iShares MSCI EAFE Growth ETF

for period ending October 31, 2024



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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 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




  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 October 31, 2024

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 5.0% -6.3% 21.8% -1.7% 5.4% 5.6% 6.3% 5.8%
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
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 22.9508196721312% -2.26140283633576% 21.1501637738403% 11.5779735907209% 11.2958257820482% 0.698084633961815% 0.488387762005527% 0%
DBB 11.9125683060109% -1.49110149110149% 20.2143233546276% 1.22338304443042% 8.17536898232012% 2.75892942115386% 0.987295337035698% 0%
DBO 4.38533429187635% 3.93700787401574% -8.3148345226225% 0.313965557562423% 10.1339729768023% -4.33533020248783% -3.61336346376301% 0%
DBC 2.4954627949183% 1.43691064211944% -3.33546709045681% 3.73853761107854% 9.57572343443573% 0.950214210121691% 0.263311256785981% 1.65846074045315%
GLD 32.6097190981849% 4.29934995474368% 37.7098158509425% 15.0084934167425% 12.2221847315754% 8.44824881579986% 6.22081017656566% 9.25382022692003%
FXA -2.14755989557323% -4.66970894578377% 5.3263631149657% -3.76658867319172% -0.699717384541854% -2.29763500929929% -0.746456429060249% 0%
FXC -3.00854408742579% -2.7039715252626% 1.78767977867618% -2.7605074016977% -0.499625506145851% -1.76730262952027% -1.42643250478015% 0%
FXF -2.68662686681211% -2.03141853714637% 5.23420277659747% 1.47628855439299% 1.9148839036883% 0.147407930171362% 0.399815650797786% 0%
FXE 0.366986402476277% -2.12903296262635% 5.11993434785312% -1.29773453323068% -0.451107637230874% -1.75005118924081% -2.29824091080103% 0%
FXB 3.87131120587541% -3.35456529705344% 9.54368056756016% -0.387640302955672% 0.733536091270648% -1.86354330296368% -1.51744897599581% 0%
FXY -7.62802005774199% -5.45878693623639% -0.799608355091386% -9.66356925401801% -7.13541201831933% -3.48243669499229% -3.89517629172617% 0%
UUP 7.78885197489847% 3.61958836053939% 3.44416324957644% 7.46485473840404% 3.75080909600951% 3.31567003445692% 2.31453621055968% 0%
EEM 11.3100975730259% -3.07457479284779% 24.3045176457945% -2.0958004194469% 3.18574464533874% 2.75148122189965% 3.23022754762712% 6.20916166533978%
AMLP 16.1188360288615% -1.33672819859962% 20.1794344821587% 19.0797642416375% 11.2115875983741% 1.52034702527093% 0% 0%
IGIB 3.78160520976256% -2.40264060348476% 14.3452248875089% -0.852574097120073% 1.09330984668874% 2.53032930477057% 3.2565232642255% 0%
EMHY 11.0484714140081% -1.02860681666043% 22.2476973317891% 2.22359868065889% 2.27023348840287% 3.34742357402569% 0% 0%
HYD 4.50176093764201% -1.26701821842179% 14.0489434166914% -2.31315532812782% -0.613855580117728% 2.28885856397236% 3.51058767680328% 0%
IEF 0.629715268725239% -3.38847090885589% 9.39384165420016% -3.81537321237779% -1.5282345145931% 0.910017046998957% 2.33588426530025% 3.09732361286574%
IGOV -2.87926445681105% -4.01721664275466% 9.22448979591837% -7.58685463919834% -4.4835108162489% -1.80842590549835% -0.990325127445491% 0%
IHY 5.27406454640198% -1.90029709196304% 15.1941097237006% 0.131286928101448% 1.70352593838885% 2.70042164583286% 0% 0%
ITM -0.106181378222892% -1.72862174052143% 8.7532700135563% -1.41980120389322% 0.18577074998265% 1.86008988401538% 2.98259734105064% 0%
JNK 6.87274904259525% -0.988977717997752% 15.7735324527671% 1.77881494745451% 3.16704536129664% 3.2901581321098% 5.31863949541589% 0%
MBB 1.58883810256316% -2.78502808431013% 11.3492351993279% -2.18139111146456% -0.691768577421525% 0.881549605750065% 1.6856030254949% 0%
TIP 2.9100200871897% -1.84765153025231% 8.33786213970546% -1.72040405047649% 2.01473936109715% 2.09213061086637% 2.80714678559195% 3.26815800268578%
AGG 1.91652606642758% -2.51920903098279% 10.5296410969437% -2.19284771305677% -0.243355543953172% 1.43995783844744% 2.29065237368551% 2.9299586082407%
BND 2.01939303548855% -2.45686080776105% 10.4377559187206% -2.27537409258229% -0.271775971060706% 1.47655416154495% 2.33269182947597% 3.0127398509628%
EMB 6.00036009455951% -2.44174571907654% 17.7170039536303% -2.16789599274888% -0.368141392644983% 2.15419815415545% 3.84246648858799% 0%
PCY 4.84004383618648% -4.20542479197783% 22.7414813403279% -2.2657968796273% -1.22887390568308% 1.93043806479096% 3.83069405245253% 0%
BIL 4.38328851513785% 0.395010586353184% 5.32028449796784% 3.46178238480326% 2.19938881203783% 1.51527408856946% 0.989464834206211% 0%
TLT -3.7134784897819% -5.45729765379764% 15.0103732570702% -11.8447264141611% -5.86271862222122% -0.0896364249824977% 2.55932133102377% 3.39694745795591%
SHY 3.34839698135161% -0.623989899109234% 5.58589521529103% 1.066501188556% 1.17304720696294% 1.18909100626141% 1.0978147595055% 1.78939439822057%
ACWI 15.9821690230468% -2.09117524048515% 32.3855864646788% 5.52154898837194% 11.0853019123402% 9.14114080916733% 9.60016595110618% 0%
FM 7.29474754565551% 0.236106066109687% 16.9151677961877% -5.84816086827296% 2.40325637390311% 0% 0% 0%
EFA 6.99176342093675% -5.27322731077364% 21.9957360659282% 2.62438243787666% 6.25389332930497% 5.13246670664682% 5.73307420989539% 5.42411960838256%
