Invesco QQQ Trust
for period ending January 31, 2025
Quick Links
Overview
QQQ 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 QQQ Trust gives investors access to equities in a specific 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, PowerShares. The PowerShares QQQ TrustSM, Series 1 is a unit investment trust designed to generally correspond to the price and yield performance of the NASDAQ-100 Index® 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 QQQ. 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 "QQQ" 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 January 31, 2025
5-year graph
●
QQQ
●
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 |
| QQQ |
1.8% |
1.8% |
42.5% |
10.5% |
20.7% |
18.1% |
20.5% |
13.7% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.6% |
0.6% |
12.2% |
4.1% |
8.6% |
7.9% |
9.9% |
7.3% |
| Global Equities (ACWI) |
0.3% |
0.3% |
14.1% |
6.0% |
10.1% |
8.4% |
11.0% |
|
| U.S. Equities (SPY) |
1.6% |
1.6% |
20.6% |
10.9% |
14.2% |
12.5% |
14.6% |
9.6% |
| U.S. Bonds (BND) |
-0.2% |
-0.2% |
2.1% |
-3.3% |
0.8% |
1.6% |
2.6% |
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 |
4.29122468659595% |
4.29122468659595% |
11.8058531040582% |
11.5154409187809% |
6.41423363460421% |
-0.547244550910519% |
-0.442820770391117% |
0% |
| DBB |
-3.00546448087432% |
-3.00546448087432% |
-13.1754007089039% |
4.5880591746323% |
3.67168092070542% |
2.11633548231527% |
3.79654943829537% |
0% |
| DBO |
4.16966211358736% |
4.16966211358736% |
0.154836292215532% |
18.8883190782412% |
9.32322267628916% |
-5.36223822304104% |
-1.42089871094716% |
0% |
| DBC |
1.3157894736842% |
1.3157894736842% |
-5.83116218105537% |
15.7562140620886% |
9.05332861379227% |
-0.25551852607768% |
1.20941937997709% |
3.457591653128% |
| GLD |
-1.42281738766543% |
-1.42281738766543% |
5.03874448803405% |
2.96984301125045% |
8.60032497075138% |
4.60897244368867% |
4.9490519750919% |
7.73187792233685% |
| FXA |
-3.52651759091688% |
-3.52651759091688% |
-6.20271286063169% |
-4.82407920808698% |
-1.94898828805545% |
-2.24395679428889% |
1.59449405800067% |
0% |
| FXC |
-1.2467787593667% |
-1.2467787593667% |
0.411801636498654% |
-1.1760556030679% |
-0.071016217064368% |
-1.68818247442889% |
-0.502401389090668% |
0% |
| FXF |
-2.50571875995609% |
-2.50571875995609% |
5.8770741088366% |
0.314420514621561% |
1.94225417007254% |
-0.444776677168701% |
1.21397825854843% |
0% |
| FXE |
-1.92105056840418% |
-1.92105056840418% |
0.767632656890127% |
-3.87340271420231% |
-1.54086133484346% |
-2.7220862769738% |
-1.54136148661991% |
0% |
| FXB |
-0.292514731696158% |
-0.292514731696158% |
5.02266063375036% |
-1.87072750437323% |
-0.350995607490634% |
-2.55473392035542% |
-0.975714239393999% |
0% |
| FXY |
-4.22428202400851% |
-4.22428202400851% |
-12.04297628721% |
-11.221811720837% |
-6.38206351095523% |
-4.0780449079062% |
-3.6967273647905% |
0% |
| UUP |
2.73163528977483% |
2.73163528977483% |
7.6220120449118% |
6.94204668033813% |
3.71192310716775% |
3.39898015112867% |
1.08155823253713% |
0% |
| EEM |
-4.52623725441432% |
-4.52623725441432% |
-4.65178425676106% |
-8.25733258719674% |
-0.0293302003858464% |
2.27015838643452% |
5.74841921498865% |
5.68803552710804% |
| AMLP |
4.51552210724364% |
4.51552210724364% |
19.5979144311109% |
28.066069822118% |
7.13913205257495% |
1.36115783539004% |
0% |
0% |
| IGIB |
0% |
0% |
4.62958402180247% |
-2.37083330207004% |
2.42107130785316% |
2.43188487363253% |
3.61268062333036% |
0% |
| EMHY |
-0.412654745529573% |
-0.412654745529573% |
6.31068200693448% |
-1.56468307437591% |
0.854177050723481% |
3.34488654553331% |
0% |
0% |
| HYD |
0.368003098973468% |
0.368003098973468% |
1.64114294109154% |
-3.13339574444412% |
0.0203950907196493% |
2.85458028111629% |
0% |
0% |
| IEF |
0.0726216412490821% |
0.0726216412490821% |
0.328310331684456% |
-4.90040482505504% |
0.0877608419044718% |
1.28364983484381% |
2.27422686772185% |
3.26401892912969% |
| IGOV |
-3.31478345027825% |
-3.31478345027825% |
-1.55209685017837% |
-9.81719660939298% |
-3.91043848517563% |
-1.97426023715617% |
-0.160142775868721% |
0% |
| IHY |
-0.908612440191381% |
-0.908612440191381% |
6.44302014081686% |
-2.4778863005247% |
1.73623349036933% |
2.25423281069772% |
0% |
0% |
| ITM |
-0.70167977886455% |
-0.70167977886455% |
1.65111848207473% |
-1.93323477047109% |
1.36426830141858% |
2.39168149418381% |
3.1820911500015% |
0% |
| JNK |
0.147788451388164% |
0.147788451388164% |
7.60681830094074% |
0.729654482989472% |
3.10384016424685% |
2.95134045284577% |
6.87322351428052% |
0% |
| MBB |
-0.297619047619047% |
-0.297619047619047% |
1.27220011170295% |
-3.18357300810174% |
-0.072437781396073% |
1.04882464512581% |
1.89569155189491% |
0% |
| TIP |
0.334914875802395% |
0.334914875802395% |
2.02821230658359% |
-1.24327651703726% |
2.71718498868649% |
2.07303126708507% |
3.18628078928387% |
3.41331419142425% |
| AGG |
-0.151133501259448% |
-0.151133501259448% |
2.08665128845364% |
-3.165348541872% |
0.808082911892782% |
1.58637328369562% |
2.53233683496128% |
2.9843551632587% |
| BND |
-0.163154316791281% |
-0.163154316791281% |
2.09362016956331% |
-3.27008045118964% |
0.793860807214219% |
1.58511725847317% |
2.58340936730932% |
3.06903008672545% |
| EMB |
-1.21266561868403% |
-1.21266561868403% |
3.34381869287326% |
-4.66410943866803% |
-0.224549722674738% |
2.44227509405939% |
4.74572858478397% |
0% |
| PCY |
-2.08304915896224% |
-2.08304915896224% |
9.71888851400509% |
-5.25544417298142% |
-0.725760274366039% |
2.43440721530079% |
4.8743541011478% |
0% |
| BIL |
0.426742532005697% |
0.426742532005697% |
4.80040686406824% |
2.11165626820196% |
1.74106012908595% |
1.11934678132246% |
0.73529379071422% |
0% |
| TLT |
-2.24514563106796% |
-2.24514563106796% |
-6.69293739215974% |
-11.9026731126289% |
-2.41200283384359% |
1.25950075310139% |
2.30513858823496% |
3.79559399117673% |
| SHY |
0.316918576304226% |
0.316918576304226% |
3.68762201645474% |
-0.0883813384337073% |
1.17091975222283% |
0.931969355091722% |
0.967223797354499% |
1.6830060969417% |
| ACWI |
0.275130195538953% |
0.275130195538953% |
14.0670190241141% |
6.00978103621304% |
10.111354244391% |
8.4435775538626% |
10.956712589936% |
0% |
| FM |
-2.09125475285171% |
-2.09125475285171% |
1.4397846247215% |
-1.20135148090361% |
1.08156888957278% |
0% |
0% |
0% |
| EFA |
-0.451227604512261% |
-0.451227604512261% |
8.11047612912652% |
4.26230649469097% |
6.72511467871741% |
4.68660440058628% |
7.6445439560787% |
5.34153664232373% |
| EFG |
0.289106866288069% |
0.289106866288069% |
7.77404967347184% |
0.682728477441907% |
7.32037690978511% |
5.47011895448903% |
8.12951136138467% |
5.7061672670641% |
| EFV |
-1.07485604606526% |
-1.07485604606526% |
8.69043895621791% |
7.59159303658468% |
5.48800205300664% |
3.38303909890267% |
6.75034560186516% |
4.67422028964886% |
| SCZ |
-2.56865912762519% |
-2.56865912762519% |
1.69855112437058% |
-1.41298083643299% |
4.21833721315772% |
4.66166045485563% |
9.65131378541337% |
0% |
| IWB |
1.33836650652024% |
1.33836650652024% |
20.1150138024601% |
9.63496765613168% |
13.8441309262447% |
12.1823144116978% |
14.632198716497% |
9.61246871724866% |
| IWV |
0.979031197486679% |
0.979031197486679% |
18.9865193098061% |
8.95693717235842% |
13.3260640023538% |
11.7780536391734% |
14.4004664336024% |
9.45382122043412% |
| SPY |
1.59264480023564% |
1.59264480023564% |
20.6021001571225% |
10.9082297103117% |
14.1958701914026% |
12.5069167710751% |
14.6409448491688% |
9.58874086379251% |
| IWF |
2.43757627733614% |
2.43757627733614% |
34.8393038456725% |
9.87047140753923% |
17.8203383624417% |
15.2722290424286% |
17.0581356237547% |
11.0980620628112% |
| QQQ |
1.81920296932996% |
1.81920296932996% |
42.5044867848311% |
10.5476158448303% |
20.7410713052289% |
18.1005405392169% |
20.4992945510511% |
13.7477441698971% |
| IWD |
0.0605143721633894% |
0.0605143721633894% |
5.96919124191142% |
9.03862088506438% |
9.1014592129202% |
8.61562546392021% |
11.814057766658% |
7.73496172792969% |
| IWC |
-4.02482116693959% |
-4.02482116693959% |
-4.54179097876858% |
-5.26649854461697% |
5.3612619012765% |
5.33627441199296% |
10.9130326970892% |
5.51682539093645% |
| IWR |
-1.41515502380034% |
-1.41515502380034% |
6.55423527870036% |
5.3522270623422% |
9.92408320018869% |
9.31088676440677% |
13.8671342299581% |
9.41422897877244% |
| IWP |
-0.574382538770812% |
-0.574382538770812% |
14.9596967085257% |
1.1525383457994% |
11.0821443875644% |
10.562200403034% |
14.7934790723629% |
9.75108604250823% |
| IWS |
-1.82302863530829% |
-1.82302863530829% |
2.22102046021466% |
7.55286298064592% |
8.38509782007708% |
8.03954408224343% |
12.8767212659855% |
8.80892715789681% |
| IWM |
-3.9011509142544% |
-3.9011509142544% |
2.23906328311034% |
-0.830289783147387% |
6.69275947897972% |
7.0012898595714% |
11.8188598669772% |
7.64551800641937% |
| IWO |
-3.11236222345571% |
-3.11236222345571% |
4.39555254194117% |
-6.07695119958223% |
6.12844125889704% |
7.02547432368967% |
12.447129325648% |
7.84502550201431% |
| IWN |
-4.62885469645273% |
-4.62885469645273% |
-0.362984946912648% |
4.29393312299784% |
6.53293855131345% |
6.52558802386221% |
10.8863075059112% |
7.10628760090979% |
| IYR |
-5.09791051307297% |
-5.09791051307297% |
-3.43356274928484% |
3.29325148993345% |
3.44282401619114% |
6.29020393064854% |
10.8844626436848% |
6.60401889073425% |
| VNQ |
-5.05885015844273% |
-5.05885015844273% |
-3.82299720710025% |
3.22940836157188% |
3.86038748191819% |
6.36391047742639% |
11.4945211668034% |
7.45979613417613% |
| |
|
|
|
|
|
| QQQ |
39.0% |
48.6% |
27.4% |
-32.6% |
54.9% |
| 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 |
| 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 January 31, 2025
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.
