Global Sectors, ranked by Treynor

for period ending March 31, 2025

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, Treynor, 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

The Treynor Ratio is a significant measure of risk-adjusted return used in portfolio management and financial analysis. Unlike the Sharpe Ratio, which evaluates total risk, the Treynor Ratio focuses solely on market risk, measured by beta.

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.

Portfolio Ingredients: Global Sectors Peer Group
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      Treynor   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 -40.5% * * * * *   -17.0% * * * * *
Consumer Discretionary RXI Consumer Discretionary 7.3% * * * * *   7.1% * * * * *
Consumer Staples KXI Consumer Staples 18.2% * * * * *   7.5% * * * * *
Energy IXC Energy 47.1% * * * * *   2.3% * * * * *
Financials IXG Financials 27.2% * * * * *   22.3% * * * * *
Healthcare IXJ Healthcare -1.7% * * * * *   -0.7% * * * * *
Industrials EXI Industrials 7.4% * * * * *   5.6% * * * * *
Infrastructure IGF Infrastructure 42.3% * * * * *   18.7% * * * * *
Materials MXI Materials -12.9% * * * * *   -5.8% * * * * *
Technology IXN Technology 1.2% * * * * *   1.7% * * * * *
Telecom IXP Telecommunications 18.7% * * * * *   16.9% * * * * *
Timber & Forestry WOOD Timber and Forestry -11.0% * * * * *   -8.8% * * * * *
Global Utilities JXI Utilities 49.9% * * * * *   20.6% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 8.2% * * * * *   6.4% * * * * *