SPDR S&P 500 ETF
for period ending April 30, 2024
Quick Links
Overview
SPY is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Recipe Provider iShares (www.iShares.com)
Description SPDR S&P 500 ETF 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
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to provide investment results that, before expenses, generally correspond to the price and yield performance of the S&P 500® Index. The Trust seeks to achieve its investment objective by holding a portfolio of the common stocks that are included in the Index (the âPortfolioâ), with the weight of each stock in the Portfolio substantially corresponding to the weight of such stock in the Index. You may consult www.iShares.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 SPY. 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 "SPY" 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 April 30, 2024
5-year graph
●
SPY
●
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 |
| SPY |
5.9% |
-4.0% |
22.4% |
7.9% |
13.1% |
12.3% |
14.5% |
9.9% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.9% |
-3.6% |
12.4% |
2.4% |
7.5% |
7.7% |
9.7% |
7.4% |
| Global Equities (ACWI) |
4.4% |
-3.6% |
17.0% |
4.2% |
9.4% |
8.1% |
10.5% |
|
| U.S. Equities (SPY) |
5.9% |
-4.0% |
22.4% |
7.9% |
13.1% |
12.3% |
14.5% |
9.9% |
| U.S. Bonds (BND) |
-3.1% |
-2.4% |
-1.4% |
-3.6% |
-0.2% |
1.2% |
2.3% |
3.0% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
18.8042430086789% |
-0.484652665589669% |
22.987385636899% |
12.0598710119381% |
10.3691070559838% |
-0.959081632996173% |
0.332439413608143% |
0% |
| DBB |
10.983606557377% |
13.0846325167038% |
13.8576682226059% |
2.95210373190455% |
6.27046772024098% |
3.44303294703761% |
3.24199993998042% |
0% |
| DBO |
12.0057512580877% |
0.257400257400264% |
10.3172492726121% |
13.3929005630355% |
8.81030918079593% |
-5.21626811747355% |
-1.01829593412206% |
0% |
| DBC |
5.89836660617058% |
1.61079669133652% |
3.90102891427839% |
11.1993919724555% |
9.23164812576685% |
-0.409414499962113% |
1.59922090259492% |
3.06735303193106% |
| GLD |
10.8280587958362% |
2.98950029165856% |
14.6482688021849% |
8.54685993060553% |
11.818426189513% |
5.48429341357997% |
6.09142889634786% |
8.50444598678357% |
| FXA |
-4.41713523450233% |
-0.437814897822386% |
-0.896104314392787% |
-5.34881075983851% |
-1.55944098893045% |
-2.96150024545683% |
0.590774550499273% |
0% |
| FXC |
-2.93451087527384% |
-1.48546246467802% |
0.3349258029818% |
-3.00020936265046% |
-0.059305483278671% |
-2.02499225685879% |
-0.787744277596381% |
0% |
| FXF |
-8.47912445237827% |
-1.9056089965676% |
-2.85361980873203% |
-0.844476936044392% |
1.21099444608894% |
-1.35979778141175% |
0.689244020563695% |
0% |
| FXE |
-2.57448228800684% |
-0.876176549163399% |
-1.39852235970038% |
-3.72240654036874% |
-1.23115512173907% |
-3.04936400847328% |
-1.80337390128336% |
0% |
| FXB |
-0.889169570699966% |
-0.703486371516471% |
2.1297274679047% |
-2.30990461996711% |
-0.352794156512848% |
-2.86339621134465% |
-1.15403396474643% |
0% |
| FXY |
-10.803829205288% |
-4.13196145680221% |
-14.1185073235653% |
-12.021426199536% |
-7.24996879678037% |
-4.74434685014142% |
-3.54556639619554% |
0% |
| UUP |
6.9767441860465% |
2.15015861825871% |
11.0999483898771% |
8.15953496001163% |
3.92439841367356% |
4.08376251884237% |
1.5156476376281% |
0% |
| EEM |
1.93981596617756% |
