iShares MSCI EAFE Growth ETF

for period ending February 28, 2025



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  Overview

EFG is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.ishares.com)

Description   iShares MSCI EAFE Growth ETF gives investors access to equities in a particular 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, Int'l Equity: Lg Cap Gro

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, iShares. The investment seeks to track the investment results of an index composed of developed market equities, excluding the U.S. and Canada, that exhibit growth characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the MSCI EAFE Growth Index (the "underlying index"), which is a subset of the MSCI EAFE Index. Constituents of the underlying index include securities of companies located in Europe, Australasia and the Far East. You may consult www.ishares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost




  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "EFG" 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 February 28, 2025

5-year graph

EFG Global equities (ACWI) U.S. equities (SPY) U.S. bonds (BND) 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
EFG 6.2% 1.1% 2.8% 3.9% 6.8% 5.5% 6.4% 5.3%
Peer Group* average
60% Equity / 40% Bonds 1.8% -0.3% 12.8% 6.8% 9.4% 8.1% 9.3% 7.7%
Global Equities (ACWI) 2.8% -0.3% 15.3% 9.2% 12.8% 9.3% 9.6%  
U.S. Equities (SPY) 1.4% -1.3% 18.4% 12.4% 16.7% 12.9% 13.9% 10.4%
U.S. Bonds (BND) 2.8% 2.2% 5.8% -0.5% -0.6% 1.5% 2.4% 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 -0.376081233546455% -4.0217391304348% 24.3380880057104% 11.4571645928101% 13.7010994248979% 2.5757433987587% 1.0595547639018% 0%
DBB 1.11405835543765% 2.03426124197001% 15.1283071576223% -3.9391098686009% 9.60540653433794% 3.84439095954805% 0.389415015931038% 0%
DBO -0.838574423480087% -3.60054347826088% 1.82551557251545% -0.38437412892085% 14.0201059024209% 0.838596044967255% -3.46682739417445% 0%
DBC 2.89990645463052% 0.136549840691869% 5.38164835919672% 0.804504756071611% 12.4311948114412% 3.31147810139856% 0.421134623379182% 1.59264904070286%
GLD 8.7308470656259% 1.82162747524752% 39.0681950240347% 13.8549038213033% 12.1515270270676% 8.52617264789892% 6.02729134258857% 9.41720831288666%
FXA 0.557175624871831% 0.00354329600575909% -3.02017802276574% -4.32015074173693% -0.638114140119517% -1.68249206876588% -1.13049223842429% 0%
FXC -0.493669336156699% 0.449420633099562% -4.58343908530956% -3.05614141255652% -0.876981305612368% -1.09843535041293% -1.8363212593201% 0%
FXF 0.493251639062842% 0.868956052691239% -2.23858922505142% 0.115685172972135% 0.624809815703342% -0.388882309185279% 0.413851042139246% 0%
FXE 0.459543111028093% 0.140856079309226% -2.02992301117025% -1.5597101658141% -1.0223271981386% -1.03226403001332% -2.0555127840397% 0%
FXB 0.957947369595824% 1.71221432642856% 2.78237135042327% -0.205502017816173% 0.634756151240112% -1.65186092288947% -1.12210571090017% 0%
FXY 4.60593654042989% 3.11081217420548% -0.744577533182267% -9.07162324659643% -6.95501044070159% -2.77860751047859% -3.91633568093951% 0%
UUP -0.101971447994575% -0.406641816333453% 9.33281140060815% 8.39401347089748% 4.43560201640836% 2.93438622765845% 2.38205884233689% 0%
EEM 3.32376853180296% 1.14700374531835% 10.6423423709827% -0.138165750254671% 3.5397662080922% 2.83945110742096% 2.84495500760007% 4.94365182127288%
AMLP 9.86183164099024% 2.59735915900892% 22.9514939087005% 20.6255883710928% 19.2287825028234% 3.58631961612905% 0% 0%
IGIB 2.70234829947105% 1.98955004638044% 7.72805452089964% 1.19377807776166% 0.796481767703816% 2.62368473469414% 3.26588869390401% 0%
EMHY 3.21173951659619% 1.39632350854431% 13.3686075112009% 6.28883322152429% 3.03998897597453% 4.25334248174978% 0% 0%
HYD 1.59770841773306% 1.49994310940191% 5.55173528575439% -0.628739421591684% -0.805306476650092% 2.17646077475488% 3.46856502369808% 0%
IEF 3.43368029333553% 2.79986823391605% 4.88810330493774% -2.52736830842276% -2.03787738310623% 0.808421781438651% 2.46864785171794% 3.27143504984997%
IGOV 1.14523685580425% 0.699663125161942% -1.11822005408649% -6.77228817845754% -4.96482111669175% -1.55360645291399% -0.904712350444703% 0%
IHY 2.48523127311584% 1.10296418465379% 6.78360610686952% 2.86533963172471% 1.71825273913788% 3.26053975386973% 0% 0%
ITM 1.46776302815814% 1.59999729796028% 2.62962934879809% 0.342324746245115% -0.0441744963868507% 1.94244263096557% 2.91733159851122% 0%
JNK 2.29535220667956% 0.931555138194473% 9.68962504918265% 3.72028820969874% 3.6686731058484% 3.60837157412748% 5.12356464764765% 0%
MBB 2.99944872189715% 2.42965027468849% 6.47912966262365% -0.330015899212699% -0.511723971399136% 0.998627150953446% 1.77639600784507% 0%
TIP 3.55701548568748% 2.15720766595686% 6.02639284677495% -0.987933916835471% 1.7283539334894% 2.22270606282808% 2.9037422739014% 3.33872774887032%
AGG 2.76491238956167% 2.23737177154544% 5.82823423386722% -0.420125001751981% -0.516626898118067% 1.45944554039961% 2.36879510088237% 3.02440829440558%
BND 2.76685661127032% 2.15599473204933% 5.79577951679586% -0.488676078454242% -0.550977130986308% 1.49173560723372% 2.37768184829235% 3.11277246444754%
EMB 3.86301149932926% 2.13100545444813% 10.1019920999574% 1.90613619366864% -0.0821328467004667% 2.55118919108177% 3.94948152257106% 0%
PCY 5.51577720214338% 3.42302520773865% 9.52574351511715% 3.40796882961012% -0.970535452608479% 2.2628390149118% 4.00646625736933% 0%
BIL 0.674599117945385% 0.32347245072204% 4.9839804395357% 3.97585030800691% 2.37518363824578% 1.66632855130169% 1.08896841643531% 0%
TLT 6.214825688561% 5.69440208958558% 2.20635517533179% -9.9586650557085% -7.49731358440236% -0.860096619984796% 2.86353942992366% 3.35613875651439%
SHY 1.11697777946049% 0.73605344950991% 5.15241534461279% 2.08757365732766% 1.19357318719695% 1.34224600396169% 1.16227590688784% 1.90646958273326%
ACWI 2.83404255319148% -0.297054212393766% 15.2578335418031% 9.21807149678841% 12.7881269982029% 9.25619206505568% 9.61775173252355% 0%
EFA 7.89578098135169% 2.95305401312469% 8.93611357963815% 6.74480565568596% 8.6542449239184% 5.29521629307048% 6.0631610465161% 4.99849504425474%
EFG 6.21708148301146% 1.05128708980153% 2.84599878548393% 3.85607341049987% 6.82870171255825% 5.51299934184715% 6.40988184537248% 5.31870284276894%
EFV 9.20526014865639% 4.4476850164054% 14.9916376431827% 9.37035772376113% 9.70388651835203% 4.52764616829862% 5.25942249934783% 4.21024352011579%
SCZ 3.50617283950618% 0.511508951406658% 6.21977111094834% 0.855627438399975% 5.59540980839439% 5.08488514275782% 6.93820166622598% 0%
IWB 1.3130121678669% -1.73711464354529% 18.0704284165075% 11.9114982036736% 16.3489311281583% 12.5623377367513% 13.7787073162056% 10.3520241082196%
IWV 1.12490650710544% -1.87534473248761% 17.3228015215803% 11.3815341589504% 15.940155137494% 12.1790028748229% 13.4967535000735% 10.1431318739836%
SPY 1.38206388206388% -1.26948256953908% 18.4450126614853% 12.4488843344947% 16.6970821554375% 12.8828796497829% 13.930511189624% 10.3587471161555%
IWF -1.7381343692415% -3.59385306980039% 19.7581149699977% 14.6397450950663% 19.4616680130723% 15.7990236364849% 16.1966814251163% 12.3804793003141%
QQQ -0.598556422745133% -2.70347891018399% 16.4424829840643% 14.3452516935939% 20.584916121298% 17.6325128606516% 18.6354210474873% 14.8342398960729%
IWD 4.99108734402851% 0.428851916916395% 15.667288844612% 8.47851869632574% 12.2281968290237% 8.7689494708675% 10.9125978577745% 7.89960246332653%
IWC -5.52231937413714% -5.24615384615385% 5.06716285930369% 0.108469627754992% 8.10667463943206% 5.94756594546533% 9.16143126618096% 5.93120484366987%
IWR 1.19909502262443% -2.83479960899315% 12.1569014110047% 6.99853915491282% 12.190535761844% 9.17703148948901% 11.9022128326067% 9.48344815133615%
IWP 0.165680473372776% -5.72510581421252% 14.244226800465% 9.34373513596012% 12.7543536695565% 10.8089658939071% 13.0578914934327% 10.2902885091512%
IWS 1.51538580485542% -1.79506357516827% 11.4880725262011% 5.93542272734406% 11.4181058039161% 7.78457366191692% 10.8798073639809% 8.60773939917703%
IWM -2.85572049239681% -5.22341928647121% 6.60577078860085% 3.22336216731729% 9.3671797497235% 7.18338732283272% 10.047317397983% 7.75516804662462%
IWO -3.82878187756236% -6.77309622444512% 5.70497430531665% 3.55412077295867% 7.73793837153727% 7.16615023582932% 10.6840354234105% 8.28533965689604%
IWN -1.87001279161843% -3.80366632829761% 7.23726958023252% 2.56500168911113% 10.0357572279683% 6.74043393250265% 9.05807384617685% 6.86678799672864%
IYR 5.74897915323447% 3.78612107150391% 13.9244212198488% 1.67737467993969% 5.00340546978508% 5.43792547590114% 8.80733285148492% 6.51301889120484%
VNQ 5.41086663673103% 3.69961347321923% 14.1070545419729% 1.02231952189251% 5.33694176106481% 5.29944185042583% 9.27459486209159% 7.36897810011157%
Historical Return
 
