Global Sectors, ranked by Maximum Drawdown

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

Maximum Drawdown is the largest percentage drop in portfolio value over the last 1, 3, 5, 10, 15, and 20 years. This includes dividends and splits.

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● Portfolio Ingredients: Global Sectors ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)

Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.

      Maximum Drawdown   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 3.1% * * * * *   4.9% * * * * *
S&P 500 SPY Benchmark 6.8% * * * * *   8.3% * * * * *
Clean Energy ICLN Clean Energy 24.6% * * * * *   -17.0% * * * * *
Consumer Discretionary RXI Consumer Discretionary 7.6% * * * * *   7.1% * * * * *
Consumer Staples KXI Consumer Staples 7.0% * * * * *   7.5% * * * * *
Energy IXC Energy 8.3% * * * * *   2.3% * * * * *
Financials IXG Financials 4.5% * * * * *   22.3% * * * * *
Healthcare IXJ Healthcare 14.5% * * * * *   -0.7% * * * * *
Industrials EXI Industrials 6.1% * * * * *   5.6% * * * * *
Infrastructure IGF Infrastructure 4.6% * * * * *   18.7% * * * * *
Materials MXI Materials 15.3% * * * * *   -5.8% * * * * *
Technology IXN Technology 10.6% * * * * *   1.7% * * * * *
Telecom IXP Telecommunications 6.6% * * * * *   16.9% * * * * *
Timber & Forestry WOOD Timber and Forestry 12.1% * * * * *   -8.8% * * * * *
Global Utilities JXI Utilities 8.0% * * * * *   20.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 4.2% * * * * *   6.4% * * * * *