Invesco Emerging Markets Sovereign Debt ETF
for period ending August 31, 2026
Quick Links
Overview
PCY is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider PowerShares (www.invesco.com)
Description Invesco Emerging Markets Sovereign Debt ETF gives investors access to fixed income securities 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, Fixed Income: Aggregate
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, PowerShares. The investment seeks investment results that generally correspond (before fees and expenses) to the price and yield of the DB Emerging Market USD Liquid Balanced Index (the "underlying index"). The fund generally will invest at least 80% of its total assets in U.S. dollar-denominated government bonds from emerging market countries that comprise the underlying index. The underlying index measures potential returns of a theoretical portfolio of liquid emerging market U.S. dollar-denominated government bonds. The fund is non-diversified. You may consult www.invesco.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker PCY. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "PCY" 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 August 31, 2026
5-year graph
●
PCY
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
0.9% |
1.0% |
5.0% |
8.1% |
-0.2% |
1.4% |
3.2% |
|
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.0% |
1.8% |
12.7% |
13.9% |
6.9% |
9.5% |
9.7% |
8.2% |
| Global Equities (ACWI) |
14.3% |
2.7% |
22.3% |
20.5% |
10.9% |
12.7% |
11.2% |
|
| U.S. Equities (SPY) |
13.1% |
2.7% |
20.2% |
20.9% |
12.7% |
15.3% |
15.0% |
11.3% |
| U.S. Bonds (BND) |
-0.2% |
0.4% |
1.8% |
4.1% |
-0.4% |
1.4% |
2.0% |
3.1% |
| 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 |
| DBA |
14.8902821316614% |
6.57942566339513% |
9.38949307142458% |
15.0075969921368% |
11.6784945922069% |
5.36510303544906% |
0.00126238831832382% |
0% |
| DBB |
11.6390584132519% |
1.78855325914149% |
33.4712129475952% |
17.1694645044284% |
7.48925831943039% |
8.43550035515803% |
1.81668557487535% |
0% |
| DBO |
80.4098360655738% |
2.22944728286112% |
67.3535259922955% |
14.675013764396% |
14.9576074731906% |
11.7252718994219% |
-0.180778341942034% |
0% |
| DBC |
39.9821109123436% |
6.28183361629882% |
45.670323615862% |
13.2768005685713% |
13.3934880536933% |
9.90759092251912% |
1.37411616455305% |
2.31474952795412% |
| GLD |
3.05568872852056% |
9.92625289336275% |
28.4056968591819% |
31.4000151867928% |
19.2038101609396% |
12.5890645033618% |
5.70398895987974% |
9.86045864226819% |
| FXA |
8.31760220135374% |
1.94389318567576% |
10.7924521910325% |
4.77318658588044% |
0.411577552964326% |
0.116893547139529% |
-1.59668300897793% |
1.54833286154801% |
| FXC |
-0.706777052958596% |
1.27838505290512% |
-0.588062129119149% |
0.257598178147012% |
-1.01960230469895% |
-0.0894710055132975% |
-1.97993335987982% |
-0.570376393658645% |
| FXF |
-2.33602298442561% |
-0.0458547322083724% |
-1.55979195323248% |
2.68575352390035% |
2.00357188938054% |
1.13612989714313% |
-0.773402855200989% |
1.6219826818527% |
| FXE |
-0.608257444506943% |
0.792051665676752% |
0.0534435488811269% |
3.74141898306262% |
0.413555668298327% |
0.346791529428403% |
-1.58774284804087% |
-0.263229751287086% |
| FXB |
1.87682993943548% |
0.710060268605472% |
2.41537482312246% |
4.9453229606454% |
1.52886076121137% |
1.08354686308942% |
-0.798387209056728% |
-0.920474562142581% |
| FXY |
-2.18169422191921% |
-0.468262226847027% |
-8.36659747724735% |
-3.52832625786262% |
-7.66399924458415% |
-4.74842242350774% |
-5.24515397406344% |
0% |
| UUP |
4.03255641879394% |
-0.177493787717431% |
6.24896585875014% |
3.81920512843761% |
5.55311174882784% |
2.98176629503821% |
3.09779563289359% |
0% |
| EEM |
23.1371442004491% |
4.57169605242627% |
37.0486016428821% |
22.502296339026% |
7.55294174822001% |
8.61535517502989% |
5.27474381058375% |
5.85520177160852% |
| AMLP |
25.2782390432796% |
2.39341617149194% |
23.5661451527345% |
19.7520271943841% |
20.7068172439195% |
7.40587213482147% |
5.82021773875416% |
0% |
| IGIB |
-0.349979428208491% |
0.230458997503358% |
2.06185950392688% |
6.06666781887189% |
0.896445930113843% |
2.79787966889045% |
2.98987297777833% |
0% |
| EMHY |
3.4988770306325% |
0.532909405401094% |
8.242256588768% |
12.1940943226367% |
4.06694108784584% |
4.0240041167747% |
0% |
0% |
| HYD |
0.317260528417784% |
-0.0931504439638187% |
5.48399692872181% |
3.74985730218789% |
-1.02739274459335% |
1.27505598407398% |
3.24417493155937% |
0% |
| IEF |
-1.32798594693376% |
0.116049982457556% |
0.243028925286648% |
3.03503299788788% |
-1.70469560256593% |
0.458286258726948% |
1.49306402831939% |
3.22708911885865% |
| IGOV |
-1.08017282765244% |
0.487685930260917% |
-1.4581274406723% |
2.64511560465703% |
-4.34144739455175% |
-1.50042011418094% |
-1.18023613130573% |
0% |
| IHY |
2.08900589829157% |
0.912403670065887% |
3.95545923596794% |
8.74223230671036% |
1.97110331225916% |
3.73644588968229% |
0% |
0% |
| ITM |
-1.2512118297435% |
-0.0856190563556902% |
3.12423680184037% |
3.07328299729572% |
-0.181154713128351% |
1.409700281594% |
2.4948270707329% |
0% |
| JNK |
2.86354674992957% |
0.953413877468656% |
5.34993342817649% |
8.27899848382902% |
3.40062372599148% |
4.46436390511167% |
4.73747111436922% |
0% |
| MBB |
0.220569326841269% |
0.563088485796404% |
2.9690157949666% |
4.46501572061335% |
0.0845836299140368% |
1.13230868250618% |
1.52720784227649% |
0% |
| TIP |
0.511966012120424% |
-0.0239598074230574% |
0.855442482538549% |
3.79583383597011% |
0.188463914645443% |
2.29591767381154% |
2.08875717097483% |
3.29080434530484% |
| AGG |
-0.175976179742565% |
0.38914836693722% |
1.90243548900404% |
4.0728902645264% |
-0.281700863931134% |
1.37789074830119% |
1.95822898037759% |
3.03628655087513% |
| BND |
-0.178325240946076% |
0.363302930736253% |
1.83366842818453% |
4.0533911699477% |
-0.363320710305914% |
1.37370680787277% |
1.95440431095535% |
3.0831193330902% |
| EMB |
1.464439882775% |
0.555564987097656% |
5.95306867996968% |
8.80163450738012% |
0.986008727299947% |
2.47926897650648% |
3.56833284313851% |
0% |
| PCY |
0.926558332800131% |
0.973709366728626% |
5.01206205666962% |
8.06962925471328% |
-0.173687871496253% |
1.3686491896381% |
3.22285121069665% |
0% |
| BIL |
2.36674803771932% |
0.276674350241946% |
3.71038321556498% |
4.49429400534047% |
3.53844434232244% |
2.25315505405821% |
1.47611081229042% |
0% |
| TLT |
-2.78659764532869% |
0.732421875% |
-0.343449585560063% |
-1.06093257670217% |
-7.98677825272197% |
-2.44005169918048% |
1.06635381964386% |
2.87418497828138% |
| SHY |
0.931520552996479% |
0.172234101373459% |
2.30717986696192% |
4.08003701074511% |
1.82708687824844% |
1.68934476176823% |
1.29383688647333% |
1.92714335731401% |
| ACWI |
14.3006240045313% |
2.71687016556927% |
22.2608099066727% |
20.5047638759061% |
10.9401713352726% |
12.6946478293054% |
11.1786940716503% |
0% |
| EFA |
13.6627836554963% |
1.77116878196628% |
21.4781825178657% |
18.1904278149813% |
9.30890185808635% |
9.48189355417666% |
7.93510823299366% |
5.4659078056891% |
| EFG |
10.0512466103192% |
2.42938318372725% |
14.7652522490148% |
12.6447319303212% |
4.00579379577715% |
8.07190127073125% |
7.27421747792874% |
5.33390618017107% |
| EFV |
17.6086911519767% |
1.14985163204748% |
28.2738312925401% |
23.7277090967444% |
14.551768050312% |
10.3753578658807% |
8.14896517532162% |
5.18052812839183% |
| SCZ |
13.5182765217237% |
3.45649582836709% |
18.7370140577727% |
17.3110532858069% |
5.42566622284402% |
8.52601544852181% |
8.4079688066689% |
0% |
| IWB |
12.9365962973433% |
2.81600470150349% |
19.5683621336079% |
