740483% |
-7.63477194625401% |
-6.28631328687174% |
-2.20597109842804% |
-0.522614718384007% |
0% |
| EMHY |
1.54639638599007% |
-6.60354922246106% |
-8.06846304640105% |
-4.20471103723025% |
0% |
0% |
| HYD |
-9.5070394330011% |
-9.56679776879384% |
-9.9052201500516% |
-3.18475561509909% |
-0.407069882985107% |
0% |
| IEF |
-9.90192931330391% |
-10.0566388101295% |
-6.14886685138084% |
-1.34143150534911% |
1.520090892619% |
1.87640477051611% |
| IGOV |
-13.3829020615721% |
-15.0725223907783% |
-12.1311155268368% |
-7.06315065048054% |
-5.5647050593216% |
0% |
| IHY |
-0.868936152378595% |
-8.01044672494384% |
-7.42587939159574% |
-4.47584734568811% |
0% |
0% |
| ITM |
-9.7688027525864% |
-7.93004487745948% |
-5.97295009440608% |
-1.49647512108605% |
0.61458376449813% |
0% |
| JNK |
-1.9399992997248% |
-5.53714652056133% |
-5.99281409910781% |
-3.65714984704356% |
-1.45630510652934% |
0% |
| MBB |
-9.11993658721875% |
-8.05296343699558% |
-5.67379589868132% |
-2.12581772285109% |
-0.408101328870695% |
0% |
| TIP |
-5.86431843936009% |
-7.74657995021375% |
-4.31328193211427% |
-1.91651921476754% |
0.14753479504744% |
0.547971215400614% |
| AGG |
-7.7685730353971% |
-8.27384195827842% |
-5.64006294069815% |
-1.7013288860509% |
0.176632478259884% |
0.716586231949243% |
| BND |
-7.52422238237357% |
-8.37624023993435% |
-5.84194457422453% |
-1.82714344425801% |
0.0996583419297128% |
0.761068633398994% |
| EMB |
-6.07819738439603% |
-10.2253805432824% |
-10.8133725591074% |
-4.72271630488907% |
-2.27863217586421% |
0% |
| PCY |
-7.12807655346042% |
-11.2058603402778% |
-13.6016812189293% |
-6.14081066570405% |
-3.34291099645793% |
0% |
| BIL |
0.0355885840536116% |
-1.69995613767755% |
-0.973366559699212% |
-0.583728422052224% |
-0.418504477372152% |
0% |
| TLT |
-26.8031105191995% |
-18.4620560539083% |
-12.4562823859935% |
-2.7061579669386% |
2.76332412953262% |
2.8591420883112% |
| SHY |
-1.10790325454239% |
-4.25257387776773% |
-2.17568567615549% |
-0.885241072617449% |
-0.264684709290511% |
0.162334749053942% |
| ACWI |
-2.17540078810377% |
-3.16619643525325% |
-2.92921980295444% |
-3.34871743902074% |
-4.28387755476311% |
0% |
| FM |
-18.33376401802% |
-11.8275485450671% |
-10.8281936848644% |
0% |
0% |
0% |
| EFA |
-3.99295868626523% |
-4.56753931170903% |
-5.70861443333692% |
-6.29776227840054% |
-7.33360383913548% |
-4.6137862953684% |
| EFG |
-10.0471890278388% |
-9.10190425773681% |
-7.28877036376409% |
-5.85652520695092% |
-6.77077569673266% |
-4.03769490947441% |
| EFV |
2.0189052803585% |
-0.182398353146109% |
-4.96232410403865% |
-7.37441587708979% |
-8.5110267140867% |
-5.57866128395354% |
| SCZ |
-10.9126791962412% |
-11.4163409890526% |
-9.4336641276672% |
-6.91027307581049% |
-6.77372558115491% |
0% |
| IWB |
-0.875290433111065% |
-1.06967418226049% |
-0.66891285898047% |
-0.499497695584109% |
-0.314471322511519% |
-0.0616816342277975% |
| IWV |
-1.79309092033581% |
-1.63343485317616% |
-1.19055694369535% |
-0.96836216210075% |
-0.710148274970917% |
-0.405970572123941% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
0.213323313860432% |
-1.22276149266723% |
1.87202650064918% |
2.10750544776836% |
1.48640132845397% |
1.44943159268213% |
| QQQ |
-3.13486995297782% |
-1.55643538915546% |
4.22293030231658% |
3.70361835103028% |
3.47953058901619% |
3.46188687330821% |
| IWD |
-3.02100115032524% |
-1.61690444712684% |
-4.22811869720804% |
-3.6874124163744% |
-2.62041024583696% |
-2.11841287708146% |
| IWC |
-18.9331385913207% |
-14.0901561144687% |
-8.81614048912675% |
-7.59524302281755% |
-6.65025752996127% |
-5.52918575200436% |
| IWR |
-9.96596731950436% |
-6.09779113341784% |
-6.03274345250758% |
-4.27494927452876% |
-2.68337148450304% |
-1.34642523226305% |
| IWP |
-13.593742952415% |
-10.3491352788443% |
-6.82713370773739% |
-3.50064631453496% |
-2.33760018014001% |
-1.06157736363641% |
| IWS |
-9.04573689533718% |
-4.10543822817383% |
-6.56221133155411% |
-5.49345598198583% |
-3.44004092180917% |
-2.12628828612467% |
| IWM |
-14.9269430115856% |
-9.09149722103725% |
-8.14071930523865% |
-6.51326780760646% |
-5.56684081451832% |
-3.5055532461189% |
| IWO |
-18.3831938378973% |
-11.8646679097662% |
-9.45068568456184% |
-6.48830490103316% |
-5.2410954762467% |
-3.12468273141586% |
| IWN |
-11.563450883654% |
