iShares MSCI EAFE Growth ETF
for period ending November 30, 2024
Quick Links
Overview
EFG is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Recipe 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
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker EFG. 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 "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 November 30, 2024
5-year graph
●
EFG
●
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 |
| EFG |
5.3% |
0.3% |
11.4% |
-0.5% |
5.0% |
5.6% |
6.1% |
5.5% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
17.4% |
4.4% |
22.8% |
5.5% |
9.2% |
8.4% |
9.5% |
7.9% |
| Global Equities (ACWI) |
20.7% |
4.0% |
26.5% |
7.8% |
11.5% |
9.4% |
9.5% |
|
| U.S. Equities (SPY) |
28.0% |
6.0% |
33.8% |
11.4% |
15.7% |
13.3% |
14.1% |
10.6% |
| U.S. Bonds (BND) |
3.1% |
1.1% |
6.8% |
-2.0% |
-0.1% |
1.5% |
2.3% |
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 |
29.0260366441659% |
4.94117647058825% |
25.5957056372745% |
13.249442880891% |
12.0807995250171% |
1.23236360935697% |
0.574725826267075% |
0% |
| DBB |
10.0546448087432% |
-1.66015625% |
16.4693117374349% |
1.48809085167112% |
8.34399369985954% |
3.01347239841003% |
0.40671251123956% |
0% |
| DBO |
2.65995686556433% |
-1.65289256198348% |
-3.53124362390653% |
6.88740515692883% |
9.15898318065369% |
-2.67929009352997% |
-3.89405086918618% |
0% |
| DBC |
0.453720508166944% |
-1.99203187250996% |
-2.88366657222646% |
6.24215929328058% |
9.16414404708972% |
1.64762390447826% |
-0.168179667796486% |
1.68487709764737% |
| GLD |
28.466809645865% |
-3.1241371149067% |
30.1139072847682% |
14.0610986273932% |
12.2417612234694% |
8.15749978987384% |
5.14941008353937% |
8.84089006283178% |
| FXA |
-2.94724957598638% |
-0.817240407658437% |
0.177249021824588% |
-2.27570895149497% |
-0.482266517879382% |
-2.04721825519339% |
-0.927538304396425% |
0% |
| FXC |
-3.53658685245021% |
-0.544421939083362% |
-1.05769039768023% |
-1.84787592705306% |
-0.444505634018622% |
-1.6762181633476% |
-1.61915360760725% |
0% |
| FXF |
-4.63098222085963% |
-1.99803510190358% |
-0.727993830630436% |
0.914536131750632% |
1.80234550523164% |
-0.0100810513666283% |
0.124603465157969% |
0% |
| FXE |
-2.36853291958015% |
-2.72551704510372% |
-0.800542884295052% |
-1.54589165593481% |
-0.743438130887586% |
-1.93907595815567% |
-2.6049761231539% |
0% |
| FXB |
2.72384542347046% |
-1.10469942959575% |
4.1246626742764% |
0.21174466604641% |
0.537221723223302% |
-1.73617262600394% |
-1.60075823739074% |
0% |
| FXY |
-6.24525148153776% |
1.49695673630532% |
-1.4691791759821% |
-9.44869603784274% |
-6.60942578661903% |
-2.80546897936556% |
-4.05766799826787% |
0% |
| UUP |
10.188261351052% |
2.22602739726028% |
8.41851026600515% |
7.62083761093002% |
3.95962802501886% |
3.37450216068012% |
2.62632625821682% |
0% |
| EEM |
8.33014220492918% |
-2.67716535433072% |
12.2306411040026% |
-1.6191691618211% |
2.64653323701434% |
2.63240685025081% |
2.52567842398514% |
5.56336155877446% |
| AMLP |
30.7461632423078% |
12.5968600045308% |
26.1762791888999% |
27.2194289674073% |
15.3146493082078% |
2.83900287717205% |
0% |
0% |
| IGIB |
5.14672316003215% |
1.31537563666551% |
9.44869934025538% |
-0.342195076749574% |
1.34021539431883% |
2.6167116781578% |
3.24627768166368% |
0% |
| EMHY |
13.3616021052751% |
2.08299192398904% |
18.1186079225958% |
3.88562501246299% |
2.78707225518326% |
3.73910682358962% |
0% |
0% |
| HYD |
6.11775952766576% |
1.54638407575547% |
9.21996181978568% |
-2.07709275278732% |
-0.401125866831487% |
2.34969768659123% |
3.68334512766166% |
0% |
| IEF |
1.65849182434399% |
1.02233873252195% |
5.70184003400585% |
-3.83763004691371% |
-1.19160429966112% |
0.883555620814613% |
2.26891130041862% |
3.24735681143793% |
| IGOV |
-2.85506895717398% |
0.0249128051818648% |
2.65916645359243% |
-7.43406327997723% |
-4.13705440016603% |
-1.74193351836459% |
-1.15807556779923% |
0% |
| IHY |
4.74315766550182% |
-0.504309283761106% |
9.41012880635359% |
0.614604226998949% |
1.47390087919492% |
2.79970632058% |
0% |
0% |
| ITM |
1.47742195235758% |
1.5852866097515% |
4.5973489496818% |
-1.18739872648486% |
0.517024853921755% |
1.99981202571273% |
2.97432680760299% |
0% |
| JNK |
8.6489229274187% |
1.66195208856801% |
12.2920178292431% |
2.78788787293343% |
3.38726943246688% |
3.61413697120425% |
5.33677818115368% |
0% |
| MBB |
3.12734817672409% |
1.51444794811775% |
7.43658316392217% |
-1.61091694804746% |
-0.394423486021667% |
0.971032746187195% |
1.69475353036752% |
0% |
| TIP |
3.42295698750574% |
0.498432416864225% |
5.94050376701185% |
-1.83968362633188% |
2.05653361380833% |
2.126657974227% |
2.65215273194299% |
3.31113655860378% |
| AGG |
3.05038730237326% |
1.11253913345384% |
6.85569490703486% |
-1.91983607666444% |
-0.0155145681194013% |
1.48577689748273% |
2.27892858874199% |
3.02667418772444% |
| BND |
3.11005406776526% |
1.06907226148396% |
6.77297027281563% |
-1.99504501671989% |
-0.051261514119838% |
1.50052160975274% |
2.31681272154052% |
3.10886130449659% |
| EMB |
7.93752664579215% |
1.82750940610441% |
12.8364265825244% |
-0.950282002084024% |
0.184589171513561% |
2.38188996460962% |
3.91283588359586% |
0% |
| PCY |
6.91377129972341% |
1.97799179364819% |
14.455156544542% |
-0.704909732440662% |
-0.661682045800616% |
2.15077987209569% |
4.0140402908512% |
0% |
| BIL |
4.769556439401% |
0.370047667359263% |
5.21788446691345% |
3.59679735146712% |
2.25285978698069% |
1.55277717056086% |
1.01718847260612% |
0% |
| TLT |
-1.79582898408616% |
1.99160741879354% |
6.71843385328872% |
-12.0685956626674% |
-5.41361486009053% |
-0.184723862197911% |
2.61161616336918% |
3.62790259498578% |
| SHY |
3.65467230898122% |
0.296352276934564% |
4.79657524374866% |
1.18550299360554% |
1.24258007864342% |
1.20846435991826% |
1.07767245061596% |
1.8307269006389% |
| ACWI |
20.6591091152192% |
4.03246475865016% |
26.4835079817142% |
7.75654747170502% |
11.4511804654901% |
9.42385974591728% |
9.50497687183902% |
0% |
| FM |
7.15866071238507% |
-0.126834571480339% |
10.105981178929% |
-4.19758134928649% |
1.69577853402954% |
0% |
0% |
0% |
| EFA |
6.65412215793204% |
-0.315576874526635% |
12.3749116899462% |
4.11449291926291% |
5.94895176104808% |
5.09267042497512% |
5.44008225590957% |
5.09677856858297% |
| EFG |
5.29621765072319% |
0.267750892502971% |
11.4477162352223% |
-0.504843705067393% |
5.04795831908162% |
5.57638583952869% |
6.05134923001118% |
5.49512085948873% |
| EFV |
8.12104271048448% |
-0.236880466472311% |