EFG 5.01503894668112% -6.32605666511844% 21.8485569433806% -1.6774238844401% 5.36794059425434% 5.6404360122386% 6.29921420941577% 5.83314414554161%
EFV 8.37776847399798% -4.60629236919867% 21.8110139028006% 6.62119359012037% 6.43701422113516% 4.0496585317378% 4.68902918990219% 4.63353746726758%
SCZ 4.00118733829329% -6.2629246676514% 21.2890545005161% -3.27453221131578% 3.95084813415885% 5.45178250062077% 6.84334646658% 0%
IWB 20.1254401361032% -0.683863990584932% 37.9061952723414% 7.99129672119558% 14.8396949648404% 12.6103897894656% 14.0008380129775% 10.5130529059966%
IWV 19.4319920700609% -0.771279037737593% 37.5324551884404% 7.47400794274866% 14.3900282925624% 12.2545147153004% 13.7534469956977% 10.3169879269086%
SPY 20.7673922877248% -0.892359174567769% 37.8170102681931% 8.97246593834831% 15.1678389746944% 12.9041999861832% 14.1214713673229% 10.4913292906243%
IWF 23.8384576458238% -0.378283339549257% 43.5266812102507% 8.62742077739529% 18.7687943812491% 15.979095711056% 16.382723190584% 12.359377774214%
QQQ 18.6615099210805% -0.864630073555017% 38.8442586685721% 8.52519139777301% 20.4599888668773% 17.864289610841% 18.9508293839047% 14.64803389463%
IWD 15.1505849893637% -1.11696522655427% 30.7314851595381% 6.63206478811147% 9.9454616690239% 8.69545092289485% 11.1619363223062% 8.21578607134745%
IWC 7.7541849422214% 0.535192993837175% 34.8725466097715% -4.46976364210291% 7.74539109441985% 6.58678708258453% 9.96494277890738% 6.45252414351762%
IWR 13.9043831949285% -0.499205808940317% 35.1752621010854% 3.36903189778941% 10.7727664504453% 9.63592600389713% 12.6039660233126% 9.92920601065497%
IWP 14.60599080994% 1.72222695882001% 38.3055508424438% 0.459022816470767% 11.2780228358308% 10.9871372381865% 13.44747094078% 10.4750038259125%
IWS 13.4215955376859% -1.33837429111532% 33.7668373459937% 4.87305796066992% 9.69444627027602% 8.21346411317829% 11.6876549548129% 9.18259503530394%
IWM 9.44892063631921% -1.41699488433157% 34.0240112627555% -0.171424869562831% 8.3778504992158% 7.88723006542844% 10.9616745582917% 8.28356868733988%
IWO 11.704199312498% -1.25352112676056% 36.4363418004168% -2.34169121253277% 7.83341527858834% 8.16208201083939% 11.5574484916913% 8.7963414846685%
IWN 7.22898824659111% -1.4746433281381% 31.5067396281304% 1.66738043072223% 8.1931587088091% 7.15968848962381% 10.0143432200537% 7.41687677520362%
IYR 9.40091151769167% -3.49465004417395% 33.8891491512596% -0.87329515942185% 3.43830017425188% 6.01791783893495% 9.70422187984377% 6.66377569492871%
VNQ 9.71562862789637% -3.35660028741531% 34.5722745922146% -0.951430906794781% 3.80667624794373% 5.93691671425025% 10.1911360430862% 7.48613009545662%
Historical Return
 
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 October 31, 2024

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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 133° 138° 128° 123° 122° 109°
Risk-Return Magnitude 6.6 7.2 5.4 4.7 5.8 5.9
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 -20.3% -9.6% -9.9% -7.4% -8.3% -5.1%
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA -20.8127870825086% 5.85148699804841% 0.175031746495454% -12.6325923447303% -13.7513950197999% 0%
DBB -23.3617984405125% -6.80883693424438% -7.68645609317388% -10.2660534444681% -13.0233464231961% 0%
DBO -42.4684772157355% -7.23822581446167% -7.91884162443309% -14.0549388032604% -15.3450904343187% 0%
DBC -44.8964368779192% -5.37049792292554% -5.77168922591193% -11.8205130275667% -13.6933333092433% -8.81419158620232%
GLD 6.07881567885471% 8.99512015952958% -0.662852720684283% -3.91920708801308% -8.34158020404993% -2.02380997182768%
FXA -32.4606120559712% -17.9252807313211% -18.3276585764941% -17.3864706516866% -15.5131284384486% 0%
FXC -39.1362383426416% -25.1617072267345% -22.2330410953099% -18.4984905450486% -18.0529140140247% 0%
FXF -32.5501361486633% -11.2561446446176% -14.8827103511502% -14.5550497863257% -14.3118383499236% 0%
FXE -32.6960893936584% -18.490197862741% -21.2447057994002% -18.8256215336097% -19.0539131268397% 0%
FXB -25.2548644379725% -15.0745197412287% -17.392307386838% -17.9034899803823% -17.8277484501704% 0%
FXY -37.7176122651088% -24.5880499190246% -30.7565104873738% -19.6601416521261% -20.8001633878609% 0%
UUP -35.4962630361405% 1.63002915240813% -10.4606726727694% -8.00882149436917% -10.9051846224082% 0%
EEM -14.3565843986309% -10.7264394161951% -11.9827439205807% -10.2313964217224% -11.2722876124232% -5.60549671911684%
AMLP -17.5352792454111% 8.24404778236974% -8.28801712723126% -11.1028372343855% 0% 0%
IGIB -20.2866510084974% -14.7789084658444% -16.1992521728314% -9.79130193919049% -7.99272354950643% 0%
EMHY -6.59569146676273% -8.01663697307955% -13.208680484255% -9.03393557887752% 0% 0%
HYD -18.1008823624666% -17.6396762479815% -17.4666274132922% -10.4945274244598% -9.21677012126813% 0%
IEF -27.1883906558795% -20.8669478578372% -22.7930397239579% -13.4765043871756% -10.6610442166074% -5.70093079983608%
IGOV -28.7908465794751% -20.7221496056341% -24.6584536866419% -17.3993587042722% -16.6793465932584% 0%
IHY -17.278065383435% -11.7840015674019% -14.2806539594196% -9.82470560892819% 0% 0%
ITM -26.8018351778464% -17.767702725364% -19.1804306983923% -11.3744696174516% -8.83661316924025% 0%