-6.54123729398116% |
-7.59006888499843% |
-6.96686398572288% |
-6.21640932799381% |
-4.2730902167625% |
| IYR |
-14.730525703091% |
-9.95367051105008% |
-12.3297893908335% |
-5.57986812195932% |
-3.24410337392701% |
-4.45042715456201% |
| VNQ |
-13.9031377369816% |
-10.2192535544705% |
-11.8763017950351% |
-5.47317778516227% |
-2.68204582616931% |
-3.65094434264469% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
0.94 |
0.55 |
0.75 |
-0.10 |
-0.03 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.09 |
-0.01 |
0.49 |
0.61 |
0.83 |
0.64 |
| Global Equities (ACWI) |
1.26 |
0.13 |
0.56 |
0.51 |
0.60 |
|
| U.S. Equities (SPY) |
1.41 |
0.31 |
0.73 |
0.73 |
0.88 |
0.63 |
| U.S. Bonds (BND) |
0.29 |
-0.82 |
-0.43 |
-0.05 |
0.26 |
0.31 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.936001015248466 |
0.547159147136143 |
0.746170362333131 |
-0.102030090866056 |
-0.0272740875508991 |
0 |
| DBB |
0.543832841650835 |
-0.0657847418873012 |
0.339130294070346 |
0.0892401939044362 |
0.0913257668584429 |
0 |
| DBO |
-0.659050340183126 |
0.209455109696228 |
0.382503465080244 |
-0.104193553125547 |
-0.018872243140198 |
0 |
| DBC |
-1.33399825516003 |
0.182267832570264 |
0.427468464675748 |
-0.0492974419587146 |
0.0391344092554999 |
0.126155608778837 |
| GLD |
1.63391008250376 |
0.477610398919029 |
0.516543496518646 |
0.369543702784788 |
0.372224344661036 |
0.498962013392437 |
| FXA |
0.115804644303156 |
-0.546898127104083 |
-0.193439555221708 |
-0.39281384901425 |
-0.0761974001031739 |
0 |
| FXC |
-0.460848219228286 |
-0.796075830898556 |
-0.362585862009331 |
-0.451054700103159 |
-0.282127088041963 |
0 |
| FXF |
-0.0915465559427058 |
-0.281646764244119 |
-0.0596139621281255 |
-0.22823657941245 |
-0.0238146661597219 |
0 |
| FXE |
-0.155559045527655 |
-0.778598841387526 |
-0.369635539082063 |
-0.512837641571128 |
-0.356659688608805 |
0 |
| FXB |
0.245069393879168 |
-0.517599655132915 |
-0.0517806707294846 |
-0.438559921517903 |
-0.284674608371916 |
0 |
| FXY |
-0.432036070226018 |
-1.14532003482142 |
-0.954676542124545 |
-0.557763067774689 |
-0.45674912929058 |
0 |
| UUP |
-0.137828792194369 |
0.300049146905607 |
0.00237004147228095 |
0.249187516599536 |
0.113990318326827 |
0 |
| EEM |
0.688761423037613 |
-0.386976308562008 |
0.12975228070116 |
0.0739375456487461 |
0.202956025338986 |
0.325749906557795 |
| AMLP |
1.62208809150946 |
0.885332026009793 |
0.379815387381691 |
0.139229891044836 |
0 |
0 |
| IGIB |
0.586041601223981 |
-0.551350289440134 |
-0.145264044115884 |
0.11737820039692 |
0.368719056040124 |
0 |
| EMHY |
1.39294950087229 |
-0.285561632527376 |
0.0189671403161009 |
0.147791214861223 |
0 |
0 |
| HYD |
0.270333182037586 |
-0.74801822640507 |
-0.231527462206239 |
0.0867267290242077 |
0.325420750017526 |
0 |
| IEF |
0.131123034336983 |
-0.876199568571887 |
-0.498750398165055 |
-0.0881530516359228 |
0.203684683341845 |
0.25453959596747 |
| IGOV |
0.0863333823994364 |
-0.913508996426733 |
-0.602945283225166 |
-0.39837843104525 |
-0.186756033604362 |
0 |
| IHY |
0.994408529650749 |
-0.465116471364096 |
-0.0158803150761921 |
0.0873987119740041 |
0 |
0 |
| ITM |
-0.00585187620562264 |
-0.719639648832295 |
-0.343805311169167 |
0.0216082781767581 |
0.297612500389355 |
0 |
| JNK |
0.966913612495223 |
-0.280938685576037 |
0.0526815198944166 |
0.16434547031874 |
0.533372773549951 |
0 |
| MBB |
0.282191286334278 |
-0.684383197031738 |
-0.431068976959474 |
-0.137073924902123 |
0.141439865470337 |
0 |
| TIP |
0.140010306290813 |
-0.731874769452219 |
-0.140779409592412 |
0.0138973460956594 |
0.322301211573706 |
0.29006016875964 |
| AGG |
0.276040609489509 |
-0.795095496532705 |
-0.428611852010592 |
-0.0501577028919919 |
0.251231124634249 |
0.29783683974872 |
| BND |
0.286226820353424 |
-0.822243741301575 |
-0.427606981853493 |
-0.0490939006189058 |
0.257046045920316 |
0.314299726939263 |
| EMB |
0.712817511809875 |
-0.532103314271538 |
-0.193971212423202 |
0.0662744357149443 |
0.332443152234453 |
0 |
| PCY |
0.803054847455002 |
-0.339510620778689 |
-0.160252037384472 |
0.0650956064783361 |
0.288878408638764 |
0 |
| BIL |
1.01276735252829 |
-0.945213682466949 |
-0.714761237391489 |
-0.596618011400865 |
-0.536931578519589 |
0 |
| TLT |
0.0167144474380348 |
-0.868839034521041 |
-0.502135680501937 |
-0.0492727026801773 |
0.167232028635931 |
