Global Equities, ranked by Treynor

for period ending March 31, 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, Treynor, 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

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

Note: Access to the sortable list for all years (including 3-, 5-, 10-, 15-, and 20-year metrics) is only available to paid subscribers. Subscribe to view the complete version of this Ingredient Summary page.

Portfolio Ingredients: Global Equities Peer Group
Sort by any column by clicking on the gray column heading.

      Treynor   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 -96.4% * * * * *   -23.9% * * * * *
New Zealand ENZL Asia and Australia -8.2% * * * * *   -5.5% * * * * *
Philippines EPHE Asia and Australia 26.8% * * * * *   -6.2% * * * * *
Australia EWA Asia and Australia -1.7% * * * * *   -1.5% * * * * *
Hong Kong EWH Asia and Australia 412.7% * * * * *   17.4% * * * * *
Japan EWJ Asia and Australia -4.1% * * * * *   -1.7% * * * * *
Malaysia EWM Asia and Australia 28.7% * * * * *   9.6% * * * * *
Singapore EWS Asia and Australia 91.0% * * * * *   35.2% * * * * *
Taiwan EWT Asia and Australia 0.6% * * * * *   0.7% * * * * *
S Korea EWY Asia and Australia -36.6% * * * * *   -17.5% * * * * *
India INDY Asia and Australia 20.9% * * * * *   0.9% * * * * *
China MCHI Asia and Australia -208.0% * * * * *   40.1% * * * * *
Thailand THD Asia and Australia -25.8% * * * * *   -8.1% * * * * *
Vietnam VNM Asia and Australia -27.7% * * * * *   -10.2% * * * * *
Poland EPOL Europe -322.0% * * * * *   25.7% * * * * *
Sweden EWD Europe 10.1% * * * * *   7.0% * * * * *
Germany EWG Europe 52.5% * * * * *   19.7% * * * * *
Italy EWI Europe -412.4% * * * * *   16.7% * * * * *
Belgium EWK Europe 103.8% * * * * *   8.6% * * * * *
Switzerland EWL Europe 18.1% * * * * *   11.1% * * * * *
Netherlands EWN Europe -8.7% * * * * *   -3.7% * * * * *
Austria EWO Europe -145.2% * * * * *   24.1% * * * * *
Spain EWP Europe 12952.5% * * * * *   23.4% * * * * *
France EWQ Europe -11.3% * * * * *   -0.9% * * * * *
UK EWU Europe 61.6% * * * * *   14.0% * * * * *
EMU EZU Europe 31.1% * * * * *   7.2% * * * * *
Greece GREK Europe -46.2% * * * * *   22.8% * * * * *
Norway NORW Europe 85.7% * * * * *   16.9% * * * * *
Israel EIS Mideast and Africa 17.3% * * * * *   18.4% * * * * *
S Africa EZA Mideast and Africa -577.7% * * * * *   31.5% * * * * *
Turkey TUR Mideast and Africa -23.0% * * * * *   -7.2% * * * * *
Canada EWC North America 11.5% * * * * *   8.9% * * * * *
Mexico EWW North America 158.2% * * * * *   -23.5% * * * * *
US Equity: Russell 3000 SPTM North America 7.0% * * * * *   7.4% * * * * *
Argentina ARGT South America 73.5% * * * * *   52.4% * * * * *
Chile ECH South America 614.0% * * * * *   15.5% * * * * *
Peru EPU South America -60.2% * * * * *   18.4% * * * * *
Brazil EWZ South America 93.8% * * * * *   -13.9% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 8.2% * * * * *   6.4% * * * * *