Global Sectors, ranked by Sortino
for period ending October 31, 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
Sortino is a measure of risk-adjusted return that uses downside deviation and average returns. Higher is better.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| Sortino | 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 | -0.44 | 0.34 | -0.41 | 0.47 | 0.40 | -10.6% | 7.2% | -8.3% | 7.4% | 5.2% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | -0.70 | 0.95 | 0.03 | 0.69 | 0.93 | 0.64 | -6.2% | 12.7% | 2.4% | 9.4% | 10.5% | 7.9% | |
| Consumer Staples | KXI | Consumer Staples | 1.24 | 0.94 | 0.30 | 0.57 | 0.85 | 0.78 | 16.4% | 11.5% | 5.7% | 6.7% | 7.9% | 7.7% | |
| Energy | IXC | Energy | 4.72 | 1.66 | 1.44 | 0.72 | 0.53 | 0.47 | 59.1% | 21.9% | 22.0% | 11.6% | 7.3% | 6.4% | |
| Financials | IXG | Financials | 1.50 | 3.32 | 0.87 | 0.91 | 0.92 | 0.36 | 15.6% | 26.8% | 12.4% | 12.3% | 11.2% | 4.8% | |
| Healthcare | IXJ | Healthcare | 2.34 | 1.14 | 0.39 | 1.02 | 1.27 | 0.88 | 25.5% | 14.1% | 6.7% | 10.8% | 11.7% | 9.0% | |
| Industrials | EXI | Industrials | 0.54 | 2.00 | 0.70 | 0.87 | 0.99 | 0.64 | 8.6% | 21.5% | 10.5% | 11.7% | 11.2% | 8.4% | |
| Infrastructure | IGF | Infrastructure | 0.97 | 2.28 | 0.68 | 0.61 | 0.68 | 11.2% | 19.9% | 9.8% | 8.2% | 7.6% | |||
| Materials | MXI | Materials | 1.29 | 0.96 | 0.36 | 0.71 | 0.51 | 0.43 | 20.2% | 14.3% | 6.8% | 10.0% | 6.3% | 5.9% | |
| Technology | IXN | Technology | 1.43 | 2.48 | 1.11 | 1.70 | 1.70 | 1.18 | 23.1% | 33.4% | 18.1% | 23.0% | 19.9% | 15.2% | |
| Telecom | IXP | Telecommunications | -0.87 | 1.49 | 0.33 | 0.64 | 0.70 | 0.55 | -10.3% | 18.9% | 6.5% | 8.5% | 7.7% | 6.5% | |
| Timber & Forestry | WOOD | Timber and Forestry | -0.46 | -0.30 | -0.35 | 0.29 | 0.43 | -3.6% | -0.9% | -3.1% | 4.5% | 5.6% | |||
| Global Utilities | JXI | Utilities | 0.38 | 1.63 | 0.60 | 0.75 | 0.79 | 0.50 | 6.3% | 18.6% | 9.3% | 9.3% | 8.2% | 5.8% | |
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 0.84 | 2.40 | 0.42 | 1.06 | 1.31 | 0.97 | 7.4% | 15.9% | 6.6% | 9.6% | 9.4% | 7.9% | |