JNK -12.3281254374626% -9.65385025336025% -11.9985737113494% -8.57413528552511% -5.80663189898444% 0%
MBB -24.5380128104711% -18.531639015175% -22.4070232364733% -14.4949622859602% -11.7755915839151% 0%
TIP -25.7259251107252% -20.0184040249258% -15.2742737273519% -10.7867690787014% -8.79877823066582% -4.8295500943202%
AGG -24.6814995496108% -19.875090496353% -21.5573606880585% -12.7412168737419% -9.86169289617727% -4.82868158145327%
BND -24.6134643220916% -20.3770746311817% -21.6028227434667% -12.6176662871995% -9.72961550890112% -4.52253049579091%
EMB -16.9668588563463% -13.8878045044078% -16.8995700555347% -10.7121640229207% -8.95125458492909% 0%
PCY -18.2655864400431% -11.0728465011582% -16.6971401378311% -11.0014961164642% -9.7006454158506% 0%
BIL -5.0159405404216% -48.5255735788584% -37.8056804772276% -26.4347165255295% -24.8812905967203% 0%
TLT -26.095238470606% -21.2333799473308% -22.4453667838361% -13.1836496367539% -11.5097376597186% -6.96189129275399%
SHY -30.2539231768899% -32.0533157512757% -29.6211244212897% -19.3256012439339% -15.9546548097546% -8.3820865492792%
ACWI -5.31482860408072% -3.43742290476411% -3.76444411324376% -3.52184528930931% -4.71976461621475% 0%
FM -21.6295008970506% -15.1643900973618% -12.7285393694676% 0% 0% 0%
EFA -18.3417547038548% -6.24903047872435% -8.91710191743592% -7.77831228572315% -8.7524691729093% -5.53480939174508%
EFG -20.3475237097119% -9.612509746584% -9.89066906540823% -7.36562826830919% -8.27705003842691% -5.14841626184993%
EFV -17.6430894939127% -2.36332818507709% -8.95357820228048% -8.99537190030092% -9.90097617741527% -6.37303599736179%
SCZ -21.294501128685% -11.4199242953621% -11.3020926881371% -7.73689516881293% -8.05371922764778% 0%
IWB -0.330528725043976% -0.987476163102088% -0.554861720198398% -0.448551668718455% -0.306593595445396% -0.11763700952921%
IWV -1.4881797984672% -1.53074647399231% -1.0924354204149% -0.908108644975799% -0.701647350005471% -0.456777297055993%
SPY 0% 0% 0% 0% 0% 0%
IWF -2.11013300822168% -0.896299302144015% 1.64065966592851% 1.54307309709777% 0.890402713404507% 1.09416013620728%
QQQ -6.18656394019875% -1.207091736439% 2.4909601432159% 2.12520290210453% 1.87781877792012% 1.79894834073387%
IWD -7.9695252333031% -2.27084771944322% -5.38527903900236% -4.30692475558423% -3.16477757599898% -2.50077549456214%
IWC -18.6133766537123% -10.8061759466209% -8.88182528331886% -7.72115793664569% -6.84861470388009% -5.46761539382069%
IWR -9.41426949884459% -5.41318583605361% -5.46399650933315% -4.15260166080339% -2.8712891495221% -1.70923936279175%
IWP -8.71544629920964% -7.68876824881461% -5.25126989256109% -3.28701238480621% -2.556167377225% -1.48117127212867%
IWS -11.1343870208932% -4.07266179944288% -6.5947900796163% -5.54832815311088% -3.81611243054075% -2.49972878301694%
IWM -16.744563911965% -7.90589347306191% -8.08414865288315% -6.46781390494404% -5.63680878390686% -3.8638563953298%
IWO -14.9047085531361% -9.46732950381638% -8.52009596738073% -6.34308214580302% -5.35464359968551% -3.57808642779666%
IWN -18.8499401155933% -6.46054915551825% -8.39855234541196% -7.12736104144996% -6.44590046842149% -4.57640942871485%
IYR -16.6637950894648% -8.57393493780979% -11.7745409714719% -7.43247386052601% -5.70104518256074% -5.29982698985874%
VNQ -16.214361363986% -8.61407212287054% -11.4634246137063% -7.55545256759065% -5.49610127624681% -4.84998651947981%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
EFG -23.3% -10.9% -9.1% -6.2% -7.4% -4.6%
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
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 11.2682245700295% 5.81209883330325% 5.02027133293835% -3.43360666294424% -4.39575128450151% 0%
DBB 30.3314681514135% -6.10329834582329% -2.0512433888296% -5.09879671986324% -9.38680980250582% 0%
DBO 3.28510696771617% -5.61981260039855% -0.600947213060146% -14.9617066135979% -16.468190054933% 0%
DBC 1.60117439504439% -1.99933735628853% 1.31555911698285% -6.03150520313868% -8.46166366826018% -5.10125552041736%
GLD 37.8260015440748% 9.06798380691216% 6.62629169399112% 5.47492001812638% 3.18015684209174% 6.5951381759834%
FXA -16.6862530084125% -10.5358158639649% -9.18844002110393% -8.7984671130918% -8.30380870271593% 0%
FXC -14.7837447403537% -8.92405291722164% -6.85486402498983% -6.89315191512737% -7.10593754482443% 0%
FXF -12.9175230754978% -4.51217076295271% -3.17627297975797% -3.13955408336007% -3.4648573050183% 0%
FXE -10.6041507083324% -7.32641030100061% -5.79645299121134% -5.47357937215936% -6.95608267037049% 0%
FXB -7.71767806364614% -6.90685554964701% -6.19150515378979% -7.35728888365946% -6.84490529083121% 0%
FXY -21.2481616891091% -15.7750427939109% -11.9941453568223% -5.90265403345074% -5.05498800048566% 0%
UUP 10.6312645280154% 3.35658930493657% 3.09981068912952% 3.04023558728736% 3.90574718431995% 0%
EEM -4.49849538699393% -9.96577386783048% -8.74517097602602% -7.83486549398012% -9.86533310166003% -4.81929066427845%
AMLP -2.53678756065132% 11.5906505625248% -8.62167146513332% -14.5549391952559% 0% 0%
IGIB -8.71028869583578% -7.58224319717283% -6.37475036399222% -2.37055425170021% -0.740039515050931% 0%
EMHY 0.06739499325829% -5.00090537343677% -7.86759876191073% -3.95351778838639% 0% 0%
HYD -7.25245092826394% -9.02937143254855% -9.51977544408953% -3.36517002813484% -0.85538559604794% 0%
