iShares Russell 1000 Growth ETF

for period ending December 31, 2024


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  Overview

IWF is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   iShares (www.ishares.com)

Description   iShares Russell 1000 Growth ETF gives investors access to equities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Asset Classes, U.S. Equity: Lg Cap Gro

Peer Group   Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of large- and mid-capitalization U.S. equities that exhibit growth characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the Russell 1000® Growth Index (the "underlying index"), which measures the performance of large- and mid-capitalization growth sectors of the U.S. equity market. It is a subset of the Russell 1000® Index, which measures the performance of the large-capitalization sector of the U.S. equity market You may consult www.ishares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "IWF" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending December 31, 2024

5-year graph

● IWF ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
IWF 33.1% 0.9% 33.1% 10.3% 18.8% 16.6% 16.2% 12.3%
Peer Group* average
60% Equity / 40% Bonds 14.4% -2.5% 14.4% 3.8% 8.2% 8.2% 9.2% 7.6%
Global Equities (ACWI) 17.5% -2.7% 17.5% 5.4% 10.1% 9.4% 9.2%  
U.S. Equities (SPY) 24.9% -2.4% 24.9% 8.8% 14.5% 13.0% 13.8% 10.3%
U.S. Bonds (BND) 1.4% -1.7% 1.4% -2.4% -0.4% 1.3% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 33.4729789746052% 3.44654648480236% 33.4729789746052% 13.7769169538909% 11.9267366969072% 1.83816786349527% 0.814876891448169% 0%
DBB 7.88686675162489% -1.96972882051958% 7.88686675162489% -1.27915693964634% 7.46826566598369% 3.20894937532483% -0.208731491995495% 0%
DBO 7.85417023349941% 5.05962940812164% 7.85417023349941% 5.2108258999064% 8.14120643196259% 0.213673533089587% -3.54704694956435% 0%
DBC 2.17947023142337% 1.71795500905925% 2.17947023142337% 4.57083289180726% 8.29871869710166% 2.85915033072419% -0.0439311475143866% 2.02964100377288%
GLD 26.6569022336141% -1.40885215196059% 26.6569022336141% 12.3012764921162% 11.1228237408448% 7.86354299310159% 5.57487145436579% 8.92529113064682%
FXA -7.74204109878418% -4.94039736313484% -7.74204109878418% -4.52369779388118% -2.20702377688754% -2.13387895813886% -1.15266555121459% 0%
FXC -5.96056483707217% -2.51284700129183% -5.96056483707217% -3.02576702785464% -1.40826856639124% -1.76565661775061% -1.81428899213215% 0%
FXF -7.45772558174616% -2.96400594942985% -7.45772558174616% -0.291847694493985% 0.566719144038941% -0.0257329528695727% 0.132279758479292% 0%
FXE -4.18199804509548% -1.85745966924943% -4.18199804509548% -2.23953146273149% -1.45023367136258% -1.85337339053121% -2.41560231265838% 0%
FXB 1.35492625820952% -1.33262063897402% 1.35492625820952% -0.774877237517013% -0.209819691693003% -1.84230403438876% -1.56974585560422% 0%
FXY -10.9253912779213% -4.99189627228526% -10.9253912779213% -10.3987981522764% -7.68398630547008% -3.20707292803951% -3.9088954637581% 0%
UUP 13.4844434815803% 2.99140951142411% 13.4844434815803% 8.78229133757615% 4.90356616045933% 3.46132510975965% 2.5527964840919% 0%
EEM 6.4972650185694% -1.69193647220781% 6.4972650185694% -2.67079020274696% 0.788226783243595% 2.87589500009862% 2.18983559287813% 5.22951297946381%
AMLP 22.6955421229451% -6.15744349181606% 22.6955421229451% 23.1938092380012% 12.0038672329857% 2.52087106538705% 0% 0%
IGIB 3.49089568482179% -1.57477801061875% 3.49089568482179% -1.03391193885225% 0.929797518501307% 2.49449845646572% 3.19751635216936% 0%
EMHY 11.9775923545361% -1.22088054953009% 11.9775923545361% 2.54561049424722% 1.891230482712% 4.11486212167897% 0% 0%
HYD 4.94262334300908% -1.10738880078816% 4.94262334300908% -2.62929485280735% -0.576613203379661% 2.20069339536357% 3.53142026025526% 0%
IEF -0.635291945858885% -2.25636218779077% -0.635291945858885% -4.39885488916224% -1.45816956283612% 0.640576676685178% 2.42035405007899% 3.06793210755836%
IGOV -6.49555672768473% -3.74748093537258% -6.49555672768473% -8.37336522866353% -4.99276671988595% -2.02824181111877% -1.04940019650658% 0%
IHY 3.54788233128169% -1.14114884528997% 3.54788233128169% -0.321251684367552% 0.896329924147499% 3.13461369347456% 0% 0%
ITM 0.722410767988313% -0.744018886017572% 0.722410767988313% -1.44456728343779% 0.311173383567809% 1.83951082149469% 2.9362700225376% 0%
JNK 7.70492746498543% -0.868849351653389% 7.70492746498543% 1.6956242327784% 2.79799423586813% 3.73136479224538% 5.02340815002826% 0%
MBB 1.31297804867514% -1.75934915434823% 1.31297804867514% -2.14886723177495% -0.789132933499204% 0.773941122631228% 1.68172118788101% 0%
TIP 1.6511308674467% -1.71318454980269% 1.6511308674467% -2.53399191167658% 1.63410010786365% 2.05811143406254% 2.67842021151605% 3.131485762102%
AGG 1.30760961466865% -1.69118984734226% 1.30760961466865% -2.35874912345049% -0.346558371761485% 1.29779216036205% 2.29213986107151% 2.88290341540136%
BND 1.37655161915169% -1.68121573040227% 1.37655161915169% -2.44639545813558% -0.374946269038123% 1.32249369440931% 2.30079922947901% 2.97412649058979%
EMB 5.53921391504089% -2.22194523561907% 5.53921391504089% -2.38710990547852% -0.8426005849828% 2.4503191098346% 3.74098755158445% 0%
PCY 2.54849814003077% -4.08298492011378% 2.54849814003077% -2.81646419950423% -2.11684076569916% 1.94581544672869% 3.70222666588951% 0%
BIL 5.19101822011554% 0.402275045383349% 5.19101822011554% 3.73552618146096% 2.28641244285401% 1.59577665654664% 1.04220023346746% 0%
TLT -8.05845422169141% -6.37714790809692% -8.05845422169141% -13.3933941023412% -6.04358259069675% -1.15707335214308% 2.60924571860282% 3.15107310026452%
SHY 3.91584829135545% 0.251967399593633% 3.91584829135545% 1.32963440468121% 1.26225138232636% 1.26360147936897% 1.15162459906795% 1.83237154331628%
ACWI 17.4558436016784% -2.65480620321993% 17.4558436016784% 5.44168343399209% 10.1072040006011% 9.39201989243563% 9.17376660092246% 0%
FM 7.28135714913729% 0.114499785585731% 7.28135714913729% -4.58377315700758% 0.851769693270854% 1.67074536144984% 0% 0%
EFA 3.51008036927369% -2.94788586230421% 3.51008036927369% 1.60936170611159% 4.69785496398714% 5.20766314485441% 5.18079707088006% 4.69412290919813%
EFG 1.53507714867449% -3.57196163923451% 1.53507714867449% -2.82223724312096% 3.72318373462763% 5.61198457436249% 5.71408916109277% 5.08528689725061%
EFV 5.39967959831447% -2.51695973692838% 5.39967959831447% 5.89663509574005% 5.06383053244222% 4.25484398961296% 4.27108574585668% 3.91530771800017%
SCZ 1.54406721013953% -3.15614048798144% 1.54406721013953% -3.33441553445847% 2.13084815188087% 5.45967096720532% 6.49561709723714% 0%
IWB 24.3211438616074% -2.82205489329782% 24.3211438616074% 8.28608591007482% 14.1382323225871% 12.7284136241404% 13.6438763476724% 10.2588682943565%
IWV 23.4939744158483% -3.16676650431812% 23.4939744158483% 7.84346643180136% 13.6744994291486% 12.3604018331852% 13.3761600241667% 10.0385516858687%
SPY 24.8851497230756% -2.4099758574649% 24.8851497230756% 8.83960405418933% 14.4640136849807% 13.0057494561536% 13.7784987044181% 10.2720747249267%
IWF 33.1206307241641% 0.906108118418025% 33.1206307241641% 10.2984167341339% 18.7776899276658% 16.5730311177369% 16.2418599900997% 12.3358460228133%
QQQ 25.5764408069846% 0.452402991661804% 25.5764408069846% 9.44782487880125% 19.946279422596% 18.2774692771882% 18.5099442624352% 14.4679164584119%
IWD 14.1754137698795% -6.85689885231313% 14.1754137698795% 5.45583721255651% 8.52314751877707% 8.30870896190523% 10.5633117975392% 7.72407716423413%
IWC 13.6333160497263% -5.55196053591185% 13.6333160497263% -1.11561689507171% 6.7635293592285% 6.65037192686633% 9.71107240716949% 6.03451880249246%
IWR 15.2194539432744% -7.07810739116068% 15.2194539432744% 3.63066367703813% 9.76145268678557% 9.46279306541029% 11.920117579153% 9.42646144393897%
IWP 21.8620286572134% -6.21433997234201% 21.8620286572134% 3.92187220546103% 11.3144047015864% 11.340282169687% 13.0984306895605% 10.2713634692592%
IWS 12.9214370595447% -7.31029712154472% 12.9214370595447% 3.67786108995922% 8.39147177963118% 7.89950216560842% 10.9093251408792% 8.57487658655183%
IWM 11.3908344255836% -8.37076145857776% 11.3908344255836% 1.14742081516939% 7.30537298979372% 7.75745784348465% 10.3023493063328% 7.77560900935779%
IWO 15.042487250009% -8.41547141790548% 15.042487250009% 0.174906035923628% 6.78102839223103% 8.08627366058044% 10.9605203170514% 8.32853304947356%
IWN 7.64158747218484% -8.50527931541298% 7.64158747218484% 1.67506133155486% 7.07896357185271% 6.96208634733837% 9.31366072066326% 6.86810057419569%
IYR 4.41927180297288% -8.28521947265493% 4.41927180297288% -4.52322301988664% 2.53665651597434% 5.15722751387488% 8.38370535851578% 5.91951959588299%
VNQ 4.80727219260584% -8.37611626088456% 4.80727219260584% -4.73760390104596% 2.9760156923117% 5.04853661978073% 8.87351389749385% 6.76652501280031%
Historical Return
 
