Ingredient Summary Page

for period ending February 28, 2025

More ways to view this list of Portfolio Ingredients:
Ingredient Summary Page (Total Return with Maximum Drawdown Scatterplots)
by Return: Total Return (1, 3, 5, 10, 15, 20 years), Historical Return (past 5 years)
by Risk vs. Return: Risk vs. Return Compass, M-Squared, Alpha, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
by Peer Group: Global Asset Classes, Global Equities, Global Sectors

Use this page to find a high return, lower risk portfolio ingredients. To see portfolio recipes that combine multiple ingredients into optimized portfolios and minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime. VizMetrics applies the Choose—Invest—Rebalance process to help you find a portfolio recipe that meets your needs by comparing return, risk, and cost.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

In the scatterplots below the dots nearest the top left indicate the best risk vs. return combination. Select any dot to see its ticker symbol or id. Click any dot to see details. Use the table below to compare performance of all the portfolio ingredients. Sort any column by clicking the heading in the gray row. Click any ingredient name below for full details.

Maximum Drawdown vs. Annual Return
● All ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
  Total Return, annualized % Max DrawDown
Ingredient Name ID Peer Group Category 1 month YTD 1 year 3 year 5 year 10 year 15 year 20 year 15 year 20 year
Agriculture DBA Global Asset Classes Commodities -4.0% -0.4% 24.3% * * * * * * *
Industrial Metals DBB Global Asset Classes Commodities 2.0% 1.1% 15.1% * * * * * * *
Oil DBO Global Asset Classes Commodities -3.6% -0.8% 1.8% * * * * * * *
PowerSh Commodity DBC Global Asset Classes Commodities: Broad 0.1% 2.9% 5.4% * * * * * * *
SPDR Gold Trust GLD Global Asset Classes Commodities: Prec Metals 1.8% 8.7% 39.1% * * * * * * *
AUStralia FXA Global Asset Classes Currency: AUS Dollar 0.0% 0.6% -3.0% * * * * * * *
CAN Canada Dollar FXC Global Asset Classes Currency: CAN Dollar 0.4% -0.5% -4.6% * * * * * * *
CHF Swiss Franc FXF Global Asset Classes Currency: CHF Franc 0.9% 0.5% -2.2% * * * * * * *
EUR Euro FXE Global Asset Classes Currency: EUR Euro 0.1% 0.5% -2.0% * * * * * * *
GBP UK Pound FXB Global Asset Classes Currency: GBP Pound 1.7% 1.0% 2.8% * * * * * * *
JPY Japan Yen FXY Global Asset Classes Currency: JPY Yen 3.1% 4.6% -0.7% * * * * * * *
USD US Dollar indx UUP Global Asset Classes Currency: USD index -0.4% -0.1% 9.3% * * * * * * *
iShares MSCI EEM Global Asset Classes Equity: Emerging Mkts 1.1% 3.3% 10.6% * * * * * * *
Alerian US MLP AMLP Global Asset Classes Equity: MLP 2.6% 9.9% 23.0% * * * * * * *
US Corp Med 5-10y IGIB Global Asset Classes Fixed Income 2.0% 2.7% 7.7% * * * * * * *
Emerg Mkt Hi Yld EMHY Global Asset Classes Fixed Income 1.4% 3.2% 13.4% * * * * * * *
Muni Hi Yield HYD Global Asset Classes Fixed Income 1.5% 1.6% 5.6% * * * * * * *
US Treas 7-10yr IEF Global Asset Classes Fixed Income 2.8% 3.4% 4.9% * * * * * * *