0.206725296528379 |
| SHY |
0.236940020955041 |
-1.20290473561477 |
-0.69319976919573 |
-0.394050448311333 |
-0.137131387628538 |
0.0401337567789315 |
| ACWI |
1.26482358361773 |
0.133469996506262 |
0.564067770813961 |
0.510936801862541 |
0.602768498010577 |
0 |
| FM |
0.154455009644348 |
-0.416898723688352 |
0.0424138234569908 |
0 |
0 |
0 |
| EFA |
1.01737599341795 |
0.0472796109773598 |
0.375160221804739 |
0.273643104754748 |
0.36790655612898 |
0.323791101821794 |
| EFG |
0.827019849022967 |
-0.117339817385076 |
0.3218187963433 |
0.317962645578906 |
0.413354748645386 |
0.353558795295776 |
| EFV |
1.16230646794159 |
0.242507521006559 |
0.379010014952443 |
0.192328800869866 |
0.286094072042533 |
0.272338458974056 |
| SCZ |
0.595207269006819 |
-0.288439175045339 |
0.246214785813148 |
0.270766438867378 |
0.417814831723804 |
0 |
| IWB |
1.35979741527379 |
0.256639258736456 |
0.695330235375388 |
0.704944437592737 |
0.864402555896713 |
0.625207451983062 |
| IWV |
1.30463707377788 |
0.229140394037826 |
0.671027881260765 |
0.678053204341043 |
0.840376457987367 |
0.605182222075092 |
| SPY |
1.41172428781057 |
0.310468186600857 |
0.72581080547818 |
0.733440960982621 |
0.883654758464451 |
0.628854330721951 |
| IWF |
1.35848575289311 |
0.267539291970125 |
0.78388424457723 |
0.8211867108032 |
0.940117367099694 |
0.695330538870822 |
| QQQ |
1.19747000076964 |
0.258467274092535 |
0.853435680174034 |
0.866860000590621 |
1.00015328589303 |
0.760832950903587 |
| IWD |
1.05484138188331 |
0.199122509792532 |
0.485087896631204 |
0.482128690728459 |
0.691087197657269 |
0.484831473182525 |
| IWC |
0.499461106803216 |
-0.285016233514725 |
0.330846143243253 |
0.306986758383441 |
0.473850261246716 |
0.330577676392973 |
| IWR |
0.815645992425004 |
0.0219713572769693 |
0.455142692566847 |
0.487921805041382 |
0.710054570513513 |
0.54460974270093 |
| IWP |
0.732903225387762 |
-0.141118982769003 |
0.416393245985317 |
0.525208153161116 |
0.720614232976023 |
0.553263835801898 |
| IWS |
0.812698243255388 |
0.109292842884216 |
0.42856142205475 |
0.413693020101125 |
0.655770857752264 |
0.498706603128193 |
| IWM |
0.600895279981838 |
-0.0775695282227326 |
0.369544054059203 |
0.378515433567465 |
0.55359948461184 |
0.43126081499988 |
| IWO |
0.570294410640064 |
-0.182817489618536 |
0.320136669219404 |
0.386380709387129 |
0.571429011386774 |
0.450162617745629 |
| IWN |
0.61704088710016 |
0.0243369966154106 |
0.385928944238083 |
0.343777163048959 |
0.506046922491936 |
0.386531110105198 |
| IYR |
0.690223758296734 |
-0.113983428314377 |
0.151275177395895 |
0.315816045130745 |
0.545772110865798 |
0.343433089078103 |
| VNQ |
0.704656333687631 |
-0.123753906492956 |
0.167234871447326 |
0.313806927485033 |
0.563058306269976 |
0.374183395576863 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
2.03 |
0.88 |
1.26 |
-0.14 |
-0.04 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.94 |
-0.01 |
0.71 |
0.89 |
1.29 |
0.93 |
| Global Equities (ACWI) |
2.47 |
0.19 |
0.83 |
0.75 |
0.91 |
|
| U.S. Equities (SPY) |
2.72 |
0.45 |
1.11 |
1.12 |
1.40 |
0.93 |
| U.S. Bonds (BND) |
1.94 |
-0.01 |
0.71 |
0.89 |
1.29 |
0.93 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
2.02993860160491 |
0.882471600689099 |
1.25625395949669 |
-0.141770218769138 |
-0.039903715366348 |
0 |
| DBB |
1.0102822819476 |
-0.0945558306813898 |
0.521932556172479 |
0.133320846090634 |
0.132776728922075 |
0 |
| DBO |
-0.844516958690274 |
0.307657449032244 |
0.571039630650216 |
-0.137038561080555 |
-0.024988176750756 |
0 |
| DBC |
-1.53109607209771 |
0.273580418930425 |
0.626723077529581 |
-0.0661414300614274 |
0.0530310114689016 |
0.173688973356865 |
| GLD |
3.7799894587225 |
0.852959878888581 |
0.904063477030796 |
0.620006094654736 |
0.598476657776357 |
0.817143676129521 |
| FXA |
0.188178039718328 |
-0.665241192201488 |
-0.256951415860077 |
-0.516128770860376 |
-0.107679291859055 |
0 |
| FXC |
-0.647193993931934 |
-0.882650475023525 |
-0.434100462964136 |
-0.56271077656939 |
-0.360803513674474 |
0 |
| FXF |
-0.132075634067268 |
-0.374138748535676 |
-0.0820867764870591 |
-0.318454760414302 |
-0.0334438821203118 |
0 |
| FXE |
-0.220141036786305 |
-0.92822496792425 |
-0.48428031553107 |
-0.651397535020806 |
-0.4591278465519 |
0 |
| FXB |
0.383473780520059 |
-0.630852089619238 |
-0.0710063749728303 |
-0.55754928940151 |