EFG 17.8% 11.0% -23.1% 17.6% 1.5%
Peer Group* average
60% Equity / 40% Bonds 16.4% 14.0% -16.7% 17.5% 14.4%
Global Equities (ACWI) 16.3% 18.7% -18.4% 22.3% 17.5%
U.S. Equities (SPY) 18.4% 28.7% -18.2% 26.2% 24.9%
U.S. Bonds (BND) 7.7% -1.9% -13.1% 5.4% 1.4%
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 -2.5362386282649% 22.3667870007247% 2.52541503893984% 7.6310543282736% 33.4729789746052%
DBB 15.5287979711187% 28.9687171610854% -11.8033665814941% 1.11276302746959% 7.88686675162489%
DBO -20.9934483773066% 60.7354444240378% 13.0520436760381% -4.48624264803972% 7.85417023349941%
DBC -7.83697718802477% 41.360535033944% 19.3381047925849% -6.22460154221798% 2.17947023142337%
GLD 24.8145617346329% -4.14892032504178% -0.772115217246239% 12.6915838291174% 26.6569022336141%
FXA 9.52350855981821% -6.16946364880147% -6.4795204395478% 0.873294276868242% -7.74204109878418%
FXC 1.9247050425502% 0.219895404397619% -6.43799822735651% 3.64766976490269% -5.96056483707217%
FXF 8.18450819287408% -4.07886034404914% -2.28680218958219% 9.62222426685186% -7.45772558174616%
FXE 7.93977873933371% -7.82637923902186% -6.56633974962763% 4.36126866589124% -4.18199804509548%
FXB 2.87316229551748% -1.53723850110821% -10.4499892346964% 7.63522680479234% 1.35492625820952%
FXY 4.60939954215214% -10.9009650293582% -12.7500306816945% -7.44022316264038% -10.9253912779213%
UUP -6.66154033909668% 5.73433156103185% 9.45907489834206% 3.63023939965812% 13.4844434815803%
EEM 17.0335264963521% -3.61506944684574% -20.5632849615499% 8.9857861217226% 6.4972650185694%
AMLP -32.1883605644408% 39.0254130455612% 25.5174388706158% 21.404224575858% 22.6955421229451%
IGIB 9.64395182780677% -1.45079652168194% -14.2423245395042% 9.21544637468605% 3.49089568482179%
EMHY 3.8347587027951% -1.91783307204367% -13.571830654467% 11.420418464724% 11.9775923545361%
HYD 0.175553140117612% 5.05000335419787% -16.2630266222899% 5.05476833906597% 4.94262334300908%
IEF 10.0067525304147% -3.3293811969846% -15.3224471675499% 3.84577301390396% -0.635291945858885%
IGOV 10.8829883297037% -9.24862266459218% -22.0709678133312% 5.56833628419986% -6.49555672768473%
IHY 8.6391439076694% -2.81868222783822% -14.3093161857662% 11.6176558655916% 3.54788233128169%
ITM 5.87374376331711% 0.211272131214879% -9.49920989230485% 5.01787458403322% 0.722410767988313%
JNK 4.95788483561819% 3.99233629259175% -12.1940104391954% 11.2108307918728% 7.70492746498543%
MBB 4.07802353206683% -1.43116649109989% -11.9288470331859% 5.00229938339551% 1.31297804867514%
TIP 10.8362642607544% 5.67099926412111% -12.2485594077103% 3.79897566544987% 1.6511308674467%
AGG 7.47708555312345% -1.76966487938421% -13.0229490718201% 5.64604835614513% 1.30760961466865%
BND 7.714106491634% -1.86130081971591% -13.1117738288884% 5.39779306683275% 1.37655161915169%
EMB 5.42209326552676% -2.23745681275348% -18.9402646344802% 8.7182561367158% 5.53921391504089%
PCY 2.28307465836379% -4.28984314228292% -24.4509577564376% 18.4731184444347% 2.54849814003077%
BIL 0.400179264852674% -0.0983405768986034% 1.40457752023322% 4.65170866921711% 5.19101822011554%
TLT 18.1520596338079% -4.60230322759316% -31.2335291660792% 2.74590442167644% -8.05845422169141%
SHY 3.03428893894182% -0.677718035374231% -3.8792510030099% 4.16228386765611% 3.91584829135545%
ACWI 16.332736917886% 18.6696697891261% -18.3853701638988% 22.2909586538479% 17.4558436016784%
EFA 7.58864729501965% 11.4605811720758% -14.3858454790271% 18.3785324403616% 3.51008036927369%
EFG 17.8437843842894% 11.0124848284023% -23.1182709479446% 17.5605053363662% 1.53507714867449%
EFV -2.97358887228282% 11.1040024989595% -5.22055012276389% 18.8756780437068% 5.39967959831447%
SCZ 11.6927071102026% 10.1397869811635% -21.2747136087976% 12.9917772516855% 1.54406721013953%
IWB 20.7743128019761% 26.3173971341538% -19.1971670033935% 26.3997989505766% 24.3211438616074%
IWV 20.5483203906353% 25.5372386229023% -19.2864798715719% 25.8315252373797% 23.4939744158483%
SPY 18.373186435145% 28.7450837271027% -18.177972123601% 26.1768909180285% 24.8851497230756%
IWF 38.25497944599% 27.434129149431% -29.3083523091416% 42.5917386064245% 33.1206307241641%
QQQ 48.6187814997514% 27.4203533355088% -32.5796936046441% 54.8540304403029% 25.5764408069846%
IWD 2.72540988295156% 24.9459408097814% -7.7555406871766% 11.3522477044979% 14.1754137698795%
IWC 20.880275234036% 18.6795920967858% -21.935163313637% 8.99886849410814% 13.6333160497263%
IWR 16.9153042320047% 22.4370983725451% -17.4836164562227% 17.0573909341308% 15.2194539432744%
IWP 35.241361554231% 12.5968963062359% -26.735206964838% 25.7063324448986% 21.8620286572134%
IWS 4.80313839972486% 28.0982485180964% -12.2976160813877% 12.530511262895% 12.9214370595447%
IWM 20.0298627741317% 14.5390544720052% -20.4867085633861% 16.8356154368217% 11.3908344255836%
IWO 34.6809781696101% 2.53860451634156% -26.2716823496301% 18.5179809518975% 15.042487250009%
IWN 4.66346011618424% 27.9624001623189% -14.768821902111% 14.5683724726516% 7.64158747218484%
IYR -6.12386483117237% 38.7226281829708% -25.5167550255882% 11.9061619244207% 4.41927180297288%
VNQ -4.68092698194492% 40.5193422590961% -26.247397993711% 11.8396342587313% 4.80727219260584%



  Compare: Risk vs. Return

for period ending February 28, 2025

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.