IWF 35.9% 38.3% 27.4% -29.3% 42.6%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA -0.697094686936395% -2.5362386282649% 22.3667870007247% 2.52541503893984% 7.6310543282736%
DBB -1.16042553826642% 15.5287979711187% 28.9687171610854% -11.8033665814941% 1.11276302746959%
DBO 28.0353839606251% -20.9934483773066% 60.7354444240378% 13.0520436760381% -4.48624264803972%
DBC 11.8376108213777% -7.83697718802477% 41.360535033944% 19.3381047925849% -6.22460154221798%
GLD 17.8556904373739% 24.8145617346329% -4.14892032504178% -0.772115217246239% 12.6915838291174%
FXA 0.129925993810764% 9.52350855981821% -6.16946364880147% -6.4795204395478% 0.873294276868242%
FXC 5.9511910711165% 1.9247050425502% 0.219895404397619% -6.43799822735651% 3.64766976490269%
FXF 0.316185948560288% 8.18450819287408% -4.07886034404914% -2.28680218958219% 9.62222426685186%
FXE -2.90461788489074% 7.93977873933371% -7.82637923902186% -6.56633974962763% 4.36126866589124%
FXB 3.86576822928071% 2.87316229551748% -1.53723850110821% -10.4499892346964% 7.63522680479234%
FXY 0.367368624530151% 4.60939954215214% -10.9009650293582% -12.7500306816945% -7.44022316264038%
UUP 4.08765048567645% -6.66154033909668% 5.73433156103185% 9.45907489834206% 3.63023939965812%
EEM 18.1716844171569% 17.0335264963521% -3.61506944684574% -20.5632849615499% 8.9857861217226%
AMLP 5.97523431913112% -32.1883605644408% 39.0254130455612% 25.5174388706158% 21.404224575858%
IGIB 14.5949940384283% 9.64395182780677% -1.45079652168194% -14.2423245395042% 9.21544637468605%
EMHY 12.974642147241% 3.8347587027951% -1.91783307204367% -13.571830654467% 11.420418464724%
HYD 8.58216579302804% 0.175553140117612% 5.05000335419787% -16.2630266222899% 5.05476833906597%
IEF 8.02980179417172% 10.0067525304147% -3.3293811969846% -15.3224471675499% 3.84577301390396%
IGOV 3.76049055767753% 10.8829883297037% -9.24862266459218% -22.0709678133312% 5.56833628419986%
IHY 12.2937080022723% 8.6391439076694% -2.81868222783822% -14.3093161857662% 11.6176558655916%
ITM 7.794599064576% 5.87374376331711% 0.211272131214879% -9.49920989230485% 5.01787458403322%
JNK 14.8747678606137% 4.95788483561819% 3.99233629259175% -12.1940104391954% 11.2108307918728%
MBB 6.18468130200205% 4.07802353206683% -1.43116649109989% -11.9288470331859% 5.00229938339551%
TIP 8.34813624906328% 10.8362642607544% 5.67099926412111% -12.2485594077103% 3.79897566544987%
AGG 8.45565236108594% 7.47708555312345% -1.76966487938421% -13.0229490718201% 5.64604835614513%
BND 8.83598208831886% 7.714106491634% -1.86130081971591% -13.1117738288884% 5.39779306683275%
EMB 15.4771925266927% 5.42209326552676% -2.23745681275348% -18.9402646344802% 8.7182561367158%
PCY 17.6535010244914% 2.28307465836379% -4.28984314228292% -24.4509577564376% 18.4731184444347%
BIL 2.15977648563013% 0.400179264852674% -0.0983405768986034% 1.40457752023322% 4.65170866921711%
TLT 14.1206545379385% 18.1520596338079% -4.60230322759316% -31.2335291660792% 2.74590442167644%
SHY 3.38023620381835% 3.03428893894182% -0.677718035374231% -3.8792510030099% 4.16228386765611%
ACWI 26.5777652204882% 16.332736917886% 18.6696697891261% -18.3853701638988% 22.2909586538479%
FM 19.8540619143207% -3.4134790770491% 24.3467325339888% -24.4266259999584% 7.1454283630821%
EFA 22.0366772498114% 7.58864729501965% 11.4605811720758% -14.3858454790271% 18.3785324403616%
EFG 27.4636460647714% 17.8437843842894% 11.0124848284023% -23.1182709479446% 17.5605053363662%
EFV 15.7811099758605% -2.97358887228282% 11.1040024989595% -5.22055012276389% 18.8756780437068%
SCZ 24.6407462138673% 11.6927071102026% 10.1397869811635% -21.2747136087976% 12.9917772516855%
IWB 31.0527951551751% 20.7743128019761% 26.3173971341538% -19.1971670033935% 26.3997989505766%
IWV 30.6557369749862% 20.5483203906353% 25.5372386229023% -19.2864798715719% 25.8315252373797%
SPY 31.221744049021% 18.373186435145% 28.7450837271027% -18.177972123601% 26.1768909180285%
IWF 35.8581031286208% 38.25497944599% 27.434129149431% -29.3083523091416% 42.5917386064245%
QQQ 38.9597622540161% 48.6187814997514% 27.4203533355088% -32.5796936046441% 54.8540304403029%
IWD 26.127303287795% 2.72540988295156% 24.9459408097814% -7.7555406871766% 11.3522477044979%
IWC 22.2097100617347% 20.880275234036% 18.6795920967858% -21.935163313637% 8.99886849410814%
IWR 30.2303352927279% 16.9153042320047% 22.4370983725451% -17.4836164562227% 17.0573909341308%
IWP 35.0422205395688% 35.241361554231% 12.5968963062359% -26.735206964838% 25.7063324448986%
IWS 26.7313752015837% 4.80313839972486% 28.0982485180964% -12.2976160813877% 12.530511262895%
IWM 25.394705365148% 20.0298627741317% 14.5390544720052% -20.4867085633861% 16.8356154368217%
IWO 28.4787572517784% 34.6809781696101% 2.53860451634156% -26.2716823496301% 18.5179809518975%
IWN 22.017753227298% 4.66346011618424% 27.9624001623189% -14.768821902111% 14.5683724726516%
IYR 28.1715865465893% -6.12386483117237% 38.7226281829708% -25.5167550255882% 11.9061619244207%
VNQ 28.8724744754407% -4.68092698194492% 40.5193422590961% -26.247397993711% 11.8396342587313%