20.6292309727735% |
11.9573542940886% |
14.9815071538041% |
14.8067513050047% |
11.1874465634494% |
| IWV |
13.222207420079% |
2.6525760820957% |
19.8909883761732% |
20.4300732848966% |
11.6201239891496% |
14.6532313621264% |
14.5227167718907% |
10.9894898801984% |
| SPY |
13.0815635103825% |
2.67994591917327% |
20.2307717876757% |
20.9179698004318% |
12.6934516746771% |
15.2787903359328% |
15.0373246056052% |
11.2828063482012% |
| IWF |
3.88840439115254% |
3.71027721433401% |
10.5630954882905% |
20.8915093513874% |
11.6880223246295% |
17.7341586226773% |
16.6588838734963% |
13.2347638249317% |
| QQQ |
16.9532609152088% |
4.18174682771553% |
26.2649347295252% |
24.4896967091698% |
14.2166057658913% |
20.7791758188356% |
19.694363520566% |
16.5886909716792% |
| IWD |
22.9916188195263% |
2.02128504487333% |
29.5006815294935% |
19.5676621391125% |
11.6420021549237% |
11.5764662455628% |
12.4266598863596% |
8.71015699671363% |
| IWC |
23.1966438561281% |
3.09618971489476% |
37.4969217165328% |
22.9911868284938% |
6.61092129755792% |
11.0245142021342% |
11.6910269151649% |
7.8931717354563% |
| IWR |
16.6279988552112% |
1.81420366487375% |
17.7493674273394% |
16.6682518633697% |
7.89061212407551% |
11.5022096502195% |
12.3620869530577% |
9.90370413024841% |
| IWP |
2.73082660330708% |
2.49562171628723% |
-1.36693366965717% |
13.940500040296% |
4.10948933266657% |
11.8657944500318% |
12.3154738049979% |
10.1936496564347% |
| IWS |
21.1070910459568% |
1.61000718218818% |
24.3279672834864% |
17.2404208977615% |
9.33880466008792% |
10.3227626737327% |
11.7942972778456% |
9.05584246666786% |
| IWM |
19.9029415065137% |
0.937500000000013% |
26.2843586108588% |
17.3184081897855% |
6.72783690385357% |
10.4617277520128% |
11.2719605955077% |
8.75561601562136% |
| IWO |
16.8852500231728% |
1.7050206383036% |
23.1168364019701% |
16.912881432088% |
4.97202312843885% |
10.6129331380424% |
11.4675689423226% |
9.43702883579218% |
| IWN |
23.1802620195003% |
0.253118785029827% |
29.5700249595158% |
17.6395875444977% |
8.28551195174088% |
9.87434321141729% |
10.7554815664414% |
7.76923396450957% |
| IYR |
10.1538240628757% |
-2.34085069940052% |
7.56851816726201% |
9.11690844532889% |
1.39772949050621% |
5.13782871831101% |
7.33589423289216% |
5.17116662278778% |
| VNQ |
11.1200331715225% |
-2.5366346639717% |
8.60148302238917% |
9.64490699965246% |
1.47871978322165% |
4.87747651986192% |
7.66317307227065% |
5.86340128296605% |
| |
|
|
|
|
|
| PCY |
-4.3% |
-24.5% |
18.5% |
2.5% |
11.0% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| 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 |
| DBA |
22.3667870007247% |
2.52541503893986% |
7.6310543282736% |
33.4729789746052% |
-0.562578018147986% |
| DBB |
28.9687171610854% |
-11.8033665814941% |
1.11276302746961% |
7.88686675162484% |
25.010563283162% |
| DBO |
60.7354444240379% |
13.0520436760382% |
-4.48624264803974% |
7.85417023349944% |
-11.7098755600774% |
| DBC |
41.360535033944% |
19.3381047925849% |
-6.224601542218% |
2.17947023142338% |
8.10341270944663% |
| GLD |
-4.14892032504177% |
-0.772115217246228% |
12.6915838291174% |
26.6569022336141% |
63.676537397266% |
| FXA |
-6.16946364880144% |
-6.47952043954783% |
0.873294276868242% |
-7.74204109878416% |
9.1023119004152% |
| FXC |
0.219895404397596% |
-6.43799822735651% |
3.64766976490272% |
-5.96056483707216% |
5.24476075814353% |
| FXF |
-4.07886034404913% |
-2.28680218958218% |
9.62222426685191% |
-7.45772558174616% |
14.0435924640982% |
| FXE |
-7.82637923902185% |
-6.56633974962765% |
4.36126866589122% |
-4.18199804509548% |
14.525690294523% |
| FXB |
-1.5372385011082% |
-10.4499892346964% |
7.63522680479232% |
1.35492625820954% |
10.3784257052671% |
| FXY |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
0.0852951211190556% |
| UUP |
5.73433156103183% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
-4.98600696221738% |
| EEM |
-3.61506944684572% |
-20.56328496155% |
8.98578612172258% |
6.4972650185694% |
33.980110780092% |
| AMLP |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
5.81322062213614% |
| IGIB |
-1.45079652168195% |
-14.2423245395042% |
9.21544637468608% |
3.49089568482179% |
9.5853316809827% |
| EMHY |
-1.9178330720437% |
-13.571830654467% |
11.4204184647239% |
11.9775923545362% |
13.7020110611553% |
| HYD |
5.05000335419787% |
-16.2630266222899% |
5.05476833906595% |
4.94262334300903% |
2.83575561547877% |
| IEF |
-3.32938119698459% |
-15.3224471675499% |
3.84577301390399% |
-0.635291945858907% |
8.03536203071582% |
| IGOV |
-9.24862266459217% |
-22.0709678133312% |
5.56833628419988% |
-6.49555672768473% |
9.96345426116585% |
| IHY |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128172% |
13.4354074770229% |
| ITM |
0.211272131214879% |
-9.49920989230483% |
5.01787458403324% |
0.722410767988313% |
5.3377931033249% |
| JNK |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
8.7612740555093% |
| MBB |
-1.43116649109991% |
-11.9288470331859% |
5.00229938339549% |
1.31297804867516% |
8.01317304809939% |
| TIP |
5.67099926412114% |
-12.2485594077103% |
3.79897566544984% |
1.6511308674467% |
6.76826745465138% |
| AGG |
-1.76966487938424% |
-13.0229490718201% |
5.64604835614511% |
1.30760961466867% |
7.19428093728109% |
| BND |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683279% |
1.37655161915171% |
7.08409831308456% |
| EMB |
-2.2374568127535% |
-18.9402646344802% |
8.71825613671577% |
5.53921391504089% |
13.8578304701677% |
| PCY |
-4.2898431422829% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003078% |
11.0074980777422% |
| BIL |
-0.0983405768985923% |
1.40457752023322% |
4.65170866921714% |
5.19101822011554% |
4.15058737557834% |
| TLT |
-4.60230322759315% |
-31.2335291660792% |
2.74590442167642% |
-8.05845422169142% |
4.24964239944028% |
| SHY |
-0.677718035374253% |
-3.8792510030099% |
4.16228386765609% |
3.91584829135547% |
4.9519581776734% |
| ACWI |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
22.4132000037433% |
| EFA |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927367% |
31.5479225839146% |
| EFG |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867447% |
20.6971979455425% |
| EFV |
11.1040024989595% |
-5.22055012276388% |
18.8756780437068% |
5.39967959831447% |
42.2239522855642% |
| SCZ |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
32.0763733956891% |
| IWB |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
17.1798078348753% |
| IWV |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
16.9563624446279% |
| SPY |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
17.7209019017716% |
| IWF |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.120630724164% |
18.3295286709676% |
| QQQ |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
20.7724970198578% |
| IWD |
24.9459408097815% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
15.6763933946303% |
| IWC |
18.6795920967858% |
-21.935163313637% |
8.99886849410811% |
13.6333160497263% |
22.4539750893247% |
| IWR |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432745% |
10.369860901486% |
| IWP |
12.5968963062359% |
-26.7352069648381% |
25.7063324448986% |
21.8620286572134% |
8.44912348262128% |
| IWS |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
10.8148098629371% |
| IWM |
14.5390544720051% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255835% |
12.6576580125388% |
| IWO |
2.53860451634151% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
12.9012457769229% |
| IWN |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218486% |
12.3974910172738% |
| IYR |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297286% |
