Global Sectors, ranked by Total Return
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
Total Return is the total annual return over the last 1, 3, 5, 10, 15, and 20-year periods.
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.
| Total Return | Downside Deviation | ||||||||||||||||
| Ingredient Name | ID | Category | YTD | Oct | 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 | -15.3% | -10.8% | 2.2% | * | * | * | * | * | 20.9% | * | * | * | * | * | |
| Consumer Discretionary | RXI | Consumer Discretionary | 8.7% | -3.4% | 25.2% | * | * | * | * | * | 8.2% | * | * | * | * | * | |
| Consumer Staples | KXI | Consumer Staples | 6.9% | -4.6% | 14.9% | * | * | * | * | * | 5.9% | * | * | * | * | * | |
| Energy | IXC | Energy | 5.7% | -0.1% | 6.2% | * | * | * | * | * | 4.7% | * | * | * | * | * | |
| Financials | IXG | Financials | 22.8% | 0.3% | 42.8% | * | * | * | * | * | 5.3% | * | * | * | * | * | |
| Healthcare | IXJ | Healthcare | 8.4% | -4.9% | 19.3% | * | * | * | * | * | 8.4% | * | * | * | * | * | |
| Industrials | EXI | Industrials | 14.7% | -2.6% | 35.2% | * | * | * | * | * | 6.7% | * | * | * | * | * | |
| Infrastructure | IGF | Infrastructure | 16.2% | -1.3% | 32.3% | * | * | * | * | * | 6.6% | * | * | * | * | * | |
| Materials | MXI | Materials | 1.9% | -6.0% | 18.5% | * | * | * | * | * | 11.3% | * | * | * | * | * | |
| Technology | IXN | Technology | 18.6% | -2.3% | 40.3% | * | * | * | * | * | 9.3% | * | * | * | * | * | |
| Telecom | IXP | Telecommunications | 26.9% | 0.1% | 42.0% | * | * | * | * | * | 4.6% | * | * | * | * | * | |
| Timber & Forestry | WOOD | Timber and Forestry | 0.6% | -6.5% | 15.7% | * | * | * | * | * | 13.7% | * | * | * | * | * | |
| Global Utilities | JXI | Utilities | 19.5% | -2.9% | 30.7% | * | * | * | * | * | 8.9% | * | * | * | * | * | |