Invesco QQQ Trust
for period ending May 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 May 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 |
1.7% |
9.2% |
15.9% |
19.8% |
18.1% |
17.7% |
18.7% |
14.8% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.3% |
3.5% |
10.0% |
8.9% |
8.7% |
8.0% |
9.2% |
7.7% |
| Global Equities (ACWI) |
5.2% |
5.7% |
13.2% |
12.3% |
13.3% |
9.4% |
10.1% |
|
| U.S. Equities (SPY) |
0.9% |
6.3% |
13.2% |
14.2% |
15.8% |
12.7% |
14.0% |
10.4% |
| U.S. Bonds (BND) |
2.5% |
-0.7% |
5.4% |
1.4% |
-1.0% |
1.5% |
2.2% |
3.0% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.41368935690107% |
-0.410294666169342% |
10.6120754117242% |
9.92566213156529% |
16.4164517816917% |
3.22549879741825% |
1.61519683876472% |
0% |
| DBB |
-2.44031830238727% |
3.43082114735658% |
-7.61871781897581% |
-3.10819291549378% |
9.95519798933144% |
3.39847085313612% |
0.724628135109806% |
0% |
| DBO |
-13.3473095737246% |
3.24729392173189% |
-14.5293691783243% |
-11.0810514048837% |
16.0373593697739% |
-0.586490907415349% |
-3.7715550893948% |
0% |
| DBC |
-2.33863423760523% |
1.50704910063197% |
-5.48480231647613% |
-6.94582829229621% |
14.5225340425487% |
3.03695014271526% |
0.562115899234672% |
1.38002201595293% |
| GLD |
25.387188700285% |
-0.055963393356806% |
41.0125406409661% |
21.0551935300173% |
13.2584970686078% |
10.2812357790938% |
6.45007125382961% |
10.4420208653313% |
| FXA |
4.78453839630819% |
0.757097791798111% |
-1.61167244797797% |
-2.56872860579648% |
-0.252265700381926% |
-1.10034548128373% |
-0.541270387234538% |
0% |
| FXC |
5.1127038605947% |
0.5218617771509% |
0.603474075413191% |
-1.33465188061905% |
0.734949054125855% |
-0.603544989935179% |
-1.46932882052604% |
0% |
| FXF |
10.1808256225723% |
0.260368235075314% |
9.43149550126323% |
4.93135076527407% |
2.4846744084809% |
0.415891452652661% |
1.55153291525394% |
0% |
| FXE |
10.2467623521572% |
0.31758786278675% |
6.43986327140749% |
3.11845742505161% |
0.781251405767636% |
0.0948078268071306% |
-0.757593456006855% |
0% |
| FXB |
8.83170434332614% |
1.28054969938316% |
8.86599338085179% |
4.54065414393645% |
2.94646384411643% |
-0.805280367232419% |
-0.269221629329186% |
0% |
| FXY |
9.2289321050836% |
-0.790207623179429% |
8.82053025152956% |
-4.1534366389727% |
-6.12539977538727% |
-1.98559518269512% |
-3.48330519976151% |
0% |
| UUP |
-6.69612508497621% |
0.145932141554184% |
0.0500533912524581% |
4.19929673922148% |
2.9646739602404% |
2.12897340824649% |
1.44627376301987% |
0% |
| EEM |
8.84744141559062% |
4.0219378427788% |
11.5368516660279% |
4.76070340082018% |
6.12734690787291% |
3.28050222214358% |
3.35634055766214% |
5.55368401086986% |
| AMLP |
3.12353921639439% |
1.00775161016127% |
12.678838414896% |
14.6333502263001% |
22.2014086563128% |
3.06616948659291% |
0% |
0% |
| IGIB |
3.50918666752349% |
0.424571603427171% |
7.49795444590129% |
3.83848606867709% |
0.972044320350185% |
2.70667464013152% |
3.23680217842544% |
0% |
| EMHY |
3.10143463035966% |
1.40045620921967% |
9.4955699313817% |
7.91778715335085% |
4.70565084247476% |
3.79082446499697% |
0% |
0% |
| HYD |
-2.40708659290484% |
-0.553476148761645% |
1.47401316106779% |
-0.065549737402848% |
0.702278569719583% |
1.78007042541377% |
3.1041708515182% |
0% |
| IEF |
3.58377643784773% |
-1.2395960608624% |
5.74102822799214% |
0.104578754781914% |
-2.84013050170518% |
0.843048841876692% |
2.24147701906277% |
3.07760312903447% |
| IGOV |
8.69338885996875% |
-0.381679389312983% |
7.98195403862225% |
-0.666083282821128% |
-3.43397956781398% |
-0.522127371771297% |
-0.0320956763398828% |
0% |
| IHY |
7.24948073519678% |
1.63826381696639% |
10.3925190247331% |
6.66602844820827% |
3.61158084309514% |
3.47769638384556% |
0% |
0% |
| ITM |
-1.08153286680721% |
-0.130447279400381% |
2.3219515275213% |
1.34686038348311% |
-0.232185796822193% |
1.81209577438832% |
2.67064418173719% |
0% |
| JNK |
2.71700763882892% |
1.83582675911278% |
8.62442122002343% |
5.3972136629042% |
4.43520980227126% |
3.59657046638748% |
5.15941511179761% |
0% |
| MBB |
2.14427725265141% |
-1.21232153710003% |
5.64257419720748% |
1.01557917788053% |
-1.0847169306313% |
0.892153872009094% |
1.58956563742763% |
0% |
| TIP |
3.73273257511089% |
-0.63190435059326% |
5.46534306031401% |
0.761160172368935% |
1.38536864598449% |
2.32371721185023% |
2.73232879959955% |
3.20609504649447% |
| AGG |
2.55456751422027% |
-0.606895713229116% |
5.56445994690395% |
1.51361217525909% |
-0.924122185223419% |
1.47795838821803% |
2.21582039026977% |
2.93393649163589% |
| BND |
2.4920783611567% |
-0.673731566562386% |
5.43354013393191% |
1.43695323540904% |
-0.990866112090238% |
1.49285096250409% |
2.22561492824893% |
2.9999285924351% |
| EMB |
3.59769897501891% |
1.16349181535986% |
7.53406764831777% |
4.29035380740206% |
1.03745653448193% |
2.42879275821819% |
3.84539400423292% |
0% |
| PCY |
0.976915833853975% |
0.712105798575791% |
2.70133328516888% |
5.13420178271538% |
0.388740992134151% |
1.74159946441843% |
3.55045865853718% |
0% |
| BIL |
1.71635184879031% |
0.363206721512332% |
4.70463478427525% |
4.30986787675238% |
2.55169690219974% |
1.77549540647044% |
1.15836986258633% |
0% |
| TLT |
0.184430993956131% |
-3.21060779430571% |
-0.615685371424646% |
-6.30602165631426% |
-9.59317314695942% |
-0.964050244046522% |
2.04275098590798% |
2.72397324490856% |
| SHY |
2.12732257879644% |
-0.254643318328285% |
5.54941060625957% |
2.8764185622181% |
1.10527012265111% |
1.41039715224733% |
1.1968383325041% |
1.90974624597922% |
| ACWI |
5.23404255319146% |
5.69279425591931% |
13.243891754713% |
12.300807833083% |
13.3222926264901% |
9.36042553158882% |
10.0750602080206% |
0% |
| EFA |
17.4580081999736% |
4.79056047197641% |
12.8494605707851% |
11.4626495039597% |
11.4624837908882% |
5.94514474207546% |
7.27323345178448% |
5.7174690793437% |
| EFG |
13.3842817308685% |
5.2031429666539% |
7.41655699914812% |
9.03922186454218% |
7.79584159527142% |
5.87574145759264% |
7.41978956210605% |
5.88182761677765% |
| EFV |
21.2883552506194% |
4.39632545931758% |
18.363883430634% |
13.667347351923% |
14.6359475072363% |
5.44345325164637% |
6.6629026268429% |
5.0518160132095% |
| SCZ |
16.2633744855967% |
6.21052631578947% |
13.2469364644328% |
7.38203020519754% |
8.6707584525743% |
5.82312599941521% |
8.17161489409612% |
0% |
| IWB |
0.864524818252277% |
6.37082745265367% |
13.5053631134578% |
14.082710942989% |
15.5283400601014% |
12.4261176055171% |
13.7739761424684% |
10.3238789313668% |
| IWV |
0.446246458025401% |
6.36175956804828% |
12.666728935584% |
13.5456940576678% |
15.1474955143021% |
12.0124286054465% |
13.4283798777584% |
10.1120948617647% |
| SPY |
0.867279483471606% |
6.2844880441447% |
13.1790707278892% |
14.2491732988072% |
15.8122172623449% |
12.7499755953246% |
13.9550027446803% |
10.3618145929807% |
| IWF |
-0.428925430170091% |
8.89882494070175% |
17.246996551192% |
19.6228301132535% |
17.5044755592436% |
15.8740254759676% |
16.4009905823199% |
12.4079477601628% |
| QQQ |
1.69274803708213% |
9.17828674784948% |
15.8796498146419% |
19.7795206981336% |
18.0787137263254% |
17.6960477061092% |
18.6600485143044% |
14.8339320337061% |
| IWD |
2.32024787621727% |
3.48384265101223% |
8.49891034532548% |
7.94631614517036% |
12.8070125809751% |
8.41210999315527% |
10.6853130101063% |
7.81675350913842% |
| IWC |
-8.01098174026145% |
8.19242246134371% |
3.00361733297143% |
2.50838651852481% |
8.85735358119462% |
5.3797815260326% |
8.4406331108098% |
6.04445468381096% |
| IWR |
0.939371303073222% |
5.71598336304218% |
10.0788768563434% |
8.88324905904989% |
12.4864301660959% |
9.09289121616674% |
11.6715157806521% |
9.42686250073934% |
| IWP |
4.96969839108923% |
9.60507873691152% |