-0.219084712755591% |
7.60762875052936% |
-6.62085269686116% |
0.903857402353725% |
2.13235176323174% |
4.55429231558655% |
6.34750447381405% |
| AMLP |
12.5125283119266% |
-1.20101137800253% |
29.9764169923299% |
22.1717160461152% |
8.08684882276243% |
1.77456213246741% |
0% |
0% |
| IGIB |
-2.36421360141452% |
-2.27913685981229% |
1.59570107950029% |
-2.49893306995338% |
1.26017163438277% |
2.06290614472804% |
3.52616468557569% |
0% |
| EMHY |
2.78330914011986% |
-1.32218094929676% |
13.2196624025568% |
-0.72939320593477% |
1.44568634216444% |
2.78200222047347% |
0% |
0% |
| HYD |
0.215250138284762% |
-1.68093510511762% |
2.86645131022769% |
-3.41763365158694% |
-0.640566808969723% |
2.40231757903895% |
4.49120562694032% |
0% |
| IEF |
-4.38243312749452% |
-3.12734992556314% |
-5.22429438848073% |
-5.1356084762422% |
-1.13205160509079% |
0.768224008015839% |
1.98236002112195% |
3.11180814154839% |
| IGOV |
-7.40382288894265% |
-3.43174362856422% |
-5.29570696274539% |
-10.0371329132879% |
-4.55403501673752% |
-2.76601004695946% |
-0.569867761723686% |
0% |
| IHY |
-1.54471838524451% |
-1.33997019057541% |
5.83569504124639% |
-3.17337347928076% |
1.00826929771891% |
1.74021098928783% |
0% |
0% |
| ITM |
-1.91935438606858% |
-1.24736778314232% |
1.10928508329071% |
-2.14774163855238% |
0.568609797386332% |
2.00054800278664% |
3.08256068988753% |
0% |
| JNK |
0.274942923374044% |
-1.32952110115967% |
7.98380748777383% |
0.156328617894075% |
2.3097126520478% |
2.67436364659521% |
6.31598220775005% |
0% |
| MBB |
-3.92635454450061% |
-2.8170728974989% |
-2.15952413769699% |
-4.1242565007688% |
-1.06359477299565% |
0.595338455555972% |
1.51984987087843% |
0% |
| TIP |
-1.76373334114938% |
-1.69056602588349% |
-1.6064909989821% |
-1.75814607767727% |
1.87440844592415% |
1.73396242204422% |
2.91713169281504% |
3.36340180738379% |
| AGG |
-3.19581949208007% |
-2.47588396088366% |
-1.49900506149906% |
-3.53348739050989% |
-0.171982771215262% |
1.16652737501766% |
2.28140574248923% |
2.87644491640828% |
| BND |
-3.07912799700134% |
-2.4059746460529% |
-1.407120760537% |
-3.58780969298589% |
-0.163451524649738% |
1.17335125060463% |
2.31518975453806% |
2.95796838397226% |
| EMB |
-0.903525942294348% |
-2.41075337039529% |
4.96810973620141% |
-4.09998731701665% |
-0.574704797483128% |
1.89939367562963% |
4.33403019666145% |
0% |
| PCY |
-2.6873972930692% |
-3.53746203876818% |
9.47692170034766% |
-4.71227236927498% |
-1.396877072898% |
1.68398821786961% |
4.41028620287014% |
0% |
| BIL |
1.7242451740108% |
0.4317690948763% |
5.28008064576495% |
2.55700617917973% |
1.89015932562382% |
1.24923794670542% |
0.818309860315836% |
0% |
| TLT |
-9.91631783392719% |
-6.44915659110615% |
-14.0937594052114% |
-11.7098598322166% |
-4.38339232172875% |
0.102113536216497% |
2.07493466230808% |
3.52315265809582% |
| SHY |
-0.170440286385098% |
-0.440406917171099% |
2.08611250065778% |
-0.23174968158598% |
0.891653667979653% |
0.878955800335279% |
0.921843988947679% |
1.67118376282829% |
| ACWI |
4.37260489338704% |
-3.5503495868519% |
17.0097820628529% |
4.17765527618925% |
9.37332764063223% |
8.1384272785729% |
10.4682441180923% |
0% |
| FM |
3.42205323193916% |
-5.06108202443281% |
11.3365633401269% |
-1.43489498106825% |
2.1518450286826% |
0% |
0% |
0% |
| EFA |
2.54810882548109% |
-3.24317555722515% |
8.23639696169902% |
2.66330100412175% |
6.01504790370684% |
4.25047451607992% |
