Global Sectors, ranked by Downside Deviation

for period ending April 30, 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, Alpha, Sharpe Ratio, Sortino Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta

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.

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.

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
			Downside Deviation						Total Return, annualized
		Group average

Clean Energy	ICLN	Clean Energy	17.4%	*	*	*	*	*	-28.2%	*	*	*	*	*
Consumer Discretionary	RXI	Consumer Discretionary	11.6%	*	*	*	*	*	12.3%	*	*	*	*	*
Consumer Staples	KXI	Consumer Staples	9.1%	*	*	*	*	*	-4.0%	*	*	*	*	*
Energy	IXC	Energy	12.1%	*	*	*	*	*	13.7%	*	*	*	*	*
Financials	IXG	Financials	9.2%	*	*	*	*	*	20.2%	*	*	*	*	*
Healthcare	IXJ	Healthcare	8.0%	*	*	*	*	*	4.9%	*	*	*	*	*
Industrials	EXI	Industrials	10.1%	*	*	*	*	*	19.8%	*	*	*	*	*
Infrastructure	IGF	Infrastructure	10.0%	*	*	*	*	*	-0.1%	*	*	*	*	*
Materials	MXI	Materials	12.8%	*	*	*	*	*	7.7%	*	*	*	*	*
Technology	IXN	Technology	11.8%	*	*	*	*	*	31.1%	*	*	*	*	*
Telecom	IXP	Telecommunications	6.3%	*	*	*	*	*	26.5%	*	*	*	*	*
Timber & Forestry	WOOD	Timber and Forestry	11.9%	*	*	*	*	*	13.6%	*	*	*	*	*
Global Utilities	JXI	Utilities	10.2%	*	*	*	*	*	-1.4%	*	*	*	*	*