13.6310856371254% |
8.70609571699203% |
6.28480001664304% |
4.10394602416781% |
4.41803868534476% |
4.27880856216871% |
| SCZ |
4.85338742363699% |
0.819413803970992% |
12.3641323292274% |
-1.10243014107386% |
3.62791711773633% |
5.68025066848361% |
6.83335159477434% |
0% |
| IWB |
27.9314393045683% |
6.4982065078145% |
34.3313589545466% |
10.7521932209413% |
15.428448977179% |
13.0188669076137% |
14.0375665696915% |
10.6056251378944% |
| IWV |
27.5326351890906% |
6.78264088091052% |
34.3208024720695% |
10.3550206300357% |
15.0418612098324% |
12.7175792649683% |
13.8250078390808% |
10.4123844401664% |
| SPY |
27.9691759689234% |
5.96335115362971% |
33.8125668847377% |
11.3960679364852% |
15.6841308391621% |
13.2527266229355% |
14.1073173410919% |
10.5707747440988% |
| IWF |
31.9252453656629% |
6.53011017221095% |
37.7858467608652% |
10.7099150368157% |
19.2401035422164% |
16.3380296530645% |
16.4043508700565% |
12.5164581518643% |
| QQQ |
25.0108878106264% |
5.35083186938101% |
31.9934458361995% |
9.70194085317295% |
20.7551867923299% |
17.9546733873971% |
18.8761715101901% |
14.6116528756311% |
| IWD |
22.5806445813351% |
6.45247229326513% |
29.3848321023565% |
10.2043212901703% |
10.6550099413175% |
9.1393057941842% |
11.2120993149486% |
8.28046926033339% |
| IWC |
20.3130490526836% |
11.6551056622036% |
37.5033225952406% |
0.895125781152872% |
9.1613057142937% |
7.8311807380288% |
10.6576950413767% |
6.57972224639305% |
| IWR |
23.9960258109444% |
8.85974914481185% |
33.5139149960199% |
7.62262804929155% |
11.8699559023735% |
10.2908670992444% |
12.8839674590338% |
10.0684636235641% |
| IWP |
29.9367393920089% |
13.3769172743274% |
39.79392791256% |
6.29741944998081% |
13.018781551439% |
12.0234880843778% |
14.0368506969412% |
10.8807597949518% |
| IWS |
21.8273805533927% |
7.41109748620479% |
31.257878381539% |
8.53011216251125% |
10.7008887612085% |
8.79762735138252% |
11.8445932078649% |
9.1974243002334% |
| IWM |
21.5669105175722% |
11.0718221895665% |
36.3181910100708% |
4.92231108033265% |
9.79937230662855% |
9.01393662207124% |
11.5122260924976% |
8.37560471132015% |
| IWO |
25.6134513449913% |
12.4518613607189% |
40.6193914932619% |
3.30068947052566% |
9.16205866635364% |
9.35654037388878% |
12.1996484842298% |
8.98890086524182% |
| IWN |
17.6478671848854% |
9.71647602823071% |
32.2720947150734% |
6.1307760789074% |
9.73319234082071% |
8.1991484861796% |
10.5052051553545% |
7.46075932153982% |
| IYR |
13.8521743197542% |
4.06876207913742% |
24.0836936213127% |
1.27436995732522% |
4.50275940120217% |
6.1562331711736% |
9.49596205529164% |
6.64400897423281% |
| VNQ |
14.3885937983463% |
4.25916091343599% |
25.1800093090505% |
1.15154001445292% |
4.95147062546482% |
6.16922021548518% |
10.0305094152017% |
7.51122149309751% |
| |
|
|
|
|
|
| EFG |
27.5% |
17.8% |
11.0% |
-23.1% |
17.6% |
| 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 November 30, 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.
Discover High Return, Low Risk Portfolios. Upgrade Your Subscription
Get access to 3-, 5-, 10-, 15-, and 20-year metrics. Upgrade your subsrciption for only $15/month. Cancel Anytime.
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)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
-23.9% |
-11.1% |
-10.7% |
-7.8% |
-8.5% |
-5.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-7.2% |
-5.8% |
-4.1% |
-1.9% |
-0.6% |
0.4% |
| Global Equities (ACWI) |
-5.9% |
-3.5% |
-3.9% |
-3.6% |
-4.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-26.1% |
-22.5% |
-21.6% |
-13.0% |
-9.8% |
-4.3% |
| 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 |
-15.9292321061736% |
5.79973073847491% |
0.734328467941308% |
-12.2886673138944% |
-13.6404088257166% |
0% |
| DBB |
-22.7865111816409% |
-9.04133328050356% |
-8.02393517202158% |
-10.39373847659% |
-13.4326064355538% |
0% |
| DBO |
-34.6122112742823% |
-4.84036194066988% |
-8.97101632655148% |
-13.602701122592% |
-15.4662601634647% |
0% |
| DBC |
-38.7647276837358% |
-4.96877972989691% |
-6.66991548335737% |
-11.5567218588297% |
-14.0469810831788% |
-8.87061604050295% |
| GLD |
-6.87901544201881% |
5.28271381362855% |
-1.10562494565358% |
-4.57907279368292% |
-9.23781896670344% |
-2.46402046589733% |
| FXA |
-34.0095003229385% |
-18.6812698855271% |
-18.5641517855424% |
-17.4358704491563% |
-15.7432249422275% |
0% |
| FXC |
-39.7739420654456% |
-26.4093548475899% |
-22.7421659576037% |
-18.7465074055254% |
-18.4414908168236% |
0% |
| FXF |
-35.5551457476439% |
-14.9759674052431% |
-15.7262249323478% |
-15.2472693307294% |
-14.7477753806621% |
0% |
| FXE |
-38.5635460418117% |
-21.6837329327893% |
-22.5177554021824% |
-19.5972262284333% |
-19.573590317571% |
0% |
| FXB |
-30.2761915910897% |
-16.7167263791926% |
-18.4198121298185% |
-18.1038405270948% |
-17.9732633714039% |
0% |
| FXY |
-33.5553940352301% |
-26.9588160551816% |
-30.3783300897317% |
-19.0924964752023% |
-21.0943531565738% |
0% |
| UUP |
-23.559132213669% |
-0.546255938694711% |
-10.5079868975106% |
-8.2633440338476% |
-10.2904282176938% |
0% |
| EEM |
-22.254098828227% |
-12.806425861537% |
-13.0218119356232% |
-10.6791536706343% |
-11.8066860872837% |
-6.1209958645805% |
| AMLP |
-14.8692598637025% |
12.9481002885783% |
-6.87723455544603% |
-10.7783879010269% |
0% |
0% |
| IGIB |
-22.4082318092101% |
-16.4673998747089% |
-16.2769329715859% |
-9.98543035764637% |
-8.04189421483233% |
0% |
| EMHY |
-8.00925004540557% |
-8.13992626855921% |
-13.0470192117711% |
-8.8328903856065% |
0% |
0% |
| HYD |
-19.8001221099404% |
-19.8522388421434% |
-17.7158784240662% |
-10.7668159597076% |
-8.93218909868332% |
0% |
| IEF |
-27.9488606705702% |
-23.6739146472176% |
-22.6341353658495% |
-13.9457947917687% |
-10.8208048943489% |
-5.4406893007304% |
| IGOV |
-31.0384320970054% |
-23.1926520710781% |
-24.7152477275549% |
-17.6912291084959% |
-16.9702928374182% |
0% |
| IHY |
-22.2046962684517% |
-13.6464152421325% |
-15.1948355010946% |
-10.0292267048087% |
0% |
0% |
| ITM |
-29.6918808966679% |
-19.9443487285818% |
-18.9715369201971% |
-11.4283522739288% |
-8.87788467208481% |
0% |
| JNK |
-13.2728754734966% |
-10.4697860008636% |
-12.1577165180891% |
-8.33645161936688% |
-5.78289875338908% |
0% |
| MBB |
-25.6073263035623% |
-20.0221980550586% |
-22.1993029242775% |
-14.6480716201384% |
-11.7884061777834% |
0% |
| TIP |
-26.9204773417917% |
-23.141486653598% |
-15.7761336497774% |
-11.1046854525379% |
-9.23435316234959% |
-4.80652059331983% |
| AGG |
-26.0651890392626% |
-21.9870670480295% |