7.28461660997628% |
5.55630574850667% |
| EFG |
2.09602478058852% |
-4.73070623374122% |
4.9620173381449% |
-0.380442369091438% |
5.80300400595539% |
5.01982398097029% |
7.91305037650165% |
5.83007056282283% |
| EFV |
2.62955854126679% |
-1.70955882352941% |
11.4582361899777% |
5.33092339475185% |
5.43463735592762% |
2.92696443652476% |
6.17026559777816% |
4.78055279998193% |
| SCZ |
-1.17932148626817% |
-3.41070582662245% |
3.65735466413302% |
-3.89884593574693% |
3.32406846760502% |
4.30554396410399% |
8.84905536303431% |
0% |
| IWB |
5.54976367185955% |
-4.18359198694579% |
22.7215743364757% |
6.83845394610896% |
12.7348233623403% |
11.9998239064456% |
14.4051999275505% |
9.90573973291244% |
| IWV |
5.08910825832904% |
-4.37549986670222% |
22.1822230514476% |
6.14266131073529% |
12.2625051638737% |
11.6289524281872% |
14.1393246345277% |
9.74344034560752% |
| SPY |
5.94146542122156% |
-4.03196512895024% |
22.4398873653039% |
7.93675068194089% |
13.1061130433718% |
12.306848664783% |
14.4934557420263% |
9.92253058522525% |
| IWF |
6.62768036912111% |
-4.21599169262722% |
31.6760062565279% |
8.28505947991334% |
16.2644739443738% |
15.2692062786886% |
16.5880973059949% |
11.4511569174665% |
| QQQ |
3.81582187736165% |
-4.3737753654197% |
32.5079566893603% |
8.58787188906156% |
18.3010210422009% |
18.1015147243175% |
19.3205611560337% |
14.2234778830736% |
| IWD |
4.23348391033338% |
-4.24878566244208% |
13.2367298403966% |
4.95755522708288% |
8.42510978278748% |
8.24544191075718% |
11.8244761154215% |
8.01017691507668% |
| IWC |
-3.74320573379023% |
-8.03696674643122% |
11.1492102005027% |
-7.78410612693379% |
4.52486038600195% |
5.6405235611759% |
10.3228642408714% |
5.81728644602977% |
| IWR |
2.69934307789157% |
-5.31573314306101% |
16.1894791724825% |
2.23999019899674% |
8.88700718677002% |
9.22762982265619% |
13.2417804002667% |
9.7258906634939% |
| IWP |
2.95941006717404% |
-5.86998422989312% |
20.375459061544% |
0.585443782519435% |
9.3454993190593% |
10.6504449525825% |
13.9582205104829% |
10.0131858580022% |
| IWS |
2.52771823747668% |
-5.16237133966329% |
13.8538642847042% |
3.04440988711181% |
7.84270716358713% |
7.73280860071122% |
12.3811388061423% |
9.16319208789924% |
| IWM |
-2.15141536714621% |
-6.84736091298146% |
13.3558539833647% |
-3.23576060539548% |
5.74135374527505% |
7.18409585403013% |
11.2814078597079% |
7.94642127749363% |
| IWO |
-0.626858225514337% |
-7.56277695716396% |
12.4518797337201% |
-5.94931315840962% |
5.00056125186379% |
7.62626886859366% |
11.7948276892556% |
8.24511979281428% |
| IWN |
-3.7025100694845% |
-6.15200554121278% |
13.9464458786842% |
-0.87913445164518% |
5.76246279103343% |
6.29937083614578% |
10.3903921588448% |
7.25924108612928% |
| IYR |
-9.29646908093942% |
-8.12013348164629% |
-0.826706636886032% |
-3.40796188268659% |
1.54004031887893% |
4.99205637721925% |
10.0077702448913% |
6.84866201739218% |
| VNQ |
-9.12240266620803% |
-7.94403330249769% |
-0.362066291479102% |
-3.5332562382934% |
2.0016772371146% |
4.98616262875926% |
10.6277237753423% |
7.6967279914973% |
| |
|
|
|
|
|
| SPY |
31.2% |
18.4% |
28.7% |
-18.2% |
26.2% |
| 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 April 30, 2024
Maximum Drawdown vs. Annual Return
●
SPY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
SPY
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
SPY
●
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 |