Maximum Drawdown vs. Annual Return
EFG Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
EFG Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
EFG Peer group All other ingredients S&P 500 (SPY) U.S. Bonds (BND) Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
EFG risk vs. 60/40 Worse Worse Worse Worse Worse Worse
EFG return vs. 60/40 Worse Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE SE
Risk-Return Direction 159° 124° 122° 124° 120° 113°
Risk-Return Magnitude 10.7 5.1 4.9 4.7 5.7 6.0
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
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
EFG -15.3% -8.4% -10.0% -7.5% -8.0% -5.4%
Peer Group* average
60% Equity / 40% Bonds -3.7% -5.3% -5.0% -2.1% -0.7% 0.4%
Global Equities (ACWI) -2.0% -3.1% -3.5% -3.4% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -11.9% -20.1% -24.0% -12.8% -9.6% -4.2%
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 -0.972453146104085% 1.35613512881108% 2.02678430255503% -10.1979914172784% -12.9237218302185% 0%
DBB -7.50897587935959% -14.185663292055% -7.98322224439649% -9.31549999222033% -13.2655065814353% 0%
DBO -15.8614155742716% -11.8732414192516% -6.88682300088298% -11.3985909000202% -15.0400690453536% 0%
DBC -12.8089053156771% -12.9956550721194% -4.21480287509484% -9.66254545920147% -13.3619984887042% -8.72938607337771%
GLD 16.8108883167082% 3.54567132951366% -2.59705483195379% -3.72871855829434% -8.23300487627614% -1.73193258656653%
FXA -22.622400037977% -22.8577600941005% -19.879630212229% -16.5777612868759% -15.8312865044518% 0%
FXC -32.8025913152173% -30.3996848466316% -25.0607818239757% -17.742052061384% -18.7276099742128% 0%
FXF -24.2693985244987% -17.5765265268772% -19.4914411751622% -16.0401124654432% -14.1561822381223% 0%
FXE -26.5191306684764% -22.6815600728442% -24.2384775156932% -17.7433806749308% -18.5835531159913% 0%
FXB -16.9810881825802% -18.6268893334328% -19.3376028817243% -17.699147290556% -17.0506002259888% 0%
FXY -18.1627927944618% -26.2899408117314% -31.1182037898872% -18.5856186710548% -20.8103048555927% 0%
UUP -5.83669122429014% -0.542253174234194% -10.5685199621614% -9.00893268711297% -10.6610326905521% 0%
EEM -6.55457337221597% -12.2947568560478% -13.1606941908831% -10.1133699317207% -11.3557345047522% -6.32781887263749%
AMLP -2.1306246194473% 5.87428829338905% -6.02045333957207% -9.99002067001244% 0% 0%
IGIB -8.52122342308054% -14.7842378359673% -18.4174488184055% -9.74349071120816% -7.94312969388617% 0%
EMHY 2.45712476501938% -5.80208564606722% -13.7608988110596% -7.75920977775502% 0% 0%
HYD -11.8417060412859% -18.3462028462509% -19.252522407484% -10.7322114711239% -9.1626494905552% 0%
IEF -13.5191489787032% -21.7620719216781% -25.7049164238187% -13.910164264511% -10.265506530345% -5.21956372889093%
IGOV -20.8268377461909% -22.88680734297% -26.7837964568086% -17.0273214369319% -16.439626553825% 0%
IHY -9.73318332801974% -11.3075328804921% -15.852126363683% -8.95447491688556% 0% 0%
ITM -19.2514448175346% -18.0552608596233% -21.389213750756% -11.3641322325923% -8.95143583505829% 0%
JNK -1.19143958929% -10.1223875084229% -12.7836266455768% -8.06307033955433% -6.01717551974108% 0%
MBB -10.9902714899503% -18.3350016777243% -23.3592269649433% -14.3338977405904% -11.5080911149303% 0%
TIP -11.0645794124164% -21.9617569016133% -17.8311877080072% -10.6569730759684% -8.47421583187784% -4.57547877575309%
AGG -11.8417373069267% -19.6546487815192% -23.9381909203156% -12.9290534598606% -9.63685706830144% -4.48308241619474%
BND -11.858820536987% -20.0687339728388% -24.0070488256183% -12.8292775418911% -9.61842416799236% -4.1551397717289%
EMB -5.80014041151752% -12.0575741788935% -18.0180886785469% -10.1649378253141% -8.66731552247635% 0%
PCY -8.96305639488675% -9.04594271529081% -17.855700867783% -10.6125845861059% -9.34163698038761% 0%
BIL -0.330551399127538% -59.1961193754924% -38.3697969526286% -25.6962719401501% -23.9797203600237% 0%
TLT -15.5856795612103% -22.0138562782417% -25.9275217308582% -14.0815951594064% -11.0130574341566% -6.88385479653816%
SHY -11.5820386536101% -31.3116004483768% -32.2477168783239% -19.068903063152% -16.0328258274874% -7.37246813664139%
ACWI -1.95977766900993% -3.0978036438417% -3.49461534335921% -3.36862849449011% -4.48083195539469% 0%
EFA -9.98812200512896% -5.74632177633269% -8.04433960138078% -7.58080224509254% -8.25321863113798% -5.75752858571711%
EFG -15.2639343555149% -8.36744490557318% -10.0353057394586% -7.45538612277391% -7.98298203698285% -5.44926358671458%
EFV -4.80046476118393% -3.07658924840126% -7.40514463600343% -8.51300379249815% -9.21174686028915% -6.5733050292548%
SCZ -12.4931950550759% -11.2127709338888% -11.3234500979668% -8.02465304578981% -7.77944556655677% 0%
IWB -0.950193656841147% -0.600856130114131% -0.647146949603927% -0.503024097602436% -0.357522233999109% -0.148649159573425%
IWV -2.10450696303604% -1.21384974790282% -1.16707275645912% -1.00033272682701% -0.791622427183812% -0.49514896158996%
SPY 0% 0% 0% 0% 0% 0%
IWF -1.22074175716155% 0.887978785781353% 0.599106975661345% 1.412891424256% 0.927140433621432% 1.25366111977302%
QQQ -3.41721131622272% 0.0789855183566806% 0.981060126117724% 2.0540996417504% 1.92344466356251% 2.15113562556312%
IWD -5.50847295321148% -3.96202880478961% -4.77463979431918% -4.29348963334099% -3.31389789211533% -2.70163094060675%
IWC -13.521452870487% -10.699676398696% -10.1905979743766% -8.12751642713287% -7.23521589754001% -5.69645297788375%
IWR -8.73363643275012% -5.65817669346073% -5.95404270106371% -4.63952481862947% -3.38632143328721% -1.99392754225695%
IWP -8.44217810274397% -3.90585836166559% -5.95885424191302% -3.63733103515903% -2.9024330037898% -1.60690262813553%
IWS -9.14830319976808% -6.56785021112867% -6.76116928619349% -5.95305364466503% -4.38040952813446% -2.85947188802201%
IWM -12.7561987255009% -8.58709494055374% -8.97755378704755% -7.01672353266833% -6.18484443667816% -4.14553695149733%
IWO -13.2120766135437% -8.3385270465492% -10.2295440988369% -7.11067433162746% -5.88420629945428% -3.85631751348102%
IWN -12.4456879959738% -9.02746252473773% -8.65637024128937% -7.42373896538369% -6.98580069624848% -4.85462921054909%
IYR -8.25762752411667% -9.98979653423103% -11.9976089158951% -7.91675194046021% -6.23935779113859% -5.25298224806182%
VNQ -8.13650185641761% -10.4887864763651% -11.7193291856438% -8.06892676341829% -6.02864890791698% -4.77556883603523%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EFG -13.1% -8.7% -8.9% -6.3% -7.1% -4.9%
Peer Group* average
60% Equity / 40% Bonds -2.7% -3.9% -3.5% -1.3% -0.3% 0.4%
Global Equities (ACWI) -1.3% -2.8% -3.1% -3.0% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -3.8% -8.3% -7.1% -2.3% -0.2% 0.7%
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 11.8690710025269% 4.32825737870957% 6.96954699355861% -1.65258988962422% -3.80048481242845% 0%
DBB 17.9750176065032% -13.6499159183087% -1.46908008834444% -3.93402551230943% -9.44293444259473% 0%
DBO -0.342340178171499% -7.53488066327574% 3.37910150849481% -9.3202068000447% -15.8597977853603% 0%
DBC 3.11869411464782% -6.10747177592632% 4.10254622530547% -3.48215534532584% -7.93601787710504% -5.11335572262406%
GLD 35.1952433365754% 6.85947529795282% 6.0915163692841% 5.14322305190519% 3.21653109879115% 6.79563260115171%