-0.370173917997084 |
0 |
| FXY |
-0.644734624834541 |
-1.34292172829446 |
-1.12637859194696 |
-0.710557037796023 |
-0.58102989625531 |
0 |
| UUP |
-0.190647736750409 |
0.448051471311194 |
0.00330229628692881 |
0.36917117063188 |
0.169526919703853 |
0 |
| EEM |
1.17318647648754 |
-0.53024843494773 |
0.183939248334074 |
0.106863757111063 |
0.300732880871802 |
0.4862685757255 |
| AMLP |
4.029056207054 |
1.46322953981469 |
0.568257758346519 |
0.203635713325647 |
0 |
0 |
| IGIB |
1.07738030297566 |
-0.700495963583086 |
-0.190482983770123 |
0.158695614350676 |
0.510771021863796 |
0 |
| EMHY |
3.29489828122855 |
-0.398549808407423 |
0.0247069054680372 |
0.199937228946632 |
0 |
0 |
| HYD |
0.452908423958465 |
-0.904608328215522 |
-0.268382954357193 |
0.102333609175833 |
0.411186007649661 |
0 |
| IEF |
0.195851511942389 |
-1.02313381016831 |
-0.622339367308537 |
-0.119507479738897 |
0.293691874417289 |
0.383682798107755 |
| IGOV |
0.138861811543838 |
-1.08238149229345 |
-0.742319004409367 |
-0.50115009159468 |
-0.241318062700707 |
0 |
| IHY |
2.37387014782313 |
-0.589786564986732 |
-0.0204305588355859 |
0.118075860023839 |
0 |
0 |
| ITM |
-0.0103050737842732 |
-0.888575565517058 |
-0.450343695074107 |
0.0287690454681646 |
0.422630279167953 |
0 |
| JNK |
2.04610970878318 |
-0.361687692165468 |
0.0684949680775712 |
0.221402422511462 |
0.783649645873572 |
0 |
| MBB |
0.45032095061795 |
-0.836587117323188 |
-0.533191005714326 |
-0.173238940785905 |
0.185146514319282 |
0 |
| TIP |
0.205992001404092 |
-0.823475224155534 |
-0.172594310074134 |
0.0177629354136871 |
0.439603409185265 |
0.401347696616416 |
| AGG |
0.442547033468263 |
-0.950187028754633 |
-0.533275375527841 |
-0.0657611163971118 |
0.342861217283683 |
0.431424536407261 |
| BND |
0.461390247524716 |
-0.971466491003788 |
-0.532346892614969 |
-0.0643929319377676 |
0.350261478522239 |
0.449861770389509 |
| EMB |
1.28791914302617 |
-0.684258125937846 |
-0.245432888323434 |
0.0868208777874609 |
0.455083262649214 |
0 |
| PCY |
1.60840061689957 |
-0.457673896595998 |
-0.206124049325259 |
0.0858836045644789 |
0.392118751061531 |
0 |
| BIL |
1.95896490366372 |
-0.924530556645414 |
-0.707922013644862 |
-0.592692665714801 |
-0.534263664585786 |
0 |
| TLT |
0.0251493385469836 |
-1.05650818703375 |
-0.655124716337128 |
-0.0710328517979647 |
0.260417533886936 |
0.323650281893222 |
| SHY |
0.351168322208735 |
-1.22008271137777 |
-0.751643575916796 |
-0.445156012238209 |
-0.159760448254267 |
0.0509394484255264 |
| ACWI |
2.47038043839053 |
0.18778931130823 |
0.829839916105936 |
0.753420656264959 |
0.91186745763927 |
0 |
| FM |
0.23754896795256 |
-0.554747137911192 |
0.0541756313066365 |
0 |
0 |
0 |
| EFA |
1.99667179657936 |
0.0683629189055503 |
0.552160432103482 |
0.397300510436565 |
0.545603583668338 |
0.460975215313277 |
| EFG |
1.46823087956413 |
-0.164392955752689 |
0.471838057025148 |
0.463200953177089 |
0.611864478999502 |
0.502231500268039 |
| EFV |
2.4084648409891 |
0.358188384023494 |
0.55257450096139 |
0.274232470227423 |
0.419484807377704 |
0.389228608441043 |
| SCZ |
1.06055013217567 |
-0.385121978997407 |
0.34491052508047 |
0.382638633725122 |
0.615293363950568 |
0 |
| IWB |
2.59232512056674 |
0.367508783386686 |
1.05806456978949 |
1.07407713581016 |
1.36070401805734 |
0.918637488819938 |
| IWV |
2.47327242383778 |
0.327481845901819 |
1.0162928221271 |
1.02684979959922 |
1.31681093050928 |
0.884197328920772 |
| SPY |
2.71571807385936 |
0.447187321661121 |
1.10556246234604 |
1.12101015032354 |
1.39617710160294 |
0.925702657889213 |
| IWF |
2.87077013709941 |
0.385075450915381 |
1.25278911031265 |
1.31413477751766 |
1.54010080197598 |
1.06325309182132 |
| QQQ |
2.52243852453834 |
0.371811819708003 |
1.38128128227441 |
1.41785323817242 |
1.69011999535105 |
1.18726794400612 |
| IWD |
1.94593961013183 |
0.291827855342169 |
0.709209445739032 |
0.707016796989548 |
1.05467020062131 |
0.691291146895734 |
| IWC |
0.920915130556633 |
-0.398667765275578 |
0.498339581657738 |
0.455203121219154 |
0.718726552576209 |
0.476927961994506 |
| IWR |
1.48558355377215 |
0.0318134680228282 |
0.668526850029895 |
0.717894215425051 |
1.09313195345874 |
0.791930061049045 |
| IWP |
1.39942143016322 |
-0.197425060355697 |
0.643351254714473 |
0.809947813180416 |
1.15199495170075 |
0.821820334300951 |
