Global Sectors, ranked by Historical Return
for period ending October 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, Alpha, Sharpe Ratio, Sortino Ratio
by Volatility / Risk: Maximum Drawdown, Standard Deviation, Downside Deviation, Beta
Historical Return is the annual return for the last 5 calendar years.
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.
Historical Return | Total Return, annualized | |||||||||||||
Ingredient Name | ID | Category | 1 year | 3 year | 5 year | 10 year | 15 year | 20 year | ||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Group Average | ||||||||||||||
Clean Energy | ICLN | Clean Energy | * | * | * | * | -20.4% | 2.2% | * | * | * | * | * | |
Consumer Discretionary | RXI | Consumer Discretionary | * | * | * | * | 27.6% | 25.2% | * | * | * | * | * | |
Consumer Staples | KXI | Consumer Staples | * | * | * | * | 2.4% | 14.9% | * | * | * | * | * | |
Energy | IXC | Energy | * | * | * | * | 3.9% | 6.2% | * | * | * | * | * | |
Financials | IXG | Financials | * | * | * | * | 15.0% | 42.8% | * | * | * | * | * | |
Healthcare | IXJ | Healthcare | * | * | * | * | 3.6% | 19.3% | * | * | * | * | * | |
Industrials | EXI | Industrials | * | * | * | * | 22.0% | 35.2% | * | * | * | * | * | |
Infrastructure | IGF | Infrastructure | * | * | * | * | 6.2% | 32.3% | * | * | * | * | * | |
Materials | MXI | Materials | * | * | * | * | 14.4% | 18.5% | * | * | * | * | * | |
Technology | IXN | Technology | * | * | * | * | 53.0% | 40.3% | * | * | * | * | * | |
Telecom | IXP | Telecommunications | * | * | * | * | 38.8% | 42.0% | * | * | * | * | * | |
Timber & Forestry | WOOD | Timber and Forestry | * | * | * | * | 13.8% | 15.7% | * | * | * | * | * | |
Global Utilities | JXI | Utilities | * | * | * | * | 0.7% | 30.7% | * | * | * | * | * |