FXA -14.0196150740293% -12.8964176007589% -9.95765794837859% -8.22466864498679% -8.64772929737499% 0%
FXC -12.9288206740681% -10.5168331918247% -7.7896619149729% -6.13783081981117% -7.44403658823591% 0%
FXF -9.91631765363081% -6.97705683900394% -4.89740766976127% -4.00583273896211% -3.42055014552677% 0%
FXE -8.36800715368997% -8.6703081077157% -6.77880571771383% -4.72498131053112% -6.64404838303521% 0%
FXB -4.24697273033959% -8.20089772369663% -6.71877156232479% -7.10593501218975% -6.45732498884763% 0%
FXY -12.3899410091422% -16.7891833131966% -12.4959508251644% -5.53652611752795% -5.23646873102617% 0%
UUP 7.2909927467108% 4.58530265479326% 3.90370803310874% 2.39315875983927% 3.75496883833772% 0%
EEM 2.60800562166233% -10.4840058743152% -9.32933212592005% -7.60303554893959% -9.76599478244879% -5.78810109282689%
AMLP 3.6990183554506% 9.53733838511025% -2.64152936658438% -12.72227433702% 0% 0%
IGIB -2.24631914389457% -7.23881328960556% -7.67021891358374% -2.44676883236005% -0.809196722546375% 0%
EMHY 3.68523243611422% -2.85895817612547% -8.12340823364106% -3.10966317917577% 0% 0%
HYD -2.76083035225543% -9.02886833836996% -10.8979332921738% -3.64916924822916% -1.00451020669149% 0%
IEF -5.71371013986275% -10.5234684260391% -7.72966126524728% -2.08277071114563% 1.22735458396797% 1.76457036442405%
IGOV -12.524730854617% -16.3816127686105% -13.8219911155189% -6.71934667068308% -5.84311110497262% 0%
IHY -1.23864082489564% -5.99810016585102% -8.55133076123359% -3.62243250074058% 0% 0%
ITM -4.43252142693494% -7.47143415818196% -6.79896872915464% -1.83624764078847% 0.402294830136617% 0%
JNK 0.844608549870459% -5.30848915777087% -6.13123283753154% -3.24290209783061% -1.9891003858477% 0%
MBB -3.99602019500148% -8.41007534940515% -6.60674907821978% -2.55174697532615% -0.745313816247645% 0%
TIP -2.6158529257829% -8.91837015507879% -5.13908312887401% -1.92414181308044% -0.135021967979932% 0.496869798657306%
AGG -3.88001559400826% -8.24025553590199% -6.81459461184121% -2.14554094894781% -0.0979306399450347% 0.61801682004168%
BND -3.8440135893683% -8.29216302130051% -7.06198358483751% -2.25405172599637% -0.190666827397896% 0.678109907340276%
EMB -1.02578313454678% -7.65717726595072% -11.429988340126% -4.53600282355583% -2.53479186661624% 0%
PCY -4.22353997118273% -7.77308858617172% -14.5876064059728% -6.13518707073112% -3.57221885146897% 0%
BIL 0.171363252572518% -1.64888813554442% -0.966866869197508% -0.56430205523211% -0.409079569440115% 0%
TLT -13.9646915864139% -20.076001305382% -15.5944337556588% -4.52387135173356% 2.53659134972102% 2.3106994294817%
SHY -0.718858957037339% -3.94461956157907% -2.54238914694967% -0.972652711047115% -0.367959792747569% 0.209836593955223%
ACWI -1.25733968359988% -2.84075248542287% -3.08387926856213% -2.98812513556293% -4.12884614990731% 0%
EFA -4.09185463584729% -4.83113890053301% -6.2291775150483% -6.11856238723488% -7.12749015523198% -5.30142853305762%
EFG -13.1288140352952% -8.66601126450492% -8.92799450356566% -6.31154214544076% -7.08845208607011% -4.93750869352084%
EFV 4.14201621537647% -1.36864073977028% -4.62670602519947% -6.65483259991643% -7.84742080194654% -6.21508513273547%
SCZ -8.39541053852988% -10.9802646617248% -10.6850056302996% -7.09011883223657% -6.98183204588633% 0%
IWB -0.926714106055183% -0.596144253208569% -0.636860292915467% -0.493432278816634% -0.341200485938446% -0.13443134717312%
IWV -2.14568422393208% -1.22089496327818% -1.15130866734201% -0.987361616851242% -0.76659461124539% -0.474900080564936%
SPY 0% 0% 0% 0% 0% 0%
IWF 0.871091964472035% 1.41616626554829% 1.45862197452535% 2.12485236733123% 1.55631915823355% 1.68379633296498%
QQQ -1.68420014964436% 0.768433220244463% 2.50398284154967% 3.55955480184144% 3.50744838616099% 3.55497087666893%
IWD -3.43273739270396% -3.34751473512028% -3.8301642131172% -3.69135151263787% -2.74719442790496% -2.42631715341845%
IWC -18.9398386479579% -13.0402687378683% -10.7715188236335% -8.37818478770729% -7.01258761705902% -6.1014857330212%
IWR -9.96428611636773% -6.08093873946005% -6.13916225236967% -4.67532092994409% -3.18956291461715% -1.85175320904902%
IWP -10.9173614232336% -4.24396465294294% -6.01027255289686% -3.34958507502034% -2.39718723485977% -1.22081621845522%
IWS -9.75384358796352% -6.95172428152879% -6.79003464351356% -5.97473889724746% -4.05866380821526% -2.73732223261879%
IWM -19.5401484722464% -10.3693027658719% -9.70189570797777% -7.50129071370442% -6.34354856582211% -4.27790929388175%
IWO -22.8262325582346% -10.1717980387021% -11.6252992513502% -7.77609988944336% -5.9742856715865% -3.89846002340823%
IWN -16.636169442734% -10.8266418732847% -8.89724720449277% -7.66533059071328% -7.04236791173597% -4.99861983975088%
IYR -7.64365211430796% -11.0981118314721% -12.5708595837284% -6.72618048284269% -3.9099221990991% -4.62055410986853%
VNQ -7.2736031177906% -11.8130152521967% -12.2094755015257% -6.83000662316956% -3.4377160576757% -3.79164136039624%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EFG -0.09 0.01 0.26 0.28 0.37 0.29
Peer Group* average
60% Equity / 40% Bonds 0.92 0.14 0.49 0.58 0.80 0.61
Global Equities (ACWI) 1.06 0.28 0.59 0.52 0.59  
U.S. Equities (SPY) 1.22 0.44 0.76 0.72 0.86 0.61
U.S. Bonds (BND) 0.19 -0.67 -0.52 -0.11 0.20 0.30
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 1.13786013079943 0.494050995831813 0.842999367007446 0.0864246192350938 0.0302051974918011 0
DBB 0.614214564817483 -0.317031945101163 0.379036903944847 0.174122300486713 0.0387251416611959 0
DBO -0.139474969370337 -0.186845035543227 0.477442208615964 0.0968732749267396 -0.0396027854502305 0
DBC 0.109294128363156 -0.276555358463537 0.554545426916944 0.145741616586662 0.0211405610941015 0.0837969715765181
GLD 2.48437708013713 0.613017744852619 0.628462632105258 0.498998180855233 0.356213378848062 0.516997669761799
FXA -0.80760487759085 -0.837037737771525 -0.297984172558207 -0.329553361528721 -0.175891240772312 0
FXC -1.81187543937745 -1.19075069317072 -0.569299613980955 -0.411840242748825 -0.388207578674782 0
FXF -0.971587854076169 -0.558560024637377 -0.294944881505803 -0.309979383438647 -0.0722151357573461 0
FXE -1.19261213042158 -0.836208927834442 -0.54993705195906 -0.418119858570143 -0.379633395153996 0
FXB -0.278643398433121 -0.600317055236632 -0.280152127663241 -0.412069075608317 -0.273219529948782 0
FXY -0.362072435214626 -1.07760168773795 -0.941634263748227 -0.464169657825867 -0.529928791608328 0
UUP 0.719996558382818 0.394023304722397 0.189629485983017 0.140517069975048 0.156873114114293 0
EEM 0.671969385299881 -0.219007447810822 0.0965761301027077 0.118241524378844 0.161538565459824 0.25037537942285
AMLP 1.04488606154431 0.750663597907496 0.578527787844525 0.205964306790944 0 0
IGIB 0.489972096065457 -0.383897313467567 -0.227521149119186 0.0877003446262381 0.317394884751793 0
EMHY 1.44182713319268 0.108058379464829 0.0433283047696378 0.234972903654911 0 0
HYD 0.184329052422978 -0.574455468566432 -0.256593213174715 0.0450406548097183 0.259818484164513 0
IEF 0.0462212052178004 -0.773968847329437 -0.619327895910703 -0.170703685411436 0.171825358354744 0.244638697492521
IGOV -0.632904679818078 -0.855570002726824 -0.684769444797382 -0.360878724705759 -0.226953487556029 0