22.8351442190424% |
16.5007861767434% |
12.061355917005% |
11.2562157147419% |
13.236376280791% |
10.5454250475253% |
| IWS |
-0.58464998955855% |
4.38289205702647% |
5.65354565521994% |
5.63834020365694% |
12.9256421491434% |
7.51449424043864% |
10.4667919077097% |
8.42976222572218% |
| IWM |
-6.98308255696572% |
5.23965924253309% |
0.811303591203605% |
4.86708252271879% |
9.47404721209804% |
6.57236955458047% |
9.32041009897464% |
7.65258597155236% |
| IWO |
-6.18803349134683% |
6.33800039439953% |
3.12516972537917% |
7.79106075064897% |
6.90444500269765% |
6.6489129579578% |
10.1261171319647% |
8.34456153777057% |
| IWN |
-7.82838261829006% |
4.16436464088399% |
-1.49125639018014% |
1.86929714930781% |
11.7497020910388% |
6.0427449975782% |
8.15908713185807% |
6.62240258137929% |
| IYR |
1.97127456229944% |
0.907247304941849% |
11.8782243605223% |
1.16667263494601% |
6.80101238933251% |
5.49564925710042% |
7.84834635786127% |
5.97078122007144% |
| VNQ |
1.29935142490063% |
1.12079701120797% |
11.7318008258066% |
0.65676126409755% |
6.88774986717289% |
5.36497211116216% |
8.17998466461307% |
6.76279347488409% |
| |
|
|
|
|
|
| QQQ |
48.6% |
27.4% |
-32.6% |
54.9% |
25.6% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
| Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
| U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
| U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
| 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 |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
33.4729789746052% |
| DBB |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
7.88686675162489% |
| DBO |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
7.85417023349941% |
| DBC |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
2.17947023142337% |
| GLD |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
26.6569022336141% |
| FXA |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
-7.74204109878418% |
| FXC |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
-5.96056483707217% |
| FXF |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
-7.45772558174616% |
| FXE |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
-4.18199804509548% |
| FXB |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
1.35492625820952% |
| FXY |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
| UUP |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
| EEM |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
6.4972650185694% |
| AMLP |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
| IGIB |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
3.49089568482179% |
| EMHY |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
11.9775923545361% |
| HYD |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
4.94262334300908% |
| IEF |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
-0.635291945858885% |
| IGOV |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
-6.49555672768473% |
| IHY |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128169% |
| ITM |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
0.722410767988313% |
| JNK |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
| MBB |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
1.31297804867514% |
| TIP |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
1.6511308674467% |
| AGG |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
1.30760961466865% |
| BND |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
1.37655161915169% |
| EMB |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
5.53921391504089% |
| PCY |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003077% |
| BIL |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
5.19101822011554% |
| TLT |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
-8.05845422169141% |
| SHY |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
3.91584829135545% |
| ACWI |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
| EFA |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927369% |
| EFG |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867449% |
| EFV |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
5.39967959831447% |
| SCZ |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
| IWB |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
| IWV |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
| SPY |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
| IWF |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.1206307241641% |
| QQQ |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
| IWD |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
| IWC |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
13.6333160497263% |
| IWR |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432744% |
| IWP |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
21.8620286572134% |
| IWS |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
| IWM |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255836% |
| IWO |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
| IWN |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218484% |
| IYR |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297288% |
| VNQ |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
Compare: Risk vs. Return
for period ending May 31, 2025
Discover High‑Return, Low‑Risk Portfolios
Get access to 3-, 5-, 10-, 15-, and 20-year metrics.
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 |
0.2% |
2.8% |
-0.9% |
2.2% |
1.8% |
2.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-0.9% |
-4.2% |
-5.1% |
-2.1% |
-1.0% |
0.3% |
| Global Equities (ACWI) |
2.0% |
-1.7% |
-1.9% |
-3.1% |
-4.0% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-6.5% |
-18.1% |
-23.9% |
-12.9% |
-10.3% |
-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 |
-2.76259374772355% |
-2.60455577622904% |
6.47594081521498% |
-9.22101856408685% |
-12.3336235824088% |
0% |
| DBB |
-19.066824624302% |
-15.3371523247276% |
-7.17855853886582% |
-9.51518336715473% |
-13.0265386501617% |
0% |
| DBO |
-19.6378462423537% |
-22.0232638867432% |
-4.65418065706836% |
-11.9933663101392% |
-15.1824210703478% |
0% |
| DBC |
-19.7017220094253% |
-25.5564836374681% |
-0.953147066733814% |
-9.76108902130758% |
-13.2551238568174% |
-8.90298673967317% |
| GLD |
25.3503429407192% |
9.63818601036316% |
-1.66385514047107% |
-1.74225805060255% |
-7.92416100930252% |
-0.813104452850474% |
| FXA |
-16.6602509164118% |
-22.2438026757776% |
-18.3304398409965% |
-15.7580374254389% |
-15.1498027285601% |
0% |
| FXC |
-15.6096213838689% |
-26.2762616965581% |
-19.4709833265507% |
-16.8646390588316% |
-18.1017877789386% |
0% |
| FXF |
-2.4443240865544% |
-9.81017234550001% |
-14.2941926219527% |
-14.3017779351665% |
-12.4122957395296% |
0% |
| FXE |
-5.90133670716117% |
-13.7581877707481% |
-18.1175525879805% |
-15.3400277759432% |
-16.4258282181469% |
0% |
| FXB |
-1.45205918157386% |
-10.7116892522937% |
-13.4773433061352% |
-16.2163802518491% |
-15.620298697069% |
0% |
| FXY |
-4.66976198225768% |
-21.7330178502481% |
-27.1046137926845% |
-17.3101194637448% |
-20.1831943348964% |
0% |
| UUP |
-15.377501009071% |
-11.5580607386544% |
-13.561905738882% |
-10.8872342955581% |
-12.6292341629047% |
0% |
| EEM |
0.716280685990238% |
-9.45258582816716% |
-9.68943502384049% |
-9.5573126291211% |
-10.9442518108814% |
-5.86547718988022% |
| AMLP |
-3.35934583537582% |
-1.25085020159956% |
1.01559996229265% |
-10.0549521108001% |
0% |
0% |
| IGIB |
-1.52711947934834% |
-11.9549941740107% |
-17.7045419521028% |
-9.54294981579017% |
-8.16071067433029% |
0% |
| EMHY |
2.58147322777307% |
-5.08059643612419% |
-10.4390793516708% |
-8.29458933950872% |
0% |
0% |
| HYD |
-16.0208489786454% |
-19.3611503436033% |
-18.1345706275841% |
-11.2944030162406% |
-9.85893999546412% |
0% |
| IEF |
-6.4432493213845% |
-19.1627295106378% |
-25.9690546126286% |
-13.8787044513806% |
-10.878255130883% |
-5.65697995115539% |
| IGOV |
-4.50664881714492% |
-16.7680264616914% |
-22.2636996700987% |
-15.2307041450671% |
-15.0078305652589% |
0% |
| IHY |
5.34156439292408% |
-6.78432074384366% |
-12.1571517720327% |
-8.48032402866411% |
0% |
0% |
| ITM |
-14.5822730401818% |
-18.1843428948801% |
-21.4783205239259% |
-11.7318038275086% |
-9.70338667065995% |
0% |
| JNK |
2.83964355834959% |
-8.94527201157115% |
-10.5403557996745% |
-8.01470585870749% |
-5.93988616748381% |
0% |
| MBB |
-6.35283973498033% |
-17.6987941561786% |
-23.2670198474145% |
-14.7812362473105% |
-12.3123003624639% |
0% |
| TIP |
-6.13617139260941% |
-19.7610818671855% |
-17.9022434090678% |
-10.4312685267793% |
-9.10281855813602% |
-4.92233536324011% |
| AGG |
-6.25151547513283% |
-17.6898866706201% |
-23.5647579835464% |
-12.9854723167726% |
-10.3101365935178% |
-4.78879540136106% |
| BND |
-6.51592415717119% |
-18.1071020228588% |
-23.8897828076308% |
-12.9367967075423% |
-10.2853720053884% |
-4.54399364236593% |
| EMB |
-2.92254569221312% |
-10.5383221440836% |
-16.1027709250747% |
-10.2672026647754% |
-8.89688845496934% |
0% |
| PCY |
-10.8194702931216% |
-9.12919550097997% |
-15.7202856508444% |
-11.1201012096062% |
-9.95821798636456% |
0% |
| BIL |
3.73067611575943% |
-58.143570714428% |
-35.980793797699% |
-25.4517003192385% |
-23.5964190046533% |
0% |
| TLT |
-13.5435408477893% |
-20.7166020206369% |
-26.4909923938906% |
-14.1341753447629% |
-11.894154617146% |
-7.56192456696476% |
| SHY |
-1.68368227619113% |
-28.4490978997218% |
-32.1956227454128% |
-19.1916708564614% |
-16.2878123784249% |
-7.50034664040448% |
| ACWI |
2.04487249633182% |
-1.65312150221627% |
-1.94907482675749% |
-3.0823934639556% |
-3.97926837115468% |
0% |
| EFA |
0.343669279353032% |
-2.99479460942375% |
-4.37349565772195% |
-6.75495456139167% |
-7.07742189897385% |
-5.11117288423658% |
| EFG |
-5.90469759339247% |
-5.67988986491121% |
-8.3977677927997% |
-6.94276555185013% |
-7.0164729794959% |
-4.94082615915825% |
| EFV |
5.99300063912818% |
-0.595063988117717% |
-1.48185409494242% |
-7.48323787601581% |
-7.96057616954294% |
-5.86493345087864% |
| SCZ |
-0.523156421078994% |
-7.04469066524429% |
-7.46472355135654% |
-7.17460338791373% |
-6.65146965330794% |
0% |
| IWB |
-0.10002354096882% |
-0.26721062410458% |
-0.449895798190383% |
-0.505525633759731% |
-0.387847036137956% |
-0.180935812185458% |
| IWV |
-1.06359543263256% |
-0.915324935135179% |
-0.933069716226751% |
-1.02877975991122% |
-0.891907572679109% |
-0.523313510433395% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
0.648394966288521% |
3.41894305625695% |
-0.703111158020842% |
1.50740036689964% |
0.937455777954645% |
1.22669140501124% |
| QQQ |
0.197101355592759% |
2.834267732463% |
-0.857333494497041% |
2.21091306236812% |
1.82110329027269% |
2.18023124603826% |
| IWD |
-5.15354120522535% |
-6.32149014084225% |
-2.8325058943875% |
-4.4550348540373% |
-3.49061722574679% |
-2.76135478110018% |
| IWC |
-9.40756053969074% |
-10.7711615318356% |
-8.66991945152744% |
-8.34758950565821% |
-7.73767451003118% |
-5.61040284597772% |
| IWR |
-4.46046296867354% |
-5.88592704646621% |
-4.2970255842172% |
-4.53019413612849% |
-3.59042489280364% |
-2.01592750453675% |
| IWP |
1.53681015331085% |
-0.138316722675714% |
-5.59120787234392% |
-3.16419632977808% |
-2.8675006092269% |
-1.40470081174438% |
| IWS |
-7.74960871614282% |
-8.6309179476655% |
-3.91974726162575% |
-5.99455039581948% |
-4.71270590847165% |
-2.98471746166674% |
| IWM |
-10.7304946373718% |
-9.20105606134856% |
-7.84028541336131% |
-7.28569687323657% |
-6.72318923580233% |
-4.19454251212146% |
| IWO |
-9.40581946323558% |
-7.07897961231672% |
-9.83416160459621% |
-7.30168671744055% |
-6.31256806210908% |
-3.78181957678029% |
| IWN |
-12.0211698734472% |
-11.2915834071696% |
-6.25300942742966% |
-7.7428230779531% |
-7.62580580403458% |
-5.01259654699919% |
| IYR |
-2.8774482207715% |
-12.2432589997803% |
-9.52017453286451% |
-7.67330358642115% |
-7.00937139792776% |
-5.60982308372425% |
| VNQ |
-3.09576737024615% |
-12.6136206303269% |
-9.47207606284371% |
-7.81700791348872% |
-6.8844999955734% |
-5.16221368878582% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
1.4% |
4.4% |
0.1% |
3.7% |
3.4% |
3.6% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-0.4% |
-3.0% |
-3.5% |
-1.3% |
-0.5% |
0.3% |
| Global Equities (ACWI) |
2.0% |
-1.4% |
-1.6% |
-2.7% |
-3.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
0.0% |
-6.6% |
-7.5% |
-2.3% |
-0.4% |
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 |
4.22635047689162% |
2.46343952419275% |
9.82556700798673% |
-0.95399607033655% |
-3.22094268407465% |
0% |
| DBB |
-13.8113786856304% |
-13.3291297520513% |
-0.872067684893665% |
-4.34150677128159% |
-8.78980958664837% |
0% |
| DBO |
-20.399565790869% |
-19.2777790453013% |
6.70920619535144% |
-10.5543000625543% |
-15.7982947546182% |
0% |
| DBC |
-9.52528339094244% |
-14.7376472076019% |
7.53984296770119% |
-3.6096169525832% |
-7.58221050988597% |
-5.29011382265776% |
| GLD |
41.5928961716449% |
14.8373463795514% |
8.30638941048577% |
7.20071454856745% |
3.75214986321924% |
7.93433879300729% |
| FXA |
-7.77106248244666% |
-11.3113613454342% |
-8.80001562428768% |
-7.47769743701663% |
-7.78690102988639% |
0% |
| FXC |
-3.99360700624582% |
-8.91942963709148% |
-5.86138953429819% |
-5.5494780556555% |
-6.93262012702866% |
0% |
| FXF |
6.10279183364763% |
-1.7634496704274% |
-3.22882644930864% |
-3.09784553295315% |
-1.96128389061594% |
0% |
| FXE |
4.38917031876207% |
-3.56364557690928% |
-5.05750951919686% |
-3.42307463692426% |
-5.01779012143419% |
0% |
| FXB |
5.29857022044894% |
-3.54510128851773% |
-4.32575086613736% |
-6.07054780532859% |
-5.42472234732647% |
0% |
| FXY |
3.29023754251471% |
-11.8479975414168% |
-11.9419145806132% |
-4.75080350124245% |
-5.02232490037302% |
0% |
| UUP |
-6.04649617023607% |
0.272703925960244% |
2.02158661628757% |
1.24542555641981% |
2.46307861969206% |
0% |
| EEM |
5.27479748927906% |
-6.61026416362737% |
-5.06449874445998% |
-6.90032198872596% |
-8.94636425474098% |
-5.03952151041896% |
| AMLP |
0.216881286894643% |
1.75147681276646% |
9.89200898396535% |
-12.6927960291514% |
0% |
0% |
| IGIB |
1.63928161965759% |
-5.03926574635192% |
-6.48452679001144% |
-2.33449969176204% |
-0.904990512877607% |
0% |
| EMHY |
2.63008601351435% |
-1.94521093859175% |
-4.74979338814397% |
-3.49703140502823% |
0% |
0% |
| HYD |
-4.99142147492797% |
-9.15012291670452% |
-7.01438582407346% |
-4.04072745605102% |
-1.55370060820643% |
0% |
| IEF |
0.573595477230076% |
-8.1575995370153% |
-9.30487620414203% |
-2.08236447020897% |
0.852959259713143% |
1.56670753169851% |
| IGOV |
3.42370591566203% |
-10.5400539168756% |
-12.2868787196411% |
-5.52019799255199% |
-4.86854799703185% |
0% |
| IHY |
5.2210158078821% |
-2.5961638029373% |
-5.21077354474272% |
-3.25030616601008% |
0% |
0% |
| ITM |
-4.15819357290828% |
-7.01453728730277% |
-7.05951702441354% |
-2.06498291470126% |
-0.0222441580018913% |
0% |
| JNK |
1.68497836379577% |
-4.43360712860113% |
-4.29615882066859% |
-3.19837381929911% |
-1.87207111585888% |
0% |
| MBB |
0.221669137816693% |
-7.42192700208854% |
-7.6358378496958% |
-2.66982100390323% |
-1.02110854477322% |
0% |
| TIP |
0.552141415241783% |
-7.58236898767526% |
-5.38720200127936% |
-1.79184263056828% |
-0.355152221717651% |
0.369031596701325% |
| AGG |
0.12842072620099% |
-6.59686890209756% |
-7.40442537233678% |
-2.15061048060166% |
-0.347474574961507% |
0.525328304062548% |
| BND |
0.0391318486254322% |
-6.6272850776011% |