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Maximum Drawdown vs. Annual Return
●
QQQ
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
QQQ
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
QQQ
●
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 |
| QQQ |
14.7% |
-1.8% |
3.6% |
2.6% |
2.9% |
1.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-6.9% |
-6.7% |
-3.1% |
-1.6% |
-0.2% |
0.6% |
| Global Equities (ACWI) |
-6.8% |
-4.8% |
-3.8% |
-3.9% |
-4.1% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-20.8% |
-24.3% |
-17.1% |
-11.2% |
-8.5% |
-3.0% |
| 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 |
-4.43298215240875% |
6.76103509766813% |
-5.54109847514183% |
-13.7574958035573% |
-15.3598768923981% |
0% |
| DBB |
-29.9015474104714% |
-6.48494229796298% |
-10.6142599581273% |
-10.4558654858009% |
-11.4890647404039% |
0% |
| DBO |
-18.3904169345283% |
2.64324651663149% |
-7.64554320911083% |
-14.307766832159% |
-14.8405013811693% |
0% |
| DBC |
-26.7895955084476% |
5.02473686177089% |
-5.34054200691476% |
-12.4909014882944% |
-13.4378754593276% |
-6.52122461179416% |
| GLD |
-15.5609724616555% |
-8.14335662142467% |
-4.0854328917302% |
-7.71101816998574% |
-9.91777091794769% |
-2.49463791847027% |
| FXA |
-31.9504815130809% |
-21.4953042213151% |
-19.4288388751482% |
-16.6407887417122% |
-12.9215362676767% |
0% |
| FXC |
-25.8335201680231% |
-20.507647571849% |
-19.4420557030471% |
-17.5124427567617% |
-16.4014875024453% |
0% |
| FXF |
-14.3818979901097% |
-14.0861572215259% |
-13.353545960193% |
-14.9191828156006% |
-13.395413852666% |
0% |
| FXE |
-23.411786401248% |
-24.5770536387836% |
-22.4889146484897% |
-19.862207931324% |
-18.1684342450117% |
0% |
| FXB |
-15.6680063538033% |
-19.1083382127824% |
-18.0753765121503% |
-18.4426125571499% |
-17.2237226245725% |
0% |
| FXY |
-38.4650176315491% |
-31.5041447429786% |
-30.0756572462892% |
-20.348969441482% |
-21.2626783319736% |
0% |
| UUP |
-10.8226238477526% |
0.404836031108093% |
-8.79341535637136% |
-6.979447779732% |
-13.6441273975065% |
0% |
| EEM |
-23.2038736658888% |
-18.9715473507951% |
-14.1194070936315% |
-10.3105398491069% |
-10.0032087087445% |
-5.14685737131547% |
| AMLP |
1.07538038569879% |
12.7724029828917% |
-9.4180767267308% |
-10.9720091283574% |
0% |
0% |
| IGIB |
-16.213691072051% |
-19.1768763833294% |
-12.105899088656% |
-9.09549574615152% |
-6.95027280958644% |
0% |
| EMHY |
-13.7412365891777% |
-15.1368790091644% |
-14.0327038617866% |
-8.52032506787746% |
0% |
0% |
| HYD |
-20.9831724202284% |
-20.3902714494062% |
-15.4386814047521% |
-9.00661824560513% |
0% |
0% |
| IEF |
-22.6714627525929% |
-24.9881672803601% |
-17.6839039718591% |
-11.7831740135394% |
-10.8846056173494% |
-4.24261104766176% |
| IGOV |
-22.3329457511195% |
-26.1804896338712% |
-22.9019660615134% |
-17.0757884504613% |
-15.7562502179101% |
0% |
| IHY |
-13.2296334816363% |
-17.4913257435513% |
-13.0398810322536% |
-9.92462250954232% |
0% |
0% |
| ITM |
-21.2031821157389% |
-19.6886907971109% |
-14.7793064676235% |
-9.0841874159472% |
-8.43721141146544% |
0% |
| JNK |
-10.8241749307557% |
-12.6883354327119% |
-10.7882921255173% |
-8.52299099368511% |
-4.66313790090142% |
0% |
| MBB |
-21.555245256883% |
-22.7955860062748% |
-19.698918952599% |
-12.9300977303772% |
-10.748473472891% |
0% |
| TIP |
-23.0837166300687% |
-19.3587613120881% |
-11.497132571117% |
-9.70909531771083% |
-7.8020192798736% |
-3.43459068708755% |
| AGG |
-20.7488742175692% |
-23.8111462317558% |
-17.0770257452761% |
-11.1687430896261% |
-8.69097021959001% |
-3.35193984378706% |
| BND |
-20.8262352403768% |
-24.3150459857456% |
-17.088854538978% |
-11.1690608801025% |
-8.51678716091247% |
-3.0423510631283% |
| EMB |
-17.8931375229095% |
-19.2384868127535% |
-15.6605442634952% |
-9.69883406682779% |
-7.96643934494374% |
0% |
| PCY |
-11.1288579982876% |
-16.3418023086677% |
-15.2618706104111% |
-9.93755996082067% |
-8.75079990096581% |
0% |
| BIL |
-27.4202066504481% |
-51.8172997447415% |
-43.0990905694424% |
-29.5699023462269% |
-29.1212480050444% |
0% |
| TLT |
-24.0447387870833% |
-23.4637094507196% |
-17.218251305106% |
-11.2902263827552% |
-12.230466286455% |
-5.61561813644414% |
| SHY |
-23.6950081275997% |
-38.6393493714178% |
-26.3647551276598% |
-18.7308571453198% |
-15.7835686818618% |
-7.26428225855193% |
| ACWI |
-6.802780301064% |
-4.78472139920364% |
-3.79299513145885% |
-3.85827752475341% |
-4.13375579610386% |
0% |
| FM |
-18.4896608496991% |
-12.2911668114331% |
-13.0803717149521% |
0% |
0% |
0% |
| EFA |
-12.6366910488953% |
-6.64295097205614% |
-7.42166178211743% |
-7.82987250392402% |
-7.64706544124348% |
-4.72919379626878% |
| EFG |
-13.3018658790455% |
-9.86552896376494% |
-6.95888533372289% |
-7.1280474923367% |
-7.14603234203908% |
-4.36825162531157% |
| EFV |
-11.9729673923111% |
-3.18528288766363% |
-8.88575110468742% |
-9.24808644543816% |
-8.8393138833939% |
-5.46460047064347% |
| SCZ |
-18.3864259260912% |
-12.0602851015065% |
-10.1069335794471% |
-8.09541270854815% |
-6.33935266536111% |
0% |
| IWB |
-0.842480233755396% |
-1.2767281896971% |
-0.567395748934061% |
-0.502135233674871% |
-0.188735526748072% |
-0.110692165835912% |
| IWV |
-2.16388976338771% |
-1.99063175942695% |
-1.16410592893257% |
-1.01569195511709% |
-0.611927668754106% |
-0.400720837862037% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
11.1679038521157% |
-2.0008201446589% |
1.92682839897506% |
1.31648751238349% |
1.31498221334165% |
0.825710333317474% |
| QQQ |
14.722028069188% |
-1.84069420756869% |
3.60399740350964% |
2.6257413772084% |
2.89418517216482% |
1.85000743583268% |
| IWD |
-14.6882964436123% |
-1.60702041723496% |
-5.24380618865948% |
-3.98807443979664% |
-3.18164053657106% |
-2.05840019041569% |
| IWC |
-20.7005770483053% |
-14.2579203875028% |
-9.62125910074284% |
-8.30401358122817% |
-6.70617976934342% |
-5.25095572074384% |
| IWR |
-14.4121842151803% |
-5.70178253019655% |
-5.23898702317517% |
-4.13565080292686% |
-2.39381376414931% |
-1.28289116450399% |
| IWP |
-8.1032020253825% |
-9.28127384449246% |
-4.47929005158191% |
-3.377287299714% |
-1.88695735681177% |
-1.24033381279626% |
| IWS |
-17.560112302707% |
-3.75576168742417% |
-6.73856669451014% |
-5.37095595727247% |
-3.5273665230699% |
-1.93596161010512% |
| IWM |
-17.231829322504% |
-10.8953049106314% |
-8.43664995140045% |
-6.85770980250114% |
-5.50222637097765% |
-3.47750270819903% |
| IWO |
-15.9325636264501% |
-15.0081641660409% |
-8.88812674443076% |
-6.92236950996618% |
-5.15623687021056% |
-3.42692144436144% |
| IWN |
-18.6746327792326% |
-6.71398256198862% |
-8.69221580804793% |
-7.30664614305201% |
-6.35188554272105% |
-3.92507554860571% |
| IYR |
-21.0283169431131% |
-7.51127874173725% |
-10.8396047949985% |
-6.85098588776487% |
-6.00599244111943% |
-4.53668892951612% |
| VNQ |
-21.2732797100109% |
-7.5602977414241% |
-10.4671225826867% |
-6.87307505316971% |
-5.78150708072239% |
-4.06911499837596% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
20.9% |
-1.6% |
5.3% |
4.3% |
4.7% |
3.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-5.5% |