-21.5399660183812% |
-13.0314616778328% |
-9.93822441447447% |
-4.60142959124962% |
| BND |
-26.1066179569694% |
-22.4699407903035% |
-21.6099987142913% |
-12.9740196766055% |
-9.81882607570518% |
-4.29362848045535% |
| EMB |
-18.605091868035% |
-14.7866534761881% |
-16.6842318560378% |
-10.7350946668262% |
-8.84552836694274% |
0% |
| PCY |
-20.5753175714457% |
-12.0539254621696% |
-16.627398134022% |
-11.095291107484% |
-9.46647559907496% |
0% |
| BIL |
-11.1527478938287% |
-52.9665832451178% |
-38.0923490220393% |
-26.6808548606386% |
-24.6259680680726% |
0% |
| TLT |
-27.6229160853705% |
-24.1727837362687% |
-22.476529654114% |
-13.6531176838749% |
-11.4428184580648% |
-6.78819861169458% |
| SHY |
-29.9470547585027% |
-34.739695260068% |
-29.9803884208364% |
-19.8343723066551% |
-16.3933606496092% |
-8.13243939354292% |
| ACWI |
-5.85593567011069% |
-3.52938869147792% |
-3.88013222071929% |
-3.5626713040638% |
-4.78774257781831% |
0% |
| FM |
-24.2899889741408% |
-16.1609959627019% |
-13.9276522707729% |
0% |
0% |
0% |
| EFA |
-22.5143892995586% |
-7.26477050954721% |
-9.72470800642941% |
-8.15338818467368% |
-9.00058286586066% |
-5.88698979768971% |
| EFG |
-23.8909508390789% |
-11.1083658623908% |
-10.7021584060663% |
-7.76015465393823% |
-8.48109115655848% |
-5.50792859708501% |
| EFV |
-21.374103036526% |
-2.58536656052229% |
-9.59459939457763% |
-9.28221158668821% |
-10.1135229177057% |
-6.73292542419399% |
| SCZ |
-23.7136753158595% |
-12.032632644123% |
-12.098979430901% |
-7.85628192726778% |
-8.04608044549021% |
0% |
| IWB |
-0.195158370568731% |
-0.670373583824641% |
-0.506326229425495% |
-0.405468077939529% |
-0.269599113135556% |
-0.108837062911926% |
| IWV |
-1.42210186730531% |
-1.1316564804548% |
-0.996475048106225% |
-0.82264105197406% |
-0.639402602517412% |
-0.447381103932328% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-2.47819936157548% |
-1.54301402164138% |
1.55943202138427% |
1.52517179312081% |
0.91697548931405% |
1.15311478962708% |
| QQQ |
-6.86931148999422% |
-2.66526474720847% |
2.27967068513122% |
1.90547631562718% |
1.84307790509713% |
1.71142816233696% |
| IWD |
-7.67730561026575% |
-0.942356132787839% |
-5.22636296329525% |
-4.22985579654455% |
-3.11460702194634% |
-2.51673817365303% |
| IWC |
-15.9428233015265% |
-9.25111988546113% |
-8.45597564768018% |
-7.23025043441274% |
-6.40657376023207% |
-5.45995818849125% |
| IWR |
-8.83485309247314% |
-4.05840813820352% |
-5.08456645594747% |
-3.95908814729802% |
-2.66720655673775% |
-1.67839086824813% |
| IWP |
-8.21220896520693% |
-5.3243164779463% |
-4.49991561830466% |
-2.9014727205948% |
-2.20229655500671% |
-1.28852028665873% |
| IWS |
-10.7180522814317% |
-3.25772263901053% |
-6.28857776831805% |
-5.4024893750576% |
-3.69067873115343% |
-2.55796378001117% |
| IWM |
-14.4191773220435% |
-6.39869739238298% |
-7.57429072958278% |
-6.00351282398156% |
-5.27257870655191% |
-3.8757259728888% |
| IWO |
-12.4974494909341% |
-7.58158153741756% |
-8.09312365791899% |
-5.8605971615654% |
-4.95041233668203% |
-3.53003307113167% |
| IWN |
-16.5991818740791% |
-5.49426752830034% |
-7.82905644790394% |
-6.72890808025331% |
-6.11026156322922% |
-4.61882951868298% |
| IYR |
-18.2189555249094% |
-9.3113522032295% |
-11.390158039701% |
-7.64530540384424% |
-5.83939451183913% |
-5.38475077440968% |
| VNQ |
-17.6614785371633% |
-9.39104660899% |
-11.0054556573776% |
-7.69210894169376% |
-5.59611814414465% |
-4.90428506214085% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
-22.6% |
-12.1% |
-9.7% |
-6.5% |
-7.6% |
-5.0% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-4.7% |
-4.3% |
-2.8% |
-1.1% |
-0.2% |
0.4% |
| Global Equities (ACWI) |
-4.3% |
-3.3% |
-3.5% |
-3.2% |
-4.4% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-9.2% |
-9.2% |
-5.9% |
-2.1% |
-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 |
10.2169028348952% |
6.8617721236804% |
5.53271791550858% |
-3.09248119471465% |
-4.34817453951659% |
0% |
| DBB |
32.9255254337263% |
-7.09364335132693% |
-2.10067717787127% |
-4.98133383978201% |
-9.79376242814029% |
0% |
| DBO |
-0.252359657345488% |
0.674887553354141% |
-1.7104894621781% |
-13.6036888705201% |
-16.6588549614492% |
0% |
| DBC |
1.26380026540002% |
0.225351022525594% |
0.795367350596396% |
-5.48320175181429% |
-8.77034313169114% |
-5.10659348158338% |
| GLD |
37.4456827773165% |
7.7049829472216% |
6.60243989103527% |
5.21039092710159% |
2.40392551124694% |
6.23269675200634% |
| FXA |
-15.3097767497772% |
-10.0111965339933% |
-9.17544259282936% |
-8.68036622878688% |
-8.43975396848398% |
0% |
| FXC |
-14.2926831109161% |
-8.67448855109423% |
-6.93437410092768% |
-6.898962907723% |
-7.25356996374738% |
0% |
| FXF |
-11.1245398749184% |
-5.61031115778806% |
-3.34291271470449% |
-3.31384794890496% |
-3.67748073417297% |
0% |
| FXE |
-9.20392666343911% |
-8.09859201964868% |
-6.12490356611096% |
-5.67664261096205% |
-7.18714490572685% |
0% |
| FXB |
-6.21896843801003% |
-7.14362619408815% |
-6.50479240055567% |
-7.32816582547326% |
-6.91840816949738% |
0% |
| FXY |
-21.7268939495237% |
-16.342831911362% |
-11.6515594636377% |
-5.34896251071351% |
-5.18852024057523% |
0% |
| UUP |
9.88679720500693% |
3.86739589787664% |
3.28018698890604% |
3.06345884428695% |
4.09664272029468% |
0% |
| EEM |
-3.12818889327778% |
-11.0057712561203% |
-9.48204158198921% |
-8.10175599560394% |
-10.3577424573543% |
-5.42416314683995% |
| AMLP |
-0.00895452645887929% |
18.0246948912139% |
-5.56913373772451% |
-13.838732197589% |
0% |
0% |
| IGIB |
-7.00138493316998% |
-8.14261309235946% |
-6.34196308556904% |
-2.39944078279041% |
-0.764303158292442% |
0% |
| EMHY |
0.848052294281896% |
-4.66506865391254% |
-7.67552836055618% |
-3.75720371764347% |
0% |
0% |
| HYD |
-4.9670442127067% |
-9.88370770583061% |
-9.56577343666551% |
-3.43596627618425% |
-0.748811188538511% |
0% |
| IEF |
-12.2836918825175% |
-11.1857180507567% |
-6.22101810255822% |
-1.77590856812429% |
1.16804471498953% |
1.78179898525544% |
| IGOV |
-17.3131726020831% |
-16.1235028418279% |
-12.1651203608112% |
-6.89580390359763% |
-6.04347729045563% |
0% |
| IHY |
-4.14809306021623% |
-7.66463030386422% |
-8.06116621180096% |
-4.26345560469026% |
0% |
0% |
| ITM |
-8.32962757275315% |
-8.48617875399154% |
-5.64812665284471% |
-1.64685431193862% |
0.509100027092527% |
0% |
| JNK |
-1.54704945898025% |
-5.55584383309604% |
-5.72514615321943% |
-3.33424584883848% |
-1.80292537510966% |
0% |
| MBB |
-10.6751158052254% |
-9.0422452767181% |