3.38155178525874% |
| VNQ |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
3.24419045100599% |
Compare: Risk vs. Return
for period ending August 31, 2026
Maximum Drawdown vs. Annual Return
●
PCY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
PCY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
PCY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Beta vs. Annual Return
●
PCY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
-14.3% |
-12.2% |
-13.3% |
-14.2% |
-11.5% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.3% |
-3.4% |
-4.8% |
-2.7% |
-1.6% |
0.2% |
| Global Equities (ACWI) |
2.8% |
0.9% |
-1.4% |
-2.1% |
-3.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-24.2% |
-17.3% |
-20.4% |
-16.7% |
-12.9% |
-5.1% |
| 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 |
| DBA |
-9.56106053757364% |
-5.47933101391074% |
2.08008812502715% |
-8.97770815105941% |
-15.3419182783189% |
0% |
| DBB |
10.2726979172071% |
-5.82605599789453% |
-5.76522026308816% |
-7.69458026263653% |
-13.2075665029382% |
0% |
| DBO |
0.61846274138296% |
-12.5208940743099% |
-2.88839317154468% |
-8.05762826495737% |
-14.1347661776023% |
0% |
| DBC |
6.84655362002468% |
-9.57100954963978% |
-0.0601011891281917% |
-6.0842425316221% |
-13.5725097125816% |
-9.07065937192412% |
| GLD |
-4.73596831871795% |
2.20517268126688% |
5.59287527459302% |
-2.67309401877034% |
-9.8555799723267% |
-2.39353490593931% |
| FXA |
-5.81853691789461% |
-15.9615168347897% |
-14.6798229252886% |
-16.723336258409% |
-17.8780442167632% |
-9.78963119911008% |
| FXC |
-26.6718106959398% |
-25.822022642849% |
-22.4548795097842% |
-19.3100909324283% |
-20.489918738233% |
-13.6021338128231% |
| FXF |
-26.7791838662727% |
-19.0808996531587% |
-12.9115312589036% |
-15.861685479852% |
-17.6232612222064% |
-9.75092090468552% |
| FXE |
-26.8783413087877% |
-17.7524995765279% |
-16.8716290030932% |
-17.8954074717172% |
-19.6027532868381% |
-12.9276964652786% |
| FXB |
-19.4326904419156% |
-15.501715233167% |
-14.2625781638026% |
-15.7800466785232% |
-17.8946885902542% |
-14.3030536740143% |
| FXY |
-43.6279859295526% |
-26.5968761837861% |
-26.049263172593% |
-25.3247316237945% |
-24.166075884119% |
0% |
| UUP |
-9.88080263675605% |
-17.6189002872082% |
-5.85389618751934% |
-12.0244301657419% |
-10.6068480112917% |
0% |
| EEM |
3.80636233344814% |
-1.36002067884656% |
-5.47081778896907% |
-7.30676782235792% |
-10.4820871202268% |
-6.52196969620006% |
| AMLP |
4.73462318395533% |
-2.2161397187074% |
6.04082411109043% |
-10.1286866801303% |
-11.0032879139233% |
0% |
| IGIB |
-23.0125078234197% |
-12.9630350977935% |
-15.7250848288991% |
-12.4572473398689% |
-10.3850306050822% |
0% |
| EMHY |
-4.82560354361775% |
-0.210958914487804% |
-8.89308579130639% |
-10.666833558616% |
0% |
0% |
| HYD |
-12.2524962886604% |
-17.8299982501178% |
-19.3821836009357% |
-14.8655365126535% |
-10.9357011573429% |
0% |
| IEF |
-27.440763453329% |
-19.1756094691636% |
-21.1953674479694% |
-17.9229413916504% |
-14.035831822184% |
-6.1577504901201% |
| IGOV |
-27.4296194873671% |
-18.8299244772134% |
-20.6070487942591% |
-19.6273525249588% |
-18.2458999662771% |
0% |
| IHY |
-15.8119077958762% |
-6.88989304974638% |
-12.6829451399269% |
-10.8424048719337% |
0% |
0% |
| ITM |
-18.0267616418405% |
-19.5321561984429% |
-19.0895682122345% |
-15.8881298998439% |
-11.6313843621129% |
0% |
| JNK |
-7.54102693947653% |
-5.77471825611744% |
-10.404219203812% |
-9.14072247071758% |
-7.9461406959233% |
0% |
| MBB |
-19.4516167515869% |
-16.3917622268742% |
-18.1309675354997% |
-17.3563434940902% |
-14.2739071323854% |
0% |
| TIP |
-30.8771186441621% |
-18.3793242954947% |
-19.590373014315% |
-13.9778523268485% |
-12.5441976385628% |
-5.48473203631471% |
| AGG |
-23.8269914702439% |
-17.2792495110842% |
-19.9444630892311% |
-16.6664204664757% |
-12.894999695803% |
-5.26890367443988% |
| BND |
-24.2336635677923% |
-17.3430964969843% |
-20.361264001125% |
-16.6779313991813% |
-12.9078429400821% |
-5.07979216270618% |
| EMB |
-11.1708415927213% |
-8.7759298820924% |
-13.5983496457126% |
-12.9555422952797% |
-10.5880234695309% |
0% |
| PCY |
-14.3178278180442% |
-12.1616237799733% |
-13.2887840158973% |
-14.1594503698187% |
-11.539980143719% |
0% |
| BIL |
-13.0566854212165% |
-11.0010000008978% |
-36.8563397910339% |
-26.9043378649492% |
-23.3179904061357% |
0% |
| TLT |
-22.1114864983367% |
-21.5926501078775% |
-21.8716807401605% |
-18.4109629146511% |
-14.0171543724871% |
-8.30027503068031% |
| SHY |
-37.7006874401038% |
-19.236986405634% |
-28.8314422945723% |
-22.7577601178298% |
-19.0751450406793% |
-8.04456941312288% |
| ACWI |
2.76192255119106% |
0.948363016196065% |
-1.39761322433522% |
-2.06923064395007% |
-3.81654076143845% |
0% |
| EFA |
3.50419114341456% |
-1.56994831056051% |
-3.28866376971771% |
-5.60326645875707% |
-7.34993729216399% |
-6.21496889498066% |
| EFG |
-6.37931473929966% |
-9.07523430194405% |
-8.63240088384386% |
-7.33590700035952% |
-8.14397379007245% |
-6.32817389999135% |
| EFV |
10.3599109876421% |
5.21418223935074% |
2.34644876487152% |
-5.184317369222% |
-7.52787350125232% |
-6.65544843622255% |
| SCZ |
-2.7671504005217% |
-4.74247641215905% |
-7.32607669435206% |
-7.20994949616764% |
-7.37042007468086% |
0% |
| IWB |
-0.209713275553934% |
-0.47703375183702% |
-0.761767202612194% |
-0.486983979222865% |
-0.401535490162738% |
-0.239034304443241% |
| IWV |
0.320459724322141% |
-0.861179284349557% |
-1.16074113864432% |
-0.93631422164707% |
-0.832772579575581% |
-0.573009802854912% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-11.5999339136772% |
-3.82635067390488% |
-2.3468974049334% |
0.373251722789588% |
-0.166949861384909% |
0.964997725289056% |
| QQQ |
-3.02706558233226% |
-1.86583841217993% |
-0.882142170682882% |
2.02590844802998% |
1.25311969274548% |
2.64797452034157% |
| IWD |
15.9236457930108% |
-0.799031801113996% |
-0.638120791739086% |
-3.80919861984901% |
-2.76181548951513% |
-2.77992686180113% |
| IWC |
9.0495263283701% |
-5.73053482172945% |
-6.7068011384866% |
-6.97641884010804% |
-6.52736163455001% |
-5.235604174812% |
| IWR |
0.773628487224546% |
-5.68885935773429% |
-5.09320440532815% |
-4.82700279231423% |
-3.89723795278709% |
-2.43986012083399% |
| IWP |
-21.5228317555631% |
-9.70625095883259% |
-8.50238791928548% |
-5.11575336155173% |
-4.60977444382396% |
-2.54061037839445% |
| IWS |
8.79443603946254% |
-4.96976212073006% |
-3.73142285812329% |
-6.0149802473755% |
-4.5164376979177% |
-3.32234022949296% |
| IWM |
3.24598549612904% |
-8.02089995252424% |
-6.49333050677317% |
-6.84785961531318% |
-6.25692877323426% |
-4.24164756745346% |
| IWO |
-3.28655082541707% |
-8.93635980732365% |
-7.85381691101264% |
-6.89535469055759% |
-6.3741547160299% |
-3.86744525824312% |
| IWN |
11.8041459369818% |
-7.45138481366543% |
-5.25407214098385% |
-7.40755133185639% |
-6.69484307230071% |
-5.04503112762272% |
| IYR |
-12.8201989300509% |
-12.8631467745157% |
-10.7797787213304% |
-10.4301992132765% |
-8.52790989944408% |
-7.0610888553256% |
| VNQ |
-11.8460251781048% |
-12.4687842722895% |
-10.6971452886045% |
-10.6711647348524% |
-8.37529362584191% |
-6.6572976652128% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
-5.6% |
-6.5% |
-10.6% |
-8.9% |
-5.7% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.3% |
-2.2% |
-3.4% |
-1.7% |
-0.9% |
0.3% |
| Global Equities (ACWI) |
3.2% |
1.3% |
-1.1% |
-1.7% |
-3.3% |
|
| U.S. Equities (SPY) |
-0.0% |
0.0% |
-0.0% |
-0.0% |
-0.0% |
-0.0% |
| U.S. Bonds (BND) |
-3.3% |
-4.1% |
-6.9% |
-3.3% |
-1.4% |
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 |
| DBA |
8.19995170924274% |
9.5980977875627% |
6.19478684007324% |
0.613643844304564% |
-4.68950895560194% |
0% |
| DBB |
19.5038467869196% |
9.44908089499895% |
-1.49414651701678% |
-1.48315178525123% |
-7.97800695408401% |
0% |
| DBO |
77.0620979038479% |
15.6870589678013% |
9.44889887351121% |
0.803179416836157% |
-11.9176464995631% |
0% |
| DBC |
46.4615586104501% |
11.3228173080123% |
7.97739709041645% |
2.19904652840308% |
-6.69301119478822% |
-4.66586008158318% |
| GLD |
16.0171602338354% |
26.4289741523888% |
13.1798456572267% |
8.15438069027828% |
1.75395611764987% |
7.19010858229696% |
| FXA |
0.99810255914962% |
-4.7637953031907% |
-7.30883219902197% |
-7.54150502980754% |
-9.19005896081158% |
-4.86038068086431% |
| FXC |
-7.31766291454088% |
-6.75889569467716% |
-7.37668224596407% |
-5.96178588062327% |
-7.74467913902978% |
-5.6379162924325% |
| FXF |
-10.5500225937658% |
-5.2989920535543% |
-4.17416315138436% |
-3.32895462211141% |
-4.96048753145172% |
-1.81084055928589% |
| FXE |
-6.45951543933302% |
-2.44400669496525% |
-5.51799400295365% |
-4.15466178503521% |
-5.90760384583544% |
-4.33925724197393% |
| FXB |
-4.53746945229803% |
-2.40449962438896% |
-5.29932438333329% |
-5.07174108576678% |
-6.45457805829326% |
-5.31863063413276% |
| FXY |
-13.8543471060155% |
-11.1672725690725% |
-13.7527039218637% |
-8.4031483116173% |
-7.15944045333912% |
0% |
| UUP |
5.65832685539958% |
1.74922822357589% |
2.65313327969314% |
2.16924831826074% |
3.72800726499763% |
0% |
| EEM |
11.3517319169539% |
5.02804462268429% |
-3.01971093728837% |
-3.72694413348715% |
-8.1899053180119% |
-5.69975976084061% |
| AMLP |
22.9494361377505% |
10.2599494746858% |
12.0277165809152% |
-10.0217939910908% |
-10.3051599570608% |
0% |
| IGIB |
-3.64112228433321% |
-3.01050770793818% |
-6.3019828432952% |
-3.34850612706757% |
-1.8679409510595% |
0% |
| EMHY |
-0.647350156124761% |
1.41630480626782% |
-4.272169922975% |
-4.65101431755719% |
0% |
0% |
| HYD |
-2.77552837849901% |
-6.55082812469691% |
-8.44433365848181% |
-5.94644724486258% |
-2.32124266149227% |
0% |
| IEF |
-4.56767052468521% |
-5.21646223821955% |
-8.32644568619885% |
-3.28192921884249% |
-0.665601357037237% |
1.71880120874057% |
| IGOV |
-10.3654875035698% |
-7.67071773019495% |
-12.5610576464093% |
-7.87409914172213% |
-6.56627032895186% |
0% |
| IHY |
-4.5932075357056% |
-0.303638687425643% |
-5.9240951181844% |
-4.20753131891276% |
0% |
0% |
| ITM |
-4.04954463807329% |
-6.21934306027022% |
-7.02968338984844% |
-3.54908946537627% |
-0.956944186493182% |
0% |
| JNK |
-0.826729901006593% |
-0.850437714515076% |
-4.45903482451743% |
-3.43221811167071% |
-2.81160988733194% |
0% |
| MBB |
-2.18464021825525% |
-4.25888865502922% |
-6.64135004684031% |
-3.29325864212608% |
-1.66801992185529% |
0% |
| TIP |
-4.88940107449548% |
-3.39081265281866% |
-6.46760200344995% |
-2.69560145150281% |
-1.68166366212234% |
0.325979153859587% |
| AGG |
-3.25927460600632% |
-4.17726386142921% |
-6.85415460379867% |
-3.08568053301846% |
-1.22395991664887% |
0.560652962684989% |
| BND |
-3.25525840789561% |
-4.10190842301063% |
-6.92666774067935% |
-3.25228476296675% |
-1.3511268553152% |
0.578073417689591% |
| EMB |
-2.87645802006208% |
-2.73130592687879% |
-7.74080784161174% |
-6.05246279981531% |
-4.00715963609452% |
0% |
| PCY |
-5.61090958728571% |
-6.52206186070653% |
-10.5925885148601% |
-8.85609488805293% |
-5.74318742343315% |
0% |
| BIL |
0.00839816129388642% |
0.0481040125356366% |
-1.02352068622913% |
-0.532729444995946% |
-0.403595947825045% |
0% |
| TLT |
-6.83011636733216% |
-14.9487748389298% |
-16.6944918935853% |
-7.2033392128307% |
-0.81992437630765% |
1.79512122113482% |
| SHY |
-1.70614082716905% |
-0.828026541025565% |
-3.08153319887972% |
-1.22111505315429% |
-0.658032206521103% |
0.236151208370617% |
| ACWI |
3.17758564160609% |
1.33750216753822% |
-1.12759393607682% |
-1.65123201745126% |
-3.32240612693681% |
0% |
| EFA |
8.24660830100526% |
3.85790912154291% |
-1.55758602092521% |
-3.3378253859078% |
-5.33612361847157% |
-5.53000857289003% |
| EFG |
-2.85792543201209% |
-5.77257123622859% |
-8.31974589298878% |
-5.58742219483297% |
-6.69255307325824% |
-5.7296659982214% |
| EFV |
18.5463412126295% |
12.9039684591885% |
4.98148932824511% |
-1.81937178770293% |
-4.69320336403628% |
-5.83875118614876% |
| SCZ |
2.55237889825399% |
0.781644859207495% |
-5.99226284718426% |
-5.56528825717271% |
-5.71624976882159% |
0% |
| IWB |
-0.18087656157155% |
-0.445968716447535% |
-0.750773843280463% |
-0.472990495856903% |
-0.381273555553783% |
-0.225674090323114% |
| IWV |
0.348013229522747% |
-0.798426179876095% |
-1.1450352632841% |
-0.912891627297812% |
-0.799684927338781% |
-0.552010822508272% |
| SPY |
-3.552713678800501e-15% |
0% |
-1.7763568394002505e-15% |
-3.552713678800501e-15% |
-5.329070518200751e-15% |
-7.105427357601002e-15% |
| IWF |
-14.7182474310271% |
-3.54163673096036% |
-2.35447906471681% |
1.19425190143302% |
0.514332056842783% |
1.4610601661624% |
| QQQ |
-2.94252919673713% |
-0.776082809159114% |
-0.315386040471847% |
3.85479896174929% |
2.97728451329014% |
4.22045179053343% |
| IWD |
15.7903371902071% |
2.27594792176076% |
0.299651282300688% |
-2.76537236236968% |
-1.84650253769595% |
-2.36662992136301% |
| IWC |
15.8803218684052% |
-3.67819630488899% |
-6.90928263247117% |
-6.35528089089116% |
-5.551422106952% |
-5.20076491546145% |
| IWR |
4.2655701734432% |
-3.56006411888539% |
-4.76616923801329% |
-4.51473985281402% |
-3.46662206267514% |
-2.22713240740698% |
| IWP |
-17.8110490314828% |
-9.7256921675641% |
-9.54332837979632% |
-4.74015385850077% |
-4.16384036546655% |
-2.17836525755544% |
| IWS |
11.850926785993% |
-1.85705312186802% |
-2.91778554744938% |
-5.52459123664322% |
-3.78556909071447% |
-3.0806967595454% |
| IWM |
6.42844896975746% |
-7.51839573934053% |
-6.8469809958717% |
-6.94897073474572% |
-6.10147566293181% |
-4.21077899562917% |
| IWO |
-2.08327188447969% |
-11.0725181827946% |
-9.3006301762462% |
-7.26623093074189% |
-6.49663799935665% |
-3.76813566311895% |
| IWN |
15.0649689596979% |
-4.05883450378133% |
-4.54084574789477% |
-7.06055831733477% |
-6.01547098820372% |
-4.93345731691731% |
| IYR |
-5.15801242325968% |
-9.72405595465566% |
-10.9495244438066% |
-8.73334537947543% |
-5.99117288786933% |
-6.64255771959582% |
| VNQ |
-4.21839037709085% |
-9.24056595615528% |
-10.92583698711% |
-9.02552463672829% |
-5.65888820634733% |
-5.99725976361583% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
0.20 |
0.37 |
-0.24 |
-0.04 |
0.17 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.04 |
0.98 |
0.25 |
0.64 |
0.81 |
0.65 |
| Global Equities (ACWI) |
1.36 |
1.27 |
0.46 |
0.70 |
0.68 |
|
| U.S. Equities (SPY) |
1.19 |
1.21 |
0.54 |
0.82 |
0.92 |
0.66 |
| U.S. Bonds (BND) |
-0.55 |
-0.04 |
-0.68 |
-0.23 |
0.04 |
0.29 |
| 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 |
| DBA |
0.546183789817939 |
0.843607446119777 |
0.641774812571195 |
0.274215233394564 |
-0.0917773542647771 |
0 |
| DBB |
1.80810098764497 |
0.825972041664918 |
0.236770998395135 |
0.38223922551338 |
0.088941425957305 |
0 |
| DBO |
1.200943767491 |
0.433086237444554 |
0.449827236004341 |
0.421519322118568 |
0.0823759118779877 |
0 |
| DBC |
1.56128986112864 |
0.573074941355149 |
0.546062176958883 |
0.474863443709398 |
0.0586362453599538 |
0.123671434161436 |
| GLD |
0.908942533512257 |
1.33908075068891 |
0.858395448381772 |
0.672349798956382 |
0.306889239523151 |
0.527633402114631 |
| FXA |
0.799452163067158 |
0.0827798851028901 |
-0.336317742110231 |
-0.218832963792956 |
-0.276192531219018 |
0.0427325414645783 |
| FXC |
-0.727381115201036 |
-0.676447763048698 |
