Global Sectors, ranked by Alpha

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, Alpha, 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

Alpha is another way to see risk-adjusted return, showing the extra return above the expected return given the asset class's volatility (beta). Alpha greater than zero shows performance above what is expected based on its beta versus the benchmark of the S&P 500 (represented by the SPY exchange-traded fund).

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 Sectors Peer Group
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      Alpha   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  
 
Clean Energy ICLN Clean Energy -23.2% * * * * *   -17.0% * * * * *
Consumer Discretionary RXI Consumer Discretionary -1.0% * * * * *   7.1% * * * * *
Consumer Staples KXI Consumer Staples 1.4% * * * * *   7.5% * * * * *
Energy IXC Energy -2.5% * * * * *   2.3% * * * * *
Financials IXG Financials 14.7% * * * * *   22.3% * * * * *
Healthcare IXJ Healthcare -7.7% * * * * *   -0.7% * * * * *
Industrials EXI Industrials -1.7% * * * * *   5.6% * * * * *
Infrastructure IGF Infrastructure 12.4% * * * * *   18.7% * * * * *
Materials MXI Materials -12.2% * * * * *   -5.8% * * * * *
Technology IXN Technology -7.1% * * * * *   1.7% * * * * *
Telecom IXP Telecommunications 9.0% * * * * *   16.9% * * * * *
Timber & Forestry WOOD Timber and Forestry -16.5% * * * * *   -8.8% * * * * *
Global Utilities JXI Utilities 14.5% * * * * *   20.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark -1.0% * * * * *   6.4% * * * * *