| SPY |
|
|
|
|
|
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-8.2% |
-6.2% |
-3.6% |
-1.9% |
-0.5% |
0.5% |
| Global Equities (ACWI) |
-5.4% |
-3.8% |
-3.5% |
-4.0% |
-4.4% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-30.4% |
-22.7% |
-19.0% |
-12.5% |
-9.7% |
-3.9% |
| 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 |
2.21639437856279% |
9.76021860608141% |
1.08608268644372% |
-14.1715511745165% |
-14.2651436953432% |
0% |
| DBB |
-10.9029197923151% |
-4.71250786305143% |
-7.24300064440742% |
-9.1421865213955% |
-11.7872403088476% |
0% |
| DBO |
-14.0707003047469% |
2.60878716870525% |
-6.76095690790516% |
-13.9984163680838% |
-14.4052153401657% |
0% |
| DBC |
-18.6590083178127% |
3.90740716650317% |
-4.03212996854169% |
-12.4212301333355% |
-12.9529250407508% |
-7.14393111687284% |
| GLD |
-6.7726416152074% |
1.62183424721431% |
0.848294478972248% |
-6.58267643655639% |
-8.86719408125614% |
-2.13713134836363% |
| FXA |
-28.1124148061591% |
-19.9148440583306% |
-17.88341057427% |
-17.7001011605811% |
-14.085435224248% |
0% |
| FXC |
-29.479502304543% |
-23.7625244158427% |
-18.6507128558394% |
-18.1595065428072% |
-16.766867534948% |
0% |
| FXF |
-30.28800868095% |
-14.3570013558957% |
-14.2023457002482% |
-16.626972949314% |
-14.1271682457395% |
0% |
| FXE |
-32.6907870361124% |
-22.7169186068455% |
-20.9658551155796% |
-20.6068012569533% |
-18.4178154780969% |
0% |
| FXB |
-24.3332825389562% |
-17.7853752871257% |
-17.2644277246515% |
-19.0003349485107% |
-17.3311271698738% |
0% |
| FXY |
-47.4492698388701% |
-30.3731142049368% |
-30.8623475972822% |
-21.3274519828227% |
-20.7936493609101% |
0% |
| UUP |
-3.68956033267536% |
6.01304317316483% |
-7.35247014543886% |
-5.33978752320444% |
-12.717186879418% |
0% |
| EEM |
-15.0040073242888% |
-14.2972064270985% |
-12.1395101752919% |
-10.211455798869% |
-10.7113189148278% |
-4.97471730841474% |
| AMLP |
12.8731070577107% |
11.4643344311304% |
-7.78896757069031% |
-10.5032369674393% |
0% |
0% |
| IGIB |
-23.4166419041254% |
-16.8843232627776% |
-13.6049993485742% |
-9.9353135230871% |
-7.35795863480782% |
0% |
| EMHY |
-4.16388223082756% |
-11.1427325873218% |
-12.1942053705604% |
-9.13401530647919% |
0% |
0% |
| HYD |
-21.4072833444177% |
-18.5274062550488% |
-15.4411214557987% |
-9.57684765326571% |
-8.1504263534539% |
0% |
| IEF |
-35.4957761862608% |
-23.0118267520181% |
-19.6498130925348% |
-12.9343540398593% |
-11.5817301117028% |
-4.96014806208751% |
| IGOV |
-30.4494348276301% |
-23.9341989178865% |
-23.0614831074754% |
-18.3612991781718% |
-16.2805772544587% |
0% |
| IHY |
-16.071009396958% |
-16.0904774902526% |
-13.2188624696114% |
-10.6230392049226% |
0% |
0% |
| ITM |
-25.1096596207768% |
-17.9459240528103% |
-15.8934355763824% |
-10.0499991338988% |
-8.79208109846875% |
0% |
| JNK |
-11.2378395652166% |
-11.1368210493935% |
-11.2568957963598% |
-8.92230765345857% |
-4.65360794405668% |
0% |
| MBB |
-29.7488744351651% |
-22.1659140254387% |
-21.6462422050177% |
-14.4226401750142% |
-12.2835355826678% |
0% |
| TIP |
-37.1155972496112% |
-18.4047131747043% |
-13.1476994376667% |
-10.7658193503102% |
-8.51319180801416% |
-3.87545879495866% |
| AGG |
-30.2650269941599% |
-22.2037553236074% |
-19.103182901609% |
-12.5280846135187% |
-9.79579628001079% |
-4.16756170621054% |
| BND |
-30.4445802010533% |
-22.6819011227431% |
-19.0322298742721% |