-0.788116185235068 |
-0.389502582539524 |
-0.470083602911907 |
-0.221244219035984 |
| FXF |
-0.733317811228965 |
-0.150530500691838 |
-0.243981399503665 |
-0.177027553576152 |
-0.269843624204026 |
0.0318509266742344 |
| FXE |
-0.745202432582152 |
-0.058923625676996 |
-0.484898472057895 |
-0.307032925156764 |
-0.411980906478553 |
-0.17705472072537 |
| FXB |
-0.185152512278433 |
0.108507092672258 |
-0.321306083749718 |
-0.167899385695369 |
-0.288568264563529 |
-0.268874329210934 |
| FXY |
-2.06156593597954 |
-0.727731310973726 |
-1.06760102020948 |
-0.784253202957721 |
-0.73250456391747 |
0 |
| UUP |
0.505043159853756 |
-0.0491867893128615 |
0.177188610524835 |
0.0627137309574508 |
0.21082520437077 |
0 |
| EEM |
1.40276123378651 |
1.11698921736469 |
0.24333330098381 |
0.401849742844549 |
0.270638114893224 |
0.292343771397565 |
| AMLP |
1.48698177712103 |
1.06284627302538 |
0.876264929177654 |
0.305486561549914 |
0.283384868765955 |
0 |
| IGIB |
-0.46145842468188 |
0.292051199093029 |
-0.40576014014912 |
0.0340206867262037 |
0.21093272010225 |
0 |
| EMHY |
0.863197592720717 |
1.20644704529138 |
0.00450668712373006 |
0.166063962699173 |
0 |
0 |
| HYD |
0.337144459322368 |
-0.0672495648910823 |
-0.619616296494801 |
-0.0980794733715745 |
0.194287620268002 |
0 |
| IEF |
-0.790179012545335 |
-0.167063386875728 |
-0.732921158688953 |
-0.304140576566578 |
-0.0293073111555303 |
0.239509595975927 |
| IGOV |
-0.784001784721121 |
-0.126104701388856 |
-0.706865260408821 |
-0.406292652201713 |
-0.307869784920903 |
0 |
| IHY |
0.076107936145933 |
0.732321789393409 |
-0.223807850812295 |
0.14575110011151 |
0 |
0 |
| ITM |
-0.0853542034375309 |
-0.19839470728331 |
-0.60517172602019 |
-0.179490758099046 |
0.128731319275781 |
0 |
| JNK |
0.665148985268077 |
0.811134650732523 |
-0.0927369158696452 |
0.243611937501734 |
0.38791930778618 |
0 |
| MBB |
-0.198279137197836 |
0.0398882062911244 |
-0.543679291872017 |
-0.268504740834665 |
-0.0523761982881626 |
0 |
| TIP |
-1.04827915453074 |
-0.119041082301663 |
-0.601624755488821 |
-0.0637895909119842 |
0.0622195342954419 |
0.272809966458095 |
| AGG |
-0.522353904384235 |
-0.0300109638649483 |
-0.653189146249783 |
-0.22848807346173 |
0.0378012848706444 |
0.278813141222369 |
| BND |
-0.552822796848324 |
-0.0354087723766006 |
-0.676536844802506 |
-0.229051565000712 |
0.0370298164247089 |
0.289975717946253 |
| EMB |
0.415033159951282 |
0.600649486326322 |
-0.273410951248322 |
0.0210537392307603 |
0.219923975185418 |
0 |
| PCY |
0.198477410107113 |
0.371240458203952 |
-0.239184068795115 |
-0.0401209701936603 |
0.168985814625864 |
0 |
| BIL |
0.278895200222864 |
0.995628693497913 |
-0.69895006819369 |
-0.543005762319006 |
-0.503945650294158 |
0 |
| TLT |
-0.370108281280085 |
-0.319506967709263 |
-0.787419346250314 |
-0.313529450707611 |
0.00640422720795176 |
0.143349764619489 |
| SHY |
-1.5649366004128 |
-0.199190561992336 |
-0.98115229257672 |
-0.521099745322856 |
-0.329778773684936 |
0.0859287228403144 |
| ACWI |
1.3637028049774 |
1.27075788287565 |
0.462033004575408 |
0.696897985286383 |
0.684518055904897 |
0 |
| EFA |
1.41528329019266 |
1.10497515405154 |
0.358652136044955 |
0.493038732392149 |
0.46163649030562 |
0.293169972703534 |
| EFG |
0.776294041870241 |
0.603393225009995 |
0.0598170031853073 |
0.393188210683944 |
0.411495468673351 |
0.28565144858725 |
| EFV |
1.8345696931193 |
1.54397574983107 |
0.668970444543995 |
0.524101021506186 |
0.455754102927245 |
0.271436379597236 |
| SCZ |
1.01228119068638 |
0.89654370122261 |
0.132749712951043 |
0.406026918876792 |
0.465465343156675 |
0 |
| IWB |
1.17420744767962 |
1.17749342310986 |
0.502286900379986 |
0.790934146256953 |
0.896858252676857 |
0.645403774663337 |
| IWV |
1.20830506702735 |
1.15229189553337 |
0.480802193774803 |
0.766176655154062 |
0.87094158264065 |
0.626844373001532 |
| SPY |
1.18714377261174 |
1.20856360159333 |
0.54390774474242 |
0.81744525714258 |
0.920845444940323 |
0.658489822087493 |
| IWF |
0.432755845704641 |
0.962030722469692 |
0.432299022230825 |
0.846297028114587 |
0.915971098574567 |
0.72000872393664 |
| QQQ |
0.997499209288433 |
1.08616847903563 |
0.520426426296001 |
0.93956014881097 |
1.00350555364761 |
0.822272087757088 |
| IWD |
2.18419939549041 |
1.15544876098809 |
0.503771852494372 |
0.601712457690526 |
0.751606883356929 |
0.495798539905681 |
| IWC |
1.7156681612331 |
0.84808063617127 |
0.196480700492549 |
0.44947837606781 |
0.541715271077754 |
0.375947685453543 |
| IWR |
1.24067937202874 |
0.834510329536539 |
0.264677868907102 |
0.550693173539495 |
0.686645127394729 |
0.524239741371599 |
| IWP |
-0.309702013501683 |
0.572716271897937 |
0.0782362720693397 |
0.539380678496354 |
0.646530352217861 |
0.52194833600688 |
| IWS |
1.74852335864237 |
0.881839053084171 |
0.341525298190328 |
0.484126227879304 |
0.649347984457052 |
0.47393112481033 |
| IWM |
1.38503571437265 |
0.691442429222204 |
0.200059684992073 |
0.447523839017282 |
0.551369375348866 |
0.428179330700283 |
| IWO |
0.979803335512535 |
0.636167059557683 |
0.126763148280517 |
0.44751823265262 |
0.547275634489548 |
0.452974126801794 |
| IWN |
1.91815790917896 |
0.726548440282519 |
0.269608548111481 |
0.417584940706057 |
0.524808544457341 |
0.381353147088729 |
| IYR |
0.330069835195107 |
0.346548210190022 |
-0.0643885375724737 |
0.215144804233137 |
0.392791461178267 |
0.26242661033283 |
| VNQ |
0.39870983028192 |
0.374852311848769 |
-0.0587708625615901 |
0.200625387386172 |
0.404462501983388 |
0.290749513763168 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
0.27 |
0.58 |
-0.32 |
-0.05 |
0.23 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
2.08 |
1.72 |
0.35 |
0.95 |
1.23 |
0.95 |
| Global Equities (ACWI) |
2.68 |
2.39 |
0.68 |
1.04 |
1.04 |
|
| U.S. Equities (SPY) |
2.84 |
2.35 |
0.83 |
1.26 |
1.47 |
0.98 |
| U.S. Bonds (BND) |
2.08 |
1.72 |
0.35 |
0.95 |
1.23 |
0.95 |
| 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 |
| DBA |
1.01075835506789 |
1.68220808085609 |
1.09182681997992 |
0.424661974979386 |
-0.129654037837463 |
0 |
| DBB |
3.27474561827341 |
1.41684928378448 |
0.348581762991396 |
0.591778396193426 |
0.127553422109944 |
0 |
| DBO |
3.21962124434552 |
0.849315103165594 |
0.788157400672926 |
0.660161016812033 |
0.117198276455768 |
0 |
| DBC |
3.28589087920229 |
1.0150458130967 |
0.890412330952854 |
0.7153805026418 |
0.0807300476219495 |
0.170545142161553 |
| GLD |
1.50776398253404 |
2.39676874555337 |
1.51869560774721 |
1.16779404264162 |
0.478890420340147 |
0.856703509027476 |
| FXA |
1.33690977453406 |
0.114670602037471 |
-0.417670739990921 |
-0.292448809338862 |
-0.365288245748206 |
0.0597965846122456 |
| FXC |
-0.885336866692523 |
-0.861842949896015 |
-0.897325305819051 |
-0.495787399270523 |
-0.580601436796515 |
-0.294114036260198 |
| FXF |
-0.84926707697964 |
-0.217164874988891 |
-0.334106634951218 |
-0.243786193764629 |
-0.352989071274795 |
0.0471964924313979 |
| FXE |
-0.848582970742564 |
-0.0861965476667283 |
-0.621987310494969 |
-0.41310650963347 |
-0.522595360409646 |
-0.238233306741944 |
| FXB |
-0.265238926423552 |
0.153748859880299 |
-0.40426965064634 |
-0.22515790778882 |
-0.372424302545866 |
-0.347136257692363 |
| FXY |
-1.95202678117555 |
-0.914501885073722 |
-1.23655385170035 |
-0.923016783170891 |
-0.886900533110479 |
0 |
| UUP |
0.952408260974075 |
-0.0696113591919403 |
0.259948978470919 |
0.088890418280934 |
0.32084789847626 |
0 |
| EEM |
2.58067191462001 |
2.03819871193232 |
0.372210251355118 |
0.605531453171092 |
0.40085663606322 |
0.433602925231594 |
| AMLP |
3.4314591578271 |
2.07938663779794 |
1.48707251914865 |
0.457771579000838 |
0.420958336252953 |
0 |
| IGIB |
