Global Sectors, ranked by Downside Deviation
for period ending August 31, 2026
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
Downside Deviation is also called "below-target semi deviation". This is similar to standard deviation, except that upside deviation is ignored and only the unfavorable downside deviation is used in the calculation.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Downside Deviation | 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 | |||||||||||||||
| U.S. Total Bond Market | BND | Benchmark | 2.2% | 3.3% | 4.5% | 3.5% | 3.0% | 2.8% | 1.8% | 4.1% | -0.4% | 1.4% | 2.0% | 3.1% | |
| S&P 500 | SPY | Benchmark | 6.1% | 7.3% | 10.8% | 10.9% | 9.8% | 11.2% | 20.2% | 20.9% | 12.7% | 15.3% | 15.0% | 11.3% | |
| Clean Energy | ICLN | Clean Energy | 24.7% | 20.3% | 20.1% | 19.9% | 20.1% | 21.5% | 4.0% | -4.5% | 8.3% | 4.0% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | 10.3% | 9.9% | 12.6% | 12.5% | 11.5% | 1.5% | 10.0% | 4.5% | 9.6% | 10.9% | |||
| Consumer Staples | KXI | Consumer Staples | 10.2% | 8.2% | 9.0% | 8.8% | 8.3% | 6.6% | 7.2% | 4.4% | 5.8% | 7.6% | |||
| Energy | IXC | Energy | 13.1% | 12.1% | 15.8% | 18.7% | 16.9% | 17.1% | 43.3% | 17.3% | 23.6% | 10.6% | 6.8% | 6.0% | |
| Financials | IXG | Financials | 6.5% | 6.5% | 11.4% | 13.3% | 13.0% | 16.5% | 18.9% | 26.2% | 14.2% | 12.9% | 11.4% | 5.3% | |
| Healthcare | IXJ | Healthcare | 9.7% | 9.3% | 9.8% | 9.3% | 8.9% | 9.7% | 20.7% | 8.6% | 4.8% | 9.1% | 11.1% | 8.6% | |
| Industrials | EXI | Industrials | 11.4% | 9.7% | 12.1% | 12.9% | 11.8% | 18.5% | 20.0% | 11.6% | 12.2% | 11.6% | |||
| Infrastructure | IGF | Infrastructure | 5.8% | 6.8% | 10.1% | 11.7% | 10.5% | 11.2% | 16.6% | 10.2% | 8.0% | 7.6% | |||
| Materials | MXI | Materials | 13.9% | 11.7% | 14.3% | 13.4% | 13.8% | 30.4% | 14.6% | 7.7% | 11.1% | 6.5% | |||
| Technology | IXN | Technology | 17.6% | 13.2% | 16.5% | 14.3% | 12.5% | 14.1% | 49.4% | 32.5% | 19.4% | 23.9% | 20.8% | 15.9% | |
| Telecom | IXP | Telecommunications | 10.8% | 8.9% | 12.5% | 11.4% | 10.3% | 11.3% | 1.5% | 20.5% | 7.2% | 8.9% | 8.4% | 7.6% | |
| Timber & Forestry | WOOD | Timber and Forestry | 11.9% | 11.6% | 13.7% | 14.7% | 13.9% | -3.3% | 0.5% | -2.5% | 5.6% | 6.2% | |||
| Global Utilities | JXI | Utilities | 8.6% | 9.3% | 11.4% | 10.5% | 9.5% | 10.7% | 15.6% | 8.2% | 9.0% | 8.0% | |||
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 4.2% | 5.4% | 7.9% | 7.2% | 6.4% | 7.1% | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |