Global Equities, ranked by Maximum Drawdown

for period ending April 30, 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.

 
 

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 13.3% * * * * *   -13.7% * * * * *
New Zealand ENZL Asia and Australia 16.7% * * * * *   -8.5% * * * * *
Philippines EPHE Asia and Australia 13.7% * * * * *   -2.7% * * * * *
Australia EWA Asia and Australia 11.2% * * * * *   4.9% * * * * *
Hong Kong EWH Asia and Australia 20.3% * * * * *   -19.7% * * * * *
Japan EWJ Asia and Australia 7.0% * * * * *   16.7% * * * * *
Malaysia EWM Asia and Australia 6.2% * * * * *   5.2% * * * * *
Singapore EWS Asia and Australia 12.7% * * * * *   1.1% * * * * *
Taiwan EWT Asia and Australia 9.1% * * * * *   16.6% * * * * *
S Korea EWY Asia and Australia 18.7% * * * * *   6.6% * * * * *
India INDY Asia and Australia 4.4% * * * * *   18.9% * * * * *
China MCHI Asia and Australia 24.8% * * * * *   -9.2% * * * * *
Thailand THD Asia and Australia 17.9% * * * * *   -16.5% * * * * *
Vietnam VNM Asia and Australia 23.7% * * * * *   5.8% * * * * *
Poland EPOL Europe 18.9% * * * * *   37.6% * * * * *
Sweden EWD Europe 12.0% * * * * *   5.7% * * * * *
Germany EWG Europe 14.1% * * * * *   6.4% * * * * *
Italy EWI Europe 10.7% * * * * *   19.8% * * * * *
Belgium EWK Europe 11.7% * * * * *   -1.1% * * * * *
Switzerland EWL Europe 12.1% * * * * *   -3.6% * * * * *
Netherlands EWN Europe 16.2% * * * * *   15.0% * * * * *
Austria EWO Europe 8.3% * * * * *   9.9% * * * * *
Spain EWP Europe 8.8% * * * * *   12.6% * * * * *
France EWQ Europe 12.0% * * * * *   4.1% * * * * *
UK EWU Europe 8.4% * * * * *   6.7% * * * * *
EMU EZU Europe 12.4% * * * * *   8.8% * * * * *
Greece GREK Europe 14.9% * * * * *   32.4% * * * * *
Norway NORW Europe 6.7% * * * * *   5.2% * * * * *
Israel EIS Mideast and Africa 18.4% * * * * *   10.7% * * * * *
S Africa EZA Mideast and Africa 16.2% * * * * *   -3.8% * * * * *
Turkey TUR Mideast and Africa 15.4% * * * * *   35.7% * * * * *
Canada EWC North America 12.0% * * * * *   7.4% * * * * *
Mexico EWW North America 15.7% * * * * *   10.0% * * * * *
US Equity: Russell 3000 SPTM North America 8.7% * * * * *   22.1% * * * * *
Argentina ARGT South America 19.0% * * * * *   48.6% * * * * *
Chile ECH South America 21.8% * * * * *   -1.6% * * * * *
Peru EPU South America 14.8% * * * * *   37.6% * * * * *
Brazil EWZ South America 12.1% * * * * *   16.5% * * * * *