Global Sectors, ranked by Standard Deviation

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

Standard Deviation shows the 1-, 3-, 5-, 10-, 15-, and 20-year standard deviation from the mean. This is calculated using monthly returns, then annualized.

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.

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
			Standard Deviation						Total Return, annualized
		Group average

Clean Energy	ICLN	Clean Energy	19.4%	*	*	*	*	*	-28.2%	*	*	*	*	*
Consumer Discretionary	RXI	Consumer Discretionary	22.2%	*	*	*	*	*	12.3%	*	*	*	*	*
Consumer Staples	KXI	Consumer Staples	11.2%	*	*	*	*	*	-4.0%	*	*	*	*	*
Energy	IXC	Energy	19.0%	*	*	*	*	*	13.7%	*	*	*	*	*
Financials	IXG	Financials	19.4%	*	*	*	*	*	20.2%	*	*	*	*	*
Healthcare	IXJ	Healthcare	12.2%	*	*	*	*	*	4.9%	*	*	*	*	*
Industrials	EXI	Industrials	21.9%	*	*	*	*	*	19.8%	*	*	*	*	*
Infrastructure	IGF	Infrastructure	15.5%	*	*	*	*	*	-0.1%	*	*	*	*	*
Materials	MXI	Materials	21.5%	*	*	*	*	*	7.7%	*	*	*	*	*
Technology	IXN	Technology	25.0%	*	*	*	*	*	31.1%	*	*	*	*	*
Telecom	IXP	Telecommunications	15.3%	*	*	*	*	*	26.5%	*	*	*	*	*
Timber & Forestry	WOOD	Timber and Forestry	20.8%	*	*	*	*	*	13.6%	*	*	*	*	*
Global Utilities	JXI	Utilities	14.1%	*	*	*	*	*	-1.4%	*	*	*	*	*