Global Sectors, ranked by Treynor
for period ending August 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
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.
Treynor Ratio is shown as n/m ("not meaningful") when a portfolio ingredients's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so values of beta near zero produce extreme or unstable results that are not meaningful for comparison. Portfolios with low beta are not necessarily low risk. Refer to Standard Deviation, Downside Deviation, and Maximum Drawdown for measures of risk.
Portfolio Ingredients: Global Sectors Peer Group
Sort by any column by clicking on the gray column heading.
| 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 | 1.1 | -0.8 | 0.5 | 0.2 | n/m | 21.5% | 4.0% | -4.5% | 8.3% | 4.0% | |||
| Consumer Discretionary | RXI | Consumer Discretionary | -0.3 | 0.6 | 0.6 | 0.8 | n/m | 1.5% | 10.0% | 4.5% | 9.6% | 10.9% | |||
| Consumer Staples | KXI | Consumer Staples | 1.3 | 0.8 | 0.6 | 1.0 | n/m | 6.6% | 7.2% | 4.4% | 5.8% | 7.6% | |||
| Energy | IXC | Energy | -4.7 | n/m | 5.3 | 0.9 | 0.5 | 0.4 | 43.3% | 17.3% | 23.6% | 10.6% | 6.8% | 6.0% | |
| Financials | IXG | Financials | 3.6 | 3.1 | 1.2 | 1.1 | 0.9 | 0.3 | 18.9% | 26.2% | 14.2% | 12.9% | 11.4% | 5.3% | |
| Healthcare | IXJ | Healthcare | n/m | 1.0 | 0.1 | 1.0 | 1.4 | 1.0 | 20.7% | 8.6% | 4.8% | 9.1% | 11.1% | 8.6% | |
| Industrials | EXI | Industrials | 2.1 | 1.8 | 0.7 | 0.9 | 0.9 | n/m | 18.5% | 20.0% | 11.6% | 12.2% | 11.6% | ||
| Infrastructure | IGF | Infrastructure | n/m | 2.9 | 0.9 | 0.7 | 0.8 | n/m | 11.2% | 16.6% | 10.2% | 8.0% | 7.6% | ||
| Materials | MXI | Materials | 4.8 | 1.5 | 0.4 | 0.9 | 0.4 | n/m | 30.4% | 14.6% | 7.7% | 11.1% | 6.5% | ||
| Technology | IXN | Technology | 2.2 | 1.8 | 1.1 | 1.8 | 1.6 | 1.2 | 49.4% | 32.5% | 19.4% | 23.9% | 20.8% | 15.9% | |
| Telecom | IXP | Telecommunications | -0.3 | 1.8 | 0.3 | 0.7 | 0.8 | 0.7 | 1.5% | 20.5% | 7.2% | 8.9% | 8.4% | 7.6% | |
| Timber & Forestry | WOOD | Timber and Forestry | n/m | -0.7 | -0.9 | 0.3 | 0.4 | n/m | -3.3% | 0.5% | -2.5% | 5.6% | 6.2% | ||
| Global Utilities | JXI | Utilities | n/m | 3.6 | 0.6 | 1.2 | 1.2 | n/m | 10.7% | 15.6% | 8.2% | 9.0% | 8.0% | ||
| Strategic 60-40 Portfolio | s.6040 | Benchmark | 1.4 | 1.3 | 0.3 | 1.0 | 1.2 | 1.0 | 12.7% | 13.9% | 6.9% | 9.5% | 9.7% | 8.2% | |