-5.99236584371145% |
-2.49403365184028% |
-0.739640873743028% |
0% |
| TIP |
-6.83106984252488% |
-9.11695753557249% |
-4.20556502221745% |
-1.88305471079559% |
-0.285081465824862% |
0.465516147562815% |
| AGG |
-9.33196563095739% |
-9.14980773611089% |
-5.72206256018169% |
-1.99470810163818% |
-0.0973120915584151% |
0.629670925402844% |
| BND |
-9.180912479197% |
-9.21272520461387% |
-5.94055240104302% |
-2.10926814601639% |
-0.166436794789161% |
0.686622699850277% |
| EMB |
-7.25169095557263% |
-9.87943442513584% |
-10.2628545877489% |
-4.75022616142483% |
-2.58768080661626% |
0% |
| PCY |
-12.6882753382838% |
-11.1114992047481% |
-13.1464925405703% |
-6.27385645844927% |
-3.58287417226932% |
0% |
| BIL |
0.193085542591713% |
-1.6889894043782% |
-0.967800300319277% |
-0.579297106734235% |
-0.417976517680521% |
0% |
| TLT |
-26.0287801823406% |
-21.2330207080654% |
-12.1880445469142% |
-3.40187401365693% |
2.48956814487193% |
2.66318355048043% |
| SHY |
-2.73865715969671% |
-4.48296533739121% |
-2.27110858689454% |
-0.996125178991591% |
-0.37536907115907% |
0.15656039350976% |
| ACWI |
-4.32528943983592% |
-3.261404842042% |
-3.48387224002455% |
-3.15467450228373% |
-4.4464759912611% |
0% |
| FM |
-16.6011495589492% |
-13.368454011043% |
-10.8809623368376% |
0% |
0% |
0% |
| EFA |
-14.4585030004931% |
-6.4994869858908% |
-8.16150122308852% |
-6.64088847308227% |
-7.94346413242118% |
-5.43302053204334% |
| EFG |
-22.5682384098363% |
-12.1137248093856% |
-9.71641286760158% |
-6.52320860805803% |
-7.61216208467399% |
-4.97683159707807% |
| EFV |
-7.04148920665726% |
-0.999416273783204% |
-7.42330592962098% |
-7.43160335246063% |
-8.8945702848788% |
-6.38799476187921% |
| SCZ |
-16.4799352584158% |
-11.9824549921643% |
-11.7975125255156% |
-6.82474537042225% |
-7.21445714910886% |
0% |
| IWB |
-0.0653712845266092% |
-0.664176281080304% |
-0.495412690746589% |
-0.393390982629381% |
-0.251609185911885% |
-0.0936893258351272% |
| IWV |
-1.14906429734259% |
-1.12941837769877% |
-0.980590528363734% |
-0.801496979747029% |
-0.608168008755673% |
-0.424349459258471% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-0.0443010722628472% |
-1.51572281874937% |
2.43950018624223% |
2.23675178619403% |
1.52391029827736% |
1.5733032558994% |
| QQQ |
-5.08997534920278% |
-2.81333305433964% |
3.91707890606523% |
3.40839095120406% |
3.44719944983681% |
3.06330890091217% |
| IWD |
-1.21938758888068% |
-0.423714551550211% |
-4.45166823290828% |
-3.60618294099778% |
-2.54646852960362% |
-2.23037343859545% |
| IWC |
-12.8201986554147% |
-10.9598572780288% |
-8.32988129762496% |
-6.82276036659241% |
-5.67721024146812% |
-5.69969955779711% |
| IWR |
-4.56439759000444% |
-4.16509274027448% |
-5.12796795659521% |
-3.82612107464467% |
-2.33643722425619% |
-1.47544603854682% |
| IWP |
-4.02371542732917% |
-6.03961225601389% |
-4.16847633383637% |
-2.41181217633339% |
-1.53442512477021% |
-0.828439471966613% |
| IWS |
-5.37286962802041% |
-3.03112199487665% |
-6.32140604735334% |
-5.20457624167794% |
-3.2154207152455% |
-2.35967123516205% |
| IWM |
-11.8899081114636% |
-7.2467849663797% |
-7.84081526519053% |
-5.9580121145489% |
-5.00622718756333% |
-3.8695866356664% |
| IWO |
-13.3581908227388% |
-9.08566267631154% |
-8.54157593262646% |
-5.86635851664204% |
-4.57878055441084% |
-3.40721765170146% |
| IWN |
-10.1410895150489% |
-5.76134498704216% |
-7.90396855648138% |
-6.49483866032445% |
-5.71449989582352% |
-4.61830840333436% |
| IYR |
-17.3362821835603% |
-10.6297596685598% |
-11.8143568960274% |
-5.9695613352233% |
-3.41686106111809% |
-4.76144460004719% |
| VNQ |
-15.6541954165163% |
-10.785201101806% |
-11.3026517410723% |
-5.86723563923228% |
-2.8803954708232% |
-3.92301505913946% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
0.52 |
-0.18 |
0.18 |
0.29 |
0.36 |
0.30 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.99 |
0.08 |
0.48 |
0.62 |
0.82 |
0.63 |
| Global Equities (ACWI) |
2.09 |
0.22 |
0.52 |
0.54 |
0.59 |
|
| U.S. Equities (SPY) |
2.54 |
0.40 |
0.71 |
0.75 |
0.88 |
0.63 |
| U.S. Bonds (BND) |
0.29 |
-0.82 |
-0.43 |
-0.09 |
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 |
1.21725806056703 |
0.664748751370647 |
0.725111343401102 |
-0.0165389062705955 |
-0.00219268817144001 |
0 |
| DBB |
0.637607085417954 |
-0.0492459562053119 |
0.328958645017521 |
0.136637480167857 |
0.0461179584448133 |
0 |
| DBO |
-0.524825312082819 |
0.170992364146818 |
0.332684965477491 |
-0.00978994885720621 |
-0.0518934607422609 |
0 |
| DBC |
-0.971632037641068 |
0.12968393581671 |
0.38726023690699 |
0.0580393614878228 |
-0.0081691939027243 |
0.0905125240981934 |
| GLD |
1.97653137516236 |
0.649045782198986 |
0.646740524374107 |
0.475802370132111 |
0.306735992987294 |
0.486498844264558 |
| FXA |
-0.479988601913915 |
-0.617383770948649 |
-0.267615722640644 |
-0.353794433152063 |
-0.153286944228733 |
0 |
| FXC |
-1.08035812038451 |
-0.976799960303494 |
-0.485070968556907 |
-0.445537339977356 |
-0.351851080973537 |
0 |
| FXF |
-0.64066840257919 |
-0.437528005611393 |
-0.134633523350566 |
-0.225252541731647 |
-0.0957248860682927 |
0 |
| FXE |
-0.957033748786193 |
-0.797731202237476 |
-0.493220926180564 |
-0.507459036161353 |
-0.431460728616612 |
0 |
| FXB |
-0.120579090500595 |
-0.517274111920342 |
-0.271564579656541 |
-0.406019817835597 |
-0.319631800187274 |
0 |
| FXY |
-0.41864444127975 |
-1.12792177389371 |
-0.92600485428104 |
-0.46498065524678 |
-0.53226136298457 |
0 |
| UUP |
0.524821686690455 |
0.346874010887427 |
0.141528794859452 |
0.219079510364991 |
0.198675672802631 |
0 |
| EEM |
0.665123443042985 |
-0.279199841295517 |
0.0605327855661782 |
0.112842102100518 |
0.148514805063522 |
0.279069478044749 |
| AMLP |
1.30270775102644 |
1.02378301055001 |
0.492527900073554 |
0.185393720125145 |
0 |
0 |
| IGIB |
0.638672846202166 |
-0.504034521992757 |
-0.155748321174049 |
0.101646976258434 |
0.326542869152331 |
0 |
| EMHY |
1.94104695404162 |
-0.0503649286196507 |
0.0357677369325556 |
0.197934630503277 |
0 |
0 |
| HYD |
0.877900547551255 |
-0.682279681908955 |
-0.214283813561218 |
0.0726044724015374 |
0.290714265095565 |
0 |
| IEF |
0.115580600634228 |
-0.899358714013162 |
-0.488936558612991 |
-0.142445131250607 |
0.152153258002922 |
0.245414770964855 |
| IGOV |
-0.176378431884016 |
-0.892485082805238 |
-0.602913601174111 |
-0.372373409184639 |
-0.246274214832433 |
0 |
| IHY |
0.658000032268022 |
-0.350520370309122 |
-0.0874440508809271 |
0.11528751663842 |
0 |
0 |
| ITM |
-0.0684809071091052 |
-0.690547801579196 |
-0.299941914531996 |