| IWS |
1.47006961689218 |
0.160001071699382 |
0.609617485565574 |
0.592552320785936 |
0.983116866832575 |
0.711769990198039 |
| IWM |
1.09629801183267 |
-0.11310999693974 |
0.550811871102252 |
0.557983271836233 |
0.845706505928861 |
0.629623254033186 |
| IWO |
0.985533529878917 |
-0.254156759829513 |
0.48078566495645 |
0.567354231065477 |
0.878155854502455 |
0.66109214779603 |
| IWN |
1.20525956029749 |
0.036837756714759 |
0.567671446423119 |
0.505820041295859 |
0.762974478525073 |
0.557231877437459 |
| IYR |
1.17183702891194 |
-0.160776823579539 |
0.206492230112817 |
0.452161410959943 |
0.821230591094182 |
0.480427888462295 |
| VNQ |
1.20949768576444 |
-0.174187738606004 |
0.230257674718168 |
0.453590103282518 |
0.860049104223505 |
0.530094666198288 |
Compare: Risk & Volatility
for period ending August 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
5.5% |
10.1% |
18.4% |
46.0% |
60.4% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.6% |
20.7% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
3.6% |
25.7% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
4.0% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
15.8% |
17.3% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
5.5% |
10.1% |
18.4% |
46% |
60.4% |
0% |
| DBB |
9.5% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
17.7% |
30.8% |
48.1% |
79.2% |
83.5% |
0% |
| DBC |
7.6% |
23% |
31.7% |
51.7% |
64.8% |
74.5% |
| GLD |
1.4% |
15.9% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
4.4% |
15.4% |
17.8% |
26.9% |
36.6% |
0% |
| FXC |
2.9% |
10.5% |
12.8% |
20.2% |
32.2% |
0% |
| FXF |
8.5% |
9.8% |
13.4% |
16.1% |
29% |
0% |
| FXE |
2.6% |
16.2% |
21.2% |
27.3% |
39.5% |
0% |
| FXB |
0.9% |
18.6% |
21.6% |
32.6% |
36.3% |
0% |
| FXY |
12.6% |
31.9% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
4% |
8% |
9.7% |
12% |
17.3% |
0% |
| EEM |
4.5% |
31.3% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
3.5% |
14.5% |
60.5% |
72% |
0% |
0% |
| IGIB |
2.4% |
17.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
22.6% |
24.7% |
24.7% |
0% |
0% |
| HYD |
2.2% |
19.7% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.5% |
19.5% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.4% |
28.4% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
1.5% |
24.2% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.6% |
14.2% |
15% |
15% |
15% |
0% |
| JNK |
1.3% |
16.2% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3.9% |
16.2% |
17% |
17% |
17% |
0% |
| TIP |
2.1% |
13.9% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.2% |
15.8% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
15.8% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.4% |
25.1% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
3.5% |
32.9% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0.1% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
9.9% |
42% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.5% |
5.2% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
3.6% |
25.7% |
25.7% |
25.7% |
25.7% |
0% |
| FM |
5.1% |
33.1% |
33.1% |
0% |
0% |
0% |
| EFA |
3.2% |
27.5% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
4.7% |
33.5% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
3.5% |
22.9% |
28.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
4.7% |
33.5% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
4.2% |
24.6% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
4.4% |
24.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
4% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
4.2% |
30.8% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
4.4% |
32.6% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
4.2% |
17.8% |
26.7% |
26.7% |
26.7% |
55.4% |
| IWC |
8% |
35.4% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
5.3% |
24.3% |
27.1% |
27.1% |
27.1% |
54.1% |
| IWP |
5.9% |
34.2% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
5.2% |
20.5% |
31.7% |
31.7% |
31.7% |
57.3% |
| IWM |
6.9% |
26.8% |
30.6% |
32.3% |
32.3% |
52.5% |
| IWO |
7.7% |
32.7% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
6.2% |
21.3% |
35.8% |
37.9% |
37.9% |
55.1% |
| IYR |
9.3% |
31.9% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
9.1% |
32.8% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
17.1% |
12.1% |
13.4% |