-7.47016639938144% |
-2.26911238812058% |
-0.443543090013358% |
0.564855862362817% |
| EMB |
0.501901770974965% |
-5.94576090766401% |
-8.80401605853657% |
-4.58280026084335% |
-2.67814913162124% |
0% |
| PCY |
-5.68110486420428% |
-7.03981454549225% |
-11.8871187030132% |
-6.56261847206909% |
-4.11010996171804% |
0% |
| BIL |
0.133411754351702% |
-1.24228737423238% |
-1.02144382077575% |
-0.555950219437732% |
-0.404330997212821% |
0% |
| TLT |
-7.36575375778802% |
-16.8993800422895% |
-19.0545118366353% |
-4.64716558398302% |
1.45722580516799% |
1.65994490301055% |
| SHY |
1.12895330226806% |
-3.16091494619434% |
-2.95631698769685% |
-0.982374287131279% |
-0.39846954093726% |
0.204034279973683% |
| ACWI |
1.99593910840624% |
-1.37228395450525% |
-1.56249321446528% |
-2.70427130207705% |
-3.56656007287904% |
0% |
| EFA |
5.87719778900323% |
-1.37701055820438% |
-2.28967729002337% |
-5.16888827559143% |
-5.59738499170076% |
-4.50027758762933% |
| EFG |
-1.89363836523186% |
-5.09698029685197% |
-7.46161031820416% |
-5.72708203969186% |
-5.84329201778665% |
-4.32520496015802% |
| EFV |
13.2562316264781% |
1.97896729889392% |
2.16015267838111% |
-5.36081810410979% |
-6.03377781187919% |
-5.24501333254206% |
| SCZ |
5.74337169546976% |
-5.79757434631856% |
-5.61806729370361% |
-6.01381484603191% |
-5.36063350538893% |
0% |
| IWB |
-0.0796178374391854% |
-0.257625344667153% |
-0.430552700817591% |
-0.497265505561646% |
-0.372080249980852% |
-0.167675848015417% |
| IWV |
-1.07564758453052% |
-0.909815228258637% |
-0.898571956460964% |
-1.02053207716216% |
-0.87196669640918% |
-0.504745541100416% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
2.13016989542656% |
4.47085508146075% |
-0.0505901172237699% |
2.24594181433046% |
1.60539625944945% |
1.66922700621006% |
| QQQ |
1.43364677349858% |
4.3642716855438% |
0.136141437941351% |
3.71855126918041% |
3.41767791017237% |
3.5550132005868% |
| IWD |
-3.20133253307234% |
-5.55909652229989% |
-1.57253131159082% |
-3.81137920710279% |
-2.86084254103882% |
-2.46316458584644% |
| IWC |
-13.7162091560412% |
-12.9930829400375% |
-7.83508010295072% |
-8.93997825657753% |
-7.84576347058622% |
-5.9954275030726% |
| IWR |
-4.17847550124884% |
-6.26232234407267% |
-3.82698626221362% |
-4.55597869591242% |
-3.42103981719084% |
-1.8729624790482% |
| IWP |
4.51427108751521% |
0.771682733947086% |
-5.37689683743126% |
-2.81776381855118% |
-2.36171490782826% |
-0.973016203955115% |
| IWS |
-7.24071071306855% |
-9.34122550728337% |
-2.93313547145563% |
-5.9983771444673% |
-4.40511926295976% |
-2.8684505159604% |
| IWM |
-15.3273971868939% |
-10.9406917070502% |
-7.6250974715346% |
-7.95057548097382% |
-7.1035614585093% |
-4.33173327563357% |
| IWO |
-14.4390391433705% |
-8.02066016407424% |
-10.5851175231427% |
-8.14984053783234% |
-6.64002161401811% |
-3.79258093698907% |
| IWN |
-16.2653652110409% |
-13.8159729119911% |
-4.9164479043365% |
-8.18127333972137% |
-7.90909629865529% |
-5.18878265735118% |
| IYR |
1.46041310326801% |
-13.4168343213915% |
-8.91950526677335% |
-6.39293891043549% |
-4.70330267398063% |
-5.09918059877554% |
| VNQ |
1.04407314568705% |
-14.0629364459764% |
-9.0046822761925% |
-6.51253234491586% |
-4.3830869602226% |
-4.34611549778709% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
0.75 |
0.70 |
0.73 |
0.83 |
0.98 |
0.75 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.65 |
0.30 |
0.46 |
0.55 |
0.78 |
0.60 |
| Global Equities (ACWI) |
0.87 |
0.45 |
0.65 |
0.52 |
0.62 |
|
| U.S. Equities (SPY) |
0.72 |
0.54 |
0.75 |
0.70 |
0.86 |
0.61 |
| U.S. Bonds (BND) |
0.19 |
-0.47 |
-0.63 |
-0.13 |
0.15 |
0.27 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.514537988896974 |
0.38984963231338 |
1.0782092517595 |
0.131697585693246 |
0.0666262626465291 |
0 |
| DBB |
-0.817818404757879 |
-0.283442028451853 |
0.386429862617037 |
0.145113376385667 |
0.0505686611395245 |
0 |
| DBO |
-0.862745488009778 |
-0.704109911861141 |
0.551623564547214 |
0.0450926381579301 |
-0.0538432221724746 |
0 |
| DBC |
-0.874157400279991 |
-0.91917256061407 |
0.696741756023854 |
0.123692170166156 |
0.0248175593032761 |
0.0717325981555057 |
| GLD |
2.41907750640218 |
1.02631341852907 |
0.67219981537855 |
0.597840916464983 |
0.375795145412334 |
0.570128485395585 |
| FXA |
-0.618533195278375 |
-0.705434438288596 |
-0.304880219956382 |
-0.286962195163196 |
-0.13403596133159 |
0 |
| FXC |
-0.537084459149134 |
-0.894828048701453 |
-0.37062063284132 |
-0.365506175468114 |
-0.350555872234444 |
0 |
| FXF |
0.528842805092606 |
-0.019101820128193 |
-0.0799765289552452 |
-0.208798684415333 |
0.0428071053549248 |
0 |
| FXE |
0.254700265642279 |
-0.240273709832422 |
-0.307122257767638 |
-0.274550002096336 |
-0.235386763815324 |
0 |
| FXB |
0.598163904139686 |
-0.0702960507482636 |
-0.0329081115219026 |
-0.325665550185032 |
-0.179682393369935 |
0 |
| FXY |
0.371737810748882 |
-0.697444283722392 |
-0.853048084545061 |
-0.389027777035525 |
-0.491712177921496 |
0 |
| UUP |
-0.51419002876992 |
-0.129596348490935 |
-0.0444872059048152 |
0.00237381755553558 |
0.018954149080097 |
0 |
| EEM |
0.769464002826569 |
0.040324077717547 |
0.222916321049756 |
0.136756637231142 |
0.185125303254492 |
0.277385970080201 |
| AMLP |
0.491333430264623 |
0.498250841494307 |
0.831962791295196 |
0.1865169949124 |
0 |
0 |
| IGIB |
0.590241447111233 |
-0.134843828334754 |
-0.276484813970797 |
0.0845376706582732 |
0.301783794992801 |
0 |
| EMHY |
0.908782357077531 |
0.24553031316211 |
0.152032318987845 |
0.184605636967461 |
0 |
0 |
| HYD |
-0.583190342463706 |
-0.537116303546534 |
-0.295706637870177 |
-0.00425657260586404 |
0.212219232002652 |
0 |
| IEF |
0.206327146695588 |
-0.531281096617922 |
-0.763559440481993 |
-0.180203772414827 |
0.129368671992485 |
0.214726998828281 |
| IGOV |
0.371975657340667 |
-0.394544975313342 |
-0.54346053911823 |
-0.255866262545854 |
-0.133584080801394 |
0 |
| IHY |
1.1189573547573 |
0.148161806540886 |
0.0489724367971054 |
0.164341463343019 |
0 |
0 |
| ITM |
-0.465318260716827 |
-0.473279190375639 |
-0.493360117735554 |
-0.0513426831428537 |
0.203345545142018 |
0 |
| JNK |
0.931876975178089 |
0.0303183208405169 |
0.135818489561497 |
0.187666936921506 |
0.464096096022177 |
0 |
| MBB |
0.21046074297238 |
-0.446881377712265 |
-0.595123072219929 |
-0.236145436508807 |
0.0240980244871803 |
0 |
| TIP |
0.221371044564846 |
-0.536436827900746 |
-0.275350503584821 |
0.0215079496722218 |
0.231398113044617 |
0.253369519528658 |
| AGG |
0.215812981048908 |
-0.447078903520752 |
-0.614638094903875 |
-0.13011705736463 |
0.153317373539505 |
0.253726376807578 |
| BND |
0.194233334760869 |
-0.468280052452951 |
-0.632313283764198 |
-0.12709822257822 |
0.154949499770217 |
0.268589919916466 |
| EMB |
0.48315738909369 |
-0.0477558449653501 |
-0.17448332011193 |
0.059303108954658 |
0.277783768050303 |
0 |
| PCY |
-0.129935187444955 |
0.0516504548733469 |
-0.134513901060226 |
0.0207849576719101 |
0.220616905963636 |
0 |
| BIL |
1.68438348819306 |
-0.687728244677808 |
-0.735858654349301 |
-0.571343411081144 |
-0.520580667699282 |
0 |
| TLT |
-0.344822616191274 |
-0.625243151724947 |
-0.811546871734215 |
-0.168262413122191 |
0.100247670185549 |
0.131519824100345 |
| SHY |
0.577264089590737 |
-0.801216245697543 |
-0.917631654230994 |
-0.439089198740637 |
-0.210255256606431 |
0.0645074859289068 |
| ACWI |
0.871233499566976 |
0.452045252524625 |
0.645299453260153 |
0.516527073542558 |
0.618900488733512 |
0 |
| EFA |
0.744168559149339 |
0.389342009955856 |
0.520093136975753 |
0.300304909214159 |
0.426706337876018 |
0.306129444305611 |
| EFG |
0.274095199279347 |
0.256421269366505 |
0.306137659023334 |
0.290946951120538 |
0.431188319521381 |
0.315851449323692 |
| EFV |
1.15551554502724 |