  Compare: Risk vs. Return

for period ending December 31, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● IWF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● IWF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● IWF ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
IWF risk vs. 60/40 Worse Worse Worse Worse Worse Worse
IWF return vs. 60/40 Better Better Better Better Better Better
Risk-Return Quadrant
NE NE NE NE NE NE
Risk-Return Direction 2° 42° 28° 30° 33° 44°
Risk-Return Magnitude 18.7 8.7 12.0 9.7 8.4 6.6
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares IWF to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 4.6% 0.7% 2.4% 2.0% 1.1% 1.3%
Peer Group* average
60% Equity / 40% Bonds -8.0% -5.5% -4.2% -2.0% -0.7% 0.3%
Global Equities (ACWI) -6.2% -3.4% -4.1% -3.3% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.5% -20.9% -21.3% -13.3% -9.6% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 0.449568384842941% 8.99370841826949% 1.78352970187497% -11.2630980130063% -13.0439461696434% 0%
DBB -18.2255406028292% -8.63498909104095% -7.54919461461535% -9.97527144331087% -13.55970611351% 0%
DBO -17.6869662112443% -3.60460534047489% -8.30072007246516% -11.8801789305781% -14.946831514739% 0%
DBC -24.0365987698864% -4.43582416520922% -6.23943527258773% -10.2073098239243% -13.6104916333185% -8.29213785022019%
GLD -0.351563559767147% 5.49630378256524% -1.26547934394754% -4.64664865332625% -8.47688002176709% -2.07870654839091%
FXA -33.9406788432693% -19.5021598613666% -20.179366842346% -17.3293201262003% -15.7013805381508% 0%
FXC -42.6831805515319% -27.0076244352615% -24.3502609523151% -18.7089099193013% -18.4954241753897% 0%
FXF -37.5945951041921% -14.7617379850981% -17.4356647396243% -15.0701471764369% -14.4251081819838% 0%
FXE -36.6812432244986% -20.704358864096% -23.2046581468313% -19.2578843060809% -19.0047189225368% 0%
FXB -26.2203156672256% -16.3787882342503% -18.9885993853715% -18.0865084248405% -17.6215158510965% 0%
FXY -33.023418938956% -25.3686133604762% -30.8644468723825% -19.4295795832384% -20.6447675763713% 0%
UUP -5.29972410520511% 4.45463440393576% -6.89473023480899% -7.86968015108696% -10.1168855685444% 0%
EEM -18.401144110096% -11.2539190012683% -13.6522875647997% -10.2093220289088% -11.7385044603964% -6.0523886381178%
AMLP -8.25091344192717% 11.5824269905001% -7.1532795784348% -10.6711832348612% 0% 0%
IGIB -22.4913183309019% -15.2275327785454% -15.9378931752356% -10.0660794983022% -7.87462110085249% 0%
EMHY -7.23732668325696% -7.62059449244259% -13.0680437567551% -8.03210582224151% 0% 0%
HYD -19.9784302401277% -18.4044987905856% -16.7861105893884% -10.7761208420146% -8.86677833530825% 0%
IEF -28.0861276676924% -22.1415548903858% -22.0555978039672% -14.2847968081402% -10.1549816966205% -5.5670389995303%
IGOV -33.2464564768044% -21.7333932129631% -24.8752215974004% -17.9167558296367% -16.5105343671045% 0%
IHY -22.7254991570773% -12.6848035295229% -14.9204669620983% -9.24059622960488% 0% 0%
ITM -31.613413638814% -18.0417963302167% -18.3296363263543% -11.6387536077381% -8.67236298748106% 0%
JNK -12.8541327421287% -9.96097803853768% -12.0358653944582% -7.88555600758983% -5.9856005480042% 0%
MBB -25.7599010897075% -18.5652386932131% -22.0879439511161% -15.0594947916415% -11.5578070345012% 0%
TIP -27.4124466582164% -22.2679289378467% -15.824130221486% -11.1316720021913% -8.8600347233787% -4.98766514888521%
AGG -26.452369856149% -20.416132792546% -21.2976202445722% -13.4101034806516% -9.60991314379729% -4.81246900587258%
BND -26.4870272954965% -20.9447369137168% -21.3449404063472% -13.3189346791522% -9.59173915431876% -4.48074566187446%
EMB -19.0616427392401% -14.2717862483841% -16.9424859764527% -10.4009558147761% -8.79647020971403% 0%
PCY -22.3904019816312% -11.5306151578289% -16.9792238387709% -11.0986782212816% -9.5388216320031% 0%
BIL 4.64578510090213% -51.5225447571821% -36.9945935929619% -26.0953479032944% -24.0960000299169% 0%
TLT -30.6006299056013% -22.6505283342165% -21.9081126749109% -14.4529575120626% -11.1152391963663% -7.0132532322008%
SHY -25.6910244587465% -31.9017262329365% -28.9998613703457% -19.4045339475313% -15.5624981391521% -7.89379751188878%
ACWI -6.22257302781743% -3.39390160072706% -4.0558435056557% -3.33614210409845% -4.77992427768603% 0%
FM -17.660443721059% -14.0222856957697% -13.5353004599053% -11.3000666639173% 0% 0%
EFA -21.3176634412325% -7.17941892071514% -9.75851124996748% -7.77861878558874% -8.90637455874045% -5.93669818360245%
EFG -22.8559429099215% -10.519341170328% -10.7574752172703% -7.46792940754202% -8.45734730857901% -5.56927187787365%
EFV -19.5008614503644% -2.92305655784912% -9.51027906358329% -8.88379663433655% -9.90503539698756% -6.73015902064028%
SCZ -22.7040033499748% -11.5405458209113% -12.2210878623886% -7.8086901907115% -8.00185599811629% 0%
IWB -1.1143127550251% -0.57867366156943% -0.558170812757801% -0.449382151731667% -0.33123535069228% -0.151663811027694%
IWV -2.66202466059534% -1.05405004454242% -1.11686350942205% -0.933548655429687% -0.751195557848236% -0.511481064908884%
SPY 0% 0% 0% 0% 0% 0%
IWF 4.64251693841714% 0.680843152546776% 2.43134287865205% 2.02792690499604% 1.13130190600325% 1.30160798134961%
QQQ -1.13923831964512% -0.286502673180997% 2.88499112099073% 2.48064565973723% 1.91778217609328% 1.9036389876973%
IWD -12.8379816754474% -3.38028886981891% -6.14686659248139% -4.85809804508654% -3.48290633347074% -2.78112190109636%
IWC -15.8682810795196% -8.04049900374382% -8.83832069498721% -7.77795781118911% -6.70317596273753% -5.5391282761137%
IWR -12.9826842749511% -4.97273042982296% -5.71699576264565% -4.48693665783494% -3.21035085714036% -1.95220336240645%
IWP -9.94618718639903% -4.59861703634207% -4.70592525379945% -3.25663302859095% -2.66219012180166% -1.50570470420807%
IWS -14.594657187143% -4.94227247280989% -7.00924842701726% -5.96093434536486% -4.20000502714213% -2.80262905996927%
IWM -16.7290001048933% -6.57415700788059% -8.22833732657263% -6.71280350352801% -5.83608024941434% -4.04169351493807%
IWO -15.0219317419362% -7.19319486155787% -8.64041857509414% -6.56005931601047% -5.51286559740203% -3.73040468398169%
IWN -18.6031992769541% -6.17481520641001% -8.51105807505037% -7.39305061473163% -6.64718075250932% -4.76959263486977%
IYR -20.2318086705141% -11.3805353675493% -11.8028802684839% -8.28331085558119% -6.46947988786054% -5.59916926752684%
VNQ -20.0099401767879% -11.5161297934462% -11.4405590829185% -8.41634862764565% -6.23244043423579% -5.11708159868923%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 8.2% 1.0% 3.4% 2.8% 1.8% 1.7%
Peer Group* average
60% Equity / 40% Bonds -5.8% -4.1% -2.9% -1.2% -0.3% 0.3%
Global Equities (ACWI) -5.1% -3.2% -3.7% -2.9% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.9% -6.1% -2.3% -0.2% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 21.2496066055935% 7.81501651374321% 5.7895232363735% -2.38474553104941% -3.9753977834224% 0%
DBB 15.0238092155464% -8.46759944235615% -2.30024730552274% -4.65790331048461% -10.164713088151% 0%
DBO 9.19796277861908% -0.499115934539065% -1.74800696886906% -10.2631453822375% -15.9078774979915% 0%
DBC 2.6509347263424% -1.118777765426% 0.517229464236147% -4.07001114168014% -8.42117406105916% -4.5995060712495%
GLD 25.4463436897805% 6.31227805398289% 5.66632910274915% 4.86687198469624% 2.79847219370849% 6.31018319399857%
