Global Sectors, ranked by Sortino
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
Sortino is a measure of risk-adjusted return that uses downside deviation and average returns. Higher is better.
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.
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 | -1.47 | * | * | * | * | * | -28.2% | * | * | * | * | * | |
Consumer Discretionary | RXI | Consumer Discretionary | 0.75 | * | * | * | * | * | 12.3% | * | * | * | * | * | |
Consumer Staples | KXI | Consumer Staples | -0.83 | * | * | * | * | * | -4.0% | * | * | * | * | * | |
Energy | IXC | Energy | 0.81 | * | * | * | * | * | 13.7% | * | * | * | * | * | |
Financials | IXG | Financials | 1.70 | * | * | * | * | * | 20.2% | * | * | * | * | * | |
Healthcare | IXJ | Healthcare | 0.04 | * | * | * | * | * | 4.9% | * | * | * | * | * | |
Industrials | EXI | Industrials | 1.57 | * | * | * | * | * | 19.8% | * | * | * | * | * | |
Infrastructure | IGF | Infrastructure | -0.37 | * | * | * | * | * | -0.1% | * | * | * | * | * | |
Materials | MXI | Materials | 0.34 | * | * | * | * | * | 7.7% | * | * | * | * | * | |
Technology | IXN | Technology | 2.46 | * | * | * | * | * | 31.1% | * | * | * | * | * | |
Telecom | IXP | Telecommunications | 3.27 | * | * | * | * | * | 26.5% | * | * | * | * | * | |
Timber & Forestry | WOOD | Timber and Forestry | 0.83 | * | * | * | * | * | 13.6% | * | * | * | * | * | |
Global Utilities | JXI | Utilities | -0.50 | * | * | * | * | * | -1.4% | * | * | * | * | * |