IEF -13.2006808580544% -10.2418068009882% -6.41025785932348% -1.69035686030039% 1.23924176532517% 1.66210334172535%
IGOV -19.3616731636312% -14.9024602310613% -12.2929082982014% -6.86002634975539% -5.91169412461338% 0%
IHY -5.12483968430782% -6.96349435318605% -7.63937117927792% -4.23537880639707% 0% 0%
ITM -11.0466745124197% -7.80987599862478% -5.79378896609652% -1.68862933242105% 0.535441534279662% 0%
JNK -2.80773929744135% -5.30839035157105% -5.69110777075017% -3.48433882160617% -1.80641359112086% 0%
MBB -11.9540956342756% -8.66558827187373% -6.12242418221678% -2.49252532540227% -0.725478222453009% 0%
TIP -7.2358374534378% -8.11976410747597% -4.10553243919777% -1.83724956825355% -0.155971711054029% 0.444022525334919%
AGG -10.4683816187311% -8.55195859386156% -5.79342175165902% -1.95936902084295% -0.0680100124268787% 0.561331725568757%
BND -10.3196161226977% -8.62783517833756% -6.00085731932551% -2.05194331329807% -0.13443338450819% 0.618761581167131%
EMB -8.39208505058652% -9.62370730367807% -10.4877798801705% -4.80357945769039% -2.62669785486115% 0%
PCY -14.4814537155339% -10.6779962948684% -13.3244842696517% -6.29333797646676% -3.70484387830759% 0%
BIL 0.0980496793449882% -1.67821675838981% -0.965253501123554% -0.573394506432643% -0.413601624287835% 0%
TLT -28.359759772491% -19.3856665498864% -12.4071933432082% -3.22735147153529% 2.47871093672924% 2.47339414591681%
SHY -2.85449715039909% -4.31586908309121% -2.27492993286047% -0.972772435220096% -0.337394701860592% 0.13044874778083%
ACWI -4.58200998658801% -3.25410665455028% -3.39375588799405% -3.13090820127224% -4.3872056083481% 0%
FM -16.3063601565344% -13.521740029175% -9.93353226105145% 0% 0% 0%
EFA -15.1167354652741% -5.99895449425098% -7.54701050769433% -6.39505519039262% -7.73938410831061% -5.09855672741845%
EFG -23.2870577753622% -10.907911605093% -9.05898881774003% -6.23969360741734% -7.4410049437551% -4.63190907290665%
EFV -7.75783795705551% -1.43604128888343% -6.9596193923188% -7.27459801343581% -8.706787605166% -6.02931648452115%
SCZ -17.557759385836% -12.0390495060821% -11.1082616374477% -6.7966177270732% -7.21367273940637% 0%
IWB -0.248535488936056% -0.983960437703841% -0.545601512728895% -0.437559201910812% -0.289108886585872% -0.102826987408637%
IWV -1.27961628578988% -1.53842159199736% -1.08042781549988% -0.88958604083183% -0.671274896811665% -0.434316075156321%
SPY 0% 0% 0% 0% 0% 0%
IWF -0.128627519792346% -0.855408136501384% 2.51587805977802% 2.24763061347224% 1.49586803638016% 1.50858305501443%
QQQ -5.27170840102772% -1.15957853277839% 4.13374487196343% 3.65766860516774% 3.48929172363551% 3.16613012406459%
IWD -1.46169230010458% -1.85206489367047% -4.62818711407667% -3.69123420780755% -2.59215535877002% -2.21567518875184%
IWC -12.153565416528% -13.6180878546942% -8.99181982425045% -7.53144510328493% -6.18893307848394% -5.71356869266995%
IWR -5.55857603738803% -5.80154795874332% -5.56730336616759% -4.04541315792102% -2.55186254016262% -1.51338516803067%
IWP -6.34208775817174% -8.96513905327617% -5.1124673180494% -2.91111857375207% -1.97341959994199% -1.08226555191795%
IWS -5.83519957020935% -4.18371612170861% -6.70115936679067% -5.38074148875595% -3.34122686882094% -2.29403199711242%
IWM -11.2976153726678% -9.53785237333378% -8.51529644652514% -6.56245483058554% -5.41760388260368% -3.85581427893329%
IWO -12.1322215116037% -11.8175946354156% -9.10198846906652% -6.50766684957673% -5.05682067760569% -3.4752010905923%
IWN -10.1325566612395% -7.54906614202028% -8.71297405115618% -7.04377656759889% -6.0816865587885% -4.56781350212949%
IYR -17.9535631929799% -10.2060076074943% -12.3150433285685% -5.81639359514417% -3.2749909959821% -4.67616880253214%
VNQ -16.1797664884424% -10.2983008381682% -11.8762459620437% -5.79995080109777% -2.77218529631934% -3.87609926270713%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 1.04 -0.23 0.20 0.29 0.37 0.32
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
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 0.998095395074435 0.558824218062428 0.677080435563333 -0.0598637249007707 -0.00729131722702261 0
DBB 0.814909976060919 -0.05513080279314 0.323761402998579 0.125447086546689 0.0769422641520333 0
DBO -0.795634087151286 -0.0693767366058174 0.363136023371234 -0.059576637753976 -0.0404872446087435 0
DBC -1.02019925508238 -0.00836686388958966 0.410269177568862 0.0220167532359835 0.0187981969849644 0.0896484657953013
GLD 2.8891355365961 0.726851234666293 0.649169864513182 0.498887194692954 0.368898889230646 0.510067760034388
FXA 0.0658534139981898 -0.719440457760048 -0.28189094121622 -0.373083367845641 -0.134875694209751 0
FXC -0.52110632051912 -1.06462590228325 -0.486204156086407 -0.452277914130128 -0.322514127189299 0
FXF 0.0529998265544768 -0.365191793624833 -0.115925931115385 -0.202117036597863 -0.0633802698961314 0
FXE 0.0270302453839035 -0.7612706907214 -0.453741233576004 -0.480580875058228 -0.392654522498635 0
FXB 0.643575579474701 -0.564235213116843 -0.243898237844364 -0.415810085413902 -0.307016693524017 0
FXY -0.369527737697235 -1.13942920749758 -0.979705628437427 -0.525819197216053 -0.508361575062824 0
UUP -0.203536097580709 0.343178562057065 0.118523204218737 0.21590383987559 0.159504939558207 0