IHY 0.379491885127156 -0.191802107027913 -0.0785827524282616 0.151939897827944 0 0
ITM -0.494534086876627 -0.560982517249684 -0.389425999354882 -0.0154881316116856 0.254137092100467 0
JNK 1.13271308557512 -0.131070099640748 0.0778888924889242 0.201685781674336 0.461169637578042 0
MBB 0.271436232745437 -0.57576234753015 -0.487769889462438 -0.19878868361247 0.0776215198421831 0
TIP 0.25727885641757 -0.741109708986288 -0.192747631249136 0.022301672220489 0.27287350834831 0.277386671498228
AGG 0.191826446276466 -0.649526138976587 -0.520726561685216 -0.114706984031836 0.198304361196035 0.275343447377445
BND 0.189692956897741 -0.670495348007809 -0.524149876794627 -0.108536923026791 0.199550718489379 0.295371279846871
EMB 0.732141472247055 -0.227296304247523 -0.189963810048503 0.0807934056081581 0.294748177260032 0
PCY 0.467420829946707 -0.040610407584623 -0.163658018025822 0.0672100341376452 0.263283387083258 0
BIL 1.9133181948877 -0.900932587282849 -0.714768337247859 -0.576271130749384 -0.523587154305959 0
TLT -0.112645805719584 -0.806985756314084 -0.633578757319957 -0.153138802865768 0.161839131745501 0.176541913223997
SHY 0.197817796185664 -1.02346538207628 -0.790051268169693 -0.424226225516034 -0.192012303227935 0.0728744989183078
ACWI 1.06341702738925 0.277254590247616 0.586475008887952 0.519849991986821 0.589033194025838 0
EFA 0.382164673961938 0.142780571673829 0.362564905564047 0.267117197228832 0.353995762061797 0.267231833597498
EFG -0.089659487401485 0.00893766971540671 0.263859516963832 0.276581964827791 0.371913946311917 0.285726888982753
EFV 0.827373130123341 0.28174092336176 0.403137977416331 0.216074193799833 0.297740383841103 0.220574415815077
SCZ 0.164545303364528 -0.154330687047122 0.203165149370068 0.246565630695475 0.389515261031425 0
IWB 1.14520871540725 0.411246277691337 0.729983573437988 0.691994111588889 0.84213525915825 0.604507302566173
IWV 1.050481838247 0.381121265864838 0.705812453933408 0.663916244919975 0.816463758506308 0.584820445835827
SPY 1.22366831558234 0.440979095137794 0.7589970812612 0.719916762998331 0.86292312967179 0.612371630648527
IWF 1.12138531070327 0.501442985524702 0.798094973537998 0.807671518935093 0.922653800502028 0.691869938150282
QQQ 0.941685601460257 0.4683360396888 0.818188853697241 0.847338588698177 0.983573087983507 0.751784584973727
IWD 0.77302511654707 0.23509261710229 0.531464951256815 0.470129108445282 0.662480151762656 0.450835871854043
IWC 0.111419884285217 -0.102483005016437 0.297426715451029 0.269632533821236 0.4451940861001 0.292775630311664
IWR 0.505922030177999 0.159272317264919 0.486475337859697 0.458570345028321 0.664655316417614 0.503078057608404
IWP 0.540209930015957 0.261042589359123 0.49147138932679 0.522319696768238 0.697652325851073 0.529865114797197
IWS 0.470452329355874 0.110747875143234 0.450280014906759 0.38237193068681 0.604728496118132 0.452380597663712
IWM 0.177107622995528 0.0138874606077966 0.34877330818208 0.329808851055644 0.504230888684128 0.382864725758741
IWO 0.139104465111852 0.0288616626006744 0.286713938540946 0.326639254916836 0.525289439157016 0.402848659049041
IWN 0.204298001036762 -0.00921182615179968 0.370774905893818 0.308047116172891 0.45569474419082 0.340593527383327
IYR 0.555973098373619 -0.0729927394180681 0.179088173508604 0.2602422364637 0.48794651388941 0.321685164046157
VNQ 0.565981597331491 -0.100584696314249 0.192862315491108 0.251697142140638 0.503043921238767 0.354711159927892
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EFG -0.12 0.01 0.39 0.40 0.55 0.40
Peer Group* average
60% Equity / 40% Bonds 1.47 0.19 0.72 0.85 1.23 0.89
Global Equities (ACWI) 1.79 0.39 0.88 0.77 0.89  
U.S. Equities (SPY) 2.28 0.64 1.18 1.10 1.36 0.90
U.S. Bonds (BND) 1.47 0.19 0.72 0.85 1.23 0.89
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 2.38427803526168 0.796993395557515 1.44496039037034 0.124820998343334 0.0446168251710761 0
DBB 1.25370832937371 -0.441452327377065 0.590849676614283 0.26423571111269 0.0562897703242857 0
DBO -0.204718299212804 -0.266213057441004 0.735031906452307 0.133458632783479 -0.0522805008389598 0
DBC 0.167445596214028 -0.377237846036249 0.835874681636294 0.202490011326553 0.0285478036991252 0.114083491266285
GLD 7.44746738505407 1.11548525111229 1.12681635865569 0.861693323616204 0.566978614773462 0.850203273578601
FXA -0.944491416739432 -0.961663787901761 -0.386221853700582 -0.438910898209348 -0.243448638942936 0
FXC -1.82550743342324 -1.2452103824796 -0.661468870241019 -0.531572674604445 -0.48880384040499 0
FXF -1.15867712245806 -0.711746229320543 -0.389135729226127 -0.412413705843974 -0.100783815967908 0
FXE -1.32129936171934 -0.981661250049904 -0.693945708771366 -0.549743653702608 -0.488729688056602 0
FXB -0.37302625527921 -0.723198332618729 -0.364136063133236 -0.524905121840183 -0.356033248243184 0
FXY -0.487319412736693 -1.25501070906951 -1.09779902060226 -0.596620213046452 -0.663257981719539 0
UUP 1.35824041711962 0.612019644573075 0.278479732944508 0.202091868901953 0.234956082174996 0
EEM 1.14556165700369 -0.309300483811089 0.136351613923516 0.172829256888976 0.23737710742635 0.369142370616209
AMLP 2.48101926110897 1.26378923421523 0.888068107480474 0.303766654878812 0 0
IGIB 0.679697473701208 -0.494392748844004 -0.295156785869779 0.117720947355936 0.435896308410929 0
EMHY 2.72917241533835 0.159624876226753 0.0565545738901321 0.321320418506847 0 0
HYD 0.262197163221668 -0.710863772826196 -0.297132030815958 0.0530302879622665 0.315174006951597 0
IEF 0.0593337496999984 -0.911318182188224 -0.745398001783871 -0.225093134417967 0.246961523542265 0.366330676620407
IGOV -0.755607490219058 -1.01207039291566 -0.829964091747304 -0.453929118916808 -0.291205392490849 0
IHY 0.594980953745359 -0.251166199601203 -0.10075141494613 0.20672874021089 0 0
ITM -0.625856768326289 -0.710333064666112 -0.506516909754198 -0.0205082514460398 0.357226091496263 0
JNK 1.8437679716619 -0.170104721191663 0.101291983217105 0.272124833827484 0.663033731897305 0
MBB 0.361552799730494 -0.708538490502535 -0.599299078768241 -0.249095878194251 0.100499724482272 0
TIP 0.348372848625637 -0.83649164713393 -0.234863530168062 0.0282579390332818 0.367628531088514 0.382505171800065
AGG 0.251415606549829 -0.786810099172818 -0.636235947422105 -0.148156609959488 0.267905971081543 0.395273315046952
BND 0.247848029629156 -0.803980398319319 -0.640383192122608 -0.140102683260885 0.269001686489758 0.419402439630891
EMB 1.08452689332795 -0.305183213925438 -0.239658075537697 0.105859468481045 0.399528686541665 0
PCY 0.655100565186749 -0.0572836534352861 -0.209626320118112 0.0883713673703631 0.355276792908857 0
BIL 4.65869502065044 -0.884341991373646 -0.707626602813628 -0.573194289377338 -0.521402594340984 0
TLT -0.140920276814747 -0.982652144982741 -0.788452680193929 -0.21358026951589 0.250953782490279 0.273509555434599
SHY 0.267903577715781 -1.05875485969845 -0.843939366494619 -0.476474010405397 -0.221357628465585 0.0926126051063613
ACWI 1.78678544736784 0.392764813585551 0.876550707558258 0.765326406000328 0.890467913671165 0
EFA 0.579152429123447 0.207495192910009 0.538827730721777 0.385696169866602 0.524051454812908 0.377882063198108
EFG -0.121458567883645 0.0128671872052687 0.387004339414191 0.399425005646065 0.547530893886548 0.402340270848567