11.6% |
12.9% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
13.0% |
13.6% |
13.9% |
11.2% |
10.5% |
10.6% |
| Global Equities (ACWI) |
15.7% |
18.1% |
19.4% |
16.1% |
16.5% |
|
| U.S. Equities (SPY) |
17.0% |
19.5% |
20.9% |
17.2% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
8.1% |
7.3% |
6.3% |
5.1% |
4.5% |
4.5% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
17.1% |
12.1% |
13.4% |
11.6% |
12.9% |
0% |
| DBB |
21% |
23.2% |
22.9% |
19.2% |
20.5% |
0% |
| DBO |
15.7% |
27.9% |
35.5% |
30.6% |
28.4% |
0% |
| DBC |
7.3% |
17.2% |
20.5% |
17.7% |
17.5% |
19.6% |
| GLD |
15.6% |
14.4% |
15.7% |
15.1% |
17.2% |
18.3% |
| FXA |
8.6% |
10.5% |
10.8% |
10% |
11.2% |
0% |
| FXC |
5.5% |
6.2% |
6.3% |
7.5% |
7.6% |
0% |
| FXF |
9.4% |
8.6% |
7.9% |
7.9% |
9.2% |
0% |
| FXE |
5.9% |
7.3% |
7% |
7.2% |
8.4% |
0% |
| FXB |
6.9% |
8.2% |
8.4% |
8.3% |
8.2% |
0% |
| FXY |
12% |
10.8% |
9% |
9.3% |
9.2% |
0% |
| UUP |
6.5% |
7.6% |
6.9% |
6.9% |
7.4% |
0% |
| EEM |
13.3% |
17.3% |
19.4% |
17.9% |
19.5% |
23.2% |
| AMLP |
13% |
24.3% |
47.3% |
33% |
0% |
0% |
| IGIB |
9.5% |
9.1% |
8.9% |
6.7% |
5.8% |
0% |
| EMHY |
9.2% |
12% |
13.7% |
11.2% |
0% |
0% |
| HYD |
8.8% |
8.9% |
12.4% |
9.9% |
9.5% |
0% |
| IEF |
9.3% |
8.4% |
7.6% |
6.7% |
6.7% |
6.8% |
| IGOV |
12.5% |
11.8% |
10.3% |
8.8% |
8.7% |
0% |
| IHY |
8% |
10.7% |
11.8% |
9.7% |
0% |
0% |
| ITM |
7.7% |
7.8% |
7.4% |
6.1% |
6.2% |
0% |
| JNK |
7.1% |
9.9% |
10.3% |
8.5% |
8.8% |
0% |
| MBB |
9.7% |
8.2% |
6.5% |
4.9% |
4.3% |
0% |
| TIP |
5.5% |
7% |
6.3% |
5.2% |
5.3% |
5.9% |
| AGG |
8.3% |
7.5% |
6.3% |
5.1% |
4.5% |
4.6% |
| BND |
8.1% |
7.3% |
6.3% |
5.1% |
4.5% |
4.5% |
| EMB |
10.8% |
12.1% |
12.9% |
10.3% |
9.8% |
0% |
| PCY |
16.2% |
17.2% |
16.7% |
13.1% |
12.2% |
0% |
| BIL |
0.1% |
0.7% |
0.7% |
0.5% |
0.5% |
0% |
| TLT |
19.7% |
15.1% |
14.7% |
14.1% |
14.3% |
14.4% |
| SHY |
1.9% |
2.4% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
15.7% |
18.1% |
19.4% |
16.1% |
16.5% |
0% |
| FM |
15% |
16.6% |
19.6% |
0% |
0% |
0% |
| EFA |
15.3% |
18.6% |
19.6% |
16.1% |
17% |
18.4% |
| EFG |
18.2% |
20.6% |
20.2% |
16.6% |
17.2% |
18.3% |
| EFV |
14.2% |
18.5% |
21.3% |
17.2% |
18% |
19.4% |
| SCZ |
18.4% |
18.6% |
21.6% |
17.6% |
18.3% |
0% |
| IWB |
17.2% |
19.4% |
21.2% |
17.4% |
16.9% |
16.9% |
| IWV |
17.5% |
19.4% |
21.4% |
17.6% |
17.1% |
17.2% |
| SPY |
17% |
19.5% |
20.9% |
17.2% |
16.6% |
16.6% |
| IWF |
21.1% |
23.3% |
24.6% |
19.9% |
18.7% |
18.2% |
| QQQ |
20.4% |
25.1% |
26.3% |
22% |
20.9% |
21.3% |
| IWD |
16.3% |
18% |
20.6% |
16.9% |
16.6% |
16.9% |
| IWC |
31.7% |
23.4% |
29.7% |
24.3% |
24% |
23.5% |
| IWR |
20.7% |
20.6% |
23.6% |
19.1% |
18.8% |
19.4% |
| IWP |
21.8% |
21.7% |
24.3% |
20.1% |
19.7% |
20.1% |
| IWS |
21% |
21% |
24.5% |
19.4% |
19% |
19.7% |
| IWM |
27.7% |
23.3% |
26.9% |
22.5% |
22.2% |
22.2% |
| IWO |
27.8% |
23.2% |
26.8% |
22.9% |
22.8% |
22.8% |
| IWN |
28.1% |
24% |
28.5% |
23.1% |
22.4% |
22.4% |
| IYR |
26.7% |
22.7% |
22.8% |
19.3% |
19.1% |
23.4% |
| VNQ |
26.7% |
22.8% |
22.7% |
19.7% |
19.8% |
24.4% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
7.3% |
6.6% |
7.4% |
8.1% |
8.6% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.7% |
9.2% |
9.0% |
7.1% |
6.5% |
7.0% |
| Global Equities (ACWI) |
7.5% |
11.9% |
12.6% |
10.5% |
10.6% |
|
| U.S. Equities (SPY) |
8.3% |
12.6% |
13.1% |
10.8% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
4.3% |
5.2% |
4.3% |
3.4% |
2.9% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
7.3% |
6.6% |
7.4% |
8.1% |
8.6% |
0% |
| DBB |
10.7% |
15.3% |
14.2% |
12.4% |
13.8% |
0% |
| DBO |
11.8% |
18.2% |
23.2% |
22.9% |
21.1% |
0% |
| DBC |
5.6% |
10.6% |
13.6% |
12.9% |
12.7% |
14% |
| GLD |
6.3% |
7% |
8.4% |
8.7% |
10.5% |
10.9% |
| FXA |
4.6% |
7.8% |
7.6% |
7.2% |
7.7% |
0% |
| FXC |
3.1% |
4.8% |
4.7% |
5.7% |
5.7% |
0% |
| FXF |
5.9% |
5.6% |
5.2% |
5.3% |
6.4% |
0% |
| FXE |
3.5% |
5.3% |
4.7% |
5.3% |
6.3% |
0% |
| FXB |
3.8% |
5.9% |
5.5% |
6.2% |
6.1% |
0% |
| FXY |
7.3% |
8.4% |
7% |
6.9% |
7% |
0% |
| UUP |
3.9% |
4.3% |
4.4% |
4.3% |
4.8% |
0% |
| EEM |
7.3% |
11.6% |
13% |
11.9% |
12.8% |
15.2% |
| AMLP |
4.6% |
13.9% |
31% |
22.2% |
0% |
0% |
| IGIB |
4.4% |
6.2% |
6.2% |
4.5% |
3.8% |
0% |
| EMHY |
3% |
7.7% |
10.1% |
7.9% |
0% |
0% |
| HYD |
4.7% |