0.511766284378768 |
0.677489655815979 |
0.262865510968398 |
0.375768596840212 |
0.263994194876651 |
| SCZ |
0.68493863762775 |
0.178753869571553 |
0.354681184676691 |
0.281905311733066 |
0.458612188090583 |
0 |
| IWB |
0.717476792501507 |
0.529100745850279 |
0.730389702759758 |
0.669931690577087 |
0.840338880134837 |
0.598949587012164 |
| IWV |
0.646206657702487 |
0.497093091513551 |
0.705581376882002 |
0.640772245443485 |
0.8103462755107 |
0.579587266130907 |
| SPY |
0.723546020473599 |
0.541556286053734 |
0.752922356415661 |
0.697530431769821 |
0.863021271820804 |
0.608682151518599 |
| IWF |
0.781427470113787 |
0.727108282517526 |
0.73220646525764 |
0.790535334368765 |
0.924319247374487 |
0.686577651239261 |
| QQQ |
0.745536277185233 |
0.702820569102692 |
0.728200807359731 |
0.832962645627995 |
0.97876964605093 |
0.749046814030224 |
| IWD |
0.337594634481877 |
0.210210532607659 |
0.600628907868322 |
0.44088367704098 |
0.650180085504671 |
0.444152239149177 |
| IWC |
0.044999345137152 |
-0.000892691344679005 |
0.319261885443235 |
0.240976622082271 |
0.411699546468544 |
0.296624512184801 |
| IWR |
0.399730177422379 |
0.248523523190593 |
0.533402697284818 |
0.446042854074003 |
0.651265734794291 |
0.498525542334606 |
| IWP |
0.853098995282415 |
0.557816020673783 |
0.477057508014006 |
0.53140322940743 |
0.700151437730379 |
0.539208580858555 |
| IWS |
0.139782697214566 |
0.0991930532647568 |
0.553046161648987 |
0.361674729533696 |
0.582630395352054 |
0.441765051492512 |
| IWM |
-0.0743509932529744 |
0.0816445575927998 |
0.355338416846431 |
0.296608250110844 |
0.468746869168556 |
0.377252266346205 |
| IWO |
0.0382517441869174 |
0.198960498636088 |
0.247704574683835 |
0.298303305133819 |
0.497394327451381 |
0.404725357695215 |
| IWN |
-0.183278761610441 |
-0.0350770641202866 |
0.443604199743684 |
0.271976576948016 |
0.412876327848895 |
0.328458366162218 |
| IYR |
0.519819234991622 |
-0.101697449448795 |
0.248785198629245 |
0.257598297638206 |
0.436700551654689 |
0.297000925666687 |
| VNQ |
0.504327831575504 |
-0.122189109625389 |
0.252268470232078 |
0.24955659898229 |
0.44656726931772 |
0.328213817185883 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
1.30 |
1.12 |
1.14 |
1.35 |
1.66 |
1.17 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.05 |
0.42 |
0.66 |
0.81 |
1.20 |
0.88 |
| Global Equities (ACWI) |
1.51 |
0.67 |
1.01 |
0.76 |
0.95 |
|
| U.S. Equities (SPY) |
1.25 |
0.82 |
1.19 |
1.06 |
1.37 |
0.90 |
| U.S. Bonds (BND) |
1.05 |
0.42 |
0.66 |
0.81 |
1.20 |
0.88 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.820289192376911 |
0.619894619887578 |
2.0230571315579 |
0.191711298856117 |
0.0994375308997328 |
0 |
| DBB |
-0.987471678404302 |
-0.395563246100466 |
0.608429877636442 |
0.21812102434597 |
0.0737358467617909 |
0 |
| DBO |
-0.947211366329725 |
-0.859687489606646 |
0.881676208794516 |
0.0609388626646815 |
-0.070950025936979 |
0 |
| DBC |
-0.941574348157554 |
-1.04432226741923 |
1.14894471233053 |
0.169601375792305 |
0.0335497279909559 |
0.0972701230341388 |
| GLD |
7.85894111093862 |
2.07251210243934 |
1.22912042422993 |
1.05836506619954 |
0.60301755517687 |
0.947217698356042 |
| FXA |
-0.732704106044021 |
-0.829926707234173 |
-0.390204241687626 |
-0.382953447823083 |
-0.188590539717062 |
0 |
| FXC |
-0.774918590036533 |
-1.00838200842169 |
-0.455311946725575 |
-0.471932969697818 |
-0.444588931621965 |
0 |
| FXF |
1.04670217789607 |
-0.028884282446053 |
-0.113643340124474 |
-0.287258876876358 |
0.0622434094781138 |
0 |
| FXE |
0.441496070050055 |
-0.329870650909225 |
-0.41495633263471 |
-0.37446158171801 |
-0.316248828155687 |
0 |
| FXB |
0.94200074980032 |
-0.0923165592743935 |
-0.0444867003874844 |
-0.420270579344335 |
-0.238967115947336 |
0 |
| FXY |
0.570074988954738 |
-0.886881605397153 |
-1.01802098195601 |
-0.509212161895728 |
-0.622134722754035 |
0 |
| UUP |
-0.671076533179683 |
-0.174793422998442 |
-0.0614638808274501 |
0.00330774599195568 |
0.0271976250354618 |
0 |
| EEM |
1.36891800256996 |
0.0591912261691196 |
0.338386228015128 |
0.199467511870574 |
0.273361133554285 |
0.410712147165462 |
| AMLP |
0.899543986211096 |
0.800488214612887 |
1.45359693362608 |
0.274255973235881 |
0 |
0 |
| IGIB |
0.861237577555871 |
-0.183736175891077 |
-0.359327308627591 |
0.113468582131519 |
0.413991645689973 |
0 |
| EMHY |
1.63563049035593 |
0.374794051284022 |
0.226991291242742 |
0.251016161714105 |
0 |
0 |
| HYD |
-0.740939825288252 |
-0.679078582044649 |
-0.379405132047586 |
-0.00500202359907339 |
0.257056711735953 |
0 |
| IEF |
0.277851329045792 |
-0.655327885390238 |
-0.892100671839531 |
-0.237181161309675 |
0.184367487893736 |
0.320005602850123 |
| IGOV |
0.601435736423754 |
-0.515233087491361 |
-0.682821604356027 |
-0.330448051643414 |
-0.174998797279335 |
0 |
| IHY |
1.93318416524731 |
0.203847071208231 |
0.0675080154875423 |
0.221850481981371 |
0 |
0 |
| ITM |
-0.56922762218204 |
-0.623337749320297 |
-0.617747460783351 |
-0.0676052513227924 |
0.284061239866884 |
0 |
| JNK |
1.56607912121716 |
0.0405427584419425 |
0.187765196150546 |
0.253127899118159 |
0.671592929389354 |
0 |
| MBB |
0.293274122467241 |
-0.564961198512056 |
-0.72362612446251 |
-0.294946154580645 |
0.0310388767312022 |
0 |
| TIP |
0.305579179671761 |
-0.618122178464367 |
-0.329375035149457 |
0.0272434919659643 |
0.309632293261404 |
0.348749857557794 |
| AGG |
0.29891674596737 |
-0.56543325057391 |
-0.741966140372247 |
-0.167856965923069 |
0.206391888542718 |
0.363544738567268 |
| BND |
0.2666913545931 |
-0.586744561769263 |
-0.756614565351433 |
-0.163807503613743 |
0.208041747995407 |
0.380494544894063 |
| EMB |
0.720686371427352 |
-0.0674364396212542 |
-0.234073593305306 |
0.0776168375603479 |
0.375916903850822 |
0 |
| PCY |
-0.171800925237246 |
0.0766087454780526 |
-0.184547322732495 |
0.0272292729224987 |
0.29643437056469 |
0 |
| BIL |
4.09331707986258 |
-0.684459121146666 |
-0.726313872211782 |
-0.568432367605908 |
-0.518457591612346 |
0 |
| TLT |
-0.43939023409401 |
-0.798956297813304 |
-0.979455140905003 |
-0.234520249577816 |
0.154107291309597 |
0.202697831076679 |
| SHY |
0.838705481597046 |
-0.851924054802205 |
-0.95328991558843 |
-0.49330669001224 |
-0.241932279623151 |
0.0819309576493752 |
| ACWI |
1.50928125495117 |
0.670475306461379 |
1.0074250171856 |
0.761144268590248 |
0.946323701038071 |
0 |
| EFA |
1.19092675967831 |
0.589037472075521 |
0.832389408871775 |
0.435091577490707 |
0.64342313194664 |
0.434087790772414 |
| EFG |
0.41048426288469 |
0.386693443102281 |
0.45700441131469 |
0.421560229013463 |
0.644857919210803 |
0.446019121338002 |
| EFV |
1.95154281464193 |
0.78073292003555 |
1.15693467531339 |
0.375276196087851 |
0.561549937824002 |
0.376048814074698 |
| SCZ |
1.06382178265533 |
0.25347505180465 |
0.530913357098927 |
0.396438775301826 |
0.683628455535274 |
0 |
| IWB |
1.22705111149497 |
0.799583372137984 |
1.1575159993007 |
1.01854393688357 |
1.32882664688218 |
0.879912634643236 |
| IWV |
1.09209618476899 |
0.752275470224798 |
1.11688805965084 |
0.968663693533207 |
1.27423435443406 |
0.846727362605528 |
| SPY |
1.24521593122011 |
0.81667359541934 |
1.18832673255768 |
1.06374259152802 |
1.37053865893991 |
0.896230991752449 |
| IWF |
1.29931616999159 |
1.14237766290185 |
1.14989789633221 |
1.25151376168062 |
1.51412815864339 |
1.04770827445531 |
| QQQ |
1.29644006143015 |
1.11949789897462 |
1.14354299500271 |
1.35102942252366 |
1.65587661914691 |
1.16579338759284 |
| IWD |
0.518213199062802 |
0.305377264424526 |
0.975686210895577 |
0.643450124269878 |
0.989995716435869 |
0.630684475369344 |
| IWC |
0.077731272359694 |
-0.00135227067947021 |
0.520794611472396 |
0.355835923529024 |
0.6225101913712 |
0.426970323622639 |
| IWR |
0.653977924095337 |
0.378786899843707 |
0.850012366329517 |