EFV 1.42179005193392 0.418713339621141 0.595502099816161 0.307613392747992 0.437257608166945 0.31330530118449
SCZ 0.233200430197422 -0.208663543675996 0.285248968421572 0.344938098341194 0.569765912401424 0
IWB 2.07573849344988 0.596684764794774 1.13840869064499 1.0542464806425 1.32499418384643 0.888942553411242
IWV 1.8567597167436 0.553303746078358 1.09589897108151 1.00570254233284 1.27883613427468 0.855201821469183
SPY 2.28418748847393 0.638940729794826 1.18398288516594 1.09980605359029 1.36229751386395 0.902248285729309
IWF 2.18376221370804 0.740014556441178 1.29091290837356 1.28721278267658 1.5100531137189 1.05950245038678
QQQ 1.82250053141904 0.690826777532328 1.33390603247703 1.37877863939474 1.66372513807883 1.17433144898124
IWD 1.22652935868727 0.337973994275712 0.79183443930157 0.687446175671641 1.00499603942892 0.640652258460023
IWC 0.196800757657324 -0.151873410398974 0.453056086914628 0.400492904668539 0.678082746878379 0.421836338464918
IWR 0.795639406921891 0.235947618351018 0.726333297200651 0.673554814052128 1.01721303852842 0.729673727953701
IWP 0.944636718534848 0.407311628157276 0.779264453626836 0.811529586475401 1.11889365334134 0.790666972309603
IWS 0.729198090584204 0.160040098016039 0.649118922552496 0.546288160129348 0.899924400243694 0.642621450807822
IWM 0.289792705908099 0.020927336006166 0.52567277142512 0.484477374880719 0.766965427216616 0.556339585352273
IWO 0.217266417147857 0.0430230018353012 0.432059890697822 0.477455351199981 0.804231229786252 0.589435311779334
IWN 0.351756939839694 -0.0139313903147635 0.551936823303034 0.452233057346529 0.683801998320224 0.488856248665928
IYR 0.776592271243618 -0.100420593751879 0.244627932896554 0.366117388030379 0.72239558043872 0.44898501486737
VNQ 0.794641117140258 -0.137746709782667 0.265371614293727 0.355933406378694 0.755672761134509 0.501516790553657
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 3.1 3.5 7.0 5.7 6.3 5.0
Peer Group* average
60% Equity / 40% Bonds 15.9 8.7 12.7 11.6 13.7 11.3
Global Equities (ACWI) 17.4 9.4 13.3 9.5 9.4  
U.S. Equities (SPY) 18.1 12.1 16.4 12.5 13.6 10.0
U.S. Bonds (BND) 15.9 8.7 12.7 11.6 13.7 11.3
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 42.6820278556479 49.1183741658968 52.696336729012 11.850191364892 2.64394163671466 0
DBB -26.3974135001879 -7.11891805309525 15.9997663346171 6.71405594335879 0.0665933679245646 0
DBO -7.68730052799744 -3.17880575616268 25.0315065061949 0.663291138053512 -4.34957581144625 0
DBC -27.1304626972613 2.36139576106028 32.3945323593095 6.91746386065492 0.138416433947128 2.17440868515427
GLD -572.071444585469 65.3221359957405 58.1179644132614 75.0771139409387 53.8645239234303 93.1232492760368
FXA -7.40420351233372 -10.6810505649503 -2.19723112888771 -5.00205918145618 -3.04745342684407 0
FXC -18.9544120147329 -12.3898006561402 -4.57540397205957 -5.45975317788852 -6.59955902142142 0
FXF -12.2385132089161 -1.03671548045421 1.71943635421597 -5.60382405936584 0.36773516453511 0
FXE -21.0281367151787 -8.5183703720846 -7.5776198854025 -9.97657328345074 -9.65888856935712 0
FXB 14.9017406657286 -1.56211997168004 0.966435394807021 -6.58455622185171 -4.75378889239897 0
FXY -2.17092478693141 -30.1949507397504 -44.4386207507831 -62.0337501294893 295.628638886159 0
UUP -44.5269015302506 -31.3604515436089 -19.3902894085029 -16.4356780886058 -8.81751718670074 0
EEM 43.4105617664119 -0.695757062669248 4.47956687834092 3.23518225760203 2.79708829944917 4.40711071325339
AMLP 21.3439562519716 25.2845562164495 13.6097124678662 2.45328448617662 0 0
IGIB 19.4625004343181 2.04160321206881 1.17802943949681 8.52727996041234 14.0978833219945 0
EMHY 36.3755720547118 11.4336697807388 4.60359543763851 8.10444382229447 0 0
HYD 20.2134217083895 -2.36790280576675 -2.27628789848673 5.41791295631367 13.0583569383124 0
IEF 10.6818510200398 -8.15103243726743 -13.5712068360516 7.37704510771649 -102.326606855749 -89.7413740890801
IGOV -3.02089879731771 -12.1244536653677 -12.8657166735952 -6.87355024400456 -4.51649938872082 0
IHY 27.2453627182135 5.26746438752598 2.64894042995375 6.6684026416737 0 0
ITM 13.7657005625168 -0.00752065839705885 -1.52410157706228 10.9361142045452 31.4848949069219 0
JNK 31.5053387589054 6.71659417940497 6.87727635922898 7.51499843959544 10.5829951084862 0
MBB 14.7442390478921 -1.85088768649363 -4.16231950381652 5.24438721746234 17.4069007638527 0
TIP 20.1651217846645 -3.8875447109684 5.24802929633861 10.3970470792657 20.6638729358398 24.3171843407097
AGG 15.2377378920441 -2.34077852427118 -3.89814560685208 8.5876804154691 26.0085372852142 37.0515682897752
BND 15.3616646115741 -2.56959683362881 -3.78055631071674 8.02042732613191 23.6394948340402 36.6041973399756
EMB 21.0344428808063 2.6905695846612 -0.712372462723782 4.83433128711705 8.98920224203406 0
PCY 13.9965399156065 3.75574938870353 -1.70981905377502 3.31070397485843 7.48748470614197 0
BIL 4002.30858254236 486.519947736014 -4438.99637486827 1478.54287489168 -7313.31066515343 0
TLT 2.23375114558456 -15.5902873449415 -22.043432354294 -8.90435354574567 -26.7077735672511 -34.8378111481933
SHY 61.067566007429 26.1189065930135 29.2170312023677 113.380142383962 328.642120890156 -149.090251196408
ACWI 17.3690135198529 9.40697509888413 13.263124317182 9.47914829637284 9.41222554633668 0
EFA 14.2454135557803 7.33077957743269 9.61594578031657 5.74158125228705 6.08026088282336 4.68587434893224
EFG 3.0539621645401 3.47430848758373 6.9753132384363 5.73778330658315 6.28355777844524 5.0341421069752
EFV 33.0264887123233 12.013191455678 11.3758075923006 4.97656099455271 5.26338950474738 3.83567636189219
SCZ 8.16663969865703 0.560856114763462 5.41980560357774 5.07720457401459 6.59898822415167 0
IWB 17.0364542053265 11.4687105510431 15.6653472110124 12.0226050294337 13.232329679499 9.86035168046449
IWV 15.7936667733791 10.7956668456125 15.147850605847 11.5277183469797 12.8090252011397 9.51068912104407
SPY 18.1002373460107 12.1041090190201 16.3523068399629 12.5381043343083 13.5857358741494 10.013971800681
IWF 18.8043432482953 12.8473866644686 17.4132994304721 14.3865156724431 14.9956204072481 11.5792304920284
QQQ 16.4821352373854 12.0273615842466 18.3389824752837 15.5518270558536 16.6835659420318 13.0844197218934
IWD 14.6208220243188 8.94398265478042 12.4805946037535 8.77184548160324 10.803085418141 7.58386939680832
IWC 3.35510033090975 -0.214474316945944 6.6717817504859 4.9349394583479 7.4687423657604 4.673768372111
IWR 9.30563438108696 6.09477227034823 10.554866839757 8.09608158207414 10.5700342198821 8.20415547107105
IWP 9.31522984465043 7.72022231683891 10.7452965634814 9.3459561397283 11.324299213412 8.76698701382514
IWS 9.2481010485556 5.25563715595707 9.94732337201793 6.8746774861487 9.74488652308193 7.41034429602428
IWM 4.00257280856281 2.46801533013189 7.6610919862564 5.84998731892148 8.09950606993505 6.19951468211593
IWO 3.08232443931079 2.70662266046644 6.16236554989292 5.71709276446242 8.47874681435043 6.54675581652944
IWN 4.93117435775312 1.95250058396344 8.30063904766171 5.59630526191959 7.41838132907543 5.54706689651816
IYR 11.0509141919192 1.2721680815834 4.3713786801223 5.46133083730358 9.37781006695991 5.65693086553039
VNQ 11.326105452031 0.641487956400383 4.6935367580385 5.33141959090193 9.89997120711637 6.42334956932022



