Global Sectors, ranked by Maximum Drawdown
for period ending September 30, 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
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.
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 | 4.1% | 4.1% | 15.8% | 17.3% | 17.3% | 17.3% | -1.5% | 4.2% | -0.6% | 1.1% | 1.8% | 2.9% | |
| S&P 500 | SPY | Benchmark | 5.8% | 7.6% | 23.9% | 23.9% | 23.9% | 50.8% | 15.7% | 22.8% | 13.7% | 15.2% | 15.6% | 11.1% | |
| Clean Energy | ICLN | Clean Energy | 27.7% | 27.7% | 54.0% | 60.8% | 60.8% | 11.0% | 6.8% | -3.4% | 8.1% | 6.4% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | 10.2% | 10.2% | 31.6% | 31.6% | 31.6% | 55.4% | -9.5% | 9.4% | 3.5% | 8.9% | 11.0% | 8.0% | |
| Consumer Staples | KXI | Consumer Staples | 10.0% | 10.0% | 16.4% | 16.4% | 16.4% | 35.3% | 4.1% | 7.5% | 4.2% | 5.3% | 7.7% | 7.3% | |
| Energy | IXC | Energy | 13.6% | 13.6% | 16.1% | 54.4% | 59.7% | 59.7% | 41.1% | 15.5% | 21.0% | 10.1% | 7.5% | 6.0% | |
| Financials | IXG | Financials | 6.3% | 6.3% | 23.6% | 33.2% | 33.2% | 74.0% | 11.4% | 24.8% | 13.3% | 12.4% | 11.9% | 4.9% | |
| Healthcare | IXJ | Healthcare | 8.6% | 16.7% | 16.7% | 16.7% | 16.7% | 36.9% | 17.0% | 9.0% | 5.5% | 8.9% | 11.4% | 8.5% | |
| Industrials | EXI | Industrials | 9.4% | 9.4% | 26.4% | 27.0% | 27.0% | 58.8% | 10.8% | 20.4% | 11.7% | 11.7% | 12.2% | 8.6% | |
| Infrastructure | IGF | Infrastructure | 10.0% | 10.0% | 17.0% | 29.6% | 29.6% | 3.8% | 16.2% | 9.3% | 7.2% | 7.7% | |||
| Materials | MXI | Materials | 8.9% | 15.3% | 25.9% | 28.5% | 34.1% | 61.4% | 17.8% | 13.2% | 7.8% | 10.0% | 7.4% | 6.2% | |
| Technology | IXN | Technology | 8.8% | 10.6% | 34.3% | 34.3% | 34.3% | 52.3% | 45.1% | 37.7% | 22.0% | 24.1% | 21.5% | 15.9% | |
| Telecom | IXP | Telecommunications | 9.7% | 9.7% | 37.7% | 41.0% | 41.0% | 45.0% | -1.1% | 22.4% | 8.9% | 9.1% | 8.9% | 7.4% | |
| Timber & Forestry | WOOD | Timber and Forestry | 14.7% | 20.1% | 27.6% | 37.8% | 37.8% | -6.2% | -1.4% | -2.7% | 4.8% | 6.5% | |||
| Global Utilities | JXI | Utilities | 12.8% | 12.8% | 15.7% | 18.6% | 18.6% | 43.8% | 1.5% | 15.9% | 8.7% | 8.3% | 7.9% | 5.6% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 3.7% | 4.5% | 20.7% | 20.7% | 20.7% | 32.2% | 8.5% | 14.9% | 7.3% | 9.3% | 9.9% | 8.0% | |