0.655113748027548 |
0.997971345420668 |
0.722700843543317 |
| IWP |
1.55583416338721 |
0.93849712961766 |
0.757403111397742 |
0.826073603578402 |
1.12542309561531 |
0.805017452272948 |
| IWS |
0.214327711111278 |
0.144775258948195 |
0.887883169828888 |
0.516163381335023 |
0.866515612753853 |
0.626947990480234 |
| IWM |
-0.119609742370135 |
0.126169342477694 |
0.57144371844815 |
0.433903176776228 |
0.709408045267008 |
0.547239498848731 |
| IWO |
0.0602758146258692 |
0.311282069318359 |
0.382286471497534 |
0.434360596357028 |
0.758022180016262 |
0.591568385118415 |
| IWN |
-0.299948671788015 |
-0.0533415109143201 |
0.741306198920515 |
0.397399456288365 |
0.61585810639569 |
0.470358244330289 |
| IYR |
0.779400982169723 |
-0.13905052536781 |
0.363834646403947 |
0.362908319279278 |
0.639732750048292 |
0.41374924216704 |
| VNQ |
0.757649200345399 |
-0.166714612319099 |
0.369202234205859 |
0.353742007088512 |
0.662598963628318 |
0.463140057100119 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
13.5 |
17.1 |
15.1 |
15.5 |
16.6 |
13.1 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.3 |
11.7 |
11.9 |
11.5 |
13.5 |
11.3 |
| Global Equities (ACWI) |
16.6 |
12.8 |
14.0 |
9.6 |
10.0 |
|
| U.S. Equities (SPY) |
12.8 |
13.9 |
15.5 |
12.4 |
13.6 |
10.0 |
| U.S. Bonds (BND) |
14.3 |
11.7 |
11.9 |
11.5 |
13.5 |
11.3 |
| 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 |
48.0540719325327 |
42.960410422271 |
64.8363016170103 |
16.1885790597664 |
4.80443145097799 |
0 |
| DBB |
-41.6493130261815 |
-6.41307202235466 |
16.1916307902022 |
5.87493237423269 |
0.588288058546796 |
0 |
| DBO |
-96.6426759929199 |
-37.2190928019331 |
33.3043497746291 |
-1.27364085525089 |
-4.87803162754165 |
0 |
| DBC |
100.774745140296 |
-27.9753000312893 |
50.6620272437521 |
6.48952599109767 |
0.404752528225608 |
1.81635787287721 |
| GLD |
-68.6017418459167 |
257.270524185797 |
113.085185335647 |
137.270268080526 |
66.827660455659 |
122.772053377928 |
| FXA |
-10.4523557499806 |
-7.89041169983987 |
-1.47125131509574 |
-3.72459656240001 |
-1.93815096477843 |
0 |
| FXC |
39.0673792467826 |
-7.09671694276135 |
1.56165405665775 |
-3.78296234570625 |
-5.77513670896385 |
0 |
| FXF |
-64.7646076931337 |
33.9320720797584 |
12.1255584576714 |
0.602856508053879 |
7.66591290435222 |
0 |
| FXE |
-21.1398449881775 |
20.7360680354628 |
2.32737089798012 |
-2.20772515197712 |
-5.08118401751608 |
0 |
| FXB |
-75.6335518454124 |
14.2465337232891 |
8.56659948296138 |
-4.08741640645416 |
-2.12782714092452 |
0 |
| FXY |
73.9466297067902 |
-18.0342873982497 |
-35.047650909993 |
-55.3859212175462 |
1721.76473841048 |
0 |
| UUP |
-1.64961572641328 |
-21.1844889486028 |
-12.298340216891 |
-12.8743412793456 |
-5.27047856362453 |
0 |
| EEM |
56.1461907174968 |
6.58265447404833 |
9.27597442151339 |
3.89273368344827 |
3.47223944561779 |
5.06940534580731 |
| AMLP |
13.4479752606313 |
16.9375961926504 |
30.5958857375795 |
2.10990473070978 |
0 |
0 |
| IGIB |
46.8594508661528 |
9.06767870740241 |
1.96208547582674 |
9.05876756837044 |
13.9007991281675 |
0 |
| EMHY |
33.9901955200641 |
15.2072930929944 |
9.05185876575677 |
7.23455083344294 |
0 |
0 |
| HYD |
5.05661091645928 |
-1.00992208896304 |
1.04533789791528 |
4.27394924513423 |
11.0485922117383 |
0 |
| IEF |
74.3126702372654 |
-0.771363173002705 |
-13.4172967480678 |
8.62507083439014 |
-131.790237430445 |
-79.7123465094252 |
| IGOV |
3698.43937136637 |
-2.03031294598231 |
-8.74568371076854 |
-3.39151255790579 |
-1.43705486319077 |
0 |
| IHY |
137.505345774448 |
14.7278421800243 |
7.59407679362022 |
7.41318089778604 |
0 |
0 |
| ITM |
8.79458618803133 |
3.06729241574063 |
-2.16896515660491 |
9.84562935783896 |
25.5558097047437 |
0 |
| JNK |
29.8054032248297 |
10.2197542295082 |
9.67720299020335 |
7.57941641213148 |
10.9088150593853 |
0 |
| MBB |
51.9538495892628 |
1.99739795899056 |
-5.85415571741626 |
4.59650973542139 |
14.7408676167579 |
0 |
| TIP |
118.603561051526 |
1.27817566699816 |
3.95244201816847 |
11.5138192226452 |
19.4278853765487 |
23.6833135955848 |
| AGG |
50.3224953287375 |
3.92491430938624 |
-5.32330823689139 |
9.04998506023094 |
23.2254668409145 |
36.6148373534961 |
| BND |
51.4513117323738 |
3.73347217978206 |
-5.60469769167339 |
8.31730399797295 |
21.1055424634093 |
35.9742371181588 |
| EMB |
24.9161355685199 |
7.2947750716044 |
1.34555376792712 |
4.63096254860299 |
8.74265157177369 |
0 |
| PCY |
5.29316725156851 |
6.27872620573601 |
0.0583685573412818 |
2.4313712052997 |
6.51186249252279 |
0 |
| BIL |
1221.84257715646 |
926.758674953624 |
1300.67411119273 |
2820.51740069104 |
-2589.87534460133 |
0 |
| TLT |
-3.76444214354381 |
-11.4425858345793 |
-20.6241533968358 |
-10.0728335151209 |
-21.4106998278395 |
-27.4863548477478 |
| SHY |
-374.63164314997 |
42.2774888648437 |
18.2507036841537 |
166.392620013036 |
366.40108966812 |
-136.011338694078 |
| ACWI |
16.6096726196281 |
12.7976794322761 |
14.0369484044732 |
9.6474567642228 |
9.98031744742086 |
0 |
| EFA |
44.4117662373711 |
13.25437286549 |
13.3602299620238 |
6.64004346334493 |
7.59043077473444 |
5.46221505668528 |
| EFG |
12.8034545390281 |
8.80590951420303 |
7.80166234228361 |
6.21219140069337 |
7.49096808933 |
5.63656554306372 |
| EFV |
274.382590600974 |
18.8453229205888 |
19.6312192445992 |
6.26582004895854 |
7.02971958660028 |
4.74060587979933 |
| SCZ |
37.607383954273 |
8.01648154372312 |
9.50457389060137 |
6.00160545995753 |
8.10084708689985 |
0 |
| IWB |
12.5676306787047 |
13.5936216839249 |
15.0016531550425 |
11.881255558876 |
13.2228452007251 |
9.82767775416786 |
| IWV |
11.5653703080764 |
12.8938868738186 |
14.5232631564094 |
11.3569030531079 |
12.7264054454702 |
9.48230907501729 |
| SPY |
12.8318618720791 |
13.9019644429971 |
15.4650084065348 |
12.4027667395145 |
13.6077938888703 |
10.0146057371706 |
| IWF |
13.8034951611819 |
17.4698970909925 |
15.0217852158602 |
14.3204528287491 |
15.0337000803125 |
11.5519619313545 |
| QQQ |
13.5458297957858 |
17.1435705321908 |
15.1064980748724 |
15.5210593203233 |
16.588963975678 |
13.0845083025527 |
| IWD |
9.83539609056539 |
8.30642763780778 |
14.1085086894966 |
8.4939122053529 |
10.6909301116563 |
7.5417175365518 |
| IWC |
1.88414671451763 |
1.89017271593011 |
7.940074092411 |
4.37388321782069 |
6.81154954096622 |
4.76323857895834 |
| IWR |
8.65175169810245 |
7.74153509150756 |
11.6624450768526 |
8.0513742700044 |
10.3719173183286 |
8.18275073925617 |
| IWP |
14.0971749985669 |
13.8131156014917 |
10.3424224206639 |
9.67953812867805 |
11.3798472078607 |
8.98398674244382 |
| IWS |
5.48725009299414 |
4.88281635853846 |
12.5308437786142 |
6.67850051095682 |
9.42221358953882 |
7.28538258978357 |
| IWM |
0.345667859508098 |
3.83545679658634 |
8.25980013872284 |
5.32024796410166 |
7.48205420145343 |
6.1410679516981 |
| IWO |
1.84261572470204 |
6.3142537488092 |
5.76807129595264 |
5.26657059527863 |
7.97031347913889 |
6.62333123899637 |
| IWN |
-1.5519194285624 |
1.30716529473709 |
10.659995185785 |
4.98990757563847 |
6.67352750831299 |
5.36633621286707 |
| IYR |
16.9484019684934 |
0.789252792674238 |
6.50243960016303 |
5.61221435573234 |
8.45941551233199 |
5.19379199711688 |
| VNQ |
15.9984657906714 |
0.293729081864896 |
6.4980251503312 |
5.47611306112481 |
8.82424524631562 |
5.900473641325 |
Compare: Risk & Volatility
for period ending May 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
10.1% |
15.2% |
32.6% |
32.6% |
32.6% |
49.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.5% |
10.3% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
4.0% |
13.3% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
7.9% |
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 |
4.6% |
5.5% |
10.1% |
40.6% |
60.4% |
0% |
| DBB |
10.4% |
19.6% |
32% |
35.7% |
54.6% |
0% |
| DBO |
20.6% |