6.4% |
10.4% |
8.2% |
7.3% |
0% |
| IEF |
5.6% |
6.3% |
5.4% |
4.4% |
4.2% |
4.1% |
| IGOV |
7.1% |
9.2% |
7.8% |
6.6% |
6.4% |
0% |
| IHY |
2.5% |
7.6% |
8.7% |
6.8% |
0% |
0% |
| ITM |
3.6% |
5.4% |
5% |
4.2% |
4% |
0% |
| JNK |
2.7% |
6.9% |
7.5% |
5.9% |
5.8% |
0% |
| MBB |
5.4% |
5.7% |
4.5% |
3.3% |
2.8% |
0% |
| TIP |
3% |
5.4% |
4.5% |
3.6% |
3.5% |
4% |
| AGG |
4.5% |
5.3% |
4.3% |
3.3% |
2.9% |
2.7% |
| BND |
4.3% |
5.2% |
4.3% |
3.4% |
2.9% |
2.8% |
| EMB |
5.3% |
8.5% |
9.8% |
7.5% |
6.9% |
0% |
| PCY |
7.4% |
11.9% |
12.5% |
9.6% |
8.7% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
12.7% |
11.6% |
10.6% |
9.3% |
8.8% |
8.8% |
| SHY |
0.6% |
1.5% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
7.5% |
11.9% |
12.6% |
10.5% |
10.6% |
0% |
| FM |
9.2% |
11.5% |
14.9% |
0% |
0% |
0% |
| EFA |
7.1% |
11.9% |
12.7% |
10.7% |
11.1% |
12.6% |
| EFG |
9.8% |
13.9% |
13.1% |
11% |
11.3% |
12.6% |
| EFV |
6.1% |
11.5% |
14% |
11.7% |
12% |
13.3% |
| SCZ |
9.7% |
13.1% |
14.9% |
12.1% |
12.1% |
0% |
| IWB |
8.5% |
12.6% |
13.3% |
11% |
10.4% |
11.2% |
| IWV |
8.7% |
12.7% |
13.5% |
11.2% |
10.6% |
11.5% |
| SPY |
8.3% |
12.6% |
13.1% |
10.8% |
10.2% |
11% |
| IWF |
9.4% |
15.3% |
14.7% |
11.9% |
11% |
11.6% |
| QQQ |
9.1% |
16.6% |
15.5% |
12.9% |
12% |
13.2% |
| IWD |
8.2% |
11.2% |
13.6% |
11.1% |
10.6% |
11.6% |
| IWC |
16.6% |
15.8% |
19.1% |
15.9% |
15.4% |
16% |
| IWR |
10.8% |
13.3% |
15.5% |
12.5% |
11.9% |
13% |
| IWP |
11% |
14.7% |
15.1% |
12.6% |
12% |
13.2% |
| IWS |
11% |
13.3% |
16.7% |
13.1% |
12.4% |
13.5% |
| IWM |
14.6% |
15% |
17.4% |
14.8% |
14.2% |
14.9% |
| IWO |
15.6% |
15.9% |
17.3% |
15.2% |
14.5% |
15.2% |
| IWN |
13.7% |
14.8% |
18.8% |
15.3% |
14.5% |
15.2% |
| IYR |
15.3% |
15.1% |
16.1% |
13% |
12.4% |
16.4% |
| VNQ |
15.1% |
15.2% |
15.9% |
13.1% |
12.6% |
16.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| DBA |
0.13 |
0.15 |
0.26 |
0.19 |
0.27 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.80 |
0.72 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.94 |
0.94 |
0.94 |
0.94 |
0.99 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.80 |
0.72 |
0.70 |
0.67 |
0.65 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.126350506859289 |
0.1543644949217 |
0.255117892450036 |
0.189277443532394 |
0.267519500371254 |
0 |
| DBB |
-0.30778465033979 |
0.551358306188641 |
0.586160437266142 |
0.535961965223643 |
0.694482645283606 |
0 |
| DBO |
-0.404008656650522 |
0.224953448260526 |
0.638758102779802 |
0.793099647092785 |
0.892432722430874 |
0 |
| DBC |
-0.205941532672313 |
0.161952038325818 |
0.427278199572272 |
0.459031332566467 |
0.567480802533299 |
0.574489836720696 |
| GLD |
0.0929842486596629 |
0.230956231657294 |
0.205070507976838 |
0.089153569978465 |
0.130089055150067 |
0.104222372678914 |
| FXA |
0.342910895881064 |
0.423477071928768 |
0.438395647978282 |
0.409887426999709 |
0.479680310671389 |
0 |
| FXC |
0.251564459651026 |
0.269140334850349 |
0.263421143261941 |
0.281644793821218 |
0.335917820423962 |
0 |
| FXF |
0.366971026086967 |
0.231245350363715 |
0.157819135218037 |
0.113141576016699 |
0.191895869952781 |
0 |
| FXE |
0.285556289942214 |
0.228176777447702 |
0.179690254426994 |
0.15328052973917 |
0.254265923094859 |
0 |
| FXB |
0.364881465816426 |
0.354223872028703 |
0.311508899281709 |
0.31308242786809 |
0.300595240817464 |
0 |
| FXY |
0.356827633805053 |
0.223307062934788 |
0.133532612170052 |
0.0302364507654684 |
-0.0203555010257944 |
0 |
| UUP |
-0.309314881737994 |
-0.243708225247791 |
-0.205967992380577 |
-0.166778277370646 |
-0.23365670840021 |
0 |
| EEM |
0.707206018209029 |
0.682975048302009 |
0.72745633021695 |
0.788997783959659 |
0.923636742232793 |
1.05995781452784 |
| AMLP |
0.320961366202881 |
0.587106253002691 |
1.38466240634358 |
1.28958723297296 |
0 |
0 |
| IGIB |
0.510332033859814 |
0.389126386183072 |
0.355388493051381 |
0.258842259814308 |
0.201780275113528 |
0 |
| EMHY |
0.49518282879185 |
0.515216112594365 |
0.580482923181164 |
0.483932464901038 |
0 |
0 |
| HYD |
0.535059579442798 |
0.389903201906103 |
0.476991591860615 |
0.327581509377794 |
0.240251959602924 |
0 |
| IEF |
0.496337133339345 |
0.317663416271489 |
0.137922565818432 |
0.0465103932331601 |
-0.025972799472589 |
-0.0382188987382823 |
| IGOV |
0.635520299033256 |
0.536115345042292 |