  Compare: Risk & Volatility

for period ending February 28, 2025

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 9.4% 23.9% 33.6% 33.6% 33.6% 55.4%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.0% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 21.3% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 10.3% 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% 10.1% 40.6% 60.4% 0%
DBB 9.5% 32% 32% 35.7% 54.6% 0%
DBO 11.9% 30.8% 30.8% 62.9% 83.5% 0%
DBC 5.3% 23% 23% 38.7% 64.8% 74.5%
GLD 4.5% 15.9% 18.1% 18.1% 42.9% 42.9%
FXA 10.1% 15.4% 18.3% 22.7% 36.6% 0%
FXC 6.7% 10.6% 13.9% 14.1% 32.2% 0%
FXF 7.2% 8.5% 13.4% 14.6% 29% 0%
FXE 6.6% 11.8% 21.2% 24.4% 38.6% 0%
FXB 6.4% 15% 21.6% 30.3% 36.3% 0%
FXY 8.8% 25.2% 37.1% 39.6% 55.5% 0%
UUP 3.3% 8% 9.7% 12% 17.3% 0%
EEM 7.3% 23.6% 36.5% 36.5% 36.5% 60.4%
AMLP 6.2% 14.5% 23.3% 69.8% 0% 0%
IGIB 2.7% 11.2% 18.7% 18.7% 18.7% 0%
EMHY 1.3% 16.1% 24.7% 24.7% 0% 0%
HYD 1.7% 13.1% 20.1% 20.1% 20.1% 0%
IEF 4.6% 13.6% 23.3% 23.3% 23.3% 23.3%
IGOV 7.6% 21.2% 33.9% 33.9% 33.9% 0%
IHY 3.5% 16.7% 26.7% 26.7% 0% 0%
ITM 2% 7.3% 15% 15% 15% 0%
JNK 1.3% 11.9% 16.2% 16.2% 16.2% 0%
MBB 3% 11.3% 17% 17% 17% 0%
TIP 3% 11.2% 13.9% 13.9% 13.9% 13.9%
AGG 3.1% 10.2% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 10.3% 17.3% 17.3% 17.3% 17.3%
EMB 2.9% 17% 26.7% 26.7% 26.7% 0%
PCY 6.3% 22.4% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.2% 0.2% 0.4% 0%
TLT 9.7% 33.8% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 2.3% 5.3% 5.3% 5.3% 5.3%
ACWI 3.6% 21.3% 25.7% 25.7% 25.7% 0%
EFA 8.4% 22.2% 27.6% 27.6% 27.6% 57.4%
EFG 9.4% 23.9% 33.6% 33.6% 33.6% 55.4%
EFV 7.2% 21.1% 23.5% 33.2% 33.2% 59.7%
SCZ 8.5% 25.1% 34.6% 34.6% 34.6% 0%
IWB 4.2% 20.5% 24.6% 24.6% 24.6% 50.9%
IWV 4.4% 20.5% 24.6% 24.6% 24.6% 51.2%
SPY 4% 20.2% 23.9% 23.9% 23.9% 50.8%
IWF 4.2% 23.9% 30.8% 30.8% 30.8% 48%
QQQ 4.4% 26.1% 32.6% 32.6% 32.6% 49.7%
IWD 6.9% 17.2% 17.8% 26.7% 26.7% 55.4%
IWC 10.8% 26.3% 37.4% 37.7% 37.7% 59.5%
IWR 7.1% 19.7% 24.3% 27.1% 27.1% 54.1%
IWP 6.2% 21.5% 34.2% 34.2% 34.2% 52.9%
IWS 7.3% 18.9% 20.5% 31.7% 31.7% 57.3%
IWM 11% 19% 27% 32.3% 32.3% 52.5%
IWO 11.9% 19.3% 33.6% 33.6% 33.6% 52.2%
IWN 10.2% 19.3% 21.3% 37.9% 37.9% 55.1%
IYR 8.3% 27.2% 31.9% 31.9% 31.9% 69.6%
VNQ 8.4% 28.4% 32.8% 32.8% 32.8% 68.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 12.6% 20.4% 20.1% 16.6% 17.2% 18.1%
Peer Group* average
60% Equity / 40% Bonds 9.1% 13.5% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.3% 17.8% 19.2% 16.1% 16.3%  
U.S. Equities (SPY) 11.9% 19.0% 20.7% 17.2% 16.5% 16.6%
U.S. Bonds (BND) 5.9% 7.7% 6.4% 5.2% 4.6% 4.6%
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 19.3% 13.3% 13.4% 12% 13.2% 0%
DBB 19.7% 21.7% 23% 19.4% 19.8% 0%
DBO 13.9% 20.4% 34.7% 30.3% 28.1% 0%
DBC 7.4% 13.3% 19.9% 17.4% 17.2% 19.2%
GLD 15.5% 15.1% 16.2% 15.1% 16.7% 18.5%
FXA 8.6% 10% 10.8% 9.9% 11.2% 0%
FXC 4.7% 6% 6.3% 7.1% 7.6% 0%
FXF 6.6% 8.6% 7.9% 7.4% 9.2% 0%
FXE 5.3% 7.5% 7% 6.9% 8.2% 0%
FXB 6.3% 8.2% 8% 8.3% 8.2% 0%
FXY 12.4% 11.7% 9.6% 9.4% 9.1% 0%
UUP 6.4% 8% 7.2% 6.7% 7.4% 0%
EEM 9.2% 18% 18.9% 17.9% 19% 22.7%
AMLP 19.5% 24.1% 49.7% 34.1% 0% 0%
IGIB 6.2% 9.4% 9% 6.8% 5.9% 0%
EMHY 6% 11.9% 13.7% 11.1% 0% 0%
HYD 4.4% 9% 12.4% 9.9% 9% 0%
IEF 7.5% 8.9% 7.6% 6.7% 6.6% 6.8%
IGOV 8.3% 12.2% 10.5% 8.9% 8.7% 0%
IHY 5.4% 10.6% 11.7% 9.6% 0% 0%
ITM 4% 7.9% 7.4% 6.1% 6.1% 0%
JNK 4.3% 9.9% 10.4% 8.4% 8.6% 0%
MBB 6.8% 8.6% 6.8% 5.1% 4.4% 0%
TIP 5.1% 7.2% 6.5% 5.2% 5.3% 6%
AGG 6.1% 7.8% 6.4% 5.2% 4.6% 4.7%
BND 5.9% 7.7% 6.4% 5.2% 4.6% 4.6%
EMB 7.5% 12.2% 13.1% 10.4% 9.8% 0%
PCY 11.1% 17.5% 17% 13.3% 12.3% 0%
BIL 0.1% 0.5% 0.7% 0.6% 0.5% 0%
TLT 13.9% 15.9% 14.3% 13.7% 14.5% 14.5%
SHY 1.8% 2.4% 2% 1.6% 1.4% 1.5%
ACWI 10.3% 17.8% 19.2% 16.1% 16.3% 0%
EFA 12.4% 18.8% 19.4% 16.1% 17% 18.2%
EFG 12.6% 20.4% 20.1% 16.6% 17.2% 18.1%
EFV 13.3% 18.5% 21% 17.3% 18.1% 19.3%
SCZ 13.3% 18.8% 21.1% 17.6% 18.4% 0%
IWB 12.4% 19.1% 21.1% 17.5% 16.8% 16.9%
IWV 12.8% 19.3% 21.3% 17.7% 17% 17.2%
SPY 11.9% 19% 20.7% 17.2% 16.5% 16.6%
IWF 14.5% 22.7% 24.6% 19.9% 18.6% 18.3%
QQQ 13.3% 24.6% 25.9% 21.8% 20.6% 21.1%
IWD 15.6% 18.3% 20.7% 17.1% 16.7% 17%
IWC 23.2% 24.9% 29.9% 24.3% 23.9% 23.5%
IWR 17% 21.4% 24.1% 19.4% 18.8% 19.4%
IWP 21.1% 23.8% 25.8% 20.9% 20.1% 20.4%
IWS 16.8% 21.3% 24.6% 19.6% 18.9% 19.7%
IWM 22.3% 24.5% 27.4% 22.7% 22.2% 22.2%
IWO 22.8% 24.7% 27.6% 23.2% 22.9% 22.8%
IWN 22.4% 24.8% 28.6% 23.2% 22.4% 22.3%
IYR 19.6% 21.9% 23.3% 19.1% 18.8% 23.3%
VNQ 19.6% 21.9% 23.2% 19.3% 19.5% 24.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 9.0% 13.2% 13.0% 11.0% 11.4% 12.5%
Peer Group* average
60% Equity / 40% Bonds 5.1% 8.9% 8.9% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.6% 11.5% 12.2% 10.5% 10.5%  
U.S. Equities (SPY) 5.8% 12.1% 12.6% 10.8% 10.1% 11.0%
U.S. Bonds (BND) 4.0% 5.4% 4.5% 3.5% 3.0% 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 8.7% 7.3% 7.2% 7.9% 8.7% 0%
DBB 9.1% 14.6% 14% 12.3% 13.3% 0%
DBO 9% 13.2% 21.9% 21.6% 21% 0%
DBC 4.2% 8.7% 12.7% 12.2% 12.5% 13.8%
GLD 4.7% 7.1% 8.4% 8.3% 10.3% 10.9%
FXA 6.9% 7.8% 7.7% 7% 7.8% 0%
FXC 4% 4.8% 4.9% 5.1% 5.8% 0%
FXF 4.8% 5.8% 5.4% 5.1% 6.4% 0%
FXE 4.1% 5.4% 4.9% 4.8% 6.2% 0%
FXB 4.1% 5.9% 5.6% 6.1% 6% 0%
FXY 8.8% 9.2% 7.6% 6.9% 7% 0%
UUP 2.6% 4.3% 4.3% 4.3% 4.7% 0%
EEM 4.9% 11.6% 12.7% 11.8% 12.6% 15%
AMLP 7.9% 13.3% 31.7% 22.7% 0% 0%
IGIB 3.9% 6.3% 6.3% 4.6% 3.9% 0%
EMHY 2.5% 7% 10.1% 7.8% 0% 0%
HYD 2.5% 6.3% 10.4% 8.2% 7.3% 0%
IEF 5.4% 6.6% 5.6% 4.5% 4.2% 4.2%
IGOV 6.5% 9.5% 8% 6.6% 6.4% 0%
IHY 2.8% 7.2% 8.7% 6.7% 0% 0%
ITM 2.4% 5.2% 5% 4.2% 4% 0%
JNK 2% 6.9% 7.5% 5.9% 5.7% 0%
MBB 4.6% 6% 4.7% 3.5% 2.9% 0%
TIP 3.2% 5.5% 4.6% 3.6% 3.5% 4%
AGG 4.1% 5.5% 4.5% 3.4% 3% 2.8%
BND 4% 5.4% 4.5% 3.5% 3% 2.8%
EMB 4.5% 8% 9.9% 7.5% 7% 0%
PCY 7.5% 11.4% 12.8% 9.7% 8.8% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 10.9% 12.2% 10.9% 9.3% 8.9% 9%
SHY 0.8% 1.5% 1.2% 0.9% 0.8% 0.7%
ACWI 5.6% 11.5% 12.2% 10.5% 10.5% 0%
EFA 7.7% 11.8% 12.4% 10.7% 11.1% 12.6%
EFG 9% 13.2% 13% 11% 11.4% 12.5%
EFV 7.2% 11.3% 13.6% 11.7% 12% 13.3%
SCZ 8.9% 12.9% 14.4% 12.1% 12.2% 0%
IWB 6.3% 12.1% 12.9% 11% 10.3% 11.2%
IWV 6.7% 12.3% 13% 11.2% 10.5% 11.4%
SPY 5.8% 12.1% 12.6% 10.8% 10.1% 11%
IWF 6.9% 14.4% 14.5% 12% 11% 11.6%