0.0100669305872472 |
0.274595721189541 |
0 |
| JNK |
1.48310638227853 |
-0.182417556385629 |
0.0644490305877132 |
0.213931703126756 |
0.49203097447724 |
0 |
| MBB |
0.338433872338226 |
-0.690487473971753 |
-0.4612644236696 |
-0.18819532103372 |
0.0751623614230928 |
0 |
| TIP |
0.201163279776724 |
-0.816458678145399 |
-0.131213142024585 |
0.0240828660227745 |
0.240631471088741 |
0.277529781291679 |
| AGG |
0.291136934503238 |
-0.799658079166032 |
-0.429928407768435 |
-0.0917062692653421 |
0.194604036161035 |
0.282351117909479 |
| BND |
0.286329851057865 |
-0.823700956689047 |
-0.433360756772584 |
-0.088076708401764 |
0.202108187540584 |
0.301146447563601 |
| EMB |
0.991263150086932 |
-0.408851777321164 |
-0.160128707724778 |
0.0747775927747309 |
0.298846724916784 |
0 |
| PCY |
0.817442626376258 |
-0.239960541316794 |
-0.139779660249888 |
0.0663072255171876 |
0.270661564223658 |
0 |
| BIL |
2.09435621257186 |
-0.92273090771779 |
-0.705017311290325 |
-0.585803970313556 |
-0.527811428386622 |
0 |
| TLT |
0.176132384339679 |
-0.961751785637452 |
-0.470328435064196 |
-0.0930270309914629 |
0.149367391566026 |
0.197291328882243 |
| SHY |
-0.106440395736707 |
-1.20181968948496 |
-0.712836584911417 |
-0.436650553685033 |
-0.198387773681001 |
0.0428053749009877 |
| ACWI |
2.0861192031587 |
0.216394598968466 |
0.518091473377143 |
0.535654144072312 |
0.5854345226388 |
0 |
| FM |
0.476774612230013 |
-0.47342960966551 |
0.0179808440000635 |
0 |
0 |
0 |
| EFA |
0.643897803985945 |
0.0238984478413528 |
0.229238382039641 |
0.260737955150995 |
0.321312902844515 |
0.274028608480089 |
| EFG |
0.521980852153551 |
-0.175917634869859 |
0.182176285519086 |
0.286568453304293 |
0.35544747441374 |
0.296993249748735 |
| EFV |
0.747099659331399 |
0.265392473742494 |
0.243960476308235 |
0.197449456391291 |
0.254562526583665 |
0.225441039832802 |
| SCZ |
0.542039895781638 |
-0.232137030484773 |
0.118060517829472 |
0.285902334826363 |
0.388030421930341 |
0 |
| IWB |
2.51865482333048 |
0.367466607878939 |
0.685506656424128 |
0.723717262911404 |
0.862397957789138 |
0.621514886829863 |
| IWV |
2.41434990285623 |
0.345280680430302 |
0.663107307800345 |
0.700406889825059 |
0.840663507588562 |
0.602351704116255 |
| SPY |
2.54019847426753 |
0.400662449743261 |
0.70764602264695 |
0.745985961827529 |
0.87790128572819 |
0.626987357564511 |
| IWF |
2.30350141215697 |
0.340572570080553 |
0.790230869563124 |
0.839130676965253 |
0.936790121268821 |
0.700382918066811 |
| QQQ |
1.96722928007839 |
0.291073641262438 |
0.82536427348089 |
0.863998778724188 |
0.993528940082412 |
0.740477595213553 |
| IWD |
1.90960422266006 |
0.347426810137167 |
0.459703290890722 |
0.500734108914628 |
0.689504788189538 |
0.476665835514883 |
| IWC |
1.20754081485113 |
-0.053549067240365 |
0.338466132516231 |
0.352991231832969 |
0.512562456349733 |
0.32241439975269 |
| IWR |
1.79202131664015 |
0.204617857259608 |
0.479391656229461 |
0.525459169543826 |
0.723550319264347 |
0.536637445133523 |
| IWP |
1.81487340194365 |
0.150020637885761 |
0.511511445289089 |
0.591313825443657 |
0.754771150526196 |
0.563223693225779 |
| IWS |
1.64396962110977 |
0.245950999484119 |
0.425309993244915 |
0.442474487335026 |
0.662246890792414 |
0.485307008992688 |
| IWM |
1.32830843294548 |
0.0966929878082494 |
0.370790350225873 |
0.418210704770684 |
0.575994587851172 |
0.413804103025482 |
| IWO |
1.47293583492988 |
0.0365581223371352 |
0.345799037239466 |
0.429087329000975 |
0.597914303937149 |
0.437055525974838 |
| IWN |
1.15827533987564 |
0.145119031281703 |
0.364779422183216 |
0.377845182737749 |
0.525764860625549 |
0.369689997944495 |
| IYR |
1.03029799031373 |
-0.0672036903284717 |
0.163132648720633 |
0.304649104565606 |
0.528434489019175 |
0.328431825582161 |
| VNQ |
1.07636530427031 |
-0.0710126834290707 |
0.181923862951782 |
0.302927935204265 |
0.54546668099849 |
0.361641357325443 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
0.79 |
-0.24 |
0.26 |
0.41 |
0.52 |
0.42 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.66 |
0.10 |
0.70 |
0.91 |
1.27 |
0.92 |
| Global Equities (ACWI) |
4.10 |
0.30 |
0.76 |
0.79 |
0.88 |
|
| U.S. Equities (SPY) |
5.39 |
0.58 |
1.08 |
1.14 |
1.39 |
0.92 |
| U.S. Bonds (BND) |
3.66 |
0.10 |
0.70 |
0.91 |
1.27 |
0.92 |
| 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 |
2.70047383075252 |
1.10259614599856 |
1.21735919997869 |
-0.0233807298603227 |
-0.0032254979501659 |
0 |
| DBB |
1.28076341860756 |
-0.0711548945069741 |
0.508032392742793 |
0.206084120539154 |
0.0666228743953689 |
0 |
| DBO |
-0.693953321610161 |
0.267010425463693 |
0.495658401195884 |
-0.0131067116377531 |
-0.0684439891384415 |
0 |
| DBC |
-1.18556174142569 |
0.198507857992685 |
0.567002433716212 |
0.079319040193609 |
-0.0109803561654057 |
0.123577315738569 |
| GLD |
5.58331555815963 |
1.18380454521458 |
1.15507075540937 |
0.81624247831094 |
0.481758757550144 |
0.795998316612906 |
| FXA |
-0.618643194308515 |
-0.737220157444342 |
-0.350299235661657 |
-0.469487222118634 |
-0.213557852119807 |
0 |
| FXC |
-1.31356730946252 |
-1.05042627188538 |
-0.573027895555655 |
-0.556052065427288 |
-0.445154293458085 |
0 |
| FXF |
-0.855922513139255 |
-0.568198554513209 |
-0.183115703040363 |
-0.315183281182033 |
-0.13328943088553 |
0 |
| FXE |
-1.10260131323385 |
-0.942113700313868 |
-0.628667845803202 |
-0.64513602604453 |
-0.549498785158765 |
0 |
| FXB |
-0.16460869261654 |
-0.628871911887897 |
-0.352977458696861 |
-0.517144291753862 |
-0.412720863302738 |
0 |
| FXY |
-0.586931253295076 |
-1.31085593226714 |
-1.08466867958391 |
-0.601191816274454 |
-0.663671299723146 |
0 |
| UUP |
0.891429525244718 |
0.530342971818879 |
0.204427576948756 |
0.322878198870931 |
0.300039553892029 |
0 |
| EEM |
1.06119784325091 |
-0.39083119515885 |
0.0856059062685988 |
0.164992882566374 |
0.217107887760346 |
0.413727759567792 |
| AMLP |
4.15918620277698 |
1.82552180921345 |
0.74583387215887 |
0.273267780498287 |
0 |
0 |
| IGIB |
1.01478638304688 |
-0.640196739126306 |
-0.203490490072091 |
0.136858083384203 |
0.449264394815912 |
0 |
| EMHY |
4.55049593815523 |
-0.072132547138657 |
0.0466954196503596 |
0.268987285391969 |
0 |
0 |
| HYD |
1.48015215402503 |
-0.831291602004267 |
-0.248826367976335 |
0.0856957873666719 |
0.353018794910792 |
0 |
| IEF |
0.157882566525854 |
-1.04042201795901 |
-0.605882762148796 |
-0.190432894076939 |
0.21659432191492 |
0.367622815223706 |
| IGOV |
-0.252664025877592 |
-1.05592511102358 |
-0.739243485903149 |
-0.469353237732953 |
-0.314793807106258 |
0 |
| IHY |
