Global Equities, ranked by Maximum Drawdown

for period ending October 31, 2024

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
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

Maximum Drawdown is the largest percentage drop in portfolio value over the last 1, 3, 5, 10, 15, and 20 years. This includes dividends and splits.

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.

Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.

      Maximum Drawdown   Total Return, annualized
Ingredient Name ID Category 1 year 3 year 5 year 10 year 15 year 20 year   1 year 3 year 5 year 10 year 15 year 20 year
    Group average  
 
Indonesia EIDO Asia and Australia 12.3% * * * * *   10.1% * * * * *
New Zealand ENZL Asia and Australia 8.7% * * * * *   16.6% * * * * *
Philippines EPHE Asia and Australia 11.3% * * * * *   19.9% * * * * *
Australia EWA Asia and Australia 6.5% * * * * *   27.2% * * * * *
Hong Kong EWH Asia and Australia 10.5% * * * * *   11.7% * * * * *
Japan EWJ Asia and Australia 5.7% * * * * *   18.0% * * * * *
Malaysia EWM Asia and Australia 8.9% * * * * *   23.5% * * * * *
Singapore EWS Asia and Australia 5.2% * * * * *   28.0% * * * * *
Taiwan EWT Asia and Australia 3.1% * * * * *   35.3% * * * * *
S Korea EWY Asia and Australia 10.7% * * * * *   11.9% * * * * *
India INDY Asia and Australia 5.4% * * * * *   21.3% * * * * *
China MCHI Asia and Australia 12.2% * * * * *   21.3% * * * * *
Thailand THD Asia and Australia 13.3% * * * * *   14.1% * * * * *
Vietnam VNM Asia and Australia 14.3% * * * * *   8.6% * * * * *
Poland EPOL Europe 9.9% * * * * *   17.6% * * * * *
Sweden EWD Europe 8.0% * * * * *   32.1% * * * * *
Germany EWG Europe 4.5% * * * * *   31.5% * * * * *
Italy EWI Europe 5.4% * * * * *   32.0% * * * * *
Belgium EWK Europe 5.0% * * * * *   21.5% * * * * *
Switzerland EWL Europe 6.6% * * * * *   20.2% * * * * *
Netherlands EWN Europe 8.2% * * * * *   27.0% * * * * *
Austria EWO Europe 7.3% * * * * *   20.0% * * * * *
Spain EWP Europe 5.7% * * * * *   30.9% * * * * *
France EWQ Europe 7.3% * * * * *   13.3% * * * * *
UK EWU Europe 5.3% * * * * *   21.6% * * * * *
EMU EZU Europe 5.6% * * * * *   23.4% * * * * *
Greece GREK Europe 8.2% * * * * *   20.6% * * * * *
Norway NORW Europe 6.6% * * * * *   12.9% * * * * *
Israel EIS Mideast and Africa 7.4% * * * * *   48.5% * * * * *
S Africa EZA Mideast and Africa 11.1% * * * * *   35.8% * * * * *
Turkey TUR Mideast and Africa 20.2% * * * * *   0.4% * * * * *
Canada EWC North America 3.6% * * * * *   31.0% * * * * *
Mexico EWW North America 24.5% * * * * *   -3.0% * * * * *
US Equity: Russell 3000 SPTM North America 4.1% * * * * *   37.5% * * * * *
Argentina ARGT South America 9.1% * * * * *   92.3% * * * * *
Chile ECH South America 9.9% * * * * *   9.1% * * * * *
Peru EPU South America 6.0% * * * * *   58.0% * * * * *
Brazil EWZ South America 19.3% * * * * *   -0.1% * * * * *