QQQ 6.3% 15.7% 15.1% 12.9% 11.8% 13.1%
IWD 9.5% 11.7% 13.3% 11.3% 10.7% 11.7%
IWC 12.7% 15.7% 18.9% 15.9% 15.3% 15.9%
IWR 10.5% 13.3% 15.5% 12.7% 11.9% 13.1%
IWP 11.8% 14.1% 15.6% 12.9% 12.1% 13.4%
IWS 10.5% 13.7% 16.5% 13.3% 12.4% 13.6%
IWM 13.3% 15.1% 17.5% 14.9% 14.2% 14.9%
IWO 14.3% 15.5% 17.7% 15.4% 14.6% 15.2%
IWN 12.6% 15.2% 18.5% 15.3% 14.5% 15.2%
IYR 13.9% 14.8% 16.4% 13.1% 12.3% 16.3%
VNQ 13.8% 14.9% 16.2% 13.2% 12.6% 16.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 0.82 1.01 0.93 0.90 0.97 0.99
Peer Group* average
60% Equity / 40% Bonds 0.78 0.74 0.71 0.67 0.65 0.65
Global Equities (ACWI) 0.86 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) 0.78 0.74 0.71 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 0.562140879795639 0.226236911665756 0.253458303527008 0.188264308532073 0.27034615231349 0
DBB -0.560037135533847 0.601760710282775 0.578797903993578 0.521237188608047 0.670332524809964 0
DBO -0.192621616866411 0.229378420805307 0.54632471216073 0.744500719460614 0.876315961574573 0
DBC -0.185653783347772 0.194685468729149 0.373100601110954 0.428871454290925 0.55166359750161 0.573891069212578
GLD -0.0676898315325276 0.20682312817679 0.203151501102798 0.108973253005709 0.105496449484856 0.0974239308437306
FXA 0.454465268632211 0.436747867529002 0.44733093513546 0.405286565132218 0.484098474123896 0
FXC 0.260003549408629 0.274493256382269 0.267027049097256 0.264336247237762 0.330491259751609 0
FXF 0.211084834932722 0.220976870531596 0.162864126690206 0.130920888466093 0.187840960904583 0
FXE 0.112929564745064 0.223573922957121 0.180413181749423 0.138027287162029 0.248505620732513 0
FXB 0.163577939626527 0.352263170093731 0.300051961386876 0.303230190629695 0.308570923021043 0
FXY 0.501792072767581 0.311853416924926 0.164266703890614 0.0503497341275258 -0.0144137286985073 0
UUP -0.201856311044399 -0.256668439363186 -0.210972957378341 -0.157560332967288 -0.231049566870719 0
EEM 0.237213402372409 0.694123123776064 0.713236564915613 0.771108269428844 0.893850827883362 1.04351281486263
AMLP 1.05916252480783 0.802102788832975 1.38753902640749 1.32130795222463 0 0
IGIB 0.379359231376365 0.415851012218374 0.383442414157489 0.267249278761733 0.207202266589349 0
EMHY 0.358037866074999 0.519873148344996 0.585458408978378 0.482274570837688 0 0
HYD 0.257599136128382 0.411129517096465 0.505244434541531 0.33807952878715 0.239217669036027 0
IEF 0.425331525494938 0.352365623128374 0.175566751532468 0.0628498889723616 -0.0207558190533712 -0.032612156478352
IGOV 0.484291420440853 0.587000758167049 0.412693405806411 0.276186497661004 0.276649581540883 0
IHY 0.236327585651506 0.478515682463683 0.518500683568522 0.437250807288286 0 0
ITM 0.165981674739101 0.32584503910047 0.25519940253006 0.146090950186583 0.0817076344272974 0
JNK 0.296611625261977 0.502563174737351 0.483316013019212 0.43427770276804 0.451553580360358 0
MBB 0.416050928584617 0.364577072726443 0.205774517330628 0.124676498581519 0.0822444335032586 0
TIP 0.281754684745878 0.342815152337644 0.263637746645224 0.180621548891376 0.123837722307541 0.123120851141616
AGG 0.359860430546955 0.326771759607076 0.220977434008232 0.129798754843877 0.0778213616249176 0.0723217154527435
BND 0.354844630393394 0.324351035548172 0.236936676203363 0.143004885540471 0.0859961918429175 0.075619665233037
EMB 0.463868562612906 0.580308677796445 0.599276620747991 0.456405187101482 0.401004016823725 0
PCY 0.655945559045315 0.81560114829519 0.769268985030339 0.579352220555827 0.489041525372478 0
BIL 0.00115913229287138 0.00746336303255252 -0.000457402563846759 0.00089382138203056 -0.000101758715721826 0
TLT 0.833387310639768 0.660888420028139 0.355756253102268 0.135312679271931 -0.0943082772551878 -0.0864395133273462
SHY 0.0787265703131736 0.0667255474744594 0.029051475690439 0.00879757837231483 0.0024875100890872 -0.0104748248441902
ACWI 0.858601336758864 0.943267744204661 0.938191589338297 0.940107325147664 0.985205504415277 0
EFA 0.603095040415833 0.873035435400821 0.864134407397862 0.862208642544944 0.940483614312648 0.993137967910003
EFG 0.819009318141316 1.01064660998693 0.929553437307315 0.900735310175082 0.965234464892375 0.988038760447904
EFV 0.443488330088293 0.751305965744903 0.822720596049104 0.84051433457815 0.933741874782484 1.0077670376586
SCZ 0.719389615834269 0.910843457846328 0.968786498440786 0.933606231181505 0.999157162702626 0
IWB 1.04045436259213 1.0085460642432 1.0216279024721 1.016215902574 1.01523558784545 1.01489775588548
IWV 1.07498951634987 1.0223322932535 1.02954407379748 1.02658888802996 1.02677432342226 1.03024675013595
SPY 1 1 1 1 1 1
IWF 1.03238594393787 1.11267529754721 1.09783288192613 1.07421759881806 1.05710238583925 1.03942174681861
QQQ 0.976676106386771 1.16405217221183 1.10366760168412 1.11162100009787 1.09632711589146 1.10738304705664
IWD 1.04799261653357 0.909409565603732 0.952151871832717 0.960365087718491 0.978222621895965 0.996170523589372
IWC 1.40752498526583 1.10179014011795 1.16339227124631 1.13533117828085 1.18047396990494 1.19527308232267
IWR 1.26935205186413 1.09171656368681 1.12230316366949 1.09092973983492 1.09341533591185 1.11390780782809
IWP 1.49212115179022 1.16563480314 1.15488467728818 1.11964901418174 1.12264043349378 1.13442773189843
IWS 1.20492814170396 1.06374303361728 1.11319699524307 1.08220325410643 1.08108309148114 1.11505805312388
IWM 1.56424274400005 1.16635695763239 1.177691698577 1.16899603957072 1.19791774939509 1.19531820007253
IWO 1.73901193575866 1.18573804334108 1.19972809081265 1.19315449326913 1.21943258058332 1.2129006433038
IWN 1.3977389085667 1.13711944153669 1.16749829222169 1.14283591006869 1.17455522224931 1.17575879341709
IYR 1.22882556759911 1.04750259321591 1.0657118715188 0.932584073764192 0.90240231734121 1.09038694697782
VNQ 1.21509368642073 1.05620721271197 1.06362572681258 0.929333444962089 0.902004597770751 1.09354203890547



  Compare: Correlation

for period ending February 28, 2025

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.84 0.94 0.94 0.94 0.95
to S&P500 (SPY) 0.68 0.88 0.88 0.88 0.87 0.87
to U.S. Bonds (BND) 0.80 0.84 0.78 0.59 0.40 0.37
to Commodities (DBC) -0.16 0.18 0.31 0.34 0.47 0.52
to Gold (GLD) 0.23 0.46 0.38 0.25 0.22 0.23