-4.8% |
-2.1% |
-1.0% |
0.0% |
0.5% |
| Global Equities (ACWI) |
-6.8% |
-4.4% |
-3.4% |
-3.5% |
-3.8% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-10.3% |
-9.1% |
-4.0% |
-1.5% |
0.4% |
0.9% |
| 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 |
4.09713666922043% |
6.5663229419808% |
1.21871676346572% |
-4.29302546665209% |
-5.4991124830498% |
0% |
| DBB |
-26.435828296968% |
-4.15344885581565% |
-6.63172387947177% |
-5.81576474640523% |
-7.04627356917743% |
0% |
| DBO |
-3.11280212931969% |
13.0548607221553% |
-1.87807934519014% |
-15.9429805529196% |
-14.6398341942321% |
0% |
| DBC |
-13.0945302097914% |
10.2974235003659% |
0.815147657728309% |
-7.17987058736235% |
-7.74007820235939% |
-2.75640780366893% |
| GLD |
-5.46244844115643% |
-2.31259551125438% |
3.58550540344067% |
1.82010253710298% |
2.21572148645384% |
5.30300284853247% |
| FXA |
-19.6031605410167% |
-11.5821155844099% |
-9.57264389759018% |
-8.44036270302907% |
-6.13131971822183% |
0% |
| FXC |
-10.5328862830915% |
-6.92495368391499% |
-5.83209562184967% |
-6.47737347857402% |
-6.55690118605923% |
0% |
| FXF |
-7.67935380753187% |
-5.07262949816687% |
-2.44347231453625% |
-3.41288026557104% |
-2.59186902223167% |
0% |
| FXE |
-11.1490509271412% |
-9.21516492265333% |
-6.27099653840053% |
-6.0758241213471% |
-6.15993372777982% |
0% |
| FXB |
-7.82737012069478% |
-8.12171497398749% |
-6.65683262236588% |
-7.66025651948332% |
-6.15857937598281% |
0% |
| FXY |
-23.4637936945631% |
-16.5278535377357% |
-10.2703168720485% |
-6.07136911389678% |
-5.04994635639617% |
0% |
| UUP |
9.3554470631406% |
4.83795174059795% |
3.27523462658448% |
3.5309387592308% |
3.1986088432759% |
0% |
| EEM |
-26.6049452404007% |
-16.7530566919705% |
-11.3756279627867% |
-8.0333754109488% |
-8.57351626360816% |
-4.48442422923242% |
| AMLP |
8.50367546180167% |
19.8980977032383% |
-11.0686898909783% |
-14.4577885397916% |
0% |
0% |
| IGIB |
-9.36986386046599% |
-8.86389941886611% |
-4.13443740749033% |
-2.05496027738613% |
-0.246204846722943% |
0% |
| EMHY |
-8.44642166174392% |
-8.95372606059962% |
-8.37463753068879% |
-3.62411140257249% |
0% |
0% |
| HYD |
-12.3865751892919% |
-9.72958582732277% |
-7.81781138906379% |
-2.43631604217256% |
0% |
0% |
| IEF |
-12.6616106764929% |
-10.8472086867633% |
-3.82702475640038% |
-0.875642243831716% |
1.49451843071475% |
1.98394686572263% |
| IGOV |
-19.1179150616953% |
-17.3408863384623% |
-10.7072688009976% |
-6.64362974129089% |
-5.09352284948179% |
0% |
| IHY |
-6.52756267788855% |
-9.67576955395307% |
-6.82987018824893% |
-4.37122523968168% |
0% |
0% |
| ITM |
-12.0147498834458% |
-7.98607023572033% |
-3.78674834675246% |
-0.791731767935402% |
0.795031385916715% |
0% |
| JNK |
-5.03244812172563% |
-6.46415829567452% |
-5.05162356433084% |
-3.55553258421961% |
-1.21323071896713% |
0% |
| MBB |
-12.1179695954258% |
-9.22076694707719% |
-4.66421103617415% |
-1.87302546592646% |
-0.174890862444604% |
0% |
| TIP |
-7.99670620129465% |
-7.32631546526902% |
-2.52015666022915% |
-1.4763521862429% |
0.342813924630975% |
0.830454387917597% |
| AGG |
-10.4303927179846% |
-9.03354123102109% |
-3.85152343866% |
-1.38051961218332% |
0.386229159872511% |
0.842362740489151% |
| BND |
-10.3401108414499% |
-9.13825487837257% |
-4.04841258819905% |
-1.5128234080972% |
0.363653785691674% |
0.902845132156744% |
| EMB |
-12.4343545471115% |
-12.4916911993704% |
-9.26575571776771% |
-4.1617555872879% |
-2.10257557818512% |
0% |
| PCY |
-10.4988787821755% |
-14.6915208266944% |
-11.591362411866% |
-5.41339830505839% |
-2.8747357584076% |
0% |
| BIL |
-0.483484509171616% |
-1.72998476761161% |
-0.972377492206049% |
-0.579227958768871% |
-0.413463817903569% |
0% |
| TLT |
-30.1007562832104% |
-19.7989244989563% |
-7.26695453336534% |
-1.36575859581681% |
2.70004218963985% |
3.02788641625338% |
| SHY |
-2.66483796318459% |
-4.31456338306059% |
-1.7370822114657% |
-0.821716743377445% |
-0.214090846655636% |
0.169376594086887% |
| ACWI |
-6.80822771479917% |
-4.40270603695629% |
-3.44127091010262% |
-3.45451299881033% |
-3.82202372767365% |
0% |
| FM |
-19.6805670487764% |
-9.63345562921285% |
-9.9263917919104% |
0% |
0% |
0% |
| EFA |
-12.0321879373324% |
-5.72444050709865% |
-6.14971570568652% |
-6.48765879416475% |
-6.70354300349735% |
-4.3140116523758% |
| EFG |
-14.9471485084864% |
-10.3545802959375% |
-5.98947052110215% |
-5.9980496586815% |
-6.16184957084396% |
-3.85758681923332% |
| EFV |
-9.03055034344107% |
-1.40525515854461% |
-7.18398080907949% |
-7.64918645653465% |
-7.86998212363704% |
-5.11476090546799% |
| SCZ |
-19.4560683079372% |
-11.7694315543617% |
-9.81957742816595% |
-7.303212250152% |
-5.36517663298182% |
0% |
| IWB |
-0.829963777234964% |
-1.2665332277339% |
-0.560532530265254% |
-0.492973515712597% |
-0.167919792757663% |
-0.0949663724411227% |
| IWV |
-2.15768305628854% |
-1.98087291752316% |
-1.15931262574508% |
-1.00212726863585% |
-0.580383893857009% |
-0.379052751847528% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
13.3769805280321% |
-1.95098735139468% |
2.7318238414057% |
1.96060946542319% |
1.92351708507908% |
1.18302635859703% |
| QQQ |
20.9392613718489% |
-1.61077409679949% |
5.33645677186309% |
4.28700781613454% |
4.721780185372% |
3.19541083786353% |
| IWD |
-14.3194602701036% |
-1.00265522910389% |
-4.6767881595187% |
-3.45010601974909% |
-2.73756223349928% |
-1.81664874617771% |
| IWC |
-30.1500890212506% |
-15.9482773424721% |
-10.3398624237491% |
-8.55942136584881% |
-6.16963508221024% |
-5.66711135875932% |
| IWR |
-17.4416894789518% |
-5.88186844254825% |
-5.42251676265612% |
-4.11869934993763% |
-2.05446527130589% |
-1.08260623811829% |
| IWP |
-9.44574300676704% |
-10.5090269297064% |
-4.29017081466168% |
-3.09072482758782% |
-1.17745997923947% |
-0.869267063393462% |
| IWS |
-21.690392211532% |
-3.47346220965733% |
-7.02067254852816% |
-5.28415535894734% |
-3.09362957436144% |
-1.70960005331573% |
| IWM |
-22.8815106306943% |
-12.0039638835203% |
-9.23673506494721% |
-7.23171827235781% |
-5.33201763567463% |
-3.50644817767723% |
| IWO |
-21.3608480527799% |
-17.261865781098% |
-9.70362250013986% |
-7.36276321692456% |
-4.73660715675024% |
-3.41126746560223% |
| IWN |
-24.7214750279525% |
-6.80429843249298% |
-9.51481734258197% |
-7.52552291732731% |
-6.19573586335675% |
-3.90720884003823% |
| IYR |
-29.7242643837113% |
-8.37592172356299% |
-10.4117873678245% |
-5.13394916204744% |
-3.75566244974102% |
-3.76373335708158% |
| VNQ |
-30.028234977034% |
-8.48464241712077% |
-9.93885280757336% |
-4.98161323306382% |
-3.21911865035582% |
-2.92822305462663% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
1.86 |
0.38 |
0.84 |
0.90 |
1.06 |
0.70 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.62 |
0.08 |
0.48 |
0.62 |
0.87 |
0.60 |
| Global Equities (ACWI) |
0.63 |
0.20 |
0.47 |
0.50 |
0.66 |
|
| U.S. Equities (SPY) |
1.05 |
0.45 |
0.66 |
0.74 |
0.89 |
0.58 |
| U.S. Bonds (BND) |
-0.33 |
-0.87 |
-0.25 |
-0.00 |
0.32 |
0.33 |
| 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 |
0.771019271358484 |
0.73751435409915 |
0.357535743479407 |
-0.137005055203306 |