Intl Treas IGOV Global Asset Classes Fixed Income 0.7% 1.1% -1.1% * * * * * * *
MktVectors Intl Hi Yield IHY Global Asset Classes Fixed Income 1.1% 2.5% 6.8% * * * * * * *
MktVectors Intermed Muni ITM Global Asset Classes Fixed Income 1.6% 1.5% 2.6% * * * * * * *
US Hi Yield JNK Global Asset Classes Fixed Income 0.9% 2.3% 9.7% * * * * * * *
US Mort Backed MBB Global Asset Classes Fixed Income 2.4% 3.0% 6.5% * * * * * * *
US Inflation Prot TIP Global Asset Classes Fixed Income 2.2% 3.6% 6.0% * * * * * * *
U.S. Total Bond Market AGG Global Asset Classes Fixed Income: Aggregate 2.2% 2.8% 5.8% * * * * * * *
U.S. Total Bond Market BND Benchmark Benchmark 2.2% 2.8% 5.8% * * * * * * *
iShares Emerg EMB Global Asset Classes Fixed Income: Aggregate 2.1% 3.9% 10.1% * * * * * * *
PwrSh Emerg Mkt Sov Debt PCY Global Asset Classes Fixed Income: Aggregate 3.4% 5.5% 9.5% * * * * * * *
T-Bill 1-3 Month BIL Global Asset Classes Fixed Income: Cash-like 0.3% 0.7% 5.0% * * * * * * *
iShares Treas 20y+ TLT Global Asset Classes Fixed Income: Long-Term 5.7% 6.2% 2.2% * * * * * * *
iSh Treas 1-3y SHY Global Asset Classes Fixed Income: Short-Term 0.7% 1.1% 5.2% * * * * * * *
ACWI (Global) ACWI Global Asset Classes Int'l Equity: Core -0.3% 2.8% 15.3% * * * * * * *
Intl Dev Core EFA Global Asset Classes Int'l Equity: Lg Cap 3.0% 7.9% 8.9% * * * * * * *
iSh EAFE Growth EFG Global Asset Classes Int'l Equity: Lg Cap Gro 1.1% 6.2% 2.8% * * * * * * *
iSh EAFE Value EFV Global Asset Classes Int'l Equity: Lg Cap Val 4.4% 9.2% 15.0% * * * * * * *
Intl Dev Sm Cap SCZ Global Asset Classes Int'l Equity: Small Cap 0.5% 3.5% 6.2% * * * * * * *
US Large Core IWB Global Asset Classes U.S. Equity: Lg / Mid -1.7% 1.3% 18.1% * * * * * * *
iSh Russell 3000 IWV Global Asset Classes U.S. Equity: Lg Cap -1.9% 1.1% 17.3% * * * * * * *
S&P 500 SPY Benchmark Benchmark -1.3% 1.4% 18.4% * * * * * * *
iSh Russ 1000 Gro IWF Global Asset Classes U.S. Equity: Lg Cap Gro -3.6% -1.7% 19.8% * * * * * * *
PowerShares QQQ QQQ Global Asset Classes U.S. Equity: Lg Cap Gro -2.7% -0.6% 16.4% * * * * * * *
iSh Russ 1000 Val IWD Global Asset Classes U.S. Equity: Lg Cap Val 0.4% 5.0% 15.7% * * * * * * *
iSh Russell IWC Global Asset Classes U.S. Equity: Micro Cap -5.2% -5.5% 5.1% * * * * * * *
iSh US Mid Core IWR Global Asset Classes U.S. Equity: Mid Cap -2.8% 1.2% 12.2% * * * * * * *
iSh US Mid Growth IWP Global Asset Classes U.S. Equity: Mid Cap Gro -5.7% 0.2% 14.2% * * * * * * *
iSh US Mid Value IWS Global Asset Classes U.S. Equity: Mid Cap Val -1.8% 1.5% 11.5% * * * * * * *
iSh Russ 2000 IWM Global Asset Classes U.S. Equity: Sm Cap -5.2% -2.9% 6.6% * * * * * * *
iSh Russell 2000 IWO Global Asset Classes U.S. Equity: Sm Cap Gro -6.8% -3.8% 5.7% * * * * * * *
iSh Russ 2000 Val IWN Global Asset Classes U.S. Equity: Sm Cap Val -3.8% -1.9% 7.2% * * * * * * *
iShares Real Estate IYR Global Asset Classes U.S. Real Estate 3.8% 5.7% 13.9% * * * * * * *
Vanguard Real Estate VNQ Global Asset Classes U.S. Real Estate 3.7% 5.4% 14.1% * * * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark Benchmark -0.3% 1.8% 12.8% * * * * * * *