Global Sectors, ranked by Maximum Drawdown
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
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.
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.
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 | |||||||||||||||
Clean Energy | ICLN | Clean Energy | 15.3% | * | * | * | * | * | 2.2% | * | * | * | * | * | |
Consumer Discretionary | RXI | Consumer Discretionary | 4.8% | * | * | * | * | * | 25.2% | * | * | * | * | * | |
Consumer Staples | KXI | Consumer Staples | 4.6% | * | * | * | * | * | 14.9% | * | * | * | * | * | |
Energy | IXC | Energy | 5.0% | * | * | * | * | * | 6.2% | * | * | * | * | * | |
Financials | IXG | Financials | 3.5% | * | * | * | * | * | 42.8% | * | * | * | * | * | |
Healthcare | IXJ | Healthcare | 7.8% | * | * | * | * | * | 19.3% | * | * | * | * | * | |
Industrials | EXI | Industrials | 3.5% | * | * | * | * | * | 35.2% | * | * | * | * | * | |
Infrastructure | IGF | Infrastructure | 3.6% | * | * | * | * | * | 32.3% | * | * | * | * | * | |
Materials | MXI | Materials | 6.0% | * | * | * | * | * | 18.5% | * | * | * | * | * | |
Technology | IXN | Technology | 5.8% | * | * | * | * | * | 40.3% | * | * | * | * | * | |
Telecom | IXP | Telecommunications | 2.8% | * | * | * | * | * | 42.0% | * | * | * | * | * | |
Timber & Forestry | WOOD | Timber and Forestry | 6.5% | * | * | * | * | * | 15.7% | * | * | * | * | * | |
Global Utilities | JXI | Utilities | 5.1% | * | * | * | * | * | 30.7% | * | * | * | * | * |