iShares MSCI Frontier 100 ETF
for period ending October 31, 2024
Quick Links
Overview
FM 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 Frontier 100 ETF gives investors access to equities in a specific 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: Frontier
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 the MSCI Frontier Markets 100 Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The index is designed to measure equity market performance of frontier markets while putting stronger emphasis on tradability compared to the MSCI Frontier Markets IMI (the parent index). 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 FM. 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 "FM" 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
●
FM
●
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 |
| FM |
7.3% |
0.2% |
16.9% |
-5.8% |
2.4% |
|
|
|
| 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% |
| |
|
|
|
|
|
| FM |
19.9% |
-3.4% |
24.3% |
-24.4% |
7.1% |
| 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
●
FM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
FM
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
FM
●
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 |
| FM |
-21.6% |
-15.2% |
-12.7% |
|
|
|
| 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% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
-16.3% |
-13.5% |
-9.9% |
0.0% |
|
|
| 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% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
0.94 |
-0.56 |
0.06 |
|
|
|
| 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 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
1.79 |
-0.72 |
0.07 |
|
|
|
| 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
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
5.1% |
30.4% |
33.1% |
|
|
|
| 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% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
13.6% |
15.9% |
19.7% |
|
|
|
| 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% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
6.6% |
11.3% |
14.9% |
|
|
|
| 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% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| FM |
0.86 |
0.66 |
0.76 |
|
|
|
| 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) |
0.82 |
0.77 |
0.78 |
|
|
|
| to S&P500 (SPY) |
0.81 |
0.69 |
0.73 |
|
|
|
| to U.S. Bonds (BND) |
0.49 |
0.64 |
0.47 |
|
|
|
| to Commodities (DBC) |
-0.16 |
0.30 |
0.52 |
|
|
|
| to Gold (GLD) |
0.26 |
0.51 |
0.29 |
|
|
|