0.382010685709316 |
0.274183442220939 |
0.274559988792546 |
0 |
| IHY |
0.398751926805366 |
0.479575583036253 |
0.513396199567006 |
0.449006655343054 |
0 |
0 |
| ITM |
0.435456234456083 |
0.309824310413243 |
0.231709176163149 |
0.134049762168382 |
0.0859744127604272 |
0 |
| JNK |
0.400371463846724 |
0.47306280249911 |
0.473105602322375 |
0.434860494898857 |
0.452036007933451 |
0 |
| MBB |
0.530467554932033 |
0.32684022461368 |
0.185227443238577 |
0.117443350930952 |
0.07653028725811 |
0 |
| TIP |
0.300712678847726 |
0.319112162071113 |
0.242882710637444 |
0.171766866949932 |
0.120732612177543 |
0.121508388264007 |
| AGG |
0.452793381083569 |
0.301845078896253 |
0.195022538687552 |
0.120285920846358 |
0.0732474897605346 |
0.06907684905021 |
| BND |
0.443232881411004 |
0.301496868080368 |
0.210148276343188 |
0.132034799467238 |
0.0816074013270758 |
0.0720139529291392 |
| EMB |
0.615711764570406 |
0.576198125592872 |
0.576499975452065 |
0.45056320139156 |
0.398962033169026 |
0 |
| PCY |
0.871649476018313 |
0.809838152025156 |
0.738604127593169 |
0.566766975720405 |
0.479989416137002 |
0 |
| BIL |
0.00279408339816586 |
0.00925477801675655 |
0.000207826749952152 |
0.0010291521585405 |
-0.000114724880087231 |
0 |
| TLT |
1.16940444687752 |
0.608817341338117 |
0.272910740435016 |
0.0958621062237139 |
-0.103738311368374 |
-0.0977997135733731 |
| SHY |
0.0724833187737484 |
0.0639136986413038 |
0.0223968807300297 |
0.00697392404174976 |
0.00165447018406268 |
-0.0113173305466649 |
| ACWI |
0.939011472378521 |
0.93731438922538 |
0.941683814889299 |
0.942031732810316 |
0.990457621809902 |
0 |
| FM |
0.907965487793141 |
0.66858986631898 |
0.765491540587222 |
0 |
0 |
0 |
| EFA |
0.844275512743636 |
0.876384520813671 |
0.882522545859453 |
0.870959967740128 |
0.947462293365477 |
1.0024210010638 |
| EFG |
1.07973606709019 |
1.03479327406063 |
0.933003631835162 |
0.902921350931355 |
0.966341761704099 |
0.99553291929216 |
| EFV |
0.61420764924255 |
0.727480918864497 |
0.85012003174521 |
0.852507526480933 |
0.942532350362469 |
1.01865580670364 |
| SCZ |
0.939595013651866 |
0.906770645891103 |
0.985978464267806 |
0.937679191162258 |
0.992924156741249 |
0 |
| IWB |
1.01754251634898 |
1.0000820225264 |
1.01839163078403 |
1.01384512509319 |
1.01385544268629 |
1.01437943401843 |
| IWV |
1.03246862788832 |
1.00683208595138 |
1.025437796221 |
1.02319721496036 |
1.02494648161228 |
1.02985224709671 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.15384720232537 |
1.13999211732187 |
1.09011347562052 |
1.0766475778839 |
1.05982695067831 |
1.04117320447899 |
| QQQ |
1.14224703556178 |
1.18233905479256 |
1.09654162975986 |
1.11949443565056 |
1.10755315301013 |
1.11360484850332 |
| IWD |
0.862991050711798 |
0.864281791338318 |
0.951287953110301 |
0.952919534271722 |
0.972735935486091 |
0.993319733262968 |
| IWC |
1.39766358992372 |
1.00706311797002 |
1.13534460181437 |
1.12108141204046 |
1.16998381273363 |
1.19316745788757 |
| IWR |
1.13661967528637 |
1.03930729382038 |
1.09835748241794 |
1.07458462529265 |
1.08534350740823 |
1.10929164867681 |
| IWP |
1.25759392000367 |
1.11543659425072 |
1.10444887320136 |
1.09549038822246 |
1.10680905702426 |
1.12304102100577 |
| IWS |
1.09833618473325 |
1.00338016705165 |
1.10259298110494 |
1.06656841579546 |
1.07555432760943 |
1.1128637402247 |
| IWM |
1.29076286965086 |
1.06754465746663 |
1.14508385584347 |
1.14992695998328 |
1.18315158210547 |
1.18910738146906 |
| IWO |
1.41387065594089 |
1.10233058017652 |
1.14774302766626 |
1.1690135824443 |
1.20198136608532 |
1.20417475125213 |
| IWN |
1.16413275585384 |
1.02315866856291 |
1.14738743632154 |
1.12844437981128 |
1.1602202027854 |
1.17152033596064 |
| IYR |
1.36817552298457 |
1.08879130671958 |
1.0455502544143 |
0.906676802134212 |
0.913312744466847 |
1.09621737717456 |
| VNQ |
1.34588208616131 |
1.09155940590039 |
1.03992338309388 |
0.898736848934715 |
0.912077822097901 |
1.09880022288909 |
Compare: Correlation
for period ending August 31, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.13 |
0.27 |
0.43 |
0.30 |
0.37 |
|
| to S&P500 (SPY) |
0.12 |
0.25 |
0.38 |
0.25 |
0.30 |
|
| to U.S. Bonds (BND) |
-0.04 |
0.07 |
0.02 |
-0.07 |
-0.04 |
|
| to Commodities (DBC) |
0.47 |
0.48 |
0.65 |
0.58 |
0.62 |
|
| to Gold (GLD) |
0.53 |
0.44 |
0.18 |
0.13 |
0.24 |
|