EEM 1.47299000138304 -0.29706128388933 0.090315836162945 0.121530115186262 0.187022310132083 0.307968199235593
AMLP 1.2441086942102 0.711649779412358 0.400448528839457 0.143498276375131 0 0
IGIB 1.03844857307247 -0.545645443944433 -0.177338616278171 0.0946322317115411 0.331915834027945 0
EMHY 2.07172124536827 -0.170448196867355 0.00193674265682208 0.166497342134941 0 0
HYD 1.20916098612047 -0.696290617498413 -0.227711760166984 0.0701711114426371 0.27462698737884 0
IEF 0.493843371337523 -0.882302995484902 -0.525012787865722 -0.13335838411718 0.165025232696838 0.22490241128822
IGOV 0.375772609073649 -0.896044530711143 -0.629714671462008 -0.375749046920092 -0.223729048064181 0
IHY 1.27174761330719 -0.381094422393755 -0.0644915185569785 0.109001566910924 0 0
ITM 0.517922198341817 -0.706108682583572 -0.33703672384391 -0.00600208310871008 0.27949209825774 0
JNK 1.65984521656654 -0.266940993653258 0.0482621311164946 0.180610510684764 0.492736588968639 0
MBB 0.705478281585683 -0.745173201701397 -0.498299439143641 -0.198549695871428 0.0782490648265336 0
TIP 0.60108375550965 -0.784123551859054 -0.130439167512316 0.0244326741351563 0.270606531829648 0.272132198411736
AGG 0.691554229040645 -0.820887600452755 -0.457194497504716 -0.0935092722281267 0.201705826610397 0.264231259238673
BND 0.696552988631863 -0.846306610004657 -0.459401049425527 -0.085840224372831 0.210014799553808 0.282982295600038
EMB 1.29140529109528 -0.495774606215138 -0.198495648633238 0.0566313855755966 0.294300063658257 0
PCY 1.18625771554133 -0.320656833389966 -0.170734481382725 0.0524003146666507 0.257752880107856 0
BIL 2.36305981775591 -0.930115873023296 -0.709515251535623 -0.587000070754129 -0.532629430673593 0
TLT 0.607150094084402 -0.935332617080978 -0.498392628013663 -0.0835110587549251 0.147405474879723 0.181899822364307
SHY 0.215704491113332 -1.20146454751138 -0.721145937803437 -0.428256099388539 -0.172365407279565 0.0247042113484727
ACWI 2.10928620697371 0.101332558399538 0.502664773675101 0.521317492602284 0.591926974813159 0
FM 0.936587969317113 -0.558992178170657 0.0567270988262528 0 0 0
EFA 1.18306004997166 -0.0462374486724857 0.247500601340915 0.26555790932072 0.339990946889396 0.292479459701744
EFG 1.03591147007653 -0.225863098040916 0.20054284599131 0.292662382605677 0.371150288633495 0.31592882791155
EFV 1.23495856777889 0.161648672782187 0.253691262333199 0.196472250484606 0.271106454881971 0.24449186805246
SCZ 0.96657355116722 -0.33377643518677 0.135547264763532 0.275089065547987 0.389962968299744 0
IWB 2.43674781629359 0.234388187929087 0.663091679721657 0.705390016549825 0.861900148367781 0.617318318525301
IWV 2.35563718918842 0.206837153587472 0.638138809324545 0.67940652719584 0.838615963800452 0.598073962755591
SPY 2.461574979119 0.285611561373072 0.687847810835627 0.730388871672818 0.879688059336077 0.623362772503922
IWF 2.27306203656192 0.25626520158936 0.775172345169784 0.82535145130366 0.936966373731694 0.693344284077648
QQQ 2.01058319518217 0.248567718611175 0.816882577051156 0.862001899477209 0.99742579086417 0.742409265008862
IWD 1.92227442591954 0.161858853523219 0.429556429213271 0.478689188160077 0.688273726470487 0.473744072692014
IWC 1.15437663294704 -0.283573334195073 0.292173371473488 0.303739441834899 0.486375414647634 0.317559495388678
IWR 1.79652125763989 0.00678286533837726 0.438017391227436 0.496364637347091 0.712654867759771 0.530842259145591
IWP 1.83159585935829 -0.112914661475692 0.450618215097491 0.550563988125537 0.73424292492525 0.547148142999252
IWS 1.67919989822967 0.0807857819670007 0.387285940204041 0.41579548041389 0.656349548783609 0.485072183012978
IWM 1.28264133541068 -0.119205378459168 0.320748714287296 0.371477440397754 0.554863700976267 0.410420275271578
IWO 1.4065016800499 -0.206895094317826 0.299276645911253 0.381098555974868 0.574249540466734 0.429830955206791
IWN 1.13885524888839 -0.0363709500566122 0.311979465867313 0.33492710665438 0.506445311657588 0.368233878850464
IYR 1.28962516799713 -0.158408460565663 0.118322880937824 0.299392520227162 0.539514475259916 0.329703562551706
VNQ 1.31964250870664 -0.160193340071035 0.133549590507584 0.292933456474347 0.554050370691654 0.361008081063475
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 1.88 -0.31 0.29 0.42 0.55 0.45
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
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 2.16780347566239 0.909728213787715 1.1256709167635 -0.0839626083765121 -0.0107083293872225 0
DBB 1.65066087267659 -0.0796078507579032 0.499709900479748 0.188804145961815 0.111671494635037 0
DBO -0.979155743213502 -0.0965271239424173 0.541228987933012 -0.0787804457826987 -0.0534265581694364 0
DBC -1.22707779819339 -0.0121153612039593 0.601274044974697 0.0298112759430088 0.025339978317289 0.122386307395793
GLD 14.4129286645687 1.35305370066086 1.16048569579158 0.860086023503524 0.592412926421066 0.836680311691414
FXA 0.0941851109374352 -0.8422790355007 -0.368330981144959 -0.493114752860547 -0.188195587299321 0
FXC -0.702443118871715 -1.12931504053808 -0.574304024030258 -0.563982104773041 -0.409764551421243 0
FXF 0.0815502835626292 -0.479309738147441 -0.158330889374259 -0.284074337912767 -0.0886089571379923 0