27.4% |
31.9% |
61.4% |
83.5% |
0% |
| DBC |
8.6% |
16.7% |
23% |
37.8% |
64.8% |
74.5% |
| GLD |
4.5% |
9.8% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
10.3% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
8.3% |
13.9% |
13.9% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
14.2% |
29% |
0% |
| FXE |
6.6% |
6.7% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
8.3% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
8.8% |
19.7% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
7.1% |
8% |
8% |
12% |
16.4% |
0% |
| EEM |
7.3% |
14.7% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
7.1% |
7.5% |
16.6% |
67.2% |
0% |
0% |
| IGIB |
2.7% |
8.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.5% |
7.1% |
24.7% |
24.7% |
0% |
0% |
| HYD |
3.9% |
10.4% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
12.2% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
12.7% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
8.1% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.5% |
6.8% |
15% |
15% |
15% |
0% |
| JNK |
1.4% |
7.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
10.5% |
17% |
17% |
17% |
0% |
| TIP |
3% |
9.3% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
8.2% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
9.3% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
11.5% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
26.1% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
2.1% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
4% |
13.3% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
14.8% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
16.7% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
13.1% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
16.2% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
8% |
12.7% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
8.6% |
12.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
11.7% |
14% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
10.1% |
15.2% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
7.9% |
11.4% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
19.7% |
20.5% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
11.3% |
12.9% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
13% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
11.7% |
13.1% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
19% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
19.2% |
19.2% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
19% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
21.6% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
22.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
17.1% |
24.5% |
24.5% |
22.3% |
20.7% |
21.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.8% |
13.3% |
12.6% |
11.4% |
10.5% |
10.7% |
| Global Equities (ACWI) |
10.5% |
17.8% |
17.4% |
16.2% |
16.1% |
|
| U.S. Equities (SPY) |
13.0% |
18.9% |
18.7% |
17.5% |
16.5% |
16.7% |
| U.S. Bonds (BND) |
5.1% |
7.3% |
6.2% |
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 |
13.1% |
13% |
12.8% |
12% |
13.1% |
0% |
| DBB |
12.6% |
21.5% |
22.7% |
19.2% |
19.6% |
0% |
| DBO |
17.7% |
19% |
31.7% |
30.1% |
28% |
0% |
| DBC |
10% |
11.5% |
18% |
17.3% |
17.1% |
19.2% |
| GLD |
17% |
16.8% |
16.7% |
15.6% |
17% |
18.7% |
| FXA |
8.7% |
9.7% |
10.1% |
9.9% |
11% |
0% |
| FXC |
6.5% |
6.3% |
6.3% |
7% |
7.6% |
0% |
| FXF |
9.9% |
9.4% |
8.7% |
7.6% |
9.3% |
0% |
| FXE |
8.5% |
8.1% |
7.7% |
7% |
8.3% |
0% |
| FXB |
7.5% |
8.5% |
8.3% |
8.3% |
8.2% |
0% |
| FXY |
13.5% |
11.9% |
10% |
9.5% |
9.1% |
0% |
| UUP |
7.7% |
8% |
7.5% |
6.7% |
7.3% |
0% |
| EEM |
9.5% |
18.4% |
17.3% |
17.8% |
18.8% |
22.7% |
| AMLP |
20.2% |
23.3% |
28.1% |
34% |
0% |
0% |
| IGIB |
5.1% |
8.9% |
7.7% |
6.8% |
5.9% |
0% |
| EMHY |
5.5% |
11.7% |
10.7% |
11% |
0% |
0% |
| HYD |
4.8% |
8.7% |
7.9% |
9.9% |
9.1% |
0% |
| IEF |
6.6% |
8.6% |
7.3% |
6.7% |
6.6% |
6.8% |
| IGOV |
10.3% |
12.7% |
11% |
9.1% |
8.8% |
0% |
| IHY |
5.3% |
10.3% |
9.6% |
9.5% |
0% |
0% |
| ITM |
4.4% |
7.4% |
6.6% |
6.2% |
6.1% |
0% |
| JNK |
4.4% |
9.7% |
8.6% |
8.4% |
8.4% |
0% |
| MBB |
5.8% |
8.4% |
6.7% |
5.1% |
4.4% |
0% |
| TIP |
4.5% |
7.2% |
6.3% |
5.2% |
5.2% |
6% |
| AGG |
5.2% |
7.5% |
6.3% |
5.2% |
4.6% |
4.6% |
| BND |
5.1% |
7.3% |
6.2% |
5.2% |
4.6% |
4.6% |
| EMB |
6.4% |
11.7% |
10.7% |
10.4% |
9.8% |
0% |
| PCY |
10% |
16.8% |
15% |
13.3% |
12.3% |
0% |
| BIL |
0.2% |
0.4% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
12.1% |
15.5% |
13.7% |
13.7% |
14.3% |
14.4% |
| SHY |
1.8% |
2.3% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
10.5% |
17.8% |
17.4% |
16.2% |
16.1% |
0% |
| EFA |
12% |
19.2% |
18.1% |
16.3% |
16.8% |
18.3% |
| EFG |
13% |
21% |
19.3% |
16.8% |
17% |
18.2% |
| EFV |
12.8% |
18.8% |
19.1% |
17.4% |
17.9% |
19.4% |
| SCZ |
13.9% |
19.8% |
18.9% |
17.8% |
18.2% |
0% |
| IWB |
13.7% |
19.1% |
18.9% |
17.7% |
16.7% |
17% |
| IWV |
13.9% |
19.3% |
19.1% |
17.9% |
16.9% |
17.3% |
| SPY |
13% |
18.9% |
18.7% |
17.5% |
16.5% |
16.7% |
| IWF |
18.5% |
23% |
23.1% |
20.4% |
18.7% |
18.5% |
| QQQ |
17.1% |
24.5% |
24.5% |
22.3% |
20.7% |
21.2% |
| IWD |
14.2% |
18.1% |
17.9% |
17.2% |
16.4% |
17% |
| IWC |
24.4% |
25.8% |
26.7% |
24.6% |
23.6% |
23.6% |
| IWR |
16.9% |
21.5% |
20.5% |
19.6% |
18.6% |
19.4% |
| IWP |
25.6% |
24.9% |
23.4% |
21.4% |
20.2% |
20.6% |
| IWS |
15.3% |
21.2% |
20.6% |
19.7% |
18.6% |
19.7% |
| IWM |
21.2% |
24.6% |
24.1% |
22.7% |
22% |
22.2% |
| IWO |
22.5% |
25% |
24.4% |
23.3% |
22.8% |
22.8% |
| IWN |
20.8% |
24.7% |
25.1% |
23.2% |
22% |
22.3% |
| IYR |
16.4% |
21.2% |
20.8% |
19% |
18.4% |
23.1% |
| VNQ |
16.7% |
21.3% |
21% |
19.2% |
19% |
24.1% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
9.6% |
14.2% |
14.8% |
13.2% |
11.8% |
13.2% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.0% |
8.2% |
7.9% |
7.3% |
6.4% |
7.1% |
| Global Equities (ACWI) |
5.6% |
10.8% |
10.3% |
10.5% |
10.2% |
|
| U.S. Equities (SPY) |
7.1% |
11.4% |
11.0% |
11.0% |
10.0% |
11.0% |
| U.S. Bonds (BND) |
3.2% |
4.7% |
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 |
7.8% |
7.2% |
6.1% |
7.8% |
8.5% |
0% |
| DBB |
10.1% |
14.5% |
13.7% |
12.2% |
13.1% |
0% |
| DBO |
16.2% |
14.7% |
19.1% |
21.8% |
20.9% |
0% |
| DBC |
9.1% |
9.3% |
10.2% |
12.3% |
12.4% |
13.9% |
| GLD |
4.7% |
7% |
8.5% |
8.4% |
10.3% |
11% |
| FXA |
7% |
7.3% |
7.3% |
6.9% |
7.5% |
0% |
| FXC |
3.9% |
4.7% |
4.5% |
5% |
5.7% |
0% |
| FXF |
4.5% |
5.2% |
5.4% |
5.1% |
6.1% |
0% |
| FXE |
4.3% |
4.8% |
5% |
4.7% |
5.9% |
0% |
| FXB |
4.2% |
5.5% |
5.4% |
6% |
5.9% |
0% |
| FXY |
8.5% |
8.4% |
7.7% |
6.8% |
6.9% |
0% |
| UUP |
5.4% |
5.1% |
4.8% |
4.4% |
4.8% |
0% |
| EEM |
4.9% |
11.3% |
10.5% |
11.7% |
12.4% |
15% |
| AMLP |
10.8% |
13.6% |
15.5% |
22.7% |
0% |
0% |
| IGIB |
3.1% |
5.4% |
5.2% |
4.6% |
3.9% |
0% |
| EMHY |
2.3% |
6.5% |
6.4% |
7.8% |
0% |
0% |
| HYD |
3.2% |
5.8% |
5.4% |
8.2% |
7.3% |
0% |
| IEF |
4.5% |
5.9% |
5.6% |
4.5% |
4.2% |
4.2% |
| IGOV |
6% |
8.8% |
8% |
6.6% |
6.4% |
0% |
| IHY |
2.5% |
6.6% |
6.3% |
6.6% |
0% |
0% |
| ITM |
3% |
4.4% |
4.5% |
4.2% |
4% |
0% |
| JNK |
2% |
6.4% |
5.6% |
5.9% |
5.6% |
0% |
| MBB |
3.7% |
5.5% |
4.7% |
3.5% |
3% |
0% |
| TIP |
2.7% |
5.3% |
4.6% |
3.5% |
3.5% |
4% |
| AGG |
3.3% |
4.8% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
3.2% |
4.7% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
3.8% |
7.2% |
7.3% |
7.5% |
6.9% |
0% |
| PCY |
7.1% |
10.2% |
10.2% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
9.2% |
11.2% |
10.7% |
9.3% |
8.9% |
9% |
| SHY |
0.7% |
1.2% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.6% |
10.8% |
10.3% |
10.5% |
10.2% |
0% |
| EFA |
7.1% |
11.5% |
10.5% |
