Global Sectors, ranked by Risk vs. Return Compass

for period ending April 30, 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.

 

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 165° * * * * * * * * * *   -28.2% * * * * *
Consumer Discretionary RXI Consumer Discretionary 91° * * * * * * * * * *   12.3% * * * * *
Consumer Staples KXI Consumer Staples 171° * * * * * * * * * *   -4.0% * * * * *
Energy IXC Energy 77° * * * * * * * * * *   13.7% * * * * *
Financials IXG Financials 19° * * * * * * * * * *   20.2% * * * * *
Healthcare IXJ Healthcare 170° * * * * * * * * * *   4.9% * * * * *
Industrials EXI Industrials 25° * * * * * * * * * *   19.8% * * * * *
Infrastructure IGF Infrastructure 165° * * * * * * * * * *   -0.1% * * * * *
Materials MXI Materials 127° * * * * * * * * * *   7.7% * * * * *
Technology IXN Technology 16° * * * * * * * * * *   31.1% * * * * *
Telecom IXP Telecommunications 359° * * * * * * * * * *   26.5% * * * * *
Timber & Forestry WOOD Timber and Forestry 77° * * * * * * * * * *   13.6% * * * * *
Global Utilities JXI Utilities 165° * * * * * * * * * *   -1.4% * * * * *