FXE 0.0393565812116426 -0.906798974933858 -0.584394825787877 -0.614748778248142 -0.502999440302661 0
FXB 1.05770197671676 -0.680436463151181 -0.317829065187004 -0.528653451723317 -0.396835205518892 0
FXY -0.52176163321427 -1.322006980323 -1.1406677073527 -0.670957944413665 -0.638004995189187 0
UUP -0.294209208455816 0.52421031260667 0.170336362588587 0.317930294812722 0.239425564780628 0
EEM 2.90190927932921 -0.414264720345817 0.128020749165854 0.177906549925041 0.275190771698702 0.458934882770009
AMLP 3.004362288034 1.17004665023746 0.60071102364794 0.209949379739571 0 0
IGIB 2.05863403359362 -0.690679256468898 -0.231381455217342 0.12732765607775 0.457118678504487 0
EMHY 5.87672582516645 -0.2410419389354 0.00252416980575428 0.225861007898024 0 0
HYD 3.11083656233429 -0.846630125156946 -0.264142909728709 0.0828029264397724 0.333353442005871 0
IEF 0.758687846958354 -1.02326416806251 -0.648859247651004 -0.17852540162522 0.235492979539979 0.336005236918187
IGOV 0.626657597431352 -1.05981710581827 -0.769977162771203 -0.473507221073259 -0.286911915547366 0
IHY 2.94979399966479 -0.486834201990756 -0.0827370008170274 0.147653622109521 0 0
ITM 1.13512164229821 -0.87077802976829 -0.44097261467137 -0.00796176510028418 0.393639769276635 0
JNK 4.41599816987933 -0.343961230067196 0.0627575746178975 0.243923534389035 0.712336042491747 0
MBB 1.21559606293347 -0.899528617595484 -0.609000058690332 -0.247895949353246 0.101223884337916 0
TIP 0.928837263659813 -0.87686967857053 -0.159827548257712 0.0313056877566316 0.366280293249879 0.375628285315798
AGG 1.16929953293564 -0.973634272743439 -0.564334162229598 -0.121358256792132 0.272481486303129 0.379336901393358
BND 1.18125139557002 -0.99321749208839 -0.567463852357473 -0.111617298207943 0.2835572748837 0.401692439604182
EMB 2.70198033109692 -0.639846412777409 -0.25096757762142 0.0740700632648385 0.399006896536103 0
PCY 2.49328418997886 -0.432278043587586 -0.219094677499866 0.0689558391964513 0.348084895502033 0
BIL 6.00174190717712 -0.91089151950935 -0.702995047200123 -0.583474888336727 -0.530133893640468 0
TLT 1.06279509599144 -1.12179434426895 -0.646651449220322 -0.119289471240546 0.228005178565042 0.283099012855251
SHY 0.300310696787235 -1.21955834454653 -0.780026005679669 -0.482117700003245 -0.200134499038179 0.0312422166452821
ACWI 5.12210602843511 0.141418287948421 0.738011871258862 0.769714362854289 0.893555750489518 0
FM 1.79083558160386 -0.72212258909468 0.0725242547596506 0 0 0
EFA 2.22030144921502 -0.0658080853066333 0.359498898798539 0.384165438015113 0.501700702964608 0.415065491205727
EFG 1.88008796528778 -0.310873958912814 0.289894786876774 0.423629021806493 0.545508928513692 0.446894775914645
EFV 2.37036739837542 0.235705350259131 0.365288668312434 0.279763379366039 0.396582655067899 0.348519135855732
SCZ 1.74848317312333 -0.440905367087817 0.187545402435757 0.388036240212831 0.570704366744955 0
IWB 5.95785849532322 0.331460337619269 1.00936058337182 1.07466937225066 1.35594455526822 0.907109688971854
IWV 5.65817946790505 0.292176842053405 0.966749925486656 1.02886234517066 1.3132575563332 0.87391727127489
SPY 6.06289992787018 0.406115363168875 1.04798694515038 1.11606196812238 1.38906752608443 0.917770005427655
IWF 6.30118133446576 0.36356691773841 1.23900683815702 1.3209201729254 1.53381375335607 1.06059154234757
QQQ 5.42605908504731 0.354663501289766 1.32106325531952 1.4096739064002 1.68410836466238 1.15727200411021
IWD 4.4071076497788 0.235418514749033 0.626666402481288 0.701886463644997 1.05026714537098 0.675395632690162
IWC 2.60198232221657 -0.396925473834337 0.439810019760012 0.450279058409131 0.741339638341955 0.457845142943857
IWR 4.26965032322043 0.00975323294192866 0.643539154477943 0.730804831677303 1.09669991643266 0.77146805147915
IWP 4.54540662394247 -0.156908743397943 0.696699860048052 0.849979231440399 1.1735721766251 0.812182846110999
IWS 3.86029658223581 0.117586074897503 0.549809392064119 0.595758690017706 0.983942352091961 0.692053562225096
IWM 2.93920736768319 -0.173059771509841 0.477621818709331 0.547367557325096 0.849160891478552 0.598382907714323
IWO 3.12811587659988 -0.286563080080074 0.448992015446259 0.559134596129437 0.88383459531611 0.630245325718207
IWN 2.71239698142958 -0.0547931525908731 0.457500174274202 0.492859344751294 0.765164452867003 0.530530200665078
IYR 2.42960861085237 -0.221082231649999 0.16127826894768 0.426064657528076 0.810667276225626 0.460667174904483
VNQ 2.52377227641167 -0.223473367787938 0.18365044911062 0.419498514995219 0.844300741216009 0.51075437685618



  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  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% 15.8% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
DBA 5.5% 10.1% 18.4% 45.7% 60.4% 0%
DBB 9.5% 32% 32% 35.7% 54.6% 0%
DBO 11.9% 30.8% 48.1% 71.9% 83.5% 0%
DBC 5.3% 23% 31.7% 45.1% 64.8% 74.5%
GLD 1.4% 15.9% 18.1% 18.1% 42.9% 42.9%
FXA 4.7% 14.9% 17.8% 24.4% 36.6% 0%
FXC 3% 9.4% 12.8% 18.6% 32.2% 0%
FXF 8.5% 9.8% 13.4% 16.1% 29% 0%
FXE 2.6% 14.5% 21.2% 26.1% 39.5% 0%
FXB 3.4% 17.5% 21.6% 30.3% 36.3% 0%
FXY 12.6% 30.8% 37.1% 39.6% 55.5% 0%
UUP 3.3% 8% 9.7% 12% 17.3% 0%
EEM 4.5% 29.4% 36.5% 36.5% 36.5% 60.4%
AMLP 3.5% 14.5% 58.5% 70.8% 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% 19.5% 23.3% 23.3% 23.3% 23.3%