FXA -21.3569843694214% -11.3248774106422% -10.4387320349033% -8.72149871905575% -8.56934237242563% 0%
FXC -16.4123451147819% -9.29274744337496% -7.6272083483084% -6.96095332419535% -7.37117428151328% 0%
FXF -15.8976029596928% -6.40729190918437% -4.46203629926491% -3.36042041943599% -3.66917224152258% 0%
FXE -11.7698170233825% -8.35606887625453% -6.66994228807192% -5.58971310924744% -6.95770704735058% 0%
FXB -7.60341075243771% -7.32381179797866% -6.89405161098225% -7.38516787540608% -6.8099112249923% 0%
FXY -26.3043103198484% -16.7638087830327% -12.6743739026112% -5.84703851605351% -5.15764321999034% 0%
UUP 13.0854207776207% 4.28887939245507% 3.95118031874998% 3.09377261132153% 3.95778828164404% 0%
EEM -5.45378814290648% -10.3779181739703% -10.3944625733221% -7.64247925317954% -10.3752287827842% -5.42971484768071%
AMLP -4.26814982041505% 15.5047602462018% -7.14999214304382% -13.8457162465089% 0% 0%
IGIB -8.4399307731092% -7.85462585702693% -6.35664254836486% -2.49631507438139% -0.7840759239087% 0%
EMHY -0.941527881383981% -4.67385296988467% -7.8419035095522% -3.24980744939696% 0% 0%
HYD -5.82645109942429% -9.44224523440264% -9.17756448040413% -3.53377171473666% -0.847183477421444% 0%
IEF -13.7088296814666% -10.9785245652629% -6.40242603506774% -2.07690919852311% 1.23818543896575% 1.57064485773357%
IGOV -20.8047555929563% -15.7294409734586% -12.6240432451441% -7.18172098440045% -5.91549951594488% 0%
IHY -6.13347726456634% -7.39334723157124% -8.01919407741052% -3.81033689309579% 0% 0%
ITM -8.44765155604499% -7.97460096683548% -5.59964452790424% -1.81626458990896% 0.465144871505442% 0%
JNK -2.75548010177456% -5.40402269260889% -5.73552814530202% -3.11321335132518% -1.96864983505569% 0%
MBB -11.5009762268053% -8.76873031574234% -6.21742786406238% -2.71727793330757% -0.775814028091411% 0%
TIP -8.69314508833287% -9.05703726035322% -4.39143890382944% -1.95383345986238% -0.268297944203793% 0.309958553897043%
AGG -10.497587251847% -8.86597952650362% -5.87404198980886% -2.20749850839606% -0.109838062006135% 0.491428077189626%
BND -10.3439104843807% -8.94557696538412% -6.06541883868636% -2.30753140146124% -0.203479995059331% 0.557651743634808%
EMB -9.18575014807612% -9.83154571929722% -10.5824018667414% -4.58822522425243% -2.65905223399666% 0%
PCY -16.7841430471681% -11.1237313904978% -13.7173281132352% -6.38217235744447% -3.78576080920042% 0%
BIL 0.221122344354796% -1.64755662861478% -0.972984720833277% -0.565677023138101% -0.411813334426591% 0%
TLT -31.0194571972328% -21.0611393641723% -12.664337860673% -4.50321342070653% 2.31036593352093% 2.11532575835599%
SHY -2.27140787845447% -4.26989588135444% -2.26036729474398% -0.968668040974856% -0.32440388205833% 0.147325831140342%
ACWI -5.08716129044926% -3.18927345966981% -3.67680288749006% -2.94710596358522% -4.45155820580846% 0%
FM -10.075961473843% -12.1415148158451% -10.7201452786662% -8.01025862136533% 0% 0%
EFA -15.3572839425346% -6.78065532981131% -8.34758484082718% -6.30266508663254% -7.89687304742928% -5.53065285926927%
EFG -21.7556675541629% -11.7894698145811% -9.92208789981694% -6.26486978801527% -7.64299009033505% -5.09023171250039%
EFV -9.74602525157821% -1.96617117871592% -7.61018048277871% -7.05618834524373% -8.73403274596017% -6.43930703234395%
SCZ -17.8012344197398% -11.8772418799734% -12.0745933509808% -6.82176667208283% -7.22791467419593% 0%
IWB -1.07298249098418% -0.57888418204462% -0.550866379243441% -0.438541538503763% -0.315171897524042% -0.137894400424594%
IWV -2.65747238912538% -1.0669976672785% -1.11034203486238% -0.917232453951403% -0.725796816336873% -0.492088775328739%
SPY 0% 0% 0% 0% 0% 0%
IWF 8.18447135881724% 0.991408160682712% 3.3905644571473% 2.80153566633922% 1.76107594003949% 1.72892912832667%
QQQ 1.77442570444512% -0.0413813416932731% 4.52100988179017% 4.07274089587227% 3.49453539798406% 3.26824474207413%
IWD -11.6250564276061% -2.97665254240668% -5.52778869788241% -4.28010647040498% -2.93659866084766% -2.5156409550724%
IWC -19.1990835897337% -10.3006935738965% -9.35080574942191% -7.80010995731178% -6.24999243200323% -5.89528483976823%
IWR -14.475037080777% -5.49221325063827% -5.99271325526095% -4.45925313378605% -2.98957423319269% -1.80706871064341%
IWP -11.1020089649915% -5.55572025993288% -4.60185062725243% -2.87465400422705% -2.13922254043718% -1.11570008358229%
IWS -15.8902142490456% -5.28772644508865% -7.37868917435237% -5.91716722049899% -3.84860876995624% -2.67435026272383%
IWM -23.4362567038179% -8.23125579869637% -9.04436718924505% -7.03217103213286% -5.87505748757979% -4.14921635936683%
IWO -23.6671703884734% -9.35215727392935% -9.63070632589313% -6.94818402999342% -5.46950900843529% -3.73845347227205%
IWN -23.4051758124103% -7.5240628211397% -9.26517865131672% -7.55796445452311% -6.57589796172213% -4.89758984509848%
IYR -26.8055663725018% -13.6339287751634% -12.6352260300193% -6.85357962560851% -4.3004440049533% -5.18354710377996%
VNQ -26.0217001400265% -13.8643031157683% -12.1442433550531% -6.88401731851974% -3.80948754581152% -4.36497189557311%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 2.03 0.32 0.77 0.85 0.93 0.69
Peer Group* average
60% Equity / 40% Bonds 1.07 -0.04 0.41 0.59 0.79 0.60
Global Equities (ACWI) 1.21 0.08 0.45 0.53 0.56  
U.S. Equities (SPY) 1.70 0.26 0.65 0.73 0.85 0.61
U.S. Bonds (BND) -0.57 -0.89 -0.48 -0.13 0.19 0.27
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 1.6972684718285 0.691435668153188 0.712525146838845 0.0313423929004159 0.0147453192082233 0
DBB 0.231385543354327 -0.178558037079332 0.288328303647628 0.14484845264878 0.0131074761094959 0
DBO 0.260498272321609 0.0925259098147917 0.30104483418751 0.0804802412085779 -0.0394252761719637 0
DBC -0.340558547910313 0.0156794439806367 0.343931877304207 0.124008496332543 -0.00216654852445068 0.108126885225869
GLD 1.66404987087814 0.527703287764718 0.574644964176147 0.453600425433295 0.332239405371938 0.490903950751836
FXA -1.29389541791301 -0.817003400807721 -0.42022457601629 -0.363523785846609 -0.173634085588518 0
FXC -2.14144795538322 -1.15677088552358 -0.629454168308259 -0.45948644198914 -0.378495202726574 0
FXF -1.65089803438412 -0.575794055975984 -0.29156825941245 -0.23095354253088 -0.0973554024019464 0
FXE -1.55348034818696 -0.894710024075557 -0.595304162504767 -0.501659064539512 -0.415186331721504 0
FXB -0.550265075603929 -0.646209867641291 -0.366939555883244 -0.421947219652457 -0.318733477491883 0
FXY -1.20796516828002 -1.19669127613247 -1.02262367233241 -0.503556023484139 -0.523604236268194 0
UUP 1.28242381925753 0.472679178031802 0.269053084684698 0.226274274316596 0.186338581478508 0
EEM 0.184952234976114 -0.343310301100302 -0.0410131978596194 0.124276972260667 0.129386565368381 0.26370052068179
AMLP 1.04528144633444 0.843645087809158 0.416214889639117 0.17439681261987 0 0
IGIB -0.204902307146618 -0.583699201732064 -0.203089199417459 0.0793180808065453 0.313815755916857 0
EMHY 1.1349092381579 -0.166863918887388 -0.0324059336216365 0.22888069556664 0 0
HYD 0.0141708066295635 -0.751262734127914 -0.231177318743563 0.0544104013362544 0.271526816165428 0
IEF -0.719878129025706 -0.965379807765124 -0.522690543525566 -0.180270074781407 0.171435738831871 0.21784964541781
IGOV -1.22069073600172 -0.966747126489989 -0.679121360761329 -0.403526022140304 -0.238240638971826 0
IHY -0.230181673112035 -0.445825764156094 -0.139471187776873 0.145838123131246 0 0