-0.545321036257409 |
0.463472200392876 |
-0.51497240472088 |
0.0454047887981209 |
0.286006137645698 |
0 |
| EMHY |
1.27617033150422 |
2.29188764806371 |
0.00636850707951236 |
0.221624076531196 |
0 |
0 |
| HYD |
0.501442497598543 |
-0.0973377385396234 |
-0.754679218305396 |
-0.114717898768866 |
0.235194231219056 |
0 |
| IEF |
-0.975802248471221 |
-0.224863557650559 |
-0.861871585419622 |
-0.389353637128306 |
-0.0400987705523987 |
0.358420117545012 |
| IGOV |
-0.873599596101946 |
-0.178804210878108 |
-0.855764478196214 |
-0.509039283690635 |
-0.389931738548121 |
0 |
| IHY |
0.10229544119838 |
1.30388055094 |
-0.288286635218846 |
0.19163261382136 |
0 |
0 |
| ITM |
-0.105511747866887 |
-0.280779745933939 |
-0.74073632747378 |
-0.231524080759339 |
0.174640760654437 |
0 |
| JNK |
1.08684589921467 |
1.51524278356534 |
-0.120573331713957 |
0.327329223344865 |
0.550460945153751 |
0 |
| MBB |
-0.248273693391723 |
0.0573346405312075 |
-0.666033540900108 |
-0.334767475898164 |
-0.0668558217931584 |
0 |
| TIP |
-1.19524743159246 |
-0.160987278576625 |
-0.685323149568019 |
-0.0795499943745779 |
0.0803770401672614 |
0.376939028710779 |
| AGG |
-0.625728478303315 |
-0.0425499572387174 |
-0.78247926430484 |
-0.290534195459108 |
0.0498356707169919 |
0.399388911456022 |
| BND |
-0.662990056655513 |
-0.0502466910961647 |
-0.802502175422694 |
-0.290918379581238 |
0.0487584797073 |
0.410704488798696 |
| EMB |
0.556045676982401 |
0.942340249084335 |
-0.355109063509751 |
0.0271744526119531 |
0.295295589482549 |
0 |
| PCY |
0.270039752254114 |
0.584985513869264 |
-0.319034226875793 |
-0.0519814996920571 |
0.2259459156711 |
0 |
| BIL |
0.469804786585369 |
1.91329540633845 |
-0.691596136244263 |
-0.541082949796796 |
-0.502396496065579 |
0 |
| TLT |
-0.484843570794872 |
-0.430784800863348 |
-0.953303932343545 |
-0.423170465451349 |
0.00951953738231878 |
0.221656109558091 |
| SHY |
-1.54892921779065 |
-0.261203850833408 |
-1.01818660546543 |
-0.579378235171437 |
-0.375237746232359 |
0.109320796866288 |
| ACWI |
2.68162938527828 |
2.39181507184316 |
0.683452037008515 |
1.04052543230244 |
1.03526203819535 |
0 |
| EFA |
2.0481198413695 |
1.7959953722085 |
0.522208148944019 |
0.720365008078401 |
0.677820588175121 |
0.413535290450309 |
| EFG |
1.09133238763381 |
0.902325962522945 |
0.0832998701535351 |
0.565720526117266 |
0.594226121671012 |
0.400166676698949 |
| EFV |
3.13372428545237 |
2.81698397693142 |
1.02224848813063 |
0.767647401758877 |
0.67339239134028 |
0.386987547119318 |
| SCZ |
1.51395377225201 |
1.42915578455748 |
0.183253409331156 |
0.571702530873123 |
0.671189668303798 |
0 |
| IWB |
2.75121632457632 |
2.24967802527497 |
0.759813637224356 |
1.21878165642441 |
1.42448022791999 |
0.95691528247242 |
| IWV |
2.85985146755431 |
2.18796450845286 |
0.725713936044804 |
1.17484069864325 |
1.375788362547 |
0.923753360145117 |
| SPY |
2.84028352215668 |
2.35253359785821 |
0.828779099308555 |
1.26405485403623 |
1.47006980421645 |
0.980050868435098 |
| IWF |
0.852372467580138 |
1.78985326302839 |
0.652544607245164 |
1.35749452467232 |
1.50621440394093 |
1.11017065853335 |
| QQQ |
2.38953278126897 |
2.23494962559064 |
0.81101427443749 |
1.56306994069256 |
1.72020131370285 |
1.3064996560513 |
| IWD |
4.43358139415232 |
1.96558150917554 |
0.756577875616235 |
0.885362851515464 |
1.14561030308865 |
0.708077815560022 |
| IWC |
3.59387676058566 |
1.52806062417595 |
0.296629556003269 |
0.687659880850572 |
0.836291288062024 |
0.547160518162882 |
| IWR |
2.2847469088535 |
1.41577339524945 |
0.391843995845545 |
0.811709116605854 |
1.04696840266783 |
0.760619694412481 |
| IWP |
-0.418079138569236 |
0.976646579532732 |
0.114077009529979 |
0.836800271166257 |
1.02480620390153 |
0.776048061631339 |
| IWS |
3.44672566261454 |
1.47622366167889 |
0.506987914856795 |
0.691260037243478 |
0.963966842747914 |
0.674168214720772 |
| IWM |
3.30888777740067 |
1.20737992941331 |
0.303982320070254 |
0.672497544311874 |
0.844511549823209 |
0.625340878063178 |
| IWO |
2.03593742883195 |
1.07900356425494 |
0.187158207390928 |
0.675322685294909 |
0.839809016904222 |
0.668010697800321 |
| IWN |
5.68499738488865 |
1.31153583674914 |
0.418845301535228 |
0.622270277431147 |
0.795997846223631 |
0.549506004881653 |
| IYR |
0.553298187730724 |
0.534083248814178 |
-0.090123756701318 |
0.298796066457566 |
0.570411380244666 |
0.364295729622493 |
| VNQ |
0.676281357823427 |
0.582199178738559 |
-0.0822534546455584 |
0.2798397990422 |
0.595207506306381 |
0.408750683992966 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
0.3 |
0.6 |
-0.6 |
-0.2 |
0.3 |
n/m |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.4 |
1.3 |
0.3 |
1.0 |
1.2 |
1.0 |
| Global Equities (ACWI) |
2.0 |
1.8 |
0.7 |
1.1 |
1.0 |
n/m |
| U.S. Equities (SPY) |
1.7 |
1.7 |
0.8 |
1.2 |
1.3 |
0.9 |
| U.S. Bonds (BND) |
n/m |
-0.2 |
-1.9 |
n/m |
n/m |
n/m |
| 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 |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio ingredient's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| DBA |
0 |
0 |
0 |
0 |
-0.9 |
0 |
| DBB |
4.8 |
6.4 |
0.5 |
1 |
-0 |
0 |
| DBO |
-7.9 |
-3.1 |
0 |
1.4 |
-0.3 |
0 |
| DBC |
-15.5 |
0 |
0 |
1.8 |
-0.1 |
0.1 |
| GLD |
4.7 |
0 |
0 |
0 |
0 |
0 |
| FXA |
1.9 |
0.1 |
-1 |
-0.7 |
-0.8 |
-0 |
| FXC |
0 |
0 |
-2.4 |
-1.2 |
-1.3 |
-0.7 |
| FXF |
-1.6 |
-0.8 |
-1.2 |
0 |
0 |
0 |
| FXE |
0 |
0 |
0 |
0 |
0 |
-0.8 |
| FXB |
0 |
0 |
-1 |
-0.6 |
-0.9 |
-1 |
| FXY |
0 |
0 |
0 |
0 |
0 |
0 |
| UUP |
0 |
0 |
0 |
0 |
0 |
0 |
| EEM |
2.5 |
2.3 |
0.4 |
0.8 |
0.4 |
0.4 |
| AMLP |
0 |
5 |
3.2 |
0.4 |
0.4 |
0 |
| IGIB |
0 |
0.6 |
-1.1 |
0 |
0.5 |
0 |
| EMHY |
1.4 |
2 |
-0.1 |
0.3 |
0 |
0 |
| HYD |
0.7 |
-0.2 |
-1.6 |
-0.4 |
0.5 |
0 |
| IEF |
0 |
-0.6 |
-2.4 |
0 |
0 |
0 |
| IGOV |
-1.6 |
-0.5 |
-1.9 |
-1.5 |
-1.1 |
0 |
| IHY |
0.1 |
1.5 |
-0.6 |
0.2 |
0 |
0 |
| ITM |
-0.3 |
-0.5 |
-1.6 |
0 |
0 |
0 |
| JNK |
0 |
1.4 |
-0.3 |
0.4 |
0.7 |
0 |
| MBB |
0 |
0 |
-1.6 |
0 |
0 |
0 |
| TIP |
0 |
0 |
-1.6 |
0 |
0 |
0 |
| AGG |
0 |
-0.1 |
-1.9 |
0 |
0 |
0 |
| BND |
0 |
-0.2 |
-1.9 |
0 |
0 |
0 |
| EMB |
0.7 |
1 |
-0.7 |
-0.1 |
0.4 |
0 |
| PCY |
0.3 |
0.6 |
-0.6 |
-0.2 |
0.3 |
0 |
| BIL |
0 |
0 |
0 |
0 |
0 |
0 |
| TLT |
0 |
-1 |
-2.4 |
0 |
0 |
0 |
| SHY |
0 |
0 |
0 |
0 |
0 |
0 |
| ACWI |
2 |
1.8 |
0.7 |
1.1 |
1 |
0 |
| EFA |
3.1 |
2.3 |
0.6 |
0.8 |
0.7 |
0.4 |
| EFG |
1.3 |
1 |
-0.1 |
0.6 |
0.6 |
0.4 |
| EFV |
6.7 |
5 |
1.6 |
1 |
0.8 |
0.3 |
| SCZ |
2 |
1.8 |
0.1 |
0.6 |
0.7 |
0 |
| IWB |
1.6 |
1.6 |
0.7 |
1.2 |
1.3 |
0.9 |
| IWV |
1.7 |
1.6 |
0.7 |
1.2 |
1.2 |
0.9 |
| SPY |
1.7 |
1.7 |
0.8 |
1.2 |
1.3 |
0.9 |
| IWF |
0.5 |
1.4 |
0.6 |
1.4 |
1.4 |
1.1 |
| QQQ |
1.5 |
1.6 |
0.8 |
1.6 |
1.6 |
1.3 |
| IWD |
4.3 |
1.9 |
0.9 |
1 |
1.1 |
0.7 |
| IWC |
3.1 |
1.4 |
0.2 |
0.7 |
0.8 |
0.5 |
| IWR |
2.4 |
1.3 |
0.3 |
0.8 |
1 |
0.7 |
| IWP |
-0.7 |
0.8 |
-0 |
0.8 |
0.9 |
0.8 |
| IWS |
3.9 |
1.4 |
0.5 |
0.7 |
1 |
0.7 |
| IWM |
2.3 |
1 |
0.2 |
0.7 |
0.8 |
0.6 |
| IWO |
1.5 |
0.9 |
0 |
0.6 |
0.8 |
0.6 |
| IWN |
4 |
1.3 |
0.4 |
0.6 |
0.8 |
0.5 |
| IYR |
0.7 |
0.5 |
-0.3 |
0.3 |
0.6 |
0.3 |
| VNQ |
0.9 |
0.6 |
-0.3 |
0.2 |
0.7 |
0.4 |
Compare: Risk & Volatility
for period ending August 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
4.4% |
6.3% |
32.9% |
35.4% |
35.4% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
2.3% |
3.1% |
15.8% |
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 |
| DBA |
4.9% |
6.2% |
10.1% |
32.4% |
54.4% |
0% |
| DBB |
7.2% |
10.7% |
32% |
35.7% |
45.5% |
0% |
| DBO |
21.1% |
25.5% |
31.9% |
58.2% |
81.9% |
0% |
| DBC |
14.3% |
14.3% |
23% |
37.8% |
61.7% |
74.5% |
| GLD |
23.8% |
23.8% |
23.8% |
23.8% |
41% |
42.9% |
| FXA |
3.7% |
10.1% |