-0.059605153790661 |
0 |
| DBB |
-0.992263687808193 |
0.137495926813942 |
0.141294754577363 |
0.109496135970688 |
0.226469337270498 |
0 |
| DBO |
-0.0958236928275452 |
0.621270922026485 |
0.352772353243327 |
-0.0803538197057547 |
0.0556465170755301 |
0 |
| DBC |
-0.750976692958638 |
0.688934575625379 |
0.404585119228387 |
-0.0228944551413626 |
0.0906049504117218 |
0.191353218665702 |
| GLD |
0.0592115819144165 |
0.00847626473589962 |
0.447091811852508 |
0.266359028022084 |
0.306442489961896 |
0.435056895032346 |
| FXA |
-1.14207309528677 |
-0.728986162527053 |
-0.366663149740318 |
-0.329750242978815 |
0.0925191250822952 |
0 |
| FXC |
-0.693146243330111 |
-0.640947145939934 |
-0.36799539090626 |
-0.395292253354722 |
-0.147291541000019 |
0 |
| FXF |
0.118464548633562 |
-0.34164552326217 |
-0.0634450847921703 |
-0.230809845415211 |
0.0506489715793288 |
0 |
| FXE |
-0.5164392543579 |
-0.919753628415264 |
-0.543344498456284 |
-0.557326429513356 |
-0.26416652547864 |
0 |
| FXB |
0.0212651552728426 |
-0.601021574452447 |
-0.30421933252599 |
-0.458216753421502 |
-0.201472280638041 |
0 |
| FXY |
-1.6530840033325 |
-1.33975537998016 |
-0.953636052112168 |
-0.581686644017312 |
-0.465804302037371 |
0 |
| UUP |
0.348482026545503 |
0.450711020776803 |
0.17920162641371 |
0.28353630172125 |
0.0260126473051532 |
0 |
| EEM |
-0.470161830605422 |
-0.586779944804823 |
-0.049178537327241 |
0.116029971436316 |
0.317811131590312 |
0.290755078839409 |
| AMLP |
1.12094715926518 |
1.0663194677148 |
0.315442168821586 |
0.150571081660298 |
0 |
0 |
| IGIB |
-0.00785030819639144 |
-0.602306393297576 |
0.00763945886129774 |
0.135904576091529 |
0.430230832056982 |
0 |
| EMHY |
0.161287598472558 |
-0.384139621868615 |
-0.0698454434710321 |
0.198934158334586 |
0 |
0 |
| HYD |
-0.341693410146939 |
-0.659463344104165 |
-0.145211166535059 |
0.162925388022966 |
0 |
0 |
| IEF |
-0.458864864932576 |
-0.916149229665765 |
-0.281355953828107 |
-0.0313343756031147 |
0.193000639047223 |
0.270572729162138 |
| IGOV |
-0.420056856993824 |
-1.01892858764053 |
-0.555420880385322 |
-0.361182382382184 |
-0.103643105816764 |
0 |
| IHY |
0.18982858819826 |
-0.515552704450742 |
-0.0265249900801015 |
0.102005600211672 |
0 |
0 |
| ITM |
-0.358530118222385 |
-0.627415729836093 |
-0.13464610119393 |
0.134259671099852 |
0.343304695934274 |
0 |
| JNK |
0.348438095851983 |
-0.253833774336271 |
0.0833008712213509 |
0.184351456562776 |
0.600018833391304 |
0 |
| MBB |
-0.381783439803789 |
-0.783442247080779 |
-0.379406656665757 |
-0.107300336483014 |
0.180903875133133 |
0 |
| TIP |
-0.499404300223312 |
-0.571419517470165 |
0.0246277241676918 |
0.0867307337063513 |
0.368905126889944 |
0.314469603530253 |
| AGG |
-0.327998472886984 |
-0.840766774297739 |
-0.251648827280695 |
-0.00097882028088054 |
0.309616563494901 |
0.309787772015067 |
| BND |
-0.333933305434181 |
-0.865401160776505 |
-0.252085810432097 |
-0.000760429757458027 |
0.319949040947265 |
0.328923029163858 |
| EMB |
-0.119566878467723 |
-0.610886402171724 |
-0.158748975046584 |
0.119414614392081 |
0.395434462107199 |
0 |
| PCY |
0.357064898988061 |
-0.437177477276443 |
-0.120500169001732 |
0.118374347011825 |
0.357810874057225 |
0 |
| BIL |
-0.918696189116729 |
-0.984442135021053 |
-0.729031444133278 |
-0.610850487926985 |
-0.549829209028836 |
0 |
| TLT |
-0.530027127385641 |
-0.862001563892758 |
-0.230277802535328 |
0.0348415952548034 |
0.146838593058092 |
0.220010083279724 |
| SHY |
-0.553418062819862 |
-1.24302738546787 |
-0.578952477770089 |
-0.387683665267668 |
-0.113373903563958 |
0.0449466056577393 |
| ACWI |
0.634960469188428 |
0.198512144448645 |
0.472548743158538 |
0.504086130823465 |
0.65614133484484 |
0 |
| FM |
-0.1314812662989 |
-0.202322859929095 |
0.0088260373279506 |
0 |
0 |
0 |
| EFA |
0.257854139624022 |
0.104454685878798 |
0.294774751403257 |
0.262547794229817 |
0.449330927607249 |
0.296368010440059 |
| EFG |
0.223637105125397 |
-0.0582247246248606 |
0.320302614493021 |
0.307582274539804 |
0.478889700132327 |
0.318054470102054 |
| EFV |
0.300191336226869 |
0.282946628585025 |
0.229165927775836 |
0.179821963894136 |
0.383135695253529 |
0.254521373040057 |
| SCZ |
-0.127259335197183 |
-0.184679942621385 |
0.168298699613932 |
0.252901089405383 |
0.533055848031862 |
0 |
| IWB |
1.0031222572288 |
0.383029379946508 |
0.633208118645016 |
0.707118972352743 |
0.884486497830936 |
0.574148336230437 |
| IWV |
0.923227822385901 |
0.347567597033563 |
0.605535486540844 |
0.677743988245759 |
0.860823631942643 |
0.557714734752114 |
| SPY |
1.05374752558278 |
0.446791600695378 |
0.658379880771918 |
0.735347864095691 |
0.894763348529851 |
0.579736536424071 |
| IWF |
1.68687977837496 |
0.364838645762249 |
0.757916515738517 |
0.818288125335403 |
0.972478407165767 |
0.634517148948195 |
| QQQ |
1.86110839784971 |
0.381566859976968 |
0.838949579585001 |
0.897093012266502 |
1.06305266557909 |
0.704753299625187 |
| IWD |
0.121274033583558 |
0.360661932260228 |
0.408165486321158 |
0.500189992885234 |
0.712139561904547 |
0.455804868794734 |
| IWC |
-0.256728585864496 |
-0.298186150904665 |
0.22360248073243 |
0.267602195696446 |
0.528910829635897 |
0.283558114562248 |
| IWR |
0.155960078215502 |
0.164263381572919 |
0.420355628539689 |
0.500414429192097 |
0.763762724732447 |
0.512756010324686 |
| IWP |
0.565523491100962 |
-0.0185389508610465 |
0.460051448902402 |
0.549062737992856 |
0.794521529240383 |
0.518151272903486 |
| IWS |
-0.0567466773432473 |
0.266734901783592 |
0.35127646314384 |
0.428339638398166 |
0.700031444750849 |
0.474910478753624 |
| IWM |
-0.018600871142131 |
-0.108650737873759 |
0.273625933621129 |
0.349179385609046 |
0.593253876503264 |
0.38862671863925 |
| IWO |
0.0692597078304914 |
-0.343751562433413 |
0.251100514859797 |
0.347477750908983 |
0.61490907915199 |
0.393817874517851 |
| IWN |
-0.116563166517937 |
0.123423631135581 |
0.268022840840812 |
0.324833270736866 |
0.545372955517171 |
0.362253627122528 |
| IYR |
-0.297618376126186 |
0.0794454089024739 |
0.134922288783971 |
0.335284698518612 |
0.559174555895479 |
0.332489887293692 |
| VNQ |
-0.315722058653624 |
0.077368414403574 |
0.153152715703378 |
0.335422100598051 |
0.574746189846595 |
0.364964316175054 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
5.05 |
0.55 |
1.34 |
1.47 |
1.84 |
1.09 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.16 |
0.11 |
0.70 |
0.91 |
1.36 |
0.87 |
| Global Equities (ACWI) |
1.20 |
0.28 |
0.69 |
0.74 |
1.03 |
|
| U.S. Equities (SPY) |
2.17 |
0.65 |
1.00 |
1.13 |
1.42 |
0.85 |
| U.S. Bonds (BND) |
1.16 |
0.11 |
0.70 |
0.91 |
1.36 |
0.87 |
| 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 |
1.36319309556714 |
1.19264539909248 |
0.534567945014862 |
-0.189649442248058 |
-0.0856004525608249 |
0 |
| DBB |
-1.17512729564046 |
0.203085441869248 |
0.207338717928475 |
0.161920583715873 |
0.338819302042134 |
0 |
| DBO |
-0.146991820162813 |
0.99139501451618 |
0.515404956464783 |
-0.105873059425519 |
0.0762638408657774 |
0 |
| DBC |
-1.0190565091391 |
1.13490304466366 |
0.586800301338884 |
-0.0307673291371989 |
0.126045158315275 |
0.265498819130741 |
| GLD |
0.0975381487845758 |
0.013075611531518 |