ITM -1.05058894991782 -0.733625526336084 -0.330912445880763 -0.0200298631263467 0.264508069903155 0
JNK 0.647999998893977 -0.300288191604256 0.00491408297079943 0.223542183335052 0.455144389483273 0
MBB -0.503323154763583 -0.758292851829529 -0.518502242826954 -0.229121647467591 0.0672935854292135 0
TIP -0.66524368000051 -0.913441725197336 -0.193492729653583 0.00617290323685108 0.241050955635489 0.246873930673598
AGG -0.570310168703133 -0.861534526833012 -0.48045552023179 -0.13112817330985 0.192272479821297 0.249969347183576
BND -0.574111171831867 -0.888162280745396 -0.482712448680529 -0.125472043445487 0.193500376113557 0.270271693824196
EMB 0.109791449015194 -0.531568963442236 -0.241461254990583 0.0777825127853601 0.278575985904683 0
PCY -0.176347439937746 -0.362848824951381 -0.22741546939244 0.0485187778513124 0.242622015187686 0
BIL 2.50697909145883 -0.910390895140595 -0.714334458250711 -0.57735663010946 -0.525356489750477 0
TLT -0.958207948700322 -1.03651363021454 -0.506886404990764 -0.161872944933636 0.147456992819211 0.163418983074909
SHY -0.515043024096428 -1.1926913386707 -0.722405113749022 -0.427157723500438 -0.170830782927942 0.0388635380987338
ACWI 1.21392318334551 0.0835515680396578 0.446087433907951 0.530942081398406 0.562770112074823 0
FM 0.250408523011933 -0.505116051744147 -0.0285798638278409 0.054881461220142 0 0
EFA -0.075548710665948 -0.117457461198846 0.161986056549762 0.265640114261711 0.304096496398863 0.251089663416649
EFG -0.210592792615869 -0.295594870114089 0.113589562778165 0.286419207163422 0.333742674988659 0.273452874537731
EFV 0.0882479427202953 0.108232297140335 0.182585221479407 0.204111720050801 0.244798997354504 0.205729821758289
SCZ -0.193769762795336 -0.357483674510883 0.0449167752776424 0.271108099117375 0.367706437490072 0
IWB 1.6106849113978 0.235725270035209 0.621022654404893 0.703243058701289 0.835702063496593 0.599849158851267
IWV 1.48870286624776 0.21235571585023 0.595268543352025 0.676126021698704 0.81094520087732 0.579383404393891
SPY 1.69878373677889 0.26481089110378 0.645661279060322 0.727988957297445 0.854898666549006 0.607911115692873
IWF 2.02524531909038 0.317514928148853 0.769560584485397 0.849443126491543 0.92686915038866 0.690361804263003
QQQ 1.60212648421995 0.27575170408178 0.792601351726193 0.87801678109833 0.975515301898592 0.733188201833285
IWD 0.675842246283241 0.0848740366306503 0.351319036647522 0.446072573237227 0.643951140860752 0.441305512655047
IWC 0.451792710010684 -0.135636830431135 0.254375520918017 0.302135255903501 0.471142874527954 0.298051720482429
IWR 0.668246378072201 0.015330534387743 0.385867890287263 0.47707637146699 0.667648122532594 0.501091887873784
IWP 0.913709323993939 0.0465411306490419 0.439163585750489 0.553221501999996 0.704165523438227 0.531197680284313
IWS 0.535378156753222 0.016509409885959 0.326498345869255 0.391927912934435 0.608183161191901 0.451390339072992
IWM 0.375451946230374 -0.0571318528182198 0.274778331059412 0.358729978367348 0.518418316540873 0.384705478607694
IWO 0.520145743686343 -0.0882209182178569 0.254725525392442 0.370273472560614 0.540622191568911 0.405917753971737
IWN 0.214129440648058 -0.0348316988500756 0.267154834106043 0.320812710741702 0.469530112078288 0.341370658116695
IYR 0.058812107354226 -0.338133121983901 0.0768855656268195 0.24885559888111 0.466138691531631 0.295789775009833
VNQ 0.0785942277044811 -0.345607809005371 0.0949269435805257 0.241829231250061 0.482970400569886 0.329303812876656
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 4.79 0.46 1.23 1.36 1.52 1.06
Peer Group* average
60% Equity / 40% Bonds 1.73 -0.06 0.60 0.86 1.22 0.88
Global Equities (ACWI) 2.12 0.12 0.65 0.78 0.85  
U.S. Equities (SPY) 3.35 0.38 0.99 1.12 1.35 0.90
U.S. Bonds (BND) 1.73 -0.06 0.60 0.86 1.22 0.88
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 3.96483915375763 1.15230480731505 1.19205281361886 0.0445654724401709 0.0217324100647546 0
DBB 0.441703863302576 -0.253730552543669 0.444648375399635 0.218813219786231 0.0188363315428002 0
DBO 0.409271661593178 0.140570822971729 0.445272485276261 0.110280287529366 -0.0520521273417878 0
DBC -0.475303585835445 0.0232705250713362 0.499879324900268 0.171856366529102 -0.00291273969589907 0.147865971934649
GLD 4.50828225437401 0.953197281456475 1.02084175170199 0.77732123730136 0.526644622159405 0.803864195565858
FXA -1.41072706117939 -0.945639407930299 -0.534695087886498 -0.480368156449856 -0.240383910137479 0
FXC -2.0498297133839 -1.2143725900388 -0.72693724728734 -0.571722143557434 -0.477162647552888 0
FXF -1.74320028261866 -0.731799745115968 -0.384773174529664 -0.322396580286616 -0.135484137800086 0
FXE -1.62402455563005 -1.04412926313381 -0.747902683612165 -0.638819008359862 -0.531712387807254 0
FXB -0.712480592293184 -0.774114801063775 -0.471036588487711 -0.536513465742258 -0.411625117652302 0
FXY -1.4275408598299 -1.36809274851476 -1.17597682770331 -0.643825315097282 -0.656303383036003 0
UUP 2.53125431390705 0.735800579699797 0.396689863178308 0.334381534367395 0.27967988407184 0
EEM 0.280042105000414 -0.478320368976497 -0.0570041011541695 0.182090911997306 0.188901476816617 0.390522254216906
AMLP 2.41983442890989 1.46680297777983 0.62701210544677 0.256601056170023 0 0
IGIB -0.266253765176952 -0.735670316476893 -0.264350473496735 0.106499043512937 0.430834479985548 0
EMHY 2.17169044581674 -0.236117923239212 -0.0420506821059053 0.313108902680099 0 0
HYD 0.0194658700418305 -0.909533402507785 -0.268249424022436 0.0641969385142009 0.329566875933807 0
IEF -0.829999741628088 -1.10653814045542 -0.644004066493144 -0.239602421700703 0.246329054583222 0.324840494342402
IGOV -1.34753115086992 -1.13035209346037 -0.823738736382874 -0.505390771880457 -0.305515315471192 0
IHY -0.338116320469178 -0.566491635381054 -0.178220388617373 0.199078490375181 0 0
ITM -1.2005567801886 -0.903442203369788 -0.433496917672449 -0.0265654475485876 0.371826705088342 0
JNK 1.04575414024946 -0.384314298248055 0.00637247120786808 0.302878707692232 0.654240964663299 0
MBB -0.611247926715247 -0.913273150765567 -0.632104643310804 -0.285163058130046 0.0868085205996467 0
TIP -0.78316391816472 -1.00758041052329 -0.235923911938536 0.00788510942184091 0.323767081603508 0.339533333542487
AGG -0.680228236625805 -1.01606080617467 -0.590598206815537 -0.169356026267134 0.259183254701903 0.357483156560599
BND -0.684777082227983 -1.03635607465233 -0.593752229748875 -0.162288881695348 0.26026726350802 0.382347357563835
EMB 0.153896985049595 -0.681944847493182 -0.303500868192837 0.101886882640326 0.37727504151837 0
PCY -0.230017720861518 -0.485535442945486 -0.28969780243581 0.0636965804389933 0.326737919350723 0
BIL 6.70245698527253 -0.893011492819504 -0.707213672447601 -0.574243538307924 -0.52312371909694 0
TLT -1.0481602785847 -1.21738863407333 -0.65232750502864 -0.2275532398599 0.227869151285333 0.252555417832516
SHY -0.636366585203402 -1.21167493465598 -0.781359576082381 -0.480957071278367 -0.198112247091634 0.0492590019071331
ACWI 2.11763177572977 0.11628769543712 0.653770089419089 0.784887831566927 0.846916774837053 0
FM 0.428047913576249 -0.660250345193042 -0.0362549630114983 0.072557317664532 0 0
EFA -0.105745163992323 -0.166193219945878 0.234138881823592 0.384698716065006 0.447468737706915 0.354630778346092
EFG -0.278832664555341 -0.403607933290988 0.163227852311655 0.414575566638672 0.488958791417585 0.384671774962585