1.28818062692913 |
-0.449299687028298 |
-0.11210907768653 |
0.156256113418191 |
0 |
0 |
| ITM |
-0.102025694000663 |
-0.853750884952582 |
-0.393791338843729 |
0.0133779789758621 |
0.386306967308982 |
0 |
| JNK |
3.03993992746577 |
-0.236477358962754 |
0.0839169065985755 |
0.289485771655697 |
0.71125167512329 |
0 |
| MBB |
0.497454284831136 |
-0.838408072377071 |
-0.56600729109178 |
-0.235397539002958 |
0.0971492030636998 |
0 |
| TIP |
0.280427742412017 |
-0.909537968426284 |
-0.160772022794286 |
0.0308572473112361 |
0.323169085045522 |
0.383097372767251 |
| AGG |
0.420440076415832 |
-0.950851567922828 |
-0.531853014927182 |
-0.119047777147204 |
0.262505474806476 |
0.405868147166487 |
| BND |
0.412322527576016 |
-0.969216848394596 |
-0.536388314307817 |
-0.114487795196537 |
0.272447966925238 |
0.427998081276246 |
| EMB |
1.7090363218671 |
-0.53180048837951 |
-0.202902708098269 |
0.0978989974146607 |
0.405348709826486 |
0 |
| PCY |
1.39058284161775 |
-0.325583254867823 |
-0.179647369192367 |
0.087318896981706 |
0.365674316457486 |
0 |
| BIL |
5.07796228464882 |
-0.904157684338241 |
-0.698722830298268 |
-0.58232230944806 |
-0.525451554629663 |
0 |
| TLT |
0.259068743427207 |
-1.14810441932133 |
-0.61160932590202 |
-0.132670571019421 |
0.231080837089096 |
0.307470939487982 |
| SHY |
-0.141555881837566 |
-1.21987937591838 |
-0.771467724219094 |
-0.491351984285901 |
-0.229358228284331 |
0.0542577735859824 |
| ACWI |
4.09919628173539 |
0.304722428726365 |
0.762230852864964 |
0.792408694285323 |
0.88204425515756 |
0 |
| FM |
0.828984582966059 |
-0.620285065260898 |
0.022923322662435 |
0 |
0 |
0 |
| EFA |
1.03088100755564 |
0.034364001485881 |
0.332946464667492 |
0.377193288140262 |
0.473404738004272 |
0.387890943749627 |
| EFG |
0.789287694188151 |
-0.243205088331382 |
0.263218723024402 |
0.414805640330844 |
0.521700379485089 |
0.418689774234826 |
| EFV |
1.28570858779696 |
0.394343689870282 |
0.351303390238769 |
0.281161810281365 |
0.371911216910408 |
0.320423925364654 |
| SCZ |
0.861314709638422 |
-0.310692305654644 |
0.163187580980484 |
0.403328113960422 |
0.567866495466562 |
0 |
| IWB |
5.37299374404501 |
0.528761063507764 |
1.04915142898804 |
1.1079870792009 |
1.35704660480501 |
0.914680071572096 |
| IWV |
5.15473232072295 |
0.497120642360708 |
1.01085396340684 |
1.06659144221494 |
1.31772288337992 |
0.881604680462065 |
| SPY |
5.39330535312204 |
0.577541626665358 |
1.08286906942852 |
1.14431745646783 |
1.38510091178975 |
0.924225345926056 |
| IWF |
5.45643930081876 |
0.48920233255584 |
1.26724927105906 |
1.34754834874344 |
1.53340769700195 |
1.07350825859509 |
| QQQ |
4.4230389855857 |
0.417800732624333 |
1.33653569125749 |
1.4135541444445 |
1.6754688419452 |
1.15363154446267 |
| IWD |
4.20555435740339 |
0.518566633311276 |
0.675238110289612 |
0.738313035125623 |
1.05271633643258 |
0.680303190971967 |
| IWC |
2.80774857097101 |
-0.0785905584327251 |
0.516520131042841 |
0.52927397759506 |
0.787416056095085 |
0.466004113761359 |
| IWR |
4.06236467083408 |
0.304640433121488 |
0.712431502390865 |
0.780882149138442 |
1.1189711763292 |
0.781972997792567 |
| IWP |
4.74542694318757 |
0.222898650397928 |
0.812472479962504 |
0.932384516571353 |
1.22339437851291 |
0.844307093352584 |
| IWS |
3.55963353895121 |
0.366331521196951 |
0.608374405178426 |
0.637937448008638 |
0.995035614475763 |
0.692457274232698 |
| IWM |
3.15366419807676 |
0.146586936373885 |
0.560589230922817 |
0.623609910028124 |
0.88833745321764 |
0.604466709463042 |
| IWO |
3.50558471547951 |
0.0534260722405155 |
0.528021939703465 |
0.638936097654709 |
0.929183569674798 |
0.643528919913693 |
| IWN |
2.78929900244113 |
0.225542018159732 |
0.540977919396501 |
0.560737803157027 |
0.798882479129439 |
0.533003549343595 |
| IYR |
1.68032991597233 |
-0.0944833550802179 |
0.222940061624025 |
0.433916821176804 |
0.791276861841191 |
0.45879214549325 |
| VNQ |
1.79756815120104 |
-0.0997936725484766 |
0.250911831303068 |
0.434435987510784 |
0.829170006419524 |
0.511697987918892 |
Compare: Risk & Volatility
for period ending November 30, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
6.3% |
33.5% |
33.6% |
33.6% |
33.6% |
55.4% |
| 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% |
15.5% |
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% |
44.3% |
60.4% |
0% |
| DBB |
9.5% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
11.9% |
30.8% |
48.1% |
64.1% |
83.5% |
0% |
| DBC |
5.3% |
23% |
31.7% |
39.2% |
64.8% |
74.5% |
| GLD |
3.1% |
15.9% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
5.4% |
14.9% |
17.8% |
22.7% |
36.6% |
0% |
| FXC |
3.5% |
9.4% |
12.8% |
17.2% |
32.2% |
0% |
| FXF |
8.5% |
9.8% |
13.4% |
16.1% |
29% |
0% |
| FXE |
4.8% |
14.5% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
4.4% |
17.5% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
12.6% |
29.5% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
3.3% |
8% |
9.7% |
12% |
17.3% |
0% |
| EEM |
5.7% |
29.4% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
1.8% |
14.5% |
58.5% |
69.8% |
0% |
0% |
| IGIB |
2.4% |
17.5% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.3% |
21.8% |
24.7% |
24.7% |
0% |
0% |
| HYD |
1.7% |
19.7% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.5% |
19.1% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.4% |
27.2% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
2.4% |
23% |
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% |
15.6% |
17% |
17% |
17% |
0% |
| TIP |
2.1% |
13.9% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.2% |
15.5% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
15.5% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.4% |
25.1% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
4.2% |
32.5% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
9.9% |
40.8% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
4.7% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
3.6% |
25.7% |
25.7% |
25.7% |
25.7% |
0% |
| FM |
5.1% |
30.4% |
33.1% |
0% |
0% |
0% |
| EFA |
5.6% |
27.2% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
6.3% |
33.5% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
4.8% |
22.9% |
28.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
6.3% |
32% |
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% |
32% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
5.3% |
24.3% |
27.1% |
27.1% |
27.1% |
54.1% |
| IWP |
5.9% |
31.5% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
5.2% |
20.5% |
31.7% |
31.7% |
31.7% |
57.3% |
| IWM |
6.8% |
25.1% |