0.788892232388891 |
0.439310799220788 |
0.489732268675284 |
0.704983504725885 |
| FXA |
-1.33448850923735 |
-0.859061677543434 |
-0.475846695606931 |
-0.436443636509385 |
0.138009463436789 |
0 |
| FXC |
-0.880182764085517 |
-0.725223183561091 |
-0.444972145481043 |
-0.494480223740655 |
-0.201964028340798 |
0 |
| FXF |
0.17393439762732 |
-0.44976127154407 |
-0.0873748431818955 |
-0.323279591076061 |
0.0727956835213998 |
0 |
| FXE |
-0.654559815403284 |
-1.07392818713755 |
-0.693995139780665 |
-0.703161364828742 |
-0.351197077921796 |
0 |
| FXB |
0.030994847708639 |
-0.72568582792944 |
-0.397839595869243 |
-0.581130288753901 |
-0.272706841128998 |
0 |
| FXY |
-1.7693841199574 |
-1.47446131826099 |
-1.09448327815455 |
-0.727883513697654 |
-0.581281437145843 |
0 |
| UUP |
0.571754265500687 |
0.695522727168728 |
0.256839331875564 |
0.42318028209193 |
0.0373840717293648 |
0 |
| EEM |
-0.632067490870305 |
-0.777199090634568 |
-0.0685436689658318 |
0.168324114349607 |
0.50466508869594 |
0.4312673245613 |
| AMLP |
2.50394286022794 |
1.80190313957278 |
0.470563540346373 |
0.22035824581357 |
0 |
0 |
| IGIB |
-0.0133437235965408 |
-0.76027440795401 |
0.0102138201274734 |
0.183970219721111 |
0.605011272603811 |
0 |
| EMHY |
0.293494851014412 |
-0.53044023879844 |
-0.090607140390439 |
0.271780656237854 |
0 |
0 |
| HYD |
-0.525486553826284 |
-0.805273315382572 |
-0.169300367778749 |
0.193678797631647 |
0 |
0 |
| IEF |
-0.67287832828682 |
-1.06599629953398 |
-0.370507641555197 |
-0.0431182168132392 |
0.280200211746612 |
0.408001172885295 |
| IGOV |
-0.601915969274956 |
-1.18766409744584 |
-0.687962342537566 |
-0.455405689030043 |
-0.136171170695178 |
0 |
| IHY |
0.333730951064454 |
-0.64800479044222 |
-0.0341567176024499 |
0.137895595259805 |
0 |
0 |
| ITM |
-0.565161117677353 |
-0.780029343388803 |
-0.180353730199882 |
0.180894719119961 |
0.491085692571036 |
0 |
| JNK |
0.617972720018888 |
-0.326420742469467 |
0.108817320940664 |
0.249169346020161 |
0.942921407402768 |
0 |
| MBB |
-0.588487193864414 |
-0.947549669084832 |
-0.471825317184699 |
-0.136235348138183 |
0.238245728338362 |
0 |
| TIP |
-0.739305726288691 |
-0.661296337080245 |
0.0308413142278271 |
0.111993537614822 |
0.520804765483203 |
0.433995975423296 |
| AGG |
-0.507887201860896 |
-0.999976533700585 |
-0.324641179520298 |
-0.00129524817385818 |
0.427005417123088 |
0.449975564196671 |
| BND |
-0.516297752694709 |
-1.01757973068301 |
-0.324684715767303 |
-0.00100553746745145 |
0.440338196500835 |
0.472247692513626 |
| EMB |
-0.190446292702654 |
-0.776202812336602 |
-0.201488622138218 |
0.157719997830002 |
0.55421912899236 |
0 |
| PCY |
0.690204017247619 |
-0.582010399124532 |
-0.15563936577711 |
0.157211514458819 |
0.494620853873986 |
0 |
| BIL |
-0.958064294757018 |
-0.959774422843352 |
-0.721292296800737 |
-0.606280171821715 |
-0.546749079870759 |
0 |
| TLT |
-0.778475349579272 |
-1.05716260318737 |
-0.328250651423956 |
0.0511985381739607 |
0.228172132889379 |
0.345464282308092 |
| SHY |
-0.757323633188506 |
-1.24232218985364 |
-0.634243520827133 |
-0.435604088416637 |
-0.132072989514521 |
0.05694693689971 |
| ACWI |
1.2021612898192 |
0.279871966772177 |
0.692130815838937 |
0.744524612786851 |
1.02870351741257 |
0 |
| FM |
-0.201461477656524 |
-0.276469406356593 |
0.0112142589360813 |
0 |
0 |
0 |
| EFA |
0.426593812798346 |
0.151225255315654 |
0.43178856994797 |
0.381839872929471 |
0.691303783739292 |
0.420634053222601 |
| EFG |
0.368736113503766 |
-0.0818359063414792 |
0.471954819794957 |
0.448854758718007 |
0.728115261803887 |
0.450474006628653 |
| EFV |
0.50606546680674 |
0.419547641189203 |
0.32898271632293 |
0.256407402540461 |
0.588632492136567 |
0.362941078096901 |
| SCZ |
-0.199251386660059 |
-0.247436068720882 |
0.233658178526722 |
0.357539733076142 |
0.825106577671823 |
0 |
| IWB |
2.08427255666654 |
0.554952278346737 |
0.960632024266105 |
1.08029609348924 |
1.40645172529876 |
0.840919459330113 |
| IWV |
1.90428529970835 |
0.502448062090996 |
0.914388839099795 |
1.02930559242867 |
1.36303826560059 |
0.812311319945888 |
| SPY |
2.1706820579665 |
0.65094735317694 |
0.998660604137526 |
1.12523779764499 |
1.4214353304751 |
0.850358126358398 |
| IWF |
4.02846805697587 |
0.528521357261051 |
1.19791303061272 |
1.30654665741178 |
1.60552551045449 |
0.961768446930835 |
| QQQ |
5.04991982328717 |
0.55335742404053 |
1.34168485841304 |
1.46918549376335 |
1.83505315048481 |
1.09252047307138 |
| IWD |
0.204135353526289 |
0.543753597368859 |
0.593038531543752 |
0.733746912142617 |
1.09144625728747 |
0.64805908208567 |
| IWC |
-0.397714515350696 |
-0.405152892319602 |
0.3302410210307 |
0.392011392044744 |
0.806267151473615 |
0.405152845581036 |
| IWR |
0.291614592594827 |
0.241962501012567 |
0.61687867737164 |
0.73995905810443 |
1.20727442775591 |
0.743740429518281 |
| IWP |
1.18527256287695 |
-0.026553435832317 |
0.715962983454054 |
0.853547624143006 |
1.30348700077219 |
0.766587781988423 |
| IWS |
-0.0967927710368809 |
0.401443089764986 |
0.496338230210243 |
0.613992117419767 |
1.07859975870325 |
0.675727776550163 |
| IWM |
-0.0318415793980589 |
-0.155422725740474 |
0.400821656751072 |
0.510863340482011 |
0.914685631131343 |
0.562621300399352 |
| IWO |
0.117679226119097 |
-0.464297656046962 |
0.37366510930435 |
0.507511384995164 |
0.956069901242979 |
0.573024568390372 |
| IWN |
-0.194992910768258 |
0.187195371080924 |
0.384240339949042 |
0.472335118655584 |
0.827374638296951 |
0.51806972143523 |
| IYR |
-0.471140837761395 |
0.115944387889625 |
0.183776574661037 |
0.481700808415856 |
0.890763307466869 |
0.462716855341986 |
| VNQ |
-0.501519572300405 |
0.112478286574038 |
0.210459030225288 |
0.486442874499835 |
0.927347721521483 |
0.514552316273117 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
39.61 |
8.61 |
18.38 |
15.77 |
18.51 |
11.89 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.46 |
5.16 |
11.80 |
11.26 |
14.67 |
10.61 |
| Global Equities (ACWI) |
13.41 |
6.00 |
10.26 |
8.50 |
10.43 |
|
| U.S. Equities (SPY) |
20.18 |
10.48 |
13.77 |
12.08 |
14.22 |
9.16 |
| U.S. Bonds (BND) |
14.46 |
5.16 |
11.80 |
11.26 |
14.67 |
10.61 |
| 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 |
68.1714877484716 |
69.4720764493778 |
27.8251213239193 |
-5.14238457049215 |
-3.00477337768315 |
0 |
| DBB |
-25.8734917453382 |
5.99489117755775 |
4.91477288451914 |
2.93369567669725 |
4.69475526125129 |
0 |
| DBO |
2.25081303501632 |
64.9318131404405 |
12.0426261140186 |
-7.04283839830687 |
-2.06356805180264 |
0 |
| DBC |
-45.2778298090184 |
66.2217324262277 |
17.9555699655455 |
-1.40801451420144 |
1.35801115361657 |
5.25679634011553 |
| GLD |
13.2821318267873 |
12.3153954961487 |
40.9808851093955 |
41.641812352173 |
38.8607041135625 |
71.3870377552871 |
| FXA |
-12.395201303057 |
-12.6562764027723 |
-5.56003411011546 |
-6.41734830325611 |
2.40218485373263 |
0 |
| FXC |
-0.0349056174255063 |
-5.87676795438139 |
-1.87459456017113 |
-7.39804034041584 |
-2.55561061699367 |
0 |
| FXF |
10.008125608331 |
-0.499131646469234 |
10.4902570254485 |
-7.42909326098625 |
4.02570991666788 |
0 |
| FXE |
0.78095926594358 |
-19.9912107072568 |
-11.254235624252 |