EFV 0.134806993592863 0.157746427832886 0.261941704925113 0.291005834542668 0.357347460526775 0.291910789132467
SCZ -0.26359099329595 -0.472056516868575 0.061717658407233 0.381860152728335 0.537460785076797 0
IWB 3.1018220330525 0.335789405134283 0.948266364743609 1.07494967973447 1.31335721325368 0.88163328815852
IWV 2.81024984577479 0.302602060914573 0.904780017296256 1.02765114823949 1.26886127289011 0.846668416999849
SPY 3.35469916342198 0.377359328825064 0.986262393856797 1.11548109658547 1.34777637392294 0.895299208837796
IWF 4.78791278057429 0.455710941852188 1.23374279988452 1.36368888439868 1.51664232109422 1.05721544822975
QQQ 3.48393412285325 0.395783484686002 1.282585408719 1.43690318571352 1.64289223916728 1.14212174364285
IWD 1.05631572324588 0.120578971235904 0.508837588994954 0.65121361814887 0.975181660776686 0.626627196627616
IWC 0.843510141940812 -0.196903666745958 0.385085507097889 0.450429711196465 0.719701977823965 0.429738295831342
IWR 1.08826167078731 0.0221567787199323 0.566975064446675 0.70292228116896 1.02261456998416 0.726554361099739
IWP 1.80667232125135 0.0681040437220216 0.690697454374003 0.865878846177456 1.13168775236886 0.79301902813979
IWS 0.843070633824984 0.0236330849157683 0.462188026386987 0.560626499228375 0.905922481576289 0.641180408388189
IWM 0.642299739164277 -0.0842137910065785 0.409702634362554 0.529802102356313 0.790563589499777 0.559385446777632
IWO 0.906555145693936 -0.125991483809482 0.383481134128417 0.546301025478949 0.830761927152591 0.594827950526566
IWN 0.364832994680932 -0.0523490981255817 0.391242754564048 0.471719261003811 0.705876544697923 0.490010076680302
IYR 0.0788336654841569 -0.449538813059737 0.103841883578181 0.350812634721619 0.689163002365642 0.411429903602643
VNQ 0.105993825150159 -0.458590260131502 0.129294725309988 0.343086637966651 0.724528316773936 0.463968243056469
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 32.69 8.78 17.03 15.15 15.04 11.53
Peer Group* average
60% Equity / 40% Bonds 18.38 4.71 11.23 11.68 13.57 11.17
Global Equities (ACWI) 19.39 5.42 10.39 9.63 8.94  
U.S. Equities (SPY) 24.54 8.49 14.11 12.66 13.43 9.92
U.S. Bonds (BND) 18.38 4.71 11.23 11.68 13.57 11.17
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 90.9174036333751 76.1199607924201 45.0601046465808 7.80187690814137 1.72055354274155 0
DBB -12.4051279464682 -3.08708537832176 12.2536144947975 5.43113241871504 -0.808614682324621 0
DBO -23.6906396049456 46.6160609260465 13.1677692810602 -0.176551988188808 -4.40254614756508 0
DBC -6.70466248444186 42.8714814908176 19.6934415631784 5.70233896983167 -0.699633246208438 2.94093970306141
GLD -139.522000392621 64.9014791618984 54.9141639800958 96.4740704737237 48.6946304687252 86.447926401697
FXA -18.6349311841175 -11.6964397756113 -5.75902588524995 -6.07506335069438 -3.10397297652491 0
FXC -22.9118279696109 -12.7972687321105 -6.650852128775 -7.54070803015629 -6.49821973044562 0
FXF -44.7681597737959 -2.90876590256402 1.37719737549915 -3.43776833586933 -1.13819537690347 0
FXE -34.429046557852 -11.7312517380315 -10.278215671707 -15.0818090359679 -11.0330799427954 0
FXB 5.01883466385722 -3.26344171230338 -1.82798774361689 -7.01325910932129 -6.2457865219105 0
FXY -21.5676311431201 -36.8364422115124 -51.9610631400255 -78.9757046544536 256.005194570281 0
UUP -57.2848241261128 -34.5797539017981 -22.1367337999187 -18.9397726980606 -9.50076771360872 0
EEM 17.533248662508 -4.46803308578341 0.620963612338377 3.27796572654842 2.04176583146396 4.66782014547501
AMLP 20.2349180293448 34.0603956970763 8.2162110653519 1.65832167467252 0 0
IGIB 8.98576077301364 -3.27574474846011 1.61535154933432 8.20091374509633 13.8877290342019 0
EMHY 29.1252277940488 4.09556020490598 2.66885187461488 7.84041060468547 0 0
HYD 15.7680993507756 -7.09184771425647 -1.94151406845563 5.60893548676208 13.4096550655079 0
IEF -2.41856763210118 -13.442332622391 -12.0098648023193 5.58717728900954 -94.0009174715162 -84.1799342853356
IGOV -14.5927002034868 -15.1585406778631 -13.6878022747135 -8.59509971688713 -5.05107150349469 0
IHY 13.5135134222828 -1.35658499342141 1.08392508528594 6.30729242705469 0 0
ITM 1.76893714295336 -5.29098673974307 -0.160172615173849 10.7524232814502 31.3414259157726 0
JNK 26.6688027326429 2.68219855259151 5.20181727177593 7.82230846459834 10.4020411736185 0
MBB 2.44654240036296 -6.84913023034718 -5.87696051461525 3.44140578441171 16.3622133327873 0
TIP 4.82251894380437 -8.55507597106326 5.20304668770574 9.96947102464832 19.2289373782636 22.5312477086528
AGG 2.79178254201816 -8.14445868794857 -3.43484999442169 7.6048956844417 25.2548021814505 34.7585133769566
BND 3.03012735375429 -8.46673774948505 -3.33547728970865 7.14475435605095 22.8970884578305 34.6134360725315
EMB 10.5938350899475 -4.55499217118811 -2.06024216250447 4.66672190419148 8.45162852093994 0
PCY 3.04946880398454 -3.73452774043629 -3.31234955363171 2.80594326950472 6.84867043196626 0
BIL 27407.6031893761 315.125193280229 15028.5837151177 1319.81017960995 31045.6339294529 0
TLT -9.30655624934022 -20.677365746343 -21.3026772741972 -13.6816492992501 -24.1205757261906 -32.3572363669443
SHY 58.1920067185938 13.4887404072294 38.6635186585976 122.446210904053 443.741287838507 -145.286086101898
ACWI 19.3862840271764 5.41600657093356 10.3885081834079 9.63463138995448 8.93572930763541 0
FM 11.1438033884531 -7.79121119342922 0.677539618591286 1.9052227678426 0 0
EFA 4.52939139580311 1.44637735884604 4.97906197543561 5.63488412456314 5.12301779291724 4.3693439554494
EFG 1.28917802169492 -3.05957154142333 3.64004223966548 5.87377751940364 5.55493680511877 4.79061266205681
EFV 9.88292264733199 7.70020230203445 5.61101552504169 4.62837952369872 4.1845766137788 3.53191985860577
SCZ 1.65537018177875 -4.02541635852565 1.82384018939687 5.47598548196112 6.17406083285084 0
IWB 23.3747657660518 7.87978886411479 13.5176253846289 12.1981615075497 13.1028366800155 9.76651394724784
IWV 21.7614414458719 7.34540905264776 12.9545216712077 11.7178023966344 12.6939215804492 9.40342082225991
SPY 24.5360578977544 8.49051222886814 14.1149218596595 12.6566576308324 13.4294068790969 9.92298289960549
IWF 32.687829199788 8.77542871025125 17.0260576091022 15.1548255881374 15.0359923083218 11.5324666649261
QQQ 26.6780359639586 7.67232743661507 18.0489488665355 16.1450201638101 16.5044677776596 12.7296862998267
IWD 13.2188793545073 5.78023394068425 8.48689951421653 8.27756670978057 10.450441206286 7.40316585209287
IWC 9.49563009866689 -1.33291781030967 5.59104233105031 5.56110159483962 7.95351004977038 4.75759480448569
IWR 11.9782431925231 3.03547812550133 8.44059619338484 8.4042488351101 10.5982916639629 8.15496833525545
IWP 15.3052537293296 3.02114425492375 9.70730188229007 9.8895082636827 11.3997037462568 8.77167872822741
IWS 10.5021097334616 3.21292291434411 7.20283729987569 7.02554689041602 9.78280454897095 7.37767832476482
IWM 7.3654622103164 0.691623787436114 5.95430617720336 6.36269551879027 8.33158621890633 6.21759527805315
IWO 8.67356103906027 -0.145548982896208 5.47953990840162 6.51881878359893 8.73269044228356 6.58826371005587
IWN 5.56960935583329 1.20226337168515 5.76297272594528 5.80337468753123 7.65361168889469 5.54472140445686
IYR 3.08749966043371 -4.52149605579376 2.05759003635371 5.29332925194095 8.81754784100232 5.07435421910691
VNQ 3.43358740297292 -4.70047459792066 2.48159744056366 5.21506087365944 9.35604218886633 5.82817255931305