-12.4913110951618% |
-9.6877667025923% |
-3.8665491430178% |
| EMB |
-17.5960876939681% |
-15.7869034833622% |
-15.1550309780821% |
-10.3732815675% |
-8.47549550165713% |
0% |
| PCY |
-13.0015612803098% |
-12.9066360540206% |
-14.9483871857276% |
-10.6514078016475% |
-9.27463290096554% |
0% |
| BIL |
-12.9224512744553% |
-47.7654357482527% |
-39.8732321568379% |
-28.1831150092701% |
-27.3300736803707% |
0% |
| TLT |
-32.474349463581% |
-20.6094708942036% |
-18.4161235029632% |
-12.3640008286915% |
-12.3690828705767% |
-6.24161545580242% |
| SHY |
-42.1830994656529% |
-39.6121554102606% |
-29.2171970173371% |
-20.2302601704756% |
-16.9035624820852% |
-8.19874614754819% |
| ACWI |
-5.35997612309504% |
-3.76288216856005% |
-3.46879427432492% |
-3.95416547961321% |
-4.39864881788586% |
0% |
| FM |
-12.0996456781155% |
-9.41303191253612% |
-10.9304609664778% |
0% |
0% |
0% |
| EFA |
-14.1721476511737% |
-5.28184803358019% |
-7.03770388047419% |
-8.04196366482184% |
-7.81742671651706% |
-4.85803660923069% |
| EFG |
-17.4463197268173% |
-7.75703037601803% |
-7.35041934670232% |
-7.35005672725923% |
-7.27007827969566% |
-4.58297077627892% |
| EFV |
-10.6903914258722% |
-2.55513640825814% |
-7.82025326757026% |
-9.44930635697046% |
-9.09923529598828% |
-5.69279390786502% |
| SCZ |
-18.6105873275148% |
-11.5012266768706% |
-9.81875045418902% |
-8.18700716436669% |
-6.84642824254007% |
0% |
| IWB |
-0.271483424379188% |
-1.10581197234412% |
-0.56424657522472% |
-0.475776426304559% |
-0.300648163377378% |
-0.158736479945278% |
| IWV |
-1.16889491788218% |
-1.81547567692071% |
-1.11148816589261% |
-0.958360245077033% |
-0.722383678515621% |
-0.456419341992201% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
6.6803598957568% |
-0.299790465557222% |
1.65215632938805% |
1.54283201428652% |
0.820767994942642% |
0.819968668594987% |
| QQQ |
6.36796292559737% |
-0.302460932019622% |
2.73323378897303% |
2.92660793288827% |
1.87757046645733% |
1.94324965777914% |
| IWD |
-9.72481434970142% |
-2.93175191064778% |
-4.81418822438205% |
-4.1503758838413% |
-2.94417098749189% |
-2.12430400861762% |
| IWC |
-13.7962469173228% |
-13.0428409647782% |
-9.07604678167387% |
-7.84742018698935% |
-6.98918699976252% |
-5.35911913267021% |
| IWR |
-9.07087143474514% |
-5.50057192843354% |
-5.03356626167701% |
-3.98945324925214% |
-2.74883732653254% |
-1.34184518268186% |
| IWP |
-6.28236365792639% |
-6.65131213841874% |
-4.82556859028034% |
-3.08011614543991% |
-2.5465355270983% |
-1.35973093633126% |
| IWS |
-10.9215268750844% |
-4.7788209711447% |
-6.08608484844019% |
-5.4146717782545% |
-3.66404166281791% |
-1.95726350525382% |
| IWM |
-12.141367991134% |
-9.74837912039409% |
-8.03895183847531% |
-6.48174480437331% |
-5.7720206448898% |
-3.56880235741845% |
| IWO |
-12.8550385742165% |
-11.6027574305254% |
-8.62647718393413% |
-6.24816990222739% |
-5.57021942291798% |
-3.45955400464349% |
| IWN |
-11.673046072186% |
-7.83921587850846% |
-8.11583362831761% |
-7.22480477313614% |
-6.54166065599061% |
-4.12309273179524% |
| IYR |
-21.2493938565835% |
-9.91378051113147% |
-11.40080776964% |
-7.75532363983272% |
-5.95504575810371% |
-4.63356469096127% |
| VNQ |
-20.9428608762678% |
-9.99005068590022% |
-11.0011513566126% |
-7.81441807034276% |
-5.66616054183201% |
-4.1734516217844% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
|
|
|
0.0% |
|
|