-20.6007065256647 |
-7.67153509354931 |
0 |
| FXB |
9.21147642012826 |
-6.68836852531706 |
-2.48646648544199 |
-9.4619054604564 |
-4.69727133668293 |
0 |
| FXY |
-30.6496255872289 |
-55.4676206199507 |
-67.2187343345665 |
-167.773235148391 |
-294.181749850146 |
0 |
| UUP |
-16.2417931185469 |
-26.9783815717439 |
-16.4613270663083 |
-17.5066806706393 |
-2.6967047197572 |
0 |
| EEM |
-4.66912729965446 |
-13.1592064471205 |
-0.604433341315987 |
2.3179836432759 |
5.45256230576721 |
4.90420999750342 |
| AMLP |
49.7111907600046 |
45.0499887828341 |
4.97419639361727 |
0.716557028198469 |
0 |
0 |
| IGIB |
7.33290240595939 |
-7.40855757285343 |
5.97956762393123 |
7.78961848410799 |
15.9436628205404 |
0 |
| EMHY |
9.45732347488145 |
-3.94982843584013 |
0.757166448883086 |
5.99090767228445 |
0 |
0 |
| HYD |
2.11433966740708 |
-9.07939923745778 |
-0.907698925352103 |
7.31669262417369 |
0 |
0 |
| IEF |
-0.190126901098903 |
-17.7313310903674 |
-3.25513921395952 |
20.3479322223198 |
-64.7839559857 |
-68.1322069307347 |
| IGOV |
-2.45952705400579 |
-19.5943255195346 |
-12.2168172196291 |
-8.73893368937578 |
-2.09200543681894 |
0 |
| IHY |
11.8718792187666 |
-6.08858648173445 |
2.57556375119216 |
4.01515987444432 |
0 |
0 |
| ITM |
2.22199290161995 |
-7.47940703900029 |
4.44410047389668 |
14.3562081805282 |
30.390452415881 |
0 |
| JNK |
14.7923670075523 |
0.639929566470213 |
5.65972070631275 |
5.68214410581094 |
12.5541904674469 |
0 |
| MBB |
1.58656478189348 |
-11.525753674932 |
-3.05869184041606 |
5.53169613900022 |
21.8729973800366 |
0 |
| TIP |
5.06410935383715 |
-5.22053302971158 |
10.4719555329738 |
9.6452694944429 |
22.1632652798726 |
24.563002662694 |
| AGG |
3.4792026198134 |
-12.4124151689159 |
2.27363235627255 |
9.93069286720605 |
28.9299318991822 |
38.5514571553373 |
| BND |
3.53361893761944 |
-12.7746114045183 |
2.00020005031794 |
8.98778190800711 |
27.5632316919597 |
38.086859726711 |
| EMB |
4.2405950790262 |
-8.99816465217803 |
-1.17966886132041 |
4.44725582889392 |
10.2446318344356 |
0 |
| PCY |
9.53062728783908 |
-7.16860653809802 |
-1.62153168981793 |
3.53319667981307 |
9.10641625593514 |
0 |
| BIL |
425.830658371069 |
487.165682723277 |
-1127.45171793638 |
-1567.53241023334 |
-267.308362299054 |
0 |
| TLT |
-6.02555075066439 |
-21.4300732040809 |
-15.2889814114557 |
9.78021224953833 |
-16.2499884214961 |
-31.8268956728416 |
| SHY |
41.1351598686436 |
-8.89759218332042 |
47.2238426931698 |
108.848897868727 |
432.195416244654 |
-101.548999351362 |
| ACWI |
13.4055079203583 |
6.00463919154152 |
10.2619733055881 |
8.49752194974925 |
10.4251927351011 |
0 |
| FM |
0.981976372954055 |
-2.49883682593059 |
0.909423036880153 |
0 |
0 |
0 |
| EFA |
7.92067128127712 |
4.4105196605867 |
7.12032907997365 |
4.86133930802322 |
7.37999108702885 |
4.87577139010892 |
| EFG |
6.46407990876079 |
0.253192628542674 |
7.47274491162992 |
5.58188286735595 |
7.90976510119329 |
5.29783641011539 |
| EFV |
10.1560813336249 |
9.81123555253346 |
5.83888541444986 |
3.42572544909737 |
6.33511037079875 |
4.14522963500713 |
| SCZ |
1.22972439093327 |
-1.99298705208234 |
3.84638389328153 |
4.46053049766896 |
8.97624907631418 |
0 |
| IWB |
19.2633335535279 |
9.21878840251098 |
13.1792759748054 |
11.5769628541443 |
14.0414260733168 |
9.05282771007022 |
| IWV |
17.9334591215033 |
8.49656709998569 |
12.5834990094648 |
11.0730460296536 |
13.6317199825353 |
8.76075095501351 |
| SPY |
20.1771731390607 |
10.4833026922499 |
13.7709431733408 |
12.0819897530134 |
14.216017831107 |
9.16381384573073 |
| IWF |
32.6023425001979 |
8.36788981548505 |
16.1392791166241 |
13.8180636379241 |
16.0454310875068 |
10.2536768514717 |
| QQQ |
39.6144146055555 |
8.6055414024449 |
18.3791326026286 |
15.7685193352242 |
18.5130356096216 |
11.8868071564582 |
| IWD |
5.65886894721326 |
9.81347673375216 |
9.00441018656994 |
8.53942324404307 |
11.4651235807199 |
7.34422274933953 |
| IWC |
-3.75284104328931 |
-5.87917309078865 |
4.36363042389342 |
4.35191590423631 |
8.87932157772398 |
4.24327653137381 |
| IWR |
5.02699645996546 |
4.71081936890698 |
8.63297887309762 |
8.18677459694242 |
12.2756694148701 |
8.07048413505047 |
| IWP |
11.6676014877069 |
0.657735980761857 |
9.66574681136937 |
9.16507050171232 |
13.0778995070848 |
8.25809952099466 |
| IWS |
1.47970572211953 |
7.01117227019995 |
7.2005640232758 |
7.07939279791198 |
11.3337643687405 |
7.50871846698971 |
| IWM |
1.4041920530163 |
-1.20992537038532 |
5.44481194930567 |
5.67039935128783 |
9.60504514724818 |
6.0373646293341 |
| IWO |
2.97865902606567 |
-6.25771237047947 |
4.991428469522 |
5.62160624635501 |
10.1138857580149 |
6.1370625706582 |
| IWN |
-0.634030218074379 |
3.7680441598968 |
5.25887116933168 |
5.33771998399268 |
8.85704322472124 |
5.6687815384058 |
| IYR |
-2.82146930902809 |
2.59035586437841 |
3.11044766279377 |
6.51858875910969 |
10.4601719006658 |
5.62930146278966 |
| VNQ |
-3.11883135586931 |
2.5183067031955 |
3.55852362924579 |
6.6543306480071 |
11.0102030612516 |
6.39413387703122 |
Compare: Risk & Volatility
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
8.4% |
32.6% |
32.6% |
32.6% |
32.6% |
49.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
7.3% |
20.7% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
9.4% |
25.7% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
8.3% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
6.0% |
16.5% |
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 |
| DBA |
2.7% |
10.1% |
18.4% |
52.6% |
60.4% |
0% |
| DBB |
12.7% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
17.7% |
30.8% |
48.4% |
81.7% |
83.5% |
0% |
| DBC |
7.4% |
23% |
31.7% |
57.8% |
64.8% |
74.5% |
| GLD |
7.2% |
15.9% |
18.1% |
20.8% |
42.9% |
42.9% |
| FXA |
5.3% |
17.6% |
17.8% |
31.4% |
36.6% |
0% |
| FXC |
4.4% |
12.8% |
12.8% |
24% |
32.2% |
0% |
| FXF |
4.7% |
11.6% |
13.4% |
19.8% |
29% |
0% |
| FXE |
3.5% |
20.7% |
21.2% |
34% |
39.5% |
0% |
| FXB |
4.8% |
21.6% |
21.6% |
36.3% |
36.3% |
0% |
| FXY |
12.6% |
30.8% |
33% |
36.3% |
52.5% |
0% |
| UUP |
4% |
8% |
9.7% |
12% |
20.9% |
0% |
| EEM |
12.5% |
36.5% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
3.5% |
14.5% |
62.6% |
72.2% |
0% |
0% |
| IGIB |
5.6% |
18.7% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
4.3% |
24.7% |
24.7% |
24.7% |
0% |
0% |
| HYD |
6.3% |
20.1% |
20.1% |
20.1% |
0% |
0% |
| IEF |
8.8% |
20.6% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
9.1% |
31.2% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3% |
26.7% |
26.7% |
26.7% |
0% |
0% |
| ITM |
5.7% |
15% |
15% |
15% |
15% |
0% |
| JNK |
2.7% |
16.2% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
7.1% |
16.5% |
17% |
17% |
17% |
0% |
| TIP |
4.9% |
13.9% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
6.2% |
16.5% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
6% |
16.5% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
7% |
26.7% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
8.7% |
35% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0.1% |
0.2% |
0.2% |
0.4% |
0% |
| TLT |
20.2% |
42% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.9% |