  Compare: Risk & Volatility

for period ending December 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 4.2% 24.2% 30.8% 30.8% 30.8% 48.0%
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.9% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 22.2% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 13.7% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 5.5% 10.1% 13.7% 40.6% 60.4% 0%
DBB 9.5% 32% 32% 35.7% 54.6% 0%
DBO 11.9% 30.8% 39% 62.9% 83.5% 0%
DBC 5.3% 23% 25.2% 38.7% 64.8% 74.5%
GLD 4.5% 15.9% 18.1% 18.1% 42.9% 42.9%
FXA 10.1% 15.4% 18.3% 22.7% 36.6% 0%
FXC 5.8% 9.7% 13.1% 14.1% 32.2% 0%
FXF 6.8% 9.1% 13.4% 16.1% 29% 0%
FXE 6.6% 13.4% 21.2% 24.4% 38.6% 0%
FXB 5.7% 17% 21.6% 30.3% 36.3% 0%
FXY 8.8% 29.5% 37.1% 39.6% 55.5% 0%
UUP 3.3% 8% 9.7% 12% 17.3% 0%
EEM 7.3% 29.4% 36.5% 36.5% 36.5% 60.4%
AMLP 6.2% 14.5% 56.1% 69.8% 0% 0%
IGIB 2.7% 15.4% 18.7% 18.7% 18.7% 0%
EMHY 1.3% 19.9% 24.7% 24.7% 0% 0%
HYD 1.7% 17.1% 20.1% 20.1% 20.1% 0%
IEF 4.6% 17.4% 23.3% 23.3% 23.3% 23.3%
IGOV 7.6% 25.3% 33.9% 33.9% 33.9% 0%
IHY 3.5% 20.4% 26.7% 26.7% 0% 0%
ITM 2.2% 11.2% 15% 15% 15% 0%
JNK 1.3% 13.8% 16.2% 16.2% 16.2% 0%
MBB 3.6% 14.4% 17% 17% 17% 0%
TIP 3% 12.8% 13.9% 13.9% 13.9% 13.9%
AGG 3.1% 13.8% 17.1% 17.1% 17.1% 17.1%
BND 3.1% 13.7% 17.3% 17.3% 17.3% 17.3%
EMB 2.9% 22.4% 26.7% 26.7% 26.7% 0%
PCY 6.3% 29.3% 35.4% 35.4% 35.4% 0%
BIL 0% 0% 0.2% 0.2% 0.4% 0%
TLT 9.7% 38.4% 47.6% 47.6% 47.6% 47.6%
SHY 0.6% 4% 5.3% 5.3% 5.3% 5.3%
ACWI 3.6% 22.2% 25.7% 25.7% 25.7% 0%
FM 5.1% 29.3% 33.1% 35.1% 0% 0%
EFA 8.4% 24.5% 27.6% 27.6% 27.6% 57.4%
EFG 9.4% 26.6% 33.6% 33.6% 33.6% 55.4%
EFV 7.2% 22.9% 25.4% 33.2% 33.2% 59.7%
SCZ 8.5% 27.6% 34.6% 34.6% 34.6% 0%
IWB 4.2% 20.5% 24.6% 24.6% 24.6% 50.9%
IWV 4.4% 20.5% 24.6% 24.6% 24.6% 51.2%
SPY 4% 20.2% 23.9% 23.9% 23.9% 50.8%
IWF 4.2% 24.2% 30.8% 30.8% 30.8% 48%
QQQ 4.4% 26.1% 32.6% 32.6% 32.6% 49.7%
IWD 6.9% 17.2% 25.1% 26.7% 26.7% 55.4%
IWC 8% 26.3% 37.4% 37.7% 37.7% 59.5%
IWR 7.1% 19.7% 26.5% 27.1% 27.1% 54.1%
IWP 6.2% 21.5% 34.2% 34.2% 34.2% 52.9%
IWS 7.3% 18.9% 30.4% 31.7% 31.7% 57.3%
IWM 8.4% 19% 28.4% 32.3% 32.3% 52.5%
IWO 8.4% 19.3% 33.6% 33.6% 33.6% 52.2%
IWN 8.5% 19.3% 32.3% 37.9% 37.9% 55.1%
IYR 8.3% 27.2% 31.9% 31.9% 31.9% 69.6%
VNQ 8.4% 28.4% 32.8% 32.8% 32.8% 68.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 15.4% 22.9% 24.7% 20.1% 18.6% 18.3%
Peer Group* average
60% Equity / 40% Bonds 9.2% 13.6% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.9% 17.6% 19.3% 16.2% 16.3%  
U.S. Equities (SPY) 12.6% 18.9% 20.9% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.5% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 18.9% 13.2% 13.5% 12% 13.1% 0%
DBB 19.3% 22.6% 22.8% 19.3% 20% 0%
DBO 14.3% 22.6% 34.7% 30.6% 28.3% 0%
DBC 7.1% 14.9% 20.1% 17.5% 17.2% 19.3%
GLD 14.2% 15% 15.9% 15.3% 16.6% 18.4%
FXA 8.7% 10.2% 10.8% 10% 11.2% 0%
FXC 4.6% 6% 6.3% 7.5% 7.6% 0%
FXF 6.7% 8.6% 7.9% 7.9% 9.2% 0%
FXE 5.4% 7.4% 7% 7.2% 8.3% 0%
FXB 5.9% 8.1% 8.1% 8.3% 8.2% 0%
FXY 11.3% 11.3% 9.4% 9.3% 9.1% 0%
UUP 6.7% 8.1% 7.2% 6.9% 7.4% 0%
EEM 11% 17.7% 18.8% 18% 19% 22.8%
AMLP 19% 25.3% 48.1% 33.7% 0% 0%
IGIB 6.1% 9.3% 9% 6.8% 5.9% 0%
EMHY 6.3% 12% 13.6% 11.1% 0% 0%
HYD 4.3% 9% 12.5% 9.9% 9.1% 0%
IEF 7% 8.7% 7.8% 6.8% 6.6% 6.8%
IGOV 8.3% 12.1% 10.5% 8.9% 8.6% 0%
IHY 5.3% 10.6% 11.7% 9.6% 0% 0%
ITM 3.7% 7.9% 7.5% 6.2% 6.1% 0%
JNK 4.2% 9.9% 10.3% 8.4% 8.6% 0%
MBB 6.5% 8.4% 6.7% 5% 4.4% 0%
TIP 4.6% 7.1% 6.5% 5.2% 5.3% 6%
AGG 5.8% 7.7% 6.4% 5.2% 4.6% 4.6%
BND 5.7% 7.5% 6.5% 5.2% 4.6% 4.6%
EMB 7.2% 12.2% 12.9% 10.4% 9.8% 0%
PCY 10.3% 17.4% 16.8% 13.2% 12.2% 0%
BIL 0.1% 0.6% 0.7% 0.6% 0.5% 0%
TLT 11.7% 15% 15.1% 14.1% 14.4% 14.5%
SHY 1.9% 2.5% 2% 1.6% 1.4% 1.5%
ACWI 10.9% 17.6% 19.3% 16.2% 16.3% 0%
FM 11.3% 15.8% 19.2% 17% 0% 0%
EFA 11.1% 18% 19.1% 16.1% 16.9% 18.1%
EFG 12.2% 20% 19.8% 16.7% 17.1% 18%
EFV 11.2% 17.8% 20.6% 17.2% 17.9% 19.2%
SCZ 12.9% 18.4% 21% 17.7% 18.3% 0%
IWB 12.9% 19% 21.3% 17.6% 16.8% 16.9%
IWV 13.4% 19.2% 21.4% 17.8% 17% 17.2%
SPY 12.6% 18.9% 20.9% 17.3% 16.6% 16.6%
IWF 15.4% 22.9% 24.7% 20.1% 18.6% 18.3%
QQQ 13.9% 24.7% 26% 22% 20.7% 21.1%
IWD 15.2% 17.8% 20.7% 17.1% 16.6% 16.9%
IWC 25.4% 25.2% 29.8% 24.5% 23.9% 23.5%
IWR 17.5% 21.2% 24% 19.4% 18.8% 19.4%
IWP 21.2% 23.7% 25.5% 20.8% 20% 20.3%
IWS 17.3% 21% 24.6% 19.7% 18.9% 19.7%
IWM 23.4% 24.6% 27.2% 22.8% 22.2% 22.2%
IWO 24.6% 25% 27.4% 23.4% 22.9% 22.8%
IWN 22.9% 24.8% 28.5% 23.3% 22.4% 22.3%
IYR 19% 21.3% 23% 19.1% 18.9% 23.3%
VNQ 19% 21.3% 23% 19.4% 19.5% 24.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 6.0% 15.0% 14.7% 12.0% 11.0% 11.6%
Peer Group* average
60% Equity / 40% Bonds 5.2% 9.2% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.7% 11.7% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.9% 12.3% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.5% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 7.6% 7% 7.5% 8.1% 8.7% 0%
DBB 9.4% 15% 14.1% 12.3% 13.6% 0%
DBO 8.6% 13.7% 22.9% 21.9% 21.1% 0%
DBC 4.4% 9% 13.4% 12.3% 12.6% 13.9%
GLD 4.6% 7.1% 8.3% 8.5% 10.2% 10.9%
FXA 7.5% 8% 7.9% 7.1% 7.8% 0%
FXC 4.1% 4.8% 4.9% 5.7% 5.8% 0%
FXF 5.6% 5.9% 5.4% 5.3% 6.4% 0%
FXE 4.4% 5.4% 4.9% 5.2% 6.2% 0%
FXB 3.9% 5.9% 5.7% 6.2% 6.1% 0%
FXY 9% 9% 7.6% 6.9% 7% 0%
UUP 2.7% 4.3% 4.3% 4.3% 4.7% 0%
EEM 6.7% 11.6% 12.9% 11.8% 12.7% 15%
AMLP 7.8% 13.6% 31.3% 22.5% 0% 0%
IGIB 4% 6.4% 6.3% 4.6% 3.9% 0%
EMHY 2.5% 7.5% 10.1% 7.8% 0% 0%
HYD 2.5% 6.5% 10.4% 8.2% 7.3% 0%
IEF 5.5% 6.6% 5.6% 4.6% 4.2% 4.2%
IGOV 7% 9.5% 8% 6.7% 6.4% 0%
IHY 2.9% 7.5% 8.7% 6.7% 0% 0%
ITM 2.5% 5.5% 5.1% 4.2% 4% 0%
JNK 2% 6.9% 7.5% 5.9% 5.7% 0%
MBB 4.7% 6% 4.7% 3.5% 2.9% 0%
TIP 3.3% 5.5% 4.6% 3.6% 3.5% 4%
AGG 4.2% 5.5% 4.5% 3.4% 3% 2.8%
BND 4.1% 5.5% 4.5% 3.5% 3% 2.8%
EMB 4.5% 8.6% 9.8% 7.5% 6.9% 0%
PCY 7.4% 12.1% 12.7% 9.7% 8.8% 0%
BIL 0% 0% 0% 0% 0% 0%
TLT 10.3% 11.9% 11.1% 9.5% 8.9% 9%
SHY 0.9% 1.6% 1.2% 0.9% 0.8% 0.7%
ACWI 5.7% 11.7% 12.5% 10.5% 10.5% 0%
FM 6.1% 11.1% 14.7% 12.5% 0% 0%
EFA 7.4% 11.7% 12.6% 10.7% 11.1% 12.5%
EFG 8.9% 13.7% 13.1% 11.1% 11.4% 12.5%
EFV 6.7% 11.1% 13.8% 11.7% 12% 13.2%
SCZ 9% 13% 14.7% 12.2% 12.2% 0%
IWB 6.3% 12.4% 13.3% 11% 10.4% 11.2%
IWV 6.7% 12.5% 13.5% 11.2% 10.5% 11.5%
SPY 5.9% 12.3% 13% 10.8% 10.2% 11%
IWF 6% 15% 14.7% 12% 11% 11.6%