30.6% |
32.3% |
32.3% |
52.5% |
| IWO |
7.6% |
29.5% |
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 |
| EFG |
13.8% |
20.4% |
20.0% |
16.7% |
17.1% |
18.1% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.4% |
13.7% |
14.0% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
11.0% |
18.0% |
19.4% |
16.2% |
16.4% |
|
| U.S. Equities (SPY) |
12.4% |
19.4% |
21.0% |
17.3% |
16.6% |
16.6% |
| U.S. Bonds (BND) |
6.5% |
7.5% |
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 |
18.9% |
13% |
13.5% |
11.9% |
13.1% |
0% |
| DBB |
21.1% |
23.5% |
23% |
19.3% |
20.2% |
0% |
| DBO |
13.5% |
23.6% |
35.3% |
30.7% |
28.1% |
0% |
| DBC |
7.3% |
15.6% |
20.4% |
17.6% |
17.2% |
19.3% |
| GLD |
13.8% |
15.2% |
16.1% |
15.3% |
16.7% |
18.4% |
| FXA |
8.8% |
10.2% |
10.9% |
9.9% |
11.1% |
0% |
| FXC |
5.2% |
5.9% |
6.4% |
7.5% |
7.6% |
0% |
| FXF |
8% |
8.5% |
7.9% |
7.9% |
9.2% |
0% |
| FXE |
5.6% |
7.4% |
7.1% |
7.2% |
8.3% |
0% |
| FXB |
6% |
8.2% |
8.2% |
8.3% |
8.2% |
0% |
| FXY |
12.8% |
11.2% |
9.3% |
9.2% |
9.1% |
0% |
| UUP |
6.6% |
7.9% |
7.1% |
6.9% |
7.5% |
0% |
| EEM |
11.6% |
17.9% |
19.4% |
18% |
19.1% |
22.9% |
| AMLP |
18% |
25.3% |
49.3% |
33.7% |
0% |
0% |
| IGIB |
7.1% |
9.3% |
9% |
6.8% |
5.9% |
0% |
| EMHY |
6.9% |
12.2% |
13.8% |
11.2% |
0% |
0% |
| HYD |
4.8% |
9.1% |
12.5% |
9.9% |
9.1% |
0% |
| IEF |
8% |
8.6% |
7.7% |
6.8% |
6.7% |
6.8% |
| IGOV |
10.2% |
12.1% |
10.5% |
8.9% |
8.7% |
0% |
| IHY |
6.8% |
10.8% |
11.7% |
9.7% |
0% |
0% |
| ITM |
4.8% |
8% |
7.5% |
6.2% |
6.1% |
0% |
| JNK |
4.9% |
10.1% |
10.4% |
8.5% |
8.6% |
0% |
| MBB |
7.6% |
8.4% |
6.7% |
5% |
4.4% |
0% |
| TIP |
4.8% |
7.1% |
6.4% |
5.2% |
5.3% |
6% |
| AGG |
6.7% |
7.7% |
6.4% |
5.1% |
4.6% |
4.6% |
| BND |
6.5% |
7.5% |
6.4% |
5.2% |
4.6% |
4.6% |
| EMB |
8.1% |
12.4% |
13.1% |
10.4% |
9.8% |
0% |
| PCY |
12.3% |
17.6% |
17% |
13.2% |
12.2% |
0% |
| BIL |
0.1% |
0.6% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
14.8% |
15% |
15% |
14.1% |
14.4% |
14.4% |
| SHY |
2.1% |
2.5% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
11% |
18% |
19.4% |
16.2% |
16.4% |
0% |
| FM |
11.7% |
15.9% |
19.5% |
0% |
0% |
0% |
| EFA |
12.4% |
18.5% |
19.3% |
16.2% |
16.9% |
18.2% |
| EFG |
13.8% |
20.4% |
20% |
16.7% |
17.1% |
18.1% |
| EFV |
12.4% |
18.4% |
20.8% |
17.2% |
17.9% |
19.3% |
| SCZ |
15.4% |
18.8% |
21.3% |
17.7% |
18.3% |
0% |
| IWB |
12.7% |
19.4% |
21.4% |
17.6% |
16.8% |
16.9% |
| IWV |
13.3% |
19.6% |
21.6% |
17.8% |
17.1% |
17.2% |
| SPY |
12.4% |
19.4% |
21% |
17.3% |
16.6% |
16.6% |
| IWF |
15.9% |
23% |
24.8% |
20% |
18.7% |
18.3% |
| QQQ |
15.1% |
24.7% |
26.2% |
22% |
20.8% |
21.2% |
| IWD |
13.9% |
18.2% |
20.7% |
17.1% |
16.6% |
16.9% |
| IWC |
33.1% |
25.4% |
30.3% |
24.7% |
24.1% |
23.5% |
| IWR |
17.7% |
21.4% |
24.1% |
19.4% |
18.9% |
19.4% |
| IWP |
22% |
23.8% |
25.6% |
20.8% |
20.1% |
20.4% |
| IWS |
17.8% |
21.6% |
24.7% |
19.6% |
19% |
19.7% |
| IWM |
28% |
24.8% |
27.4% |
22.8% |
22.4% |
22.2% |
| IWO |
28.9% |
25.1% |
27.6% |
23.4% |
23.1% |
22.8% |
| IWN |
28% |
25.2% |
28.7% |
23.3% |
22.5% |
22.3% |
| IYR |
21.1% |
22.6% |
23% |
19% |
18.9% |
23.3% |
| VNQ |
21.4% |
22.7% |
23% |
19.4% |
19.6% |
24.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
8.8% |
13.9% |
13.2% |
11.1% |
11.4% |
12.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.7% |
9.2% |
9.0% |
7.1% |
6.5% |
7.0% |
| Global Equities (ACWI) |
5.1% |
11.8% |
12.6% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
5.4% |
12.5% |
13.1% |
10.8% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
3.9% |
5.4% |
4.5% |
3.4% |
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 |
7.9% |
6.9% |
7.5% |
8.1% |
8.7% |
0% |
| DBB |
9.9% |
15.4% |
14.2% |
12.3% |
13.7% |
0% |
| DBO |
9.8% |
13.9% |
23.1% |
22.5% |
21% |
0% |
| DBC |
5.3% |
9.2% |
13.5% |
12.6% |
12.6% |
13.9% |
| GLD |
4.4% |
7.2% |
8.4% |
8.5% |
10.4% |
10.9% |
| FXA |
6.3% |
7.7% |
7.8% |
7.1% |
7.7% |
0% |
| FXC |
3.5% |
4.7% |
4.8% |
5.7% |
5.8% |
0% |
| FXF |
5.2% |
5.7% |
5.2% |
5.3% |
6.4% |
0% |
| FXE |
4.2% |
5.4% |
4.9% |
5.3% |
6.3% |
0% |
| FXB |
3.8% |
5.9% |
5.7% |
6.2% |
6.1% |
0% |
| FXY |
8.6% |
8.8% |
7.3% |
6.7% |
7.1% |
0% |
| UUP |
3.1% |
4.3% |
4.3% |
4.3% |
4.7% |
0% |
| EEM |
6.8% |
11.7% |
13.1% |
11.8% |
12.7% |
15.1% |
| AMLP |
4.9% |
13.2% |
32% |
22.5% |
0% |
0% |
| IGIB |
3.9% |
6.4% |
6.3% |
4.6% |
3.9% |
0% |
| EMHY |
2.2% |
7.6% |
10.2% |
7.9% |
0% |
0% |
| HYD |
2.3% |
6.5% |
10.5% |
8.2% |
7.3% |
0% |
| IEF |
5.3% |
6.5% |
5.5% |
4.5% |
4.3% |
4.1% |
| IGOV |
6.6% |
9.3% |
7.9% |
6.6% |
6.5% |
0% |
| IHY |
2.8% |
7.6% |
8.7% |
6.8% |
0% |
0% |
| ITM |
2.5% |
5.5% |
5.1% |
4.2% |
4% |
0% |
| JNK |
1.8% |
7% |
7.6% |
5.9% |
5.7% |
0% |
| MBB |
4.6% |
5.9% |
4.6% |
3.4% |
2.9% |
0% |
| TIP |
2.9% |
5.5% |
4.6% |
3.5% |
3.6% |
4% |
| AGG |
4.1% |
5.5% |
4.4% |
3.4% |
3% |
2.8% |
| BND |
3.9% |
5.4% |
4.5% |
3.4% |
3% |
2.8% |
| EMB |
4.1% |
8.6% |
9.9% |
7.6% |
6.9% |
0% |
| PCY |
6.7% |
12.1% |
12.7% |
9.6% |
8.7% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
9.7% |
11.7% |
10.9% |
9.4% |
8.9% |
8.9% |
| SHY |
0.9% |
1.6% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.1% |
11.8% |
12.6% |
10.5% |
10.5% |
0% |
| FM |
6.2% |
11.1% |
14.8% |
0% |
0% |
0% |
| EFA |
7.3% |
11.8% |
12.7% |
10.7% |
11.1% |
12.6% |
| EFG |
8.8% |
13.9% |
13.2% |
11.1% |
11.4% |
12.5% |
| EFV |
6.6% |
11.3% |
13.9% |
11.7% |
12% |
13.3% |
| SCZ |
9.2% |
13.1% |
14.8% |
12.1% |
12.2% |
0% |
| IWB |
5.6% |
12.5% |
13.4% |
11% |
10.4% |
11.2% |
| IWV |
5.9% |
12.6% |
13.5% |
11.2% |
10.5% |
11.5% |
| SPY |
5.4% |
12.5% |
13.1% |
10.8% |
10.2% |
11% |
| IWF |
6.2% |
15.1% |
14.8% |
12% |
11% |
11.6% |
| QQQ |
6.2% |
16.3% |
15.4% |
12.9% |
11.9% |
13.2% |
| IWD |
5.8% |
11.1% |
13.5% |
11.1% |
10.5% |
11.6% |
| IWC |
13.6% |
16.3% |
19.2% |
16% |
15.3% |
15.9% |
| IWR |
7.3% |
13.4% |
15.6% |
12.6% |
11.9% |
13% |
| IWP |
8.1% |
15.1% |
15.5% |
12.7% |
12% |
13.3% |
| IWS |
7.6% |
13.4% |
16.7% |
13.2% |
12.3% |
13.5% |
| IWM |
11.2% |
15.3% |
17.5% |
14.8% |
14.1% |
14.8% |
| IWO |
11.6% |
16.3% |
17.4% |
15.2% |
14.5% |
15.1% |
| IWN |
11% |
15% |
18.7% |
15.2% |
14.5% |
15.2% |
| IYR |
12.6% |
15% |
16.2% |
12.9% |
12.3% |
16.4% |
| VNQ |
12.5% |
15.1% |
16% |
13% |
12.5% |
16.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFG |
1.01 |
1.03 |
0.93 |
0.90 |
0.96 |
0.99 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.78 |
0.74 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.90 |
