Global Equities, ranked by Treynor
for period ending May 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.
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Portfolio Ingredients: Global Equities Peer Group
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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 | 0.2% | * | * | * | * | * | 0.5% | * | * | * | * | * | |
New Zealand | ENZL | Asia and Australia | -4.8% | * | * | * | * | * | -2.8% | * | * | * | * | * | |
Philippines | EPHE | Asia and Australia | -33.0% | * | * | * | * | * | 13.8% | * | * | * | * | * | |
Australia | EWA | Asia and Australia | 9.5% | * | * | * | * | * | 8.5% | * | * | * | * | * | |
Hong Kong | EWH | Asia and Australia | 57.8% | * | * | * | * | * | 18.1% | * | * | * | * | * | |
Japan | EWJ | Asia and Australia | 29.8% | * | * | * | * | * | 10.0% | * | * | * | * | * | |
Malaysia | EWM | Asia and Australia | 50.4% | * | * | * | * | * | 8.0% | * | * | * | * | * | |
Singapore | EWS | Asia and Australia | 75.4% | * | * | * | * | * | 37.5% | * | * | * | * | * | |
Taiwan | EWT | Asia and Australia | 8.8% | * | * | * | * | * | 7.5% | * | * | * | * | * | |
S Korea | EWY | Asia and Australia | -0.8% | * | * | * | * | * | -0.1% | * | * | * | * | * | |
India | INDY | Asia and Australia | -156.2% | * | * | * | * | * | 4.6% | * | * | * | * | * | |
China | MCHI | Asia and Australia | -307.2% | * | * | * | * | * | 23.4% | * | * | * | * | * | |
Thailand | THD | Asia and Australia | -38.3% | * | * | * | * | * | -4.1% | * | * | * | * | * | |
Vietnam | VNM | Asia and Australia | 18.6% | * | * | * | * | * | 7.8% | * | * | * | * | * | |
Poland | EPOL | Europe | -84.0% | * | * | * | * | * | 27.7% | * | * | * | * | * | |
Sweden | EWD | Europe | 27.1% | * | * | * | * | * | 10.1% | * | * | * | * | * | |
Germany | EWG | Europe | 190.8% | * | * | * | * | * | 34.1% | * | * | * | * | * | |
Italy | EWI | Europe | -189.1% | * | * | * | * | * | 28.0% | * | * | * | * | * | |
Belgium | EWK | Europe | -204.7% | * | * | * | * | * | 16.3% | * | * | * | * | * | |
Switzerland | EWL | Europe | 69.6% | * | * | * | * | * | 14.6% | * | * | * | * | * | |
Netherlands | EWN | Europe | 12.1% | * | * | * | * | * | 5.3% | * | * | * | * | * | |
Austria | EWO | Europe | -317.8% | * | * | * | * | * | 32.6% | * | * | * | * | * | |
Spain | EWP | Europe | -143.4% | * | * | * | * | * | 34.1% | * | * | * | * | * | |
France | EWQ | Europe | -114.4% | * | * | * | * | * | 5.0% | * | * | * | * | * | |
UK | EWU | Europe | 50.5% | * | * | * | * | * | 14.4% | * | * | * | * | * | |
EMU | EZU | Europe | 229.3% | * | * | * | * | * | 16.6% | * | * | * | * | * | |
Greece | GREK | Europe | -161.2% | * | * | * | * | * | 39.8% | * | * | * | * | * | |
Norway | NORW | Europe | 200.4% | * | * | * | * | * | 10.0% | * | * | * | * | * | |
Israel | EIS | Mideast and Africa | 44.1% | * | * | * | * | * | 39.3% | * | * | * | * | * | |
S Africa | EZA | Mideast and Africa | 405.0% | * | * | * | * | * | 37.6% | * | * | * | * | * | |
Turkey | TUR | Mideast and Africa | -41.5% | * | * | * | * | * | -27.9% | * | * | * | * | * | |
Canada | EWC | North America | 28.5% | * | * | * | * | * | 20.2% | * | * | * | * | * | |
Mexico | EWW | North America | 16.6% | * | * | * | * | * | -3.5% | * | * | * | * | * | |
SPDR S&P 1500 | SPTM | North America | 11.8% | * | * | * | * | * | 12.3% | * | * | * | * | * | |
Argentina | ARGT | South America | 62.2% | * | * | * | * | * | 46.0% | * | * | * | * | * | |
Chile | ECH | South America | -76.8% | * | * | * | * | * | 14.9% | * | * | * | * | * | |
Peru | EPU | South America | -50.8% | * | * | * | * | * | 12.4% | * | * | * | * | * | |
Brazil | EWZ | South America | 5.4% | * | * | * | * | * | -0.7% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | 14.3% | * | * | * | * | * | 10.0% | * | * | * | * | * |