5.3% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
9.4% |
25.7% |
25.7% |
25.7% |
25.7% |
0% |
| FM |
12.8% |
33.1% |
33.1% |
0% |
0% |
0% |
| EFA |
10.1% |
27.6% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
13% |
33.6% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.5% |
23.5% |
28.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
12.2% |
34.6% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
8.7% |
24.6% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
9.1% |
24.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
8.3% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
7.7% |
30.8% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
8.4% |
32.6% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
9.8% |
17.8% |
26.7% |
26.7% |
26.7% |
55.4% |
| IWC |
19% |
37.4% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
12.9% |
24.3% |
27.1% |
27.1% |
27.1% |
54.1% |
| IWP |
12.7% |
34.2% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
13.1% |
20.5% |
31.7% |
31.7% |
31.7% |
57.3% |
| IWM |
16.8% |
27% |
30.6% |
32.3% |
32.3% |
52.5% |
| IWO |
18.4% |
33.6% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
15.2% |
21.3% |
35.8% |
37.9% |
37.9% |
55.1% |
| IYR |
13.5% |
31.9% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
13.6% |
32.8% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
23.4% |
25.2% |
26.5% |
21.9% |
21.6% |
21.1% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
12.3% |
13.3% |
13.8% |
11.0% |
10.9% |
10.5% |
| Global Equities (ACWI) |
15.8% |
17.7% |
19.4% |
15.9% |
17.7% |
|
| U.S. Equities (SPY) |
16.1% |
19.4% |
20.9% |
17.0% |
17.4% |
16.4% |
| U.S. Bonds (BND) |
7.8% |
6.9% |
6.3% |
4.9% |
4.4% |
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 |
| DBA |
9% |
10.7% |
12% |
11.5% |
13% |
0% |
| DBB |
15.2% |
23.7% |
21.2% |
18.6% |
21.3% |
0% |
| DBO |
23.7% |
33% |
36.2% |
30.7% |
29.9% |
0% |
| DBC |
12.4% |
19.9% |
20.7% |
17.8% |
18.2% |
19.9% |
| GLD |
14.6% |
14.5% |
15.7% |
14.9% |
17.1% |
18.1% |
| FXA |
8.7% |
10% |
10.5% |
10% |
12% |
0% |
| FXC |
6.1% |
6.4% |
6.4% |
7.5% |
8.6% |
0% |
| FXF |
9.8% |
8.7% |
7.7% |
7.8% |
9.4% |
0% |
| FXE |
7.4% |
7.4% |
6.9% |
7.2% |
8.6% |
0% |
| FXB |
7.5% |
8.1% |
8.4% |
8.2% |
8.6% |
0% |
| FXY |
9% |
9.6% |
8.4% |
8.8% |
9.2% |
0% |
| UUP |
7.7% |
7.7% |
6.9% |
6.9% |
7.6% |
0% |
| EEM |
16.6% |
16.6% |
19.3% |
18% |
21.6% |
23.2% |
| AMLP |
13.9% |
27.3% |
46.2% |
33% |
0% |
0% |
| IGIB |
9.4% |
8.7% |
8.9% |
6.6% |
5.9% |
0% |
| EMHY |
9.7% |
11.5% |
13.5% |
11.2% |
0% |
0% |
| HYD |
8.7% |
8.8% |
12.5% |
9.9% |
0% |
0% |
| IEF |
9% |
8.1% |
7.7% |
6.5% |
6.6% |
6.8% |
| IGOV |
13% |
11.4% |
10.2% |
8.7% |
8.8% |
0% |
| IHY |
8.4% |
10.3% |
11.7% |
9.7% |
0% |
0% |
| ITM |
8.3% |
7.8% |
7.6% |
6.2% |
6.2% |
0% |
| JNK |
7.7% |
9.7% |
10.4% |
8.5% |
10.5% |
0% |
| MBB |
8.6% |
7.5% |
6.2% |
4.7% |
4.1% |
0% |
| TIP |
5.6% |
7.1% |
6.4% |
5.2% |
5.6% |
6.1% |
| AGG |
7.9% |
7% |
6.3% |
4.9% |
4.4% |
4.5% |
| BND |
7.8% |
6.9% |
6.3% |
4.9% |
4.4% |
4.5% |
| EMB |
10.3% |
11.7% |
12.9% |
10.3% |
10.3% |
0% |
| PCY |
15.6% |
16.5% |
16.7% |
13.1% |
12.5% |
0% |
| BIL |
0.4% |
0.7% |
0.6% |
0.5% |
0.4% |
0% |
| TLT |
17.8% |
15.1% |
16.1% |
14% |
14.3% |
14.4% |
| SHY |
2.4% |
2.1% |
1.9% |
1.5% |
1.3% |
1.5% |
| ACWI |
15.8% |
17.7% |
19.4% |
15.9% |
17.7% |
0% |
| FM |
16.9% |
16.8% |
19.1% |
0% |
0% |
0% |
| EFA |
15.3% |
18.2% |
19.4% |
16% |
18.3% |
18.2% |
| EFG |
17.8% |
20.2% |
20.1% |
16.4% |
18.2% |
18.1% |
| EFV |
14.9% |
18.2% |
20.8% |
17% |
19.8% |
19.3% |
| SCZ |
16.3% |
18.4% |
21.1% |
17.4% |
20% |
0% |
| IWB |
16.4% |
19.2% |
21.3% |
17.3% |
17.6% |
16.7% |
| IWV |
16.6% |
19.3% |
21.4% |
17.4% |
17.9% |
17% |
| SPY |
16.1% |
19.4% |
20.9% |
17% |
17.4% |
16.4% |
| IWF |
19.9% |
23.1% |
24.4% |
19.5% |
19.1% |
17.9% |
| QQQ |
23.4% |
25.2% |
26.5% |
21.9% |
21.6% |
21.1% |
| IWD |
15.3% |
18.2% |
20.5% |
16.7% |
17.6% |
16.7% |
| IWC |
24.8% |
21.6% |
28.3% |
23.7% |
24.7% |
23% |
| IWR |
19.5% |
20.6% |
23.5% |
19% |
19.9% |
19.2% |
| IWP |
20.7% |
21.9% |
24.6% |
20.1% |
20.6% |
20% |
| IWS |
19.5% |
21.3% |
24.1% |
19.2% |
20.3% |
19.5% |
| IWM |
23.2% |
21.6% |
26.1% |
22.1% |
23% |
21.9% |
| IWO |
23% |
21.1% |
26.2% |
22.6% |
23.5% |
22.4% |
| IWN |
23.8% |
23.5% |
27.4% |
22.6% |
23.4% |
22% |
| IYR |
20.6% |
22.9% |
21.9% |
18.8% |
22.2% |
23.6% |
| VNQ |
20.6% |
23.1% |
21.8% |
19.3% |
23.1% |
24.6% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
8.0% |
16.6% |
15.9% |
12.8% |
12.1% |
13.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.9% |
9.0% |
8.9% |
7.0% |
6.7% |
7.0% |
| Global Equities (ACWI) |
7.7% |
11.7% |
12.7% |
10.4% |
11.0% |
|
| U.S. Equities (SPY) |
7.2% |
12.5% |
13.2% |
10.7% |
10.6% |
10.9% |
| U.S. Bonds (BND) |
4.3% |
5.1% |
4.2% |
3.2% |
2.8% |
2.7% |
| 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 |
4.4% |
5.9% |
7.6% |
8.1% |
8.9% |
0% |
| DBB |
12.5% |
15.3% |
13.9% |
12.2% |
14% |
0% |
| DBO |
15.1% |
19.8% |
24.3% |
23% |
21.5% |
0% |
| DBC |
8.7% |
11.2% |
13.9% |
13% |
12.9% |
14.1% |
| GLD |
8.3% |
8.7% |
8.4% |
8.7% |
10.5% |
10.9% |
| FXA |
6.9% |
7.8% |
7.6% |
7.2% |
7.8% |
0% |
| FXC |
4.1% |
5% |
4.7% |
5.7% |
6.1% |
0% |
| FXF |
6% |
6% |
5.1% |
5.3% |
6.4% |
0% |
| FXE |
5.2% |
5.6% |
4.8% |
5.4% |
6.3% |
0% |
| FXB |
4.5% |
6% |
5.9% |
6.2% |
6.1% |
0% |
| FXY |
7.7% |
8.1% |
6.8% |
6.7% |
7.1% |
0% |
| UUP |
3.9% |
4.3% |
4.3% |
4.3% |
5.1% |
0% |
| EEM |
11.9% |
11.7% |
13.2% |
12% |
13.3% |
15.3% |
| AMLP |
5.5% |
15.4% |
30.4% |
22.2% |
0% |
0% |
| IGIB |
4.9% |
6.1% |
6.1% |
4.4% |
3.8% |
0% |
| EMHY |
4.5% |
7.5% |
10% |
7.9% |
0% |
0% |
| HYD |
5% |
6.4% |
10.4% |
8.2% |
0% |
0% |
| IEF |
5.4% |
6.2% |
5.2% |
4.3% |
4.2% |
4.1% |
| IGOV |
8.5% |
9.1% |
7.7% |
6.5% |
6.4% |
0% |
| IHY |
4% |
7.5% |
8.7% |
6.8% |
0% |
0% |
| ITM |
4.5% |
5.4% |
5% |
4.2% |
4.1% |
0% |
| JNK |
3.6% |
6.8% |
7.6% |
6% |
6.5% |
0% |
| MBB |
4.9% |
5.3% |
4.2% |
3.2% |
2.7% |
0% |
| TIP |
2.9% |
5.4% |
4.5% |
3.5% |
3.6% |
4.1% |
| AGG |
4.4% |
5.1% |
4.1% |
3.2% |
2.8% |
2.7% |
| BND |
4.3% |
5.1% |
4.2% |
3.2% |
2.8% |
2.7% |
| EMB |
5.7% |
8.5% |
9.7% |
7.5% |
7.1% |
0% |
| PCY |
7.3% |
11.6% |
12.5% |
9.5% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
11.6% |
11.6% |
10.6% |
9.1% |
8.9% |
8.8% |
| SHY |
1.1% |
1.5% |
1.2% |
0.9% |
0.8% |
0.8% |
| ACWI |
7.7% |
11.7% |
12.7% |
10.4% |
11% |
0% |
| FM |
10.5% |
11.5% |
14.7% |
0% |
0% |
0% |
| EFA |
8.6% |
11.7% |
12.7% |
10.6% |
11.6% |
12.6% |
| EFG |
10.3% |
13.6% |
13% |
10.8% |
11.7% |
12.5% |
| EFV |
8.2% |
11.4% |
14% |
11.6% |
12.6% |
13.3% |
| SCZ |
9.8% |
13% |
14.7% |
11.9% |
12.6% |
0% |
| IWB |
7.3% |
12.5% |
13.4% |
10.9% |
10.8% |
11.1% |
| IWV |
7.4% |
12.5% |
13.6% |
11.1% |
11% |
11.4% |
| SPY |
7.2% |
12.5% |
13.2% |
10.7% |
10.6% |
10.9% |
| IWF |
7.8% |
15.2% |
14.8% |
11.8% |
11.2% |
11.5% |
| QQQ |
8% |
16.6% |
15.9% |
12.8% |
12.1% |
13.3% |
| IWD |
8.5% |
11.1% |
13.6% |
11% |
11.2% |
11.5% |
| IWC |
15.5% |
15.2% |
18.6% |
15.8% |
15.9% |
15.8% |
| IWR |
9.7% |
13.1% |
15.5% |
12.4% |
12.3% |
12.9% |
| IWP |
9.2% |
14.6% |
15.2% |
12.5% |
