Global Sectors, ranked by Historical Return
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
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.
Portfolio Ingredients: Global Sectors Peer Group
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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 | * | * | * | * | -25.7% | -17.0% | * | * | * | * | * | |
Consumer Discretionary | RXI | Consumer Discretionary | * | * | * | * | 17.3% | 7.1% | * | * | * | * | * | |
Consumer Staples | KXI | Consumer Staples | * | * | * | * | 4.2% | 7.5% | * | * | * | * | * | |
Energy | IXC | Energy | * | * | * | * | 2.0% | 2.3% | * | * | * | * | * | |
Financials | IXG | Financials | * | * | * | * | 25.7% | 22.3% | * | * | * | * | * | |
Healthcare | IXJ | Healthcare | * | * | * | * | 0.6% | -0.7% | * | * | * | * | * | |
Industrials | EXI | Industrials | * | * | * | * | 12.5% | 5.6% | * | * | * | * | * | |
Infrastructure | IGF | Infrastructure | * | * | * | * | 14.8% | 18.7% | * | * | * | * | * | |
Materials | MXI | Materials | * | * | * | * | -8.2% | -5.8% | * | * | * | * | * | |
Technology | IXN | Technology | * | * | * | * | 24.8% | 1.7% | * | * | * | * | * | |
Telecom | IXP | Telecommunications | * | * | * | * | 31.3% | 16.9% | * | * | * | * | * | |
Timber & Forestry | WOOD | Timber and Forestry | * | * | * | * | -4.2% | -8.8% | * | * | * | * | * | |
Global Utilities | JXI | Utilities | * | * | * | * | 13.2% | 20.6% | * | * | * | * | * | |
Strategic 60-40 Portfolio | s.6040 | Benchmark | * | * | * | * | 14.4% | 6.4% | * | * | * | * | * |