Global Sectors, ranked by Treynor

for period ending May 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 -93.4% * * * * *   -14.0% * * * * *
Consumer Discretionary RXI Consumer Discretionary 18.6% * * * * *   18.9% * * * * *
Consumer Staples KXI Consumer Staples 40.7% * * * * *   11.4% * * * * *
Energy IXC Energy -32.0% * * * * *   -8.9% * * * * *
Financials IXG Financials 36.8% * * * * *   27.5% * * * * *
Healthcare IXJ Healthcare -19.3% * * * * *   -5.5% * * * * *
Industrials EXI Industrials 20.7% * * * * *   17.0% * * * * *
Infrastructure IGF Infrastructure 62.9% * * * * *   21.0% * * * * *
Materials MXI Materials -6.1% * * * * *   -2.4% * * * * *
Technology IXN Technology 9.5% * * * * *   10.6% * * * * *
Telecom IXP Telecommunications 25.4% * * * * *   23.3% * * * * *
Timber & Forestry WOOD Timber and Forestry -14.5% * * * * *   -9.2% * * * * *
Global Utilities JXI Utilities 75.0% * * * * *   18.4% * * * * *
Strategic 60-40 Portfolio s.6040 Benchmark 14.3% * * * * *   10.0% * * * * *