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 |
0.70 |
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 |
0.359158711802401 |
0.188402506553482 |
0.267468710182922 |
0.198348207314608 |
0.275497253865091 |
0 |
| DBB |
-0.747570922560474 |
0.543944674900769 |
0.579898458620966 |
0.527881149443459 |
0.691812985367895 |
0 |
| DBO |
-0.289467145096673 |
0.16001940206481 |
0.613959197249209 |
0.790934935124515 |
0.894097302189792 |
0 |
| DBC |
-0.319663027148383 |
0.12830522320179 |
0.413452612732795 |
0.45030266034858 |
0.565731922598083 |
0.570898673145581 |
| GLD |
-0.430364045742398 |
0.183289089922641 |
0.194604026426717 |
0.0746386298809003 |
0.103734176676517 |
0.0959303328994584 |
| FXA |
0.362921033306529 |
0.406812652129638 |
0.43946305654098 |
0.405615217726721 |
0.479752575599038 |
0 |
| FXC |
0.284630144926983 |
0.25953187312262 |
0.262801162169467 |
0.278972381267689 |
0.331624419075255 |
0 |
| FXF |
0.185952858417194 |
0.210631600176069 |
0.154989891262635 |
0.106663645304129 |
0.187082889328887 |
0 |
| FXE |
0.116661493513371 |
0.21514511705107 |
0.173929059794789 |
0.145615365155789 |
0.248619013428629 |
0 |
| FXB |
0.184113295263556 |
0.34521574436758 |
0.307072373940198 |
0.312127914906912 |
0.306636644161225 |
0 |
| FXY |
0.528771831436203 |
0.270473836801642 |
0.14672133309967 |
0.0383972278825065 |
-0.0236343389535277 |
0 |
| UUP |
-0.226522576295433 |
-0.238467330816643 |
-0.203080729803557 |
-0.162058798889489 |
-0.22882470373703 |
0 |
| EEM |
0.358464366464609 |
0.674371384235789 |
0.714914404247099 |
0.773853282575575 |
0.903454258614424 |
1.04731769491199 |
| AMLP |
0.734839287736413 |
0.643279680244818 |
1.41690974313741 |
1.30753813962537 |
0 |
0 |
| IGIB |
0.396401316994705 |
0.417334456785987 |
0.358400952594667 |
0.260422060180951 |
0.203529920109279 |
0 |
| EMHY |
0.424924624423774 |
0.538914638181173 |
0.581336070632393 |
0.483120255737548 |
0 |
0 |
| HYD |
0.317726447948323 |
0.418338654078647 |
0.477265788726179 |
0.329517987686224 |
0.236785443139547 |
0 |
| IEF |
0.44978044461979 |
0.344035576801032 |
0.145701449607103 |
0.0488104577440688 |
-0.0259997248905309 |
-0.0338042375881597 |
| IGOV |
0.518850876505863 |
0.561398042943803 |
0.386134319178152 |
0.272788019221155 |
0.272539214177316 |
0 |
| IHY |
0.295867057045426 |
0.494925404486473 |
0.506966141995883 |
0.444227002944693 |
0 |
0 |
| ITM |
0.273922104419539 |
0.336045349874329 |
0.236765254562197 |
0.137453249877143 |
0.0816263455188476 |
0 |
| JNK |
0.30563051832185 |
0.505377000840684 |
0.473077811871452 |
0.433920764876661 |
0.450367363035985 |
0 |
| MBB |
0.454166583889586 |
0.357524450898989 |
0.191286247266508 |
0.121147039725095 |
0.0791941670330867 |
0 |
| TIP |
0.268519593980194 |
0.332560340388512 |
0.244538505762495 |
0.170051884256812 |
0.118860137377209 |
0.122887751326042 |
| AGG |
0.387278277125191 |
0.324895136133908 |
0.199994281059722 |
0.122531505767324 |
0.0746067737655891 |
0.071951863298135 |
| BND |
0.379151100448207 |
0.322903335734365 |
0.214646663628203 |
0.134142030197741 |
0.0830480494363626 |
0.0748170782696689 |
| EMB |
0.522875861934182 |
0.600242876996258 |
0.580120789130996 |
0.450418534125024 |
0.39994580214731 |
0 |
| PCY |
0.768150604147143 |
0.83965763644522 |
0.74347749234877 |
0.566476425576794 |
0.486433948260872 |
0 |
| BIL |
-0.000793447375306994 |
0.00984512350936018 |
0.00067500995666279 |
0.00145509656308344 |
0.000371041266859146 |
0 |
| TLT |
0.962963500609137 |
0.638368182106433 |
0.285617369943324 |
0.0988861599856804 |
-0.103212763194049 |
-0.0906693578279101 |
| SHY |
0.0864806121986479 |
0.0718576588702327 |
0.0241701331739535 |
0.00796638229131649 |
0.00178121201471657 |
-0.0101188558663947 |
| ACWI |
0.89557534296102 |
0.938727365130465 |
0.93993868053671 |
0.93946296145198 |
0.987704800137722 |
0 |
| FM |
0.752982796502367 |
0.639413001254738 |
0.750848498708662 |
0 |
0 |
0 |
| EFA |
0.757372999744441 |
0.873264706619152 |
0.873822016506131 |
0.863590988910144 |
0.942906115406361 |
0.99534763485135 |
| EFG |
1.00707068148129 |
1.03448581001131 |
0.926253382877445 |
0.896458029538612 |
0.964990844193233 |
0.988779740170961 |
| EFV |
0.543194250028913 |
0.726049888026643 |
0.841561704942763 |
0.845811330639254 |
0.937310294314989 |
1.01090306291172 |
| SCZ |
0.82727241838762 |
0.916376585237698 |
0.979257257053494 |
0.932859823271121 |
0.995305729017723 |
0 |
| IWB |
1.02030816901191 |
1.00328981490736 |
1.01922169296473 |
1.01432462134034 |
1.01434570327932 |
1.01459437024407 |
| IWV |
1.05761526448312 |
1.01432029796196 |
1.02712667569009 |
1.02391604818622 |
1.02570499397213 |
1.03019694141064 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.1396693447362 |
1.13442960748999 |
1.08951911622051 |
1.07619305896821 |
1.0609869853731 |
1.04227995691518 |
| QQQ |
1.11370973796668 |
1.18136436233432 |
1.09252624121043 |
1.11615088076608 |
1.10425729538645 |
1.11099298591803 |
| IWD |
0.888463292722962 |
0.875542433899425 |
0.953699664393096 |
0.954454128057969 |
0.972489275189111 |
0.993195329356497 |
| IWC |
1.57399569713234 |
1.07436597976422 |
1.14489033013359 |
1.1258177610289 |
1.17572085254795 |
1.19399939476337 |
| IWR |
1.14829667766835 |
1.06346630718045 |
1.10534033597672 |
1.07760371785019 |
1.08780468463905 |
1.11048951508298 |
| IWP |
1.34782185859538 |
1.15248068582062 |
1.12052119752972 |
1.10618557637068 |
1.11548277286275 |
1.12925645884936 |
| IWS |
1.09797276423502 |
1.02676474849905 |
1.10729440635121 |
1.06729698811734 |
1.07515243392818 |
1.11198663610719 |
| IWM |
1.50045402456613 |
1.12526715716961 |
1.15683724171251 |
1.15437228196139 |
1.1901998367217 |
1.19011287651447 |
| IWO |
1.70102744115416 |
1.16047293258753 |
1.16192444423004 |
1.17690558211464 |
1.21070774174451 |
1.20724911272664 |
| IWN |
1.29899648678837 |
1.08038409536598 |
1.1565945620014 |
1.12941357265776 |
1.16663340753948 |
1.17125123861485 |
| IYR |
1.26446805494766 |
1.08233005068755 |
1.05075297236016 |
0.898810583541877 |
0.905773621956503 |
1.09476924267103 |
| VNQ |
1.24410399412024 |
1.0876146563004 |
1.04570209925945 |
0.890788693050048 |
0.905622304438444 |
1.09803725537744 |
Compare: Correlation
for period ending November 30, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.89 |
0.95 |
0.94 |
0.94 |
0.95 |
|
| to S&P500 (SPY) |
0.77 |
0.89 |
0.89 |
0.87 |
0.88 |
0.87 |
| to U.S. Bonds (BND) |
0.70 |
0.84 |
0.73 |
0.57 |
0.39 |
0.37 |
| to Commodities (DBC) |
-0.47 |
0.05 |
0.34 |
0.35 |
0.48 |
0.52 |
| to Gold (GLD) |
-0.13 |
0.42 |
0.36 |
0.21 |
0.21 |
0.23 |