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-6.3% |
-4.5% |
-2.4% |
-1.1% |
-0.2% |
0.4% |
| Global Equities (ACWI) |
-5.1% |
-3.5% |
-3.2% |
-3.6% |
-4.1% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-13.2% |
-8.9% |
-4.9% |
-2.0% |
-0.0% |
0.7% |
| 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 |
13.1757568098595% |
7.18999210983755% |
5.0195870054033% |
-4.75112198006145% |
-4.66520058352592% |
0% |
| DBB |
10.0320336298315% |
-3.348417191414% |
-2.82278389639273% |
-3.98436910649776% |
-7.50961476941099% |
0% |
| DBO |
6.85168854737404% |
8.2239098968959% |
-1.46176073259974% |
-15.4887959217647% |
-14.5047003204957% |
0% |
| DBC |
-1.21078826601769% |
6.28556217767886% |
1.60952770895356% |
-7.12586519224086% |
-7.39852671211689% |
-3.32468693257384% |
| GLD |
7.68515554133901% |
3.48759334920655% |
6.87539437549536% |
2.68872895858134% |
2.90707444520894% |
5.99509767383269% |
| FXA |
-12.6204786661295% |
-11.0859330604151% |
-8.74123036986097% |
-9.05010597078774% |
-7.1591827195123% |
0% |
| FXC |
-10.0753381218546% |
-8.20185674562875% |
-5.62658835958365% |
-6.81967690876208% |
-6.79208834246693% |
0% |
| FXF |
-14.7563528349214% |
-5.89659777860872% |
-3.13582978517477% |
-4.32906618993358% |
-3.20153713653147% |
0% |
| FXE |
-12.3287091293456% |
-8.77477624844228% |
-5.89586850801201% |
-6.44362031556332% |
-6.52239638635117% |
0% |
| FXB |
-9.726031543375% |
-7.82199577803323% |
-6.36097659716413% |
-7.92959862075069% |
-6.46310585458113% |
0% |
| FXY |
-24.9135693178381% |
-17.0947534146577% |
-11.2292036680746% |
-6.89500885968529% |
-4.67122525985921% |
0% |
| UUP |
11.7696996766136% |
4.77636742062221% |
3.10936055627655% |
3.99168118775063% |
3.50320106055034% |
0% |
| EEM |
-12.4100375307987% |
-13.3434112857468% |
-9.61969650975634% |
-7.97371614688957% |
-9.26667266105905% |
-4.09559342850576% |
| AMLP |
17.2342482299382% |
15.769012422863% |
-8.55350591505778% |
-13.7096848294917% |
0% |
0% |
| IGIB |
-11.4392517502205% |
-8.16932751785456% |
-4.99371959597066% |
-2.45784368996778% |
-0.414246498253245% |
0% |
| EMHY |
-1.79544007133367% |
-6.87954821360574% |
-7.23761039203902% |
-4.10729348136576% |
0% |
0% |
| HYD |
-10.8908366524128% |
-9.11627764751386% |
-8.0342470365267% |
-2.88588590511536% |
-0.0832683552227493% |
0% |
| IEF |
-17.3525398378877% |
-10.5381190841269% |
-5.10198246797286% |
-1.53568042929165% |
1.13265196535661% |
1.79474963518757% |
| IGOV |
-21.3340168554356% |
-16.2443588047044% |
-11.0803837677109% |
-7.45769244238369% |
-5.55003999329471% |
0% |
| IHY |
-6.70926340483651% |
-9.1674114954155% |
-6.98399142318225% |
-4.78804112995647% |
0% |
0% |
| ITM |
-11.7752291545891% |
-7.56289209113696% |
-4.44366643674209% |
-1.26125378979012% |
0.632305962786758% |
0% |
| JNK |
-4.1313565911605% |
-5.84648785247679% |
-5.32946936357195% |
-3.75695245250254% |
-1.07900155094572% |
0% |
| MBB |
-15.0806908071893% |
-9.54657245998008% |
-5.6172250384927% |
-2.43804991922277% |
-0.698526433422214% |
0% |
| TIP |
-11.2418400984807% |
-7.18468496848468% |
-3.22117518982261% |
-1.88216851744492% |
0.0902179077292815% |
0.71504819989669% |
| AGG |
-13.4151344801282% |
-8.87960466656418% |
-4.78202276992453% |
-1.90662658354239% |
0.0647720542957917% |
0.666901853565431% |
| BND |
-13.2282349098286% |
-8.93340721231738% |
-4.93024969545363% |
-2.0232797468788% |
-0.00466429099321353% |
0.723270631886196% |
| EMB |