10.7% |
10.8% |
12.6% |
| EFG |
8.4% |
12.8% |
12.2% |
11.1% |
11% |
12.6% |
| EFV |
7.1% |
11.2% |
10.3% |
11.8% |
11.7% |
13.3% |
| SCZ |
8.7% |
12.9% |
11.8% |
12.2% |
11.8% |
0% |
| IWB |
7.6% |
11.5% |
11.1% |
11.2% |
10.2% |
11.3% |
| IWV |
7.8% |
11.6% |
11.2% |
11.4% |
10.4% |
11.5% |
| SPY |
7.1% |
11.4% |
11% |
11% |
10% |
11% |
| IWF |
10.9% |
13.5% |
13.9% |
12.4% |
11% |
11.8% |
| QQQ |
9.6% |
14.2% |
14.8% |
13.2% |
11.8% |
13.2% |
| IWD |
8.9% |
11.3% |
10.1% |
11.3% |
10.4% |
11.7% |
| IWC |
13.8% |
15.9% |
15.5% |
16.2% |
15.3% |
16% |
| IWR |
10% |
13% |
12% |
12.8% |
11.8% |
13.1% |
| IWP |
13.8% |
13.5% |
14% |
13.3% |
12.2% |
13.5% |
| IWS |
9.6% |
13.4% |
12% |
13.4% |
12.2% |
13.6% |
| IWM |
12.9% |
14.7% |
14.1% |
15.1% |
14.1% |
14.9% |
| IWO |
14% |
14.8% |
15% |
15.5% |
14.6% |
15.3% |
| IWN |
12.3% |
15.1% |
14% |
15.4% |
14.4% |
15.2% |
| IYR |
10.7% |
14.4% |
13.3% |
13% |
12.2% |
16.3% |
| VNQ |
10.9% |
14.5% |
13.5% |
13.1% |
12.4% |
16.7% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| QQQ |
1.15 |
1.13 |
1.17 |
1.12 |
1.10 |
1.11 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.67 |
0.73 |
0.70 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.78 |
0.93 |
0.92 |
0.93 |
0.97 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.67 |
0.73 |
0.70 |
0.67 |
0.65 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.213610754366995 |
0.222960003910709 |
0.247843299588601 |
0.177797565245341 |
0.263920506701481 |
0 |
| DBB |
0.191261898360205 |
0.538806013601443 |
0.59339230606316 |
0.51936972257056 |
0.641555227607441 |
0 |
| DBO |
0.153933838040911 |
0.307053702826958 |
0.471114152359654 |
0.733095016052621 |
0.844349577798982 |
0 |
| DBC |
-0.0578717531278998 |
0.260695582887379 |
0.279801775766618 |
0.414474229796593 |
0.530959113131978 |
0.568617658207862 |
| GLD |
-0.592774041750902 |
0.0804910890578828 |
0.114173118030234 |
0.0723683800009493 |
0.0913224008802293 |
0.0822240219314933 |
| FXA |
0.18741050827625 |
0.369554539424823 |
0.407458977294435 |
0.388647283764083 |
0.458415912480886 |
0 |
| FXC |
0.0065595702743285 |
0.236991379252434 |
0.248288151055439 |
0.251325220517826 |
0.314544532515843 |
0 |
| FXF |
-0.140266218989485 |
0.135097612037627 |
0.176277699714402 |
0.113928598140713 |
0.157101192574223 |
0 |
| FXE |
-0.288207147167103 |
0.13364387908557 |
0.186494791326236 |
0.114326291375949 |
0.217430092672969 |
0 |
| FXB |
-0.112632347908945 |
0.294348461848742 |
0.303417358716976 |
0.281960316355994 |
0.289699512372715 |
0 |
| FXY |
0.114586985631631 |
0.249560484170813 |
0.184680241418173 |
0.0421190798532059 |
-0.00222476042755289 |
0 |
| UUP |
0.180136173412772 |
-0.181835299060423 |
-0.212830760758708 |
-0.138396560552183 |
-0.208532279173897 |
0 |
| EEM |
0.199294781484273 |
0.670473372468508 |
0.623130011943241 |
0.75353045054321 |
0.866625631377409 |
1.02703863666492 |
| AMLP |
0.916987823080438 |
0.843457430912727 |
0.714285573816882 |
1.28866511895452 |
0 |
0 |
| IGIB |
0.152599858895408 |
0.385024362411177 |
0.3184547626687 |
0.260462117668164 |
0.207872460854434 |
0 |
| EMHY |
0.269147056543744 |
0.497825500649311 |
0.481496905713188 |
0.475995772020592 |
0 |
0 |
| HYD |
0.222837850068701 |
0.408703401701742 |
0.339669799227239 |
0.33525469944103 |
0.249530613753584 |
0 |
| IEF |
0.0725827689270306 |
0.314547167300807 |
0.237554510223847 |
0.0574882219041712 |
-0.0143733572393966 |
-0.0342530911808191 |
| IGOV |
0.00206431535471989 |
0.499081750247598 |
0.432349093412593 |
0.256326996506295 |
0.263945755910647 |
0 |
| IHY |
0.0730539610103627 |
0.429039061877548 |
0.42985764774297 |
0.422286677095714 |
0 |
0 |
| ITM |
0.224540715104786 |
0.325906823406549 |
0.267129534500775 |
0.148785503225543 |
0.0909161303347722 |
0 |
| JNK |
0.277708451107883 |
0.494141511985964 |
0.422436209160812 |
0.428708680707466 |
0.441130061311965 |
0 |
| MBB |
0.101924407589843 |
0.33462050917897 |
0.244599880078585 |
0.118556262809494 |
0.0842797597751434 |
0 |
| TIP |
0.0431532928617585 |
0.323861052316101 |
0.262662876622156 |
0.171664008077597 |
0.122767861636065 |
0.120713099505526 |
| AGG |
0.103676319248709 |
0.297179308261487 |
0.238823488037564 |
0.124944905973037 |
0.0804552841610876 |
0.0706469787330306 |
| BND |
0.0988571740323863 |
0.291884960466635 |
0.238741684478045 |
0.137742002333114 |
0.0890006061533575 |
0.073739429912358 |
| EMB |
0.288441952514815 |
0.540543733410102 |
0.51298409259052 |
0.449492709250275 |
0.400128624560196 |
0 |
| PCY |
0.444747788511919 |
0.762414663428401 |
0.711549817502511 |
0.573499680167709 |
0.491909926907274 |
0 |
| BIL |
0.00356627442023343 |
0.00427582619730061 |
0.00169488116002258 |
0.00050639168200502 |
-0.000313204652288435 |
0 |
| TLT |
0.255786698405269 |
0.581444667167658 |
0.481977699229805 |
0.130177779458798 |
-0.0791913456230542 |
-0.0864707016359149 |
| SHY |
-0.0138861781848123 |
0.059824028680928 |
0.0415360021158652 |
0.00638963612901799 |
0.00231885084584111 |
-0.0114882877058041 |
| ACWI |
0.776456176725759 |
0.9340442570491 |
0.924352173763438 |
0.934258312429436 |
0.97470360070805 |
0 |
| EFA |
0.281507644801903 |
0.838624411803791 |
0.831967336391151 |
0.843057115087831 |
0.912467921982559 |
0.983165285109176 |
| EFG |
0.552143807890982 |
0.987065900996685 |
0.954749438346119 |
0.889948851409424 |
0.944147755264106 |
0.981913315596657 |
| EFV |
0.0656626010249498 |
0.706814022356735 |
0.727857932479523 |
0.813340369818529 |
0.898427553649722 |
0.992406303474139 |
| SCZ |
0.343010500924701 |
0.877544757137963 |
0.875741479057256 |
0.912408717990583 |
0.965875044220888 |
0 |
| IWB |
1.04698766171921 |
1.010437277611 |
1.0119638847395 |
1.01663571580054 |
1.01542195214703 |
1.01516048095143 |
| IWV |
1.06520757672332 |
1.02362346831642 |
1.01907446688112 |
1.02714795530848 |
1.02787633774503 |
1.02980043454625 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.22431221209157 |
1.10336203796998 |
1.1421589682509 |
1.08424061765607 |
1.06785299964399 |
1.04404247313327 |
| QQQ |
1.1466585061968 |
1.13350435405712 |
1.1737667315504 |
1.11776126179626 |
1.10391701888942 |
1.10716603504847 |
| IWD |
0.828812730514731 |
0.914846624892266 |
0.883141088784321 |
0.949491935207743 |
0.966997636905757 |
0.99043017948184 |
| IWC |
1.40987347571892 |
1.14337575846938 |
1.07179663896567 |
1.15059603094068 |
1.18819135151613 |
1.19608659813274 |
| IWR |
1.12482053809608 |
1.10262888462571 |
1.04088132722524 |
1.08623473050296 |
1.09182387183423 |
1.10960897310122 |
| IWP |
1.5952086404204 |
1.16943764078749 |
1.13263088517738 |
1.12701729296475 |
1.13263097382165 |
1.13515485764632 |
| IWS |
0.967030244563618 |
1.08362284372919 |
1.00379779012172 |
1.0731878170661 |
1.07401333622229 |
1.10942057885147 |
| IWM |
1.3426030874087 |
1.1784446825034 |
1.10497084711534 |
1.17008845090955 |
1.19929647681802 |
1.18959392294662 |
| IWO |
1.50761812803823 |
1.17889653963348 |
1.13681607082227 |
1.19654792205711 |
1.22691639441151 |
1.20745171778127 |
| IWN |
1.18463962249204 |
1.1644191439491 |
1.06965275654475 |
1.14141114949195 |
1.17057706982057 |
1.16936276011237 |
| IYR |
0.680360043746193 |
1.03827795953604 |
0.99252033550002 |
0.91736346385838 |
0.88672054128517 |
1.08274886005891 |
| VNQ |
0.711605232586411 |
1.05387047929376 |
1.00654288957768 |
0.916300156578837 |
0.88764257907195 |
1.08729993710019 |
Compare: Correlation
for period ending May 31, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.82 |
0.88 |
0.89 |
0.89 |
0.88 |
|
| to S&P500 (SPY) |
0.89 |
0.92 |
0.92 |
0.92 |
0.92 |
0.91 |
| to U.S. Bonds (BND) |
-0.05 |
0.62 |
0.60 |
0.44 |
0.32 |
0.23 |
| to Commodities (DBC) |
-0.07 |
0.20 |
0.13 |
0.22 |
0.33 |
0.35 |
| to Gold (GLD) |
-0.65 |
0.05 |
0.11 |
0.07 |
0.10 |
0.05 |