QQQ 5.9% 16.3% 15.3% 12.9% 11.9% 13.2%
IWD 9.4% 11.5% 13.7% 11.3% 10.7% 11.6%
IWC 13.1% 16.3% 19% 16% 15.3% 15.9%
IWR 10.4% 13.6% 15.7% 12.7% 12% 13.1%
IWP 10.4% 15.3% 15.6% 12.8% 12.1% 13.3%
IWS 10.6% 13.6% 16.8% 13.3% 12.4% 13.6%
IWM 13.3% 15.6% 17.6% 14.9% 14.2% 14.9%
IWO 13.8% 16.6% 17.6% 15.4% 14.6% 15.2%
IWN 13% 15.4% 18.8% 15.3% 14.5% 15.2%
IYR 13.9% 15% 16.4% 13.1% 12.4% 16.4%
VNQ 13.9% 15.1% 16.3% 13.2% 12.6% 16.9%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
IWF 1.00 1.13 1.08 1.07 1.06 1.04
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.88 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Asset Classes
DBA 0.364329444369708 0.17640346879825 0.256937815888195 0.190861257580237 0.270718146547645 0
DBB -0.607633791350758 0.527438851028053 0.58098562213501 0.526567450307216 0.689850592018741 0
DBO -0.316795094321197 0.104293112245113 0.591756617261602 0.767016523692643 0.884973977397235 0
DBC -0.273000827461422 0.0984743451748991 0.403668746586387 0.440180515167989 0.561755712675904 0.571432721555731
GLD -0.188556717465787 0.184158894699148 0.196192223183597 0.0778908895507533 0.10731736905573 0.0992065357990735
FXA 0.434191725430219 0.416604514936486 0.443845131648994 0.408715208406221 0.483817799927206 0
FXC 0.2753886189597 0.26371711994355 0.264230862103998 0.28044428117554 0.332919000463683 0
FXF 0.17438325467282 0.220347577386754 0.158021880225318 0.109031424334176 0.190487565879725 0
FXE 0.131606603244239 0.220660450040522 0.175062049110022 0.146034551332658 0.250582262823622 0
FXB 0.200411948242044 0.344412176445736 0.30575233284022 0.312464693739517 0.307221144077538 0
FXY 0.522750181901128 0.291773291130666 0.154598032552637 0.0450285916272627 -0.0166324253545971 0
UUP -0.229298978510286 -0.243876793808427 -0.20574283344162 -0.164322631219177 -0.231950167102198 0
EEM 0.350657959149069 0.675886227807254 0.707183076748642 0.770844903689113 0.901544995606629 1.04554610118681
AMLP 1.10435091781528 0.670712037988478 1.41850973824336 1.30962482926887 0 0
IGIB 0.349642499824409 0.422195216774315 0.359491835334186 0.261605803673689 0.205103694047691 0
EMHY 0.399258698041531 0.536317026006569 0.577828493240505 0.480302689008065 0 0
HYD 0.291318022261315 0.41997329865688 0.47679542669356 0.330116396313068 0.2373162038388 0
IEF 0.407011058162914 0.353208542583951 0.15048140989966 0.0521703243491778 -0.0220344894546952 -0.0322979615667246
IGOV 0.469046061219737 0.575415354244663 0.390264151833606 0.276591745848989 0.276870367180546 0
IHY 0.236710499039127 0.49414044305332 0.504867085608545 0.441635123211518 0 0
ITM 0.21104138389216 0.339002760163048 0.236734860776457 0.138612381335911 0.0825481968870604 0
JNK 0.275821742483423 0.502025626013483 0.470778245870768 0.432388083675228 0.449365297318953 0
MBB 0.39397895708284 0.364711864585107 0.193675753987078 0.12345225292363 0.0814455437938487 0
TIP 0.26999148314353 0.33700270421321 0.246972275989527 0.171425304764516 0.121136615111552 0.123490450806782
AGG 0.343335404860921 0.332476479103331 0.202527096732735 0.124748632250373 0.0769377650155374 0.0728975823160487
BND 0.339081389617994 0.330172891398082 0.217071810560149 0.136240074966851 0.0852382348852902 0.0758386038233221
EMB 0.4899190940441 0.600703937123566 0.578423464965569 0.450257660013158 0.40133043210068 0
PCY 0.721242437973383 0.847645604703851 0.744466292308027 0.569050571606654 0.489603766727848 0
BIL 0.000176663619994003 0.0107463142533588 0.000128909061176804 0.000944594041238484 2.23254712634075e-05 0
TLT 0.90340033646803 0.664614927077586 0.30008784030921 0.110086521333859 -0.0937023195025774 -0.0865951975368884
SHY 0.0612928934257665 0.0726934131547593 0.0236181182853132 0.0074686643816555 0.0018085600680882 -0.0102093721277258
ACWI 0.882415204088437 0.94028534529512 0.939317946619624 0.938585785081827 0.987571855837302 0
FM 0.622073549054098 0.633131981647339 0.741916567174051 0.693700263526264 0 0
EFA 0.697883726030266 0.871328545820072 0.873410124260499 0.862230919417512 0.943136534141825 0.994435578471194
EFG 0.919954655908616 1.03652718215794 0.926937570267459 0.895997972625908 0.965807087279164 0.988640786895923
EFV 0.511041920818508 0.720441236842981 0.840264776684252 0.843870331785265 0.937249877949735 1.00971030924998
SCZ 0.721878041523196 0.915062451112208 0.976925685111089 0.933271126944967 0.995540121537453 0
IWB 1.02555260986195 1.00725974028306 1.02008600659593 1.01485144225688 1.01464933487483 1.01466874696143
IWV 1.06357304722191 1.02028008961308 1.02862984385167 1.02504800826082 1.02624457826409 1.03041861506511
SPY 1 1 1 1 1 1
IWF 1.00256088278433 1.13377080907627 1.08237611580103 1.0705460909504 1.05698166365665 1.0393920525214
QQQ 0.945622421970832 1.18591563363911 1.08577999429152 1.11045865969585 1.10035977419983 1.10912588892964
IWD 1.04595265406095 0.883484204902406 0.963138031711511 0.96158900503685 0.977396051572831 0.996193451052841
IWC 1.39898290965127 1.09887399587872 1.14727042903686 1.13309925993662 1.177087917569 1.19502126827
IWR 1.24144767132758 1.08107247558404 1.11512986118695 1.08441592091076 1.09178215892818 1.1131091189373
IWP 1.40559164926922 1.1825917859821 1.12959430017009 1.11139907579923 1.11839212211332 1.13117134716847
IWS 1.19712567791648 1.03605637401903 1.11655721481433 1.07470784240117 1.07946890512791 1.11495573527772
IWM 1.49912419410649 1.15428214637851 1.1682773706037 1.1643439476689 1.19464135873975 1.19443560603739
IWO 1.6940441600074 1.19675030310433 1.17380960343914 1.18689935893381 1.21513851451207 1.21115996191426
IWN 1.30933700749154 1.1028943719504 1.16777782345441 1.13950845466267 1.1712860881549 1.17571439092224
IYR 1.31827706082401 1.07758909553057 1.06316839214957 0.908338676796018 0.911207251502847 1.09776092287507
VNQ 1.2984030531521 1.08216641115715 1.05856164422616 0.901129422706415 0.911114112152754 1.1011055561875


  Compare: Correlation

for period ending December 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.78 0.91 0.91 0.92 0.92
to S&P500 (SPY) 0.87 0.96 0.95 0.96 0.96 0.96
to U.S. Bonds (BND) 0.36 0.70 0.62 0.45 0.32 0.28
to Commodities (DBC) -0.29 -0.02 0.26 0.29 0.40 0.41
to Gold (GLD) -0.47 0.20 0.24 0.10 0.13 0.10


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