Global Equities, ranked by Treynor

for period ending December 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, Treynor, Sharpe Ratio, Sortino Ratio, Treynor Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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.

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.

      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 -27.44% * * * * *   -12.9% * * * * *
New Zealand ENZL Asia and Australia -6.85% * * * * *   -4.9% * * * * *
Philippines EPHE Asia and Australia -4.74% * * * * *   -1.4% * * * * *
Australia EWA Asia and Australia 1.00% * * * * *   1.6% * * * * *
Hong Kong EWH Asia and Australia -2.49% * * * * *   0.0% * * * * *
Japan EWJ Asia and Australia 7.79% * * * * *   7.0% * * * * *
Malaysia EWM Asia and Australia 63.67% * * * * *   19.5% * * * * *
Singapore EWS Asia and Australia 47.35% * * * * *   22.1% * * * * *
Taiwan EWT Asia and Australia 26.56% * * * * *   16.1% * * * * *
S Korea EWY Asia and Australia -18.69% * * * * *   -20.5% * * * * *
India INDY Asia and Australia 7.53% * * * * *   3.5% * * * * *
China MCHI Asia and Australia 11060.64% * * * * *   17.7% * * * * *
Thailand THD Asia and Australia -18.00% * * * * *   -2.2% * * * * *
Vietnam VNM Asia and Australia -9.20% * * * * *   -11.1% * * * * *
Poland EPOL Europe -3.88% * * * * *   -2.5% * * * * *
Sweden EWD Europe -4.55% * * * * *   -3.9% * * * * *
Germany EWG Europe 12.31% * * * * *   9.8% * * * * *
Italy EWI Europe 23.06% * * * * *   10.3% * * * * *
Belgium EWK Europe -0.55% * * * * *   0.2% * * * * *
Switzerland EWL Europe -4.29% * * * * *   -2.8% * * * * *
Netherlands EWN Europe 1.65% * * * * *   1.7% * * * * *
Austria EWO Europe 49.67% * * * * *   4.1% * * * * *
Spain EWP Europe 11.12% * * * * *   5.8% * * * * *
France EWQ Europe -16.01% * * * * *   -5.6% * * * * *
UK EWU Europe 15.78% * * * * *   6.8% * * * * *
EMU EZU Europe 3.39% * * * * *   2.3% * * * * *
Greece GREK Europe -159.29% * * * * *   9.5% * * * * *
Norway NORW Europe -4.39% * * * * *   -2.5% * * * * *
Israel EIS Mideast and Africa 35.56% * * * * *   34.5% * * * * *
S Africa EZA Mideast and Africa 51.22% * * * * *   7.3% * * * * *
Turkey TUR Mideast and Africa 108.67% * * * * *   12.9% * * * * *
Canada EWC North America 13.42% * * * * *   12.4% * * * * *
Mexico EWW North America -125.98% * * * * *   -28.2% * * * * *
US Equity: Russell 3000 SPTM North America 22.99% * * * * *   23.9% * * * * *
Argentina ARGT South America 1421.08% * * * * *   63.5% * * * * *
Chile ECH South America -23.23% * * * * *   -8.6% * * * * *
Peru EPU South America 90.30% * * * * *   21.8% * * * * *
Brazil EWZ South America -142.30% * * * * *   -30.5% * * * * *