12.2% |
13.2% |
| IWS |
10.8% |
13.2% |
16.5% |
13% |
12.9% |
13.5% |
| IWM |
13% |
14.3% |
17.3% |
14.7% |
14.6% |
14.8% |
| IWO |
13% |
14.9% |
17.1% |
15.1% |
14.8% |
15.1% |
| IWN |
13.6% |
14.5% |
18.6% |
15.1% |
15.1% |
15.1% |
| IYR |
12.5% |
14.8% |
15.5% |
12.7% |
13.6% |
16.6% |
| VNQ |
12.4% |
14.9% |
15.3% |
12.9% |
13.9% |
17.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
1.06 |
1.18 |
1.11 |
1.12 |
1.08 |
1.12 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.81 |
0.72 |
0.69 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
1.02 |
0.93 |
0.94 |
0.94 |
1.01 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.81 |
0.72 |
0.69 |
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 |
| DBA |
0.166945543685184 |
0.159639879323319 |
0.215248176164962 |
0.189050732329664 |
0.288789761949363 |
0 |
| DBB |
0.525647170502843 |
0.694446660208856 |
0.660611177552165 |
0.576545303484808 |
0.718167877261179 |
0 |
| DBO |
-0.119996961828637 |
0.284350477326808 |
0.738899935444233 |
0.82170921918272 |
0.894482606181325 |
0 |
| DBC |
0.138171136415003 |
0.231514436157437 |
0.480541782426695 |
0.483266001363189 |
0.577677407012527 |
0.576903581354945 |
| GLD |
0.347370251262465 |
0.20664508857913 |
0.199492957042435 |
0.100477025117005 |
0.116419016593453 |
0.102356830231885 |
| FXA |
0.534694009129072 |
0.414735429213524 |
0.426960565187601 |
0.415885765620125 |
0.486876369285885 |
0 |
| FXC |
0.376024907484882 |
0.272425699560944 |
0.264560265810691 |
0.28563097729363 |
0.362859819483505 |
0 |
| FXF |
0.54477204864778 |
0.221397509498596 |
0.144641561053256 |
0.117067273848576 |
0.196003004891061 |
0 |
| FXE |
0.438826522423389 |
0.215010976333905 |
0.174670978868535 |
0.152762396334077 |
0.256309653896398 |
0 |
| FXB |
0.499131019392499 |
0.34323086620383 |
0.312058348703015 |
0.314911298878427 |
0.298181892648525 |
0 |
| FXY |
0.406788111319277 |
0.209973649648668 |
0.101266270428966 |
0.0268396322094238 |
0.0140105713048203 |
0 |
| UUP |
-0.443121333606417 |
-0.241568221761016 |
-0.199679896758355 |
-0.169881040787744 |
-0.24349392414549 |
0 |
| EEM |
1.08729339532005 |
0.659785955950132 |
0.751542291592667 |
0.796050211020881 |
0.97632854030777 |
1.07318171769266 |
| AMLP |
0.385687550829598 |
0.613566030777539 |
1.34980698452691 |
1.30656846626999 |
0 |
0 |
| IGIB |
0.573396013060749 |
0.377369048244438 |
0.333827529904081 |
0.257645205559842 |
0.199938598874642 |
0 |
| EMHY |
0.622348913464279 |
0.503720636163403 |
0.566916340911427 |
0.487398519089193 |
0 |
0 |
| HYD |
0.575222582150799 |
0.391911696957412 |
0.445667518208433 |
0.332069882917748 |
0 |
0 |
| IEF |
0.508169469017263 |
0.300334578153008 |
0.103579648671058 |
0.042201969585887 |
-0.0285456456235595 |
-0.0416703353518874 |
| IGOV |
0.803822777643455 |
0.522708659567989 |
0.354868655665213 |
0.27454004578782 |
0.279669346758558 |
0 |
| IHY |
0.506920009196345 |
0.476763092270238 |
0.509133766034944 |
0.455599739447263 |
0 |
0 |
| ITM |
0.551843105852853 |
0.315287264917738 |
0.211368147249192 |
0.136996792703912 |
0.0907246820221379 |
0 |
| JNK |
0.485513324487704 |
0.476189069694866 |
0.473329566103334 |
0.444623259765677 |
0.513636981447687 |
0 |
| MBB |
0.534029938966619 |
0.313081480650749 |
0.162607031177813 |
0.112785954142592 |
0.0672411059297929 |
0 |
| TIP |
0.316597683126051 |
0.319546591431337 |
0.218894929739427 |
0.170871767758572 |
0.124591468646535 |
0.121662127973515 |
| AGG |
0.477616411567597 |
0.289248749020644 |
0.168521481836736 |
0.116955209587567 |
0.0728453085974622 |
0.0663899197087177 |
| BND |
0.472233475357621 |
0.289246173699226 |
0.184448445091176 |
0.129085268455144 |
0.0783102059065584 |
0.0694229738979849 |
| EMB |
0.68832124275392 |
0.56556382923022 |
0.550558518607973 |
0.453616376843187 |
0.421762503187136 |
0 |
| PCY |
0.975167868310435 |
0.7923954482443 |
0.709629851610872 |
0.568742806965767 |
0.488603525035009 |
0 |
| BIL |
0.0102751639882952 |
0.00346233183074654 |
-0.00116735208265338 |
-0.000443001853567614 |
-0.00116108141916343 |
0 |
| TLT |
1.18128030196023 |
0.575247691097162 |
0.185553881946623 |
0.0853328858051119 |
-0.115705409838074 |
-0.105906243818532 |
| SHY |
0.0793164535840308 |
0.0576907039477205 |
0.0157969511081093 |
0.00465822205789751 |
0.00125474902997522 |
-0.0123888870093828 |
| ACWI |
1.01764827465692 |
0.930089858857531 |
0.943914677799301 |
0.943645757341932 |
1.01022454351508 |
0 |
| FM |
1.03348475035783 |
0.650814203668441 |
0.72204226732991 |
0 |
0 |
0 |
| EFA |
0.970315373298199 |
0.870051552183474 |
0.884816922068291 |
0.876646765941841 |
0.978269059254854 |
1.00837574834535 |
| EFG |
1.13691704916113 |
1.01820286342449 |
0.922746590880127 |
0.903851273184648 |
0.974059816537478 |
0.996867370030267 |
| EFV |
0.813848537308431 |
0.730454995209275 |
0.867130398280285 |
0.863499461587126 |
0.998470147096403 |
1.02510443226139 |
| SCZ |
1.0356988246303 |
0.922187553890257 |
0.986227662226301 |
0.9498272546299 |
1.02786661654671 |
0 |
| IWB |
1.02215365423044 |
0.999051093911787 |
1.01820494038035 |
1.01558479039493 |
1.01181116677554 |
1.01488087406842 |
| IWV |
1.03502576753237 |
1.00417145582373 |
1.02524242061674 |
1.0252939065464 |
1.02522201405588 |
1.03060733591626 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.05557988133527 |
1.12878450813228 |
1.07783075183711 |
1.07448499394791 |
1.0366320801841 |
1.04090807613247 |
| QQQ |
1.0622284889417 |
1.17629889316349 |
1.10539189886804 |
1.12094313647261 |
1.08433689408323 |
1.12080704065237 |
| IWD |
0.979747768603113 |
0.877741304198228 |
0.963586955178858 |
0.959162956534809 |
0.993371826165798 |
0.995344907059812 |
| IWC |
1.32345546734831 |
0.968065657327889 |
1.13124495057726 |
1.12854832262505 |
1.18118322297725 |
1.1999921134591 |
| IWR |
1.21927841196067 |
1.04595393251592 |
1.1003335374454 |
1.08540422618496 |
1.09502844672675 |
1.11384915827661 |
| IWP |
1.2457375841794 |
1.10623616317117 |
1.10257568064653 |
1.10607696722881 |
1.09868959052003 |
1.12933478226273 |
| IWS |
1.21381800131188 |
1.01665394714098 |
1.10549267755749 |
1.0756031317301 |
1.09864594346666 |
1.11656871631202 |
| IWM |
1.29194312213324 |
1.03743324334907 |
1.15115682952415 |
1.1597706676543 |
1.1862445906545 |
1.19598391544458 |
| IWO |
1.33302452181777 |
1.03901838766454 |
1.14266172011906 |
1.17413903008728 |
1.18868282628752 |
1.20906352159886 |
| IWN |
1.24270412121272 |
1.02679425737994 |
1.16146818139831 |
1.14293387890255 |
1.18113688986526 |
1.17862375496075 |
| IYR |
1.36754624797806 |
1.10730904248168 |
0.970245226829734 |
0.899777103501132 |
0.99993917164567 |
1.09766583181181 |
| VNQ |
1.36202434195998 |
1.11363772329696 |
0.965417353315294 |
0.892499001555216 |
1.00539418638872 |
1.10020672876193 |
Compare: Correlation
for period ending January 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.81 |
0.88 |
0.90 |
0.89 |
0.88 |
|
| to S&P500 (SPY) |
0.86 |
0.92 |
0.92 |
0.92 |
0.92 |
0.91 |
| to U.S. Bonds (BND) |
0.74 |
0.74 |
0.60 |
0.45 |
0.32 |
0.22 |
| to Commodities (DBC) |
-0.13 |
0.01 |
0.27 |
0.25 |
0.37 |
0.34 |
| to Gold (GLD) |
0.38 |
0.24 |
0.27 |
0.11 |
0.12 |
0.07 |