16% |
22.7% |
36.4% |
36.6% |
| FXC |
4.2% |
6.8% |
11.7% |
13.9% |
29.7% |
32.2% |
| FXF |
5.1% |
8.5% |
9.8% |
13.4% |
20.7% |
29% |
| FXE |
3.4% |
6.6% |
16.2% |
24.4% |
34.4% |
41.4% |
| FXB |
2.9% |
6.4% |
18.6% |
22.2% |
36.3% |
45.9% |
| FXY |
9.3% |
14.2% |
33.2% |
40.7% |
56.3% |
0% |
| UUP |
1.6% |
8.9% |
8.9% |
12% |
12% |
0% |
| EEM |
9.3% |
9.3% |
31.3% |
36.5% |
36.5% |
60.4% |
| AMLP |
2.8% |
7.1% |
14.5% |
66% |
72.2% |
0% |
| IGIB |
2.1% |
2.7% |
17.6% |
18.7% |
18.7% |
0% |
| EMHY |
3.1% |
3.1% |
22.6% |
24.7% |
0% |
0% |
| HYD |
2.5% |
4.8% |
19.7% |
20.1% |
20.1% |
0% |
| IEF |
3.6% |
4.6% |
19.5% |
23.3% |
23.3% |
23.3% |
| IGOV |
4.6% |
7.6% |
28.4% |
33.9% |
33.9% |
0% |
| IHY |
3.2% |
3.5% |
24.2% |
26.7% |
0% |
0% |
| ITM |
3.2% |
3.2% |
14.2% |
15% |
15% |
0% |
| JNK |
1% |
1.4% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
2.4% |
3.9% |
16.2% |
17% |
17% |
0% |
| TIP |
1.4% |
3% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
2.4% |
3.2% |
15.8% |
17.1% |
17.1% |
17.1% |
| BND |
2.3% |
3.1% |
15.8% |
17.3% |
17.3% |
17.3% |
| EMB |
3.5% |
3.5% |
25.1% |
26.7% |
26.7% |
0% |
| PCY |
4.4% |
6.3% |
32.9% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
7.7% |
9.9% |
42% |
47.6% |
47.6% |
47.6% |
| SHY |
0.5% |
0.6% |
5.2% |
5.3% |
5.3% |
5.3% |
| ACWI |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
7.8% |
8.4% |
27.5% |
27.6% |
27.6% |
57.4% |
| EFG |
9.5% |
9.5% |
33.5% |
33.6% |
33.6% |
55.4% |
| EFV |
6.8% |
7.2% |
22.9% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
8.5% |
33.5% |
34.6% |
34.6% |
0% |
| IWB |
5.6% |
8% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
5.4% |
8.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
12% |
12% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
8% |
10.1% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
4.9% |
7.9% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
6.2% |
19.7% |
35.4% |
37.7% |
37.7% |
59.5% |
| IWR |
5.3% |
11.3% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
9.9% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
5% |
11.7% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
5% |
19% |
26.8% |
32.3% |
32.3% |
52.5% |
| IWO |
6.7% |
19.2% |
32.7% |
33.6% |
33.6% |
52.2% |
| IWN |
3.8% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
6.4% |
9.3% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
6.3% |
9.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
7.9% |
11.6% |
14.6% |
13.3% |
12.2% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
9.0% |
10.5% |
12.2% |
11.5% |
10.4% |
10.9% |
| Global Equities (ACWI) |
14.8% |
14.1% |
16.7% |
16.4% |
15.7% |
|
| U.S. Equities (SPY) |
15.2% |
15.4% |
17.9% |
17.7% |
16.3% |
17.1% |
| U.S. Bonds (BND) |
3.1% |
5.6% |
6.3% |
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 |
| DBA |
11.3% |
14.1% |
12.3% |
11.9% |
12.3% |
0% |
| DBB |
18.6% |
17.9% |
21.2% |
19.8% |
19.2% |
0% |
| DBO |
86.2% |
39.9% |
37.5% |
36.3% |
31.8% |
0% |
| DBC |
33.2% |
18.6% |
19.7% |
18.9% |
17.9% |
19.8% |
| GLD |
35% |
24.2% |
20.1% |
17.3% |
17.6% |
19.3% |
| FXA |
9.3% |
8.9% |
10% |
9.7% |
10.3% |
12.7% |
| FXC |
5.3% |
5.7% |
6% |
6.4% |
7.3% |
8.8% |
| FXF |
6.4% |
8.8% |
8.5% |
7.6% |
8.4% |
10% |
| FXE |
4.5% |
7.1% |
7.5% |
6.9% |
7.5% |
9.1% |
| FXB |
5.7% |
7.1% |
7.8% |
8% |
8% |
8.6% |
| FXY |
5.2% |
9.8% |
10% |
8.6% |
8.8% |
0% |
| UUP |
5.2% |
7% |
7.5% |
6.7% |
7% |
0% |
| EEM |
28.6% |
18.6% |
19.3% |
18.9% |
19.2% |
22.6% |
| AMLP |
14.5% |
16.4% |
21.8% |
33.9% |
28.6% |
0% |
| IGIB |
3.2% |
6.3% |
7.6% |
6.9% |
5.9% |
0% |
| EMHY |
5.3% |
6.8% |
10.2% |
10.8% |
0% |
0% |
| HYD |
5.6% |
6.6% |
7.7% |
9.9% |
9% |
0% |
| IEF |
4% |
6.8% |
7.4% |
6.6% |
6.3% |
6.8% |
| IGOV |
5.9% |
10% |
10.9% |
9.1% |
8.5% |
0% |
| IHY |
4.9% |
6.2% |
9.1% |
9.2% |
0% |
0% |
| ITM |
4.9% |
5.8% |
6.8% |
6.3% |
5.9% |
0% |
| JNK |
2.5% |
5% |
8.1% |
8% |
8.1% |
0% |
| MBB |
3.2% |
6.6% |
7% |
5.2% |
4.5% |
0% |
| TIP |
2.5% |
4.3% |
6% |
5.1% |
5% |
5.9% |
| AGG |
3.2% |
5.8% |
6.4% |
5.2% |
4.6% |
4.6% |
| BND |
3.1% |
5.6% |
6.3% |
5.2% |
4.6% |
4.6% |
| EMB |
5.7% |
7.9% |
10.4% |
10.3% |
9.7% |
0% |
| PCY |
7.9% |
11.6% |
14.6% |
13.3% |
12.2% |
0% |
| BIL |
0.1% |
0.2% |
0.5% |
0.6% |
0.6% |
0% |
| TLT |
9.2% |
13.8% |
13.5% |
13.3% |
13.7% |
14.4% |
| SHY |
0.8% |
1.6% |
2.1% |
1.6% |
1.4% |
1.5% |
| ACWI |
14.8% |
14.1% |
16.7% |
16.4% |
15.7% |
0% |
| EFA |
13.6% |
13.8% |
17% |
16.4% |
16.1% |
18.3% |
| EFG |
15.9% |
16% |
18.8% |
17.1% |
16.5% |
18.3% |
| EFV |
14.7% |
13.9% |
17.3% |
17.6% |
17.2% |
19.5% |
| SCZ |
16.4% |
16.4% |
18% |
18.2% |
17.5% |
0% |
| IWB |
14.7% |
15.5% |
17.8% |
17.9% |
16.5% |
17.4% |
| IWV |
14.5% |
15.7% |
17.9% |
18.1% |
16.7% |
17.6% |
| SPY |
15.2% |
15.4% |
17.9% |
17.7% |
16.3% |
17.1% |
| IWF |
19.7% |
20.1% |
22% |
21% |
18.9% |
19.1% |
| QQQ |
27% |
21.8% |
24.3% |
23% |
21.1% |
21.9% |
| IWD |
12.9% |
14.7% |
16.7% |
17.4% |
16.2% |
17.3% |
| IWC |
22.8% |
27.5% |
24.5% |
26% |
23.9% |
24.2% |
| IWR |
12% |
16.9% |
18.8% |
19.6% |
18.1% |
19.5% |
| IWP |
12.9% |
20.6% |
21.2% |
21.3% |
19.6% |
20.6% |
| IWS |
12.7% |
16.6% |
18.9% |
19.9% |
18.3% |
19.9% |
| IWM |
18.2% |
23% |
22.5% |
23.4% |
21.8% |
22.5% |
| IWO |
23% |
25% |
23.6% |
24.1% |
22.7% |
23.2% |
| IWN |
14.8% |
22.1% |
22.4% |
23.9% |
21.9% |
22.6% |
| IYR |
14.3% |
18.2% |
19.6% |
18.6% |
18.1% |
22.9% |
| VNQ |
14.5% |
18.3% |
19.7% |
18.7% |
18.7% |
23.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
5.6% |
6.7% |
10.2% |
9.8% |
8.8% |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.2% |
5.4% |
7.9% |
7.2% |
6.4% |
7.1% |
| Global Equities (ACWI) |
7.4% |
6.9% |
10.4% |
10.5% |
10.0% |
|
| U.S. Equities (SPY) |
6.1% |
7.3% |
10.8% |
10.9% |
9.8% |
11.2% |
| U.S. Bonds (BND) |
2.2% |
3.3% |
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 |
| DBA |
5.7% |
6.3% |
6.4% |
7.2% |
8.4% |
0% |
| DBB |
10.2% |
9.8% |
13.6% |
12.2% |
13% |
0% |
| DBO |
31.4% |
19.5% |
20.4% |
22.5% |
21.9% |
0% |
| DBC |
15.8% |
10% |
11.3% |
12.1% |
12.7% |
14.1% |
| GLD |
21.2% |
13.1% |
10.6% |
9.4% |
10.9% |
11.6% |
| FXA |
5.2% |
5.9% |
7.3% |
6.7% |
7.5% |
8.8% |
| FXC |
3.9% |
3.8% |
4.5% |
4.5% |
5.6% |
6.3% |
| FXF |
5.3% |
5.4% |
5.4% |
5% |
6.1% |
6.5% |
| FXE |
3.5% |
4.2% |
5% |
4.6% |
5.6% |
6.5% |
| FXB |
3.5% |
4.4% |
5.4% |
5.5% |
5.8% |
6.4% |
| FXY |
5.1% |
7.1% |
7.9% |
6.8% |
6.9% |
0% |
| UUP |
2.2% |
4.3% |
4.3% |
4.2% |
4.3% |
0% |
| EEM |
15.5% |
9.7% |
11.6% |
11.9% |
12.6% |
14.9% |
| AMLP |
5.9% |
7.8% |
12% |
22.2% |
18.9% |
0% |
| IGIB |
2.4% |
3.3% |
5.2% |
4.7% |
3.9% |
0% |
| EMHY |
3.4% |
2.9% |
6.4% |
7.7% |
0% |
0% |
| HYD |
3.4% |
3.9% |
5.5% |
8.2% |
7.3% |
0% |
| IEF |
2.8% |
4.4% |
5.5% |
4.6% |
4.1% |
4.2% |
| IGOV |
5.1% |
6.4% |
8.2% |
6.7% |
6.3% |
0% |
| IHY |
3.4% |
2.9% |
6.3% |
6.6% |
0% |
0% |
| ITM |
3.7% |
3.5% |
4.7% |
4.4% |
4% |
0% |
| JNK |
1.1% |
2% |
5.5% |
5.6% |
5.5% |
0% |
| MBB |
2.2% |
3.9% |
4.8% |
3.6% |
3% |
0% |
| TIP |
1.7% |
2.5% |
4.5% |
3.5% |
3.5% |
3.9% |
| AGG |
2.3% |
3.4% |
4.5% |
3.5% |
3% |
2.8% |
| BND |
2.2% |
3.3% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
4% |
4.4% |
7.2% |
7.6% |
6.9% |
0% |
| PCY |
5.6% |
6.7% |
10.2% |
9.8% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
6.8% |
9.6% |
10.4% |
9.3% |
8.8% |
9% |
| SHY |
0.5% |
0.6% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
7.4% |
6.9% |
10.4% |
10.5% |
10% |
0% |
| EFA |
9.4% |
8% |
10.8% |
10.7% |
10.6% |
12.7% |
| EFG |
11.3% |
10.1% |
12.7% |
11.3% |
11% |
12.7% |
| EFV |
8.6% |
7.1% |
10.4% |
11.6% |
11.3% |
13.4% |
| SCZ |
11% |
9.7% |
12.2% |
12.4% |
