Global Sectors, ranked by Risk vs. Return Compass

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

Risk vs. Return Compass is a portfolio comparison tool produces four distinct icons, each colored in red, green, blue, and yellow. These icons serve as indicators, illustrating the position of a particular ingredient on the scatter plot concerning downside deviation and annual return.

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.

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.

      Risk vs. Return Compass   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 146° * * * * * * * * * *   2.2% * * * * *
Consumer Discretionary RXI Consumer Discretionary 109° * * * * * * * * * *   25.2% * * * * *
Consumer Staples KXI Consumer Staples 174° * * * * * * * * * *   14.9% * * * * *
Energy IXC Energy 180° * * * * * * * * * *   6.2% * * * * *
Financials IXG Financials 2° * * * * * * * * * *   42.8% * * * * *
Healthcare IXJ Healthcare 152° * * * * * * * * * *   19.3% * * * * *
Industrials EXI Industrials 12° * * * * * * * * * *   35.2% * * * * *
Infrastructure IGF Infrastructure 17° * * * * * * * * * *   32.3% * * * * *
Materials MXI Materials 140° * * * * * * * * * *   18.5% * * * * *
Technology IXN Technology 18° * * * * * * * * * *   40.3% * * * * *
Telecom IXP Telecommunications 359° * * * * * * * * * *   42.0% * * * * *
Timber & Forestry WOOD Timber and Forestry 140° * * * * * * * * * *   15.7% * * * * *
Global Utilities JXI Utilities 43° * * * * * * * * * *   30.7% * * * * *