IGOV 7.4% 27.8% 33.9% 33.9% 33.9% 0%
IHY 1.9% 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% 15.7% 17% 17% 17% 0%
TIP 2.1% 13.9% 13.9% 13.9% 13.9% 13.9%
AGG 3.2% 15.8% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 15.8% 17.3% 17.3% 17.3% 17.3%
EMB 2.4% 25.1% 26.7% 26.7% 26.7% 0%
PCY 4.2% 32.5% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.2% 0.2% 0.4% 0%
TLT 9.9% 42% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 4.8% 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 5.3% 27.2% 27.6% 27.6% 27.6% 57.4%
EFG 6.3% 33.5% 33.6% 33.6% 33.6% 55.4%
EFV 4.6% 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%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 18.0% 20.3% 20.0% 16.7% 17.2% 18.2%
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 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 17.9% 12.6% 13.3% 11.8% 13% 0%
DBB 21.4% 23.5% 23% 19.3% 20.4% 0%
DBO 14.1% 25.2% 35.5% 30.8% 28.2% 0%
DBC 7.4% 16.2% 20.5% 17.7% 17.3% 19.3%
GLD 12.4% 15% 16.1% 15.3% 17.2% 18.4%
FXA 10.1% 10.4% 10.9% 10% 11.2% 0%
FXC 5.8% 6.1% 6.4% 7.5% 7.6% 0%
FXF 9% 8.5% 7.9% 7.9% 9.2% 0%
FXE 5.9% 7.4% 7% 7.2% 8.3% 0%
FXB 7.1% 8.3% 8.2% 8.3% 8.2% 0%
FXY 13% 11.1% 9.2% 9.3% 9.2% 0%
UUP 6.8% 7.8% 7.1% 6.9% 7.5% 0%
EEM 14.1% 17.9% 19.4% 18% 19.3% 23.1%
AMLP 13% 23.6% 47.5% 33% 0% 0%
IGIB 9.2% 9.3% 9% 6.8% 5.9% 0%
EMHY 8.7% 12.1% 13.7% 11.2% 0% 0%
HYD 7.6% 9% 12.4% 9.9% 9% 0%
IEF 9.3% 8.6% 7.7% 6.8% 6.7% 6.8%
IGOV 12.6% 12% 10.4% 8.9% 8.7% 0%
IHY 8.2% 10.8% 11.8% 9.7% 0% 0%
ITM 7.3% 7.9% 7.5% 6.2% 6.1% 0%
JNK 6.6% 10% 10.4% 8.4% 8.6% 0%
MBB 9.3% 8.3% 6.6% 5% 4.4% 0%
TIP 5.5% 7.1% 6.4% 5.2% 5.3% 6%
AGG 8.1% 7.6% 6.4% 5.1% 4.6% 4.6%
BND 7.9% 7.5% 6.4% 5.2% 4.6% 4.6%
EMB 10.2% 12.2% 13% 10.3% 9.8% 0%
PCY 16.3% 17.4% 16.9% 13.2% 12.2% 0%
BIL 0.1% 0.6% 0.7% 0.6% 0.5% 0%
TLT 19% 15.1% 14.9% 14.1% 14.4% 14.4%
SHY 2.2% 2.5% 2% 1.6% 1.4% 1.5%
ACWI 14.2% 17.6% 19.3% 16.1% 16.4% 0%
FM 13.6% 15.9% 19.7% 0% 0% 0%
EFA 15.6% 18.5% 19.3% 16.2% 16.9% 18.3%
EFG 18% 20.3% 20% 16.7% 17.2% 18.2%
EFV 14.7% 18.5% 20.8% 17.2% 18% 19.4%
SCZ 18.8% 18.7% 21.4% 17.7% 18.3% 0%
IWB 15% 18.6% 21.2% 17.4% 16.8% 16.9%
IWV 15.4% 18.8% 21.3% 17.6% 17% 17.2%
SPY 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
IWF 19.4% 22.3% 24.6% 19.9% 18.6% 18.2%
QQQ 19.1% 24.3% 26.1% 22% 20.8% 21.2%
IWD 14.6% 17.5% 20.4% 16.9% 16.6% 16.9%
IWC 31.5% 23.3% 29.4% 24.1% 23.8% 23.4%
IWR 18.9% 20.2% 23.5% 19.1% 18.7% 19.3%
IWP 20.7% 21.4% 24.4% 20.1% 19.7% 20.1%
IWS 19.3% 20.6% 24.3% 19.4% 18.9% 19.7%
IWM 26.6% 22.9% 26.6% 22.3% 22.1% 22.1%
IWO 26.3% 22.9% 26.7% 22.8% 22.7% 22.6%
IWN 27.6% 23.7% 28% 22.9% 22.3% 22.3%
IYR 26.3% 22.1% 22.8% 19% 19% 23.3%
VNQ 26.3% 22.2% 22.7% 19.3% 19.7% 24.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 9.6% 13.9% 13.2% 11.1% 11.4% 12.6%
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 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 7.7% 6.8% 7.4% 8.1% 8.7% 0%
DBB 10% 15.4% 14.2% 12.4% 13.8% 0%
DBO 11.1% 17.3% 23.3% 22.9% 21.1% 0%
DBC 5.5% 10.3% 13.5% 12.8% 12.6% 13.9%
GLD 1.9% 6.9% 8.4% 8.5% 10.5% 10.9%
FXA 6.5% 8.1% 7.8% 7.1% 7.7% 0%
FXC 3.5% 5% 4.9% 5.7% 5.8% 0%
FXF 5.1% 5.6% 5.2% 5.2% 6.4% 0%
FXE 3.4% 5.3% 4.8% 5.2% 6.3% 0%
FXB 3.8% 6.1% 5.7% 6.2% 6.1% 0%
FXY 8.6% 8.8% 7.3% 6.9% 7.1% 0%
UUP 3.9% 4.3% 4.3% 4.3% 4.7% 0%
EEM 6.7% 11.7% 13.1% 11.8% 12.8% 15.2%
AMLP 4.7% 13.5% 31.1% 22.2% 0% 0%
IGIB 4.1% 6.3% 6.2% 4.6% 3.9% 0%
EMHY 2.2% 7.6% 10.1% 7.9% 0% 0%
HYD 2.4% 6.5% 10.4% 8.2% 7.3% 0%
IEF 5.5% 6.5% 5.5% 4.5% 4.3% 4.2%
IGOV 7% 9.3% 7.9% 6.6% 6.5% 0%
IHY 2.9% 7.6% 8.7% 6.8% 0% 0%
ITM 2.6% 5.4% 5% 4.2% 4% 0%
JNK 1.9% 7% 7.5% 5.9% 5.7% 0%
MBB 4.8% 5.9% 4.6% 3.4% 2.9% 0%
TIP 2.9% 5.5% 4.6% 3.5% 3.6% 4%
AGG 4.2% 5.4% 4.4% 3.4% 3% 2.8%
BND 4.1% 5.4% 4.5% 3.4% 3% 2.8%
EMB 4.3% 8.6% 9.8% 7.5% 6.9% 0%
PCY 7.2% 12% 12.7% 9.6% 8.7% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 10.4% 11.7% 10.8% 9.4% 8.9% 8.9%
SHY 0.9% 1.6% 1.2% 0.9% 0.8% 0.7%
ACWI 5.4% 11.6% 12.5% 10.5% 10.5% 0%
FM 6.6% 11.3% 14.9% 0% 0% 0%
EFA 7.8% 12% 12.7% 10.7% 11.2% 12.6%
EFG 9.6% 13.9% 13.2% 11.1% 11.4% 12.6%
EFV 7.1% 11.7% 13.9% 11.7% 12% 13.3%
SCZ 9.9% 13.3% 14.9% 12.1% 12.2% 0%
IWB 5.7% 12.2% 13.3% 11% 10.4% 11.2%
IWV 6% 12.3% 13.4% 11.2% 10.5% 11.5%
SPY 5.6% 12.2% 13% 10.8% 10.2% 11%
IWF 6.4% 14.8% 14.7% 11.9% 11% 11.6%
QQQ 6.5% 16.1% 15.4% 12.9% 11.9% 13.2%
IWD 5.8% 11% 13.5% 11.1% 10.5% 11.6%
IWC 13.4% 15.8% 18.9% 15.8% 15.2% 15.9%
IWR 7.4% 13% 15.4% 12.5% 11.8% 13%
IWP 8% 14.6% 15.2% 12.6% 12% 13.2%
IWS 7.8% 13.1% 16.6% 13.1% 12.3% 13.5%
IWM 11% 14.8% 17.2% 14.7% 14.1% 14.8%
IWO 11.3% 15.7% 17.2% 15.1% 14.4% 15.1%
IWN 10.9% 14.6% 18.5% 15.1% 14.4% 15.2%
IYR 13.6% 14.8% 16.1% 12.9% 12.3% 16.4%
VNQ 13.4% 14.9% 15.9% 13% 12.5% 16.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
EFG 1.22 1.07 0.94 0.91 0.97 1.00
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 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) 0.81 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 0.145667156594213 0.171890006714562 0.259198953808615 0.189600436116285 0.27351359859222 0
DBB -0.465960938439551 0.574972126419825 0.588354845501981 0.533809501007157 0.705281729505052 0