11.8% |
0% |
| IWB |
6% |
7.5% |
10.9% |
11.1% |
10% |
11.4% |
| IWV |
5.9% |
7.6% |
11% |
11.2% |
10.2% |
11.6% |
| SPY |
6.1% |
7.3% |
10.8% |
10.9% |
9.8% |
11.2% |
| IWF |
9.6% |
10.1% |
13.7% |
12.5% |
11% |
12% |
| QQQ |
11% |
9.9% |
14.7% |
13.2% |
11.8% |
13.4% |
| IWD |
6.2% |
8% |
10.2% |
11.3% |
10.3% |
11.8% |
| IWC |
10.8% |
14.5% |
15.3% |
16.4% |
15% |
16.3% |
| IWR |
6.4% |
9.3% |
11.8% |
12.8% |
11.5% |
13.2% |
| IWP |
9.4% |
11.4% |
13.7% |
13.2% |
12% |
13.5% |
| IWS |
6.3% |
9.3% |
11.8% |
13.4% |
12% |
13.7% |
| IWM |
7.4% |
12.5% |
13.9% |
15% |
13.8% |
15% |
| IWO |
10.9% |
14.1% |
15.1% |
15.4% |
14.4% |
15.4% |
| IWN |
4.8% |
11.5% |
13.4% |
15.5% |
14% |
15.3% |
| IYR |
8.3% |
11.2% |
13.1% |
12.9% |
12.1% |
16.2% |
| VNQ |
8.3% |
11.2% |
13.2% |
12.8% |
12.3% |
16.6% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| PCY |
0.42 |
0.62 |
0.72 |
0.60 |
0.54 |
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.62 |
0.71 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.93 |
0.89 |
0.92 |
0.93 |
0.96 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.62 |
0.71 |
0.71 |
0.67 |
0.66 |
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 |
| DBA |
-0.150753087586061 |
0.0608107092747808 |
0.120086749782379 |
0.157776997763534 |
0.214059953831676 |
0 |
| DBB |
0.621472289184416 |
0.200757319208311 |
0.547207306256884 |
0.571170354447233 |
0.60176163093645 |
0 |
| DBO |
-0.809378460966423 |
-0.328076492761858 |
0.123137978405546 |
0.651449061930608 |
0.749292268884261 |
0 |
| DBC |
-0.270460924602657 |
-0.148454514429228 |
0.111834458287493 |
0.394354069697734 |
0.470533132437684 |
0.547076902603169 |
| GLD |
0.526056030783406 |
0.0342577867728862 |
0.186022389014676 |
0.132433868885404 |
0.157792321752392 |
0.0933049752923768 |
| FXA |
0.36927684026918 |
0.310770078960714 |
0.393065061855948 |
0.39034223040962 |
0.434546249301664 |
0.4868693031265 |
| FXC |
0.18405933494352 |
0.158129924173776 |
0.226677465048339 |
0.247449339807278 |
0.295640698245741 |
0.345674337455921 |
| FXF |
0.320680064146813 |
0.216767017115633 |
0.204789315343651 |
0.134866030814134 |
0.175799142445479 |
0.173575994000737 |
| FXE |
0.170966629720908 |
0.107800631959526 |
0.174743620105182 |
0.137775660564298 |
0.185885035365073 |
0.241290717120227 |
| FXB |
0.197551012196457 |
0.178316231705781 |
0.284173503058231 |
0.270088167107834 |
0.287394699363784 |
0.27520350253349 |
| FXY |
0.109008299852424 |
0.19582549579731 |
0.193923603975243 |
0.0700345298549343 |
0.00315390739152412 |
0 |
| UUP |
-0.186947636109823 |
-0.141429966918371 |
-0.195244509623029 |
-0.157351960333268 |
-0.190130069654115 |
0 |
| EEM |
1.33034257445203 |
0.791449251887024 |
0.74116707172044 |
0.765070533534521 |
0.880537159984872 |
1.02865172759637 |
| AMLP |
-0.185372099985838 |
0.308050693143574 |
0.510068501164002 |
1.1719175158811 |
1.08265018062776 |
0 |
| IGIB |
0.122015813891617 |
0.282924315023278 |
0.329359889474505 |
0.269375964001733 |
0.226748764644486 |
0 |
| EMHY |
0.314598878424787 |
0.385913093754159 |
0.468574461554958 |
0.471675344818559 |
0 |
0 |
| HYD |
0.276520028285939 |
0.357019783570214 |
0.356028205271416 |
0.355389087338147 |
0.280499423676083 |
0 |
| IEF |
0.0680909029043027 |
0.232921312999473 |
0.258979134526256 |
0.0768739935047977 |
0.0217173037100919 |
-0.0290336391993811 |
| IGOV |
0.315671796773669 |
0.357937137273904 |
0.453989990545653 |
0.287560210821667 |
0.266873185981166 |
0 |
| IHY |
0.293994236912848 |
0.281028519970058 |
0.41439714740779 |
0.413189511378854 |
0 |
0 |
| ITM |
0.210903307112368 |
0.295971947922748 |
0.286656329592668 |
0.174364161288773 |
0.119943607961688 |
0 |
| JNK |
0.150642666441011 |
0.286089208861616 |
0.410059682498966 |
0.409397731658901 |
0.431181536989104 |
0 |
| MBB |
0.0888174166457381 |
0.261530298131161 |
0.271694221917389 |
0.131704518191704 |
0.10045617096628 |
0 |
| TIP |
0.124545721812059 |
0.168434326127217 |
0.263167210796398 |
0.176982625067594 |
0.144148718208311 |
0.124306483767086 |
| AGG |
0.0893041635249409 |
0.23284009568765 |
0.25296276188772 |
0.134744966531165 |
0.0994657186334546 |
0.0728057761923706 |
| BND |
0.0849055213118631 |
0.227095727729692 |
0.251851333460327 |
0.147739152995154 |
0.108834986478737 |
0.0759022227639772 |
| EMB |
0.310967952503449 |
0.431644853735251 |
0.515891989252503 |
0.460211915234182 |
0.433187793309037 |
0 |
| PCY |
0.419354451722137 |
0.616882067488108 |
0.722402402602584 |
0.595658771010956 |
0.538815810827286 |
0 |
| BIL |
0.00108596227843045 |
0.0024729325250697 |
0.00759265228252313 |
0.000524205434312478 |
0.000527178916263997 |
0 |
| TLT |
0.169377665296522 |
0.574257148343346 |
0.513560572257913 |
0.158723304586715 |
0.00102635525583787 |
-0.0742211433165841 |
| SHY |
0.019901471614668 |
0.0304438854032807 |
0.0499001702435449 |
0.0104906627530937 |
0.0060087403406407 |
-0.00979905399024731 |
| ACWI |
0.930648186840591 |
0.893977534335874 |
0.923638098289794 |
0.925363925366705 |
0.959267572055221 |
0 |
| EFA |
0.577004844999052 |
0.601186647254901 |
0.777028190079343 |
0.803265759835957 |
0.86584488712135 |
0.969797035898997 |
| EFG |
0.842410553186745 |
0.848560223414734 |
0.955098178965158 |
0.870437033771894 |
0.918679072955537 |
0.976919647036913 |
| EFV |
0.365236196143382 |
0.388695882724154 |
0.61883233395708 |
0.753264449342085 |
0.833252580215094 |
0.972256619679731 |
| SCZ |
0.755472513403716 |
0.734229766983301 |
0.844328834305307 |
0.904996951166482 |
0.930639066236435 |
0 |
| IWB |
0.970898640445892 |
1.00952180466926 |
1.00179118899753 |
1.01405719448242 |
1.01144742237728 |
1.01371912130006 |
| IWV |
0.958433142680137 |
1.0188056026156 |
1.00875155185635 |
1.02298760879997 |
1.02165489303131 |
1.02723460953533 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.30523029205237 |
1.21287823957757 |
1.1646447823796 |
1.10089368460044 |
1.084106676239 |
1.05168027961346 |
| QQQ |
1.54250465773249 |
1.2633023224257 |
1.22438464393569 |
1.13165262887849 |
1.12759671927553 |
1.11427129686917 |
| IWD |
0.60593922498996 |
0.780394824363211 |
0.835104892645394 |
0.925040612245038 |
0.941953069292044 |
0.978310857433048 |
| IWC |
1.08375225149806 |
1.34830422351799 |
1.10090098510391 |
1.16808766722491 |
1.16750463095165 |
1.19067067275737 |
| IWR |
0.592247895586828 |
0.958234728799603 |
0.995524571429627 |
1.0590552934351 |
1.06011477292017 |
1.08927821841381 |
| IWP |
0.771154149374694 |
1.16643169535216 |
1.11708583515942 |
1.10617724062745 |
1.1095357377975 |
1.11466879533767 |
| IWS |
0.531404745223628 |
0.889751208504293 |
0.946683239019926 |
1.04548705783487 |
1.04121230398572 |
1.08987858132653 |
| IWM |
0.977345278485153 |
1.23732366277182 |
1.1075663474384 |
1.17056004590202 |
1.17745462221532 |
1.17724344987703 |
| IWO |
1.3003208926857 |
1.42800186863411 |
1.19273367458509 |
1.20803891718589 |
1.22233046891683 |
1.20238042581846 |
| IWN |
0.653967470889069 |
1.04726400250559 |
1.0162205167966 |
1.13249463911318 |
1.13168903651739 |
1.14948146748477 |
| IYR |
0.546482630867511 |
0.874217046947262 |
0.957748294223132 |
0.887385819085275 |
0.870086219767946 |
1.05589354392553 |
| VNQ |
0.552123785520465 |
0.876912474501928 |
0.964741819267806 |
0.889932094171467 |
0.869705968325183 |
1.0608349073123 |
Compare: Correlation
for period ending August 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.81 |
0.81 |
0.86 |
0.78 |
0.73 |
|
| to S&P500 (SPY) |
0.70 |
0.73 |
0.79 |
0.70 |
0.65 |
|
| to U.S. Bonds (BND) |
0.87 |
0.90 |
0.85 |
0.75 |
0.72 |
|
| to Commodities (DBC) |
-0.50 |
-0.27 |
-0.02 |
0.22 |
0.24 |
|
| to Gold (GLD) |
0.45 |
0.19 |
0.30 |
0.34 |
0.32 |
|