DBO -0.511309021230391 0.215251469417823 0.630701102282928 0.78957590157766 0.900382472630585 0
DBC -0.307526613572339 0.164658992643085 0.424533414544802 0.452884477700995 0.575582955727932 0.572928553936851
GLD -0.160103551926461 0.216989883280962 0.202577521682208 0.0825915407766011 0.128529391629824 0.103578008629513
FXA 0.516657288720451 0.43100821978462 0.443574217999155 0.408460370564308 0.483753199175885 0
FXC 0.350250384505139 0.274589449906331 0.26583729765085 0.281440208410798 0.33606656933951 0
FXF 0.398580432716008 0.229373012195155 0.16052881418075 0.111564806048074 0.193335877810825 0
FXE 0.324336366568569 0.23975900860431 0.181704821803959 0.151894550458605 0.255716046666416 0
FXB 0.371350505226501 0.366442025451488 0.313306590214463 0.315426267319891 0.30837907227709 0
FXY 0.468823860732386 0.261141735197125 0.141166005359445 0.0314954061127682 -0.0193927374900863 0
UUP -0.376351987577647 -0.256191644070705 -0.209373209897774 -0.166638466567272 -0.235751800843395 0
EEM 0.724326676283492 0.715278625510047 0.730337440318209 0.785877980184128 0.919315430058532 1.06147205274179
AMLP 0.538175531663161 0.616920661186672 1.3886681845111 1.2929432152619 0 0
IGIB 0.54855201883588 0.420792246374704 0.358544573398206 0.260657997159904 0.20370858714944 0
EMHY 0.521785603613979 0.548584580148584 0.580958725167868 0.482374027103308 0 0
HYD 0.494906131443931 0.417317977441151 0.478330206929115 0.330233124417058 0.232761531311106 0
IEF 0.534453618597648 0.342480935959521 0.143106256026129 0.0481381715964786 -0.0243607920729174 -0.0364433674709569
IGOV 0.717694792683268 0.572111774471763 0.386980798862489 0.274581140978638 0.27644161416434 0
IHY 0.464860209078562 0.515083357679695 0.514734036087718 0.448642509147742 0 0
ITM 0.44898758374726 0.333091188761961 0.234540137813086 0.135745793561591 0.081852724798891 0
JNK 0.411717151346957 0.513126841782884 0.474350842022226 0.433741380009116 0.449754262050517 0
MBB 0.556130965586031 0.357398519260725 0.18881187318908 0.119612249823753 0.0790155770692711 0
TIP 0.319737157210851 0.335489130389218 0.246262621377223 0.170911045494979 0.122431526644451 0.122513636067681
AGG 0.485628175928636 0.325094682470023 0.198759766703733 0.121945009160352 0.0748930026096555 0.0703821013472779
BND 0.478268403178061 0.323377356679769 0.213673212514944 0.133877720112055 0.0834232542851868 0.0732834883539979
EMB 0.641938921838747 0.608320243379497 0.579443033843687 0.45067274715593 0.398170727309017 0
PCY 0.981831513362608 0.855309803929006 0.744057878218292 0.567624990968117 0.482037571447135 0
BIL 0.0031603239588821 0.0102561028432803 3.41735668767906e-05 0.000867114181676576 -0.000261535794356948 0
TLT 1.16983007301349 0.630304970010559 0.281602242656996 0.0977774527111319 -0.104268441006072 -0.0950020514458976
SHY 0.101580610106615 0.0728490379047724 0.0236383143711643 0.00762881414305112 0.00226640773695146 -0.0108386971858659
ACWI 0.974022542496122 0.949173261189939 0.942618815997752 0.941602237946203 0.989453482513735 0
FM 0.859457258427986 0.664559321766307 0.764150028323361 0 0 0
EFA 0.978453228879368 0.90983658262503 0.886122966807149 0.872823229640795 0.948957216418738 1.00358757132819
EFG 1.22382345602738 1.06663475458999 0.938276088939554 0.905396938570798 0.970015742698367 0.996992785679652
EFV 0.747748176132599 0.763639346694506 0.852443904504908 0.854045687396113 0.942929607753265 1.01963046127637
SCZ 1.03149428369893 0.946296755612465 0.990941955673227 0.939417576305818 0.994931045335807 0
IWB 1.0103284401342 1.00072083951506 1.0181160134011 1.01327945462849 1.01325005736417 1.01425442713743
IWV 1.03043176326838 1.0103206962401 1.0252105168643 1.02216190216827 1.02384967597964 1.0297532930316
SPY 1 1 1 1 1 1
IWF 1.17855154597847 1.13180248320019 1.09039594171532 1.07642229939478 1.0601949668709 1.04113969459515
QQQ 1.19263977035295 1.18395424328127 1.09650474503182 1.12031694280086 1.10539189291876 1.11336815264836
IWD 0.828007415370651 0.873885970699626 0.950499029321107 0.952192260157282 0.971106772286385 0.993148291056602
IWC 1.2816401673754 1.04541582823797 1.13074169799851 1.11215163187802 1.15984205968942 1.19167145240265
IWR 1.08920477926828 1.05116340256691 1.09765655063922 1.07179169281204 1.08134885820981 1.10886894940066
IWP 1.20889977734573 1.11665157596081 1.10185698287791 1.09183033453737 1.10219512803233 1.12199351080352
IWS 1.05459112268713 1.02177278382164 1.10228314505091 1.06374234211537 1.07136490645894 1.11276424646252
IWM 1.22951222228535 1.10174153513457 1.14373246225718 1.14277105230419 1.17756924607514 1.18861459128722
IWO 1.32881265495232 1.13001395825473 1.14725280429937 1.16310044120477 1.19605050914023 1.2037398453989
IWN 1.11689622973416 1.06300859389606 1.1448142882756 1.1200253980058 1.15529265213525 1.17091049661441
IYR 1.42894531779693 1.09303453977011 1.04877738288036 0.901164279598937 0.910165052837263 1.09712135761268
VNQ 1.39558953074022 1.09669074436238 1.04291070517176 0.892162463580296 0.908915234739797 1.09967179025664



  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.95 0.95 0.94 0.94 0.95
to S&P500 (SPY) 0.90 0.90 0.90 0.88 0.88 0.88
to U.S. Bonds (BND) 0.80 0.84 0.73 0.57 0.39 0.36
to Commodities (DBC) -0.56 0.08 0.34 0.34 0.48 0.51
to Gold (GLD) -0.17 0.43 0.35 0.21 0.22 0.23