-11.0654200291312% |
-10.472274953696% |
-9.0703395896529% |
-4.65121263204267% |
-2.24876332964854% |
0% |
| PCY |
-11.4149609859745% |
-11.9401468582074% |
-11.5197267746444% |
-6.08446877473113% |
-3.21761172341665% |
0% |
| BIL |
0.000593794674506175% |
-1.72244615045015% |
-0.96619830359961% |
-0.5811449731035% |
-0.412022169476076% |
0% |
| TLT |
-37.2262494324758% |
-18.1978597112417% |
-9.29915666501009% |
-2.72257841410366% |
2.29893700770464% |
2.71333521881345% |
| SHY |
-3.90420001271811% |
-4.70341999157709% |
-2.13938894246126% |
-1.00760120841703% |
-0.333837975160186% |
0.110827074626548% |
| ACWI |
-5.09045390371297% |
-3.51901801884753% |
-3.15099673436075% |
-3.55038966341817% |
-4.06770818859178% |
0% |
| FM |
-11.2893919395693% |
-8.19013292081366% |
-8.32022361020611% |
0% |
0% |
0% |
| EFA |
-12.785411225865% |
-4.80823261695961% |
-5.87407276066504% |
-6.69549738141526% |
-6.80091658802603% |
-4.41077399150914% |
| EFG |
-18.8455209848129% |
-8.44718566969261% |
-6.51369787132779% |
-6.26077517209755% |
-6.34947992007984% |
-4.0685591396822% |
| EFV |
-6.89291693104309% |
-1.57348149045639% |
-6.21628540832534% |
-7.82315035710365% |
-7.88566760981402% |
-5.31012667828931% |
| SCZ |
-18.4792442229996% |
-11.5030055065986% |
-9.54913002341901% |
-7.3639240167129% |
-5.8550709017755% |
0% |
| IWB |
-0.270560656548085% |
-1.1042532722823% |
-0.559856298709729% |
-0.467152049602467% |
-0.283526096517974% |
-0.144008790743086% |
| IWV |
-1.19471454824313% |
-1.82486932276564% |
-1.11143330365494% |
-0.94578933946916% |
-0.693458138118821% |
-0.436129297251112% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
8.23663728646114% |
-0.169786925805335% |
2.36102421688517% |
2.18755457775283% |
1.40468384535042% |
1.18575151410566% |
| QQQ |
9.5725015479205% |
-0.0337565738812113% |
4.16688071525655% |
4.5702645302779% |
3.53472717746311% |
3.32703674507245% |
| IWD |
-9.2150055964416% |
-2.49869782295876% |
-4.31052817039352% |
-3.63616208921075% |
-2.43643018246123% |
-1.87208747011688% |
| IWC |
-20.3934034732026% |
-15.7572098769729% |
-10.0548482974262% |
-8.08199971064568% |
-6.47884215879305% |
-5.77587420030787% |
| IWR |
-11.2990457835885% |
-5.89859069363042% |
-5.27314619781026% |
-3.98006931721623% |
-2.46459482769085% |
-1.14316835605992% |
| IWP |
-8.09737885370649% |
-7.8829467579616% |
-4.84941040142243% |
-2.79189786204221% |
-1.99238132688432% |
-0.997942120084433% |
| IWS |
-13.4394388830757% |
-4.93610377152411% |
-6.3783512069341% |
-5.37358224232583% |
-3.21438945246257% |
-1.72034508364989% |
| IWM |
-16.7689718861888% |
-11.4277709298192% |
-8.97177155960015% |
-6.83016572062516% |
-5.66341360573056% |
-3.60302595039104% |
| IWO |
-19.0154505111854% |
-14.2684128262923% |
-9.68724631133659% |
-6.58674735348509% |
-5.32235463918193% |
-3.43718599872974% |
| IWN |
-14.7226902276618% |
-8.90831497807991% |
-8.99680269007478% |
-7.49507072313931% |
-6.32593899731728% |
-4.12836014184378% |
| IYR |
-29.6209656500888% |
-11.6629061794879% |
-11.3771690808081% |
-6.30053278326624% |
-3.49648046148892% |
-3.8404072739468% |
| VNQ |
-29.022618360256% |
-11.8078798784134% |
-10.8623502633479% |
-6.22138684360674% |
-2.86973293015739% |
-3.01312898788452% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
1.09 |
0.27 |
0.59 |
0.71 |
0.91 |
0.59 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.61 |
-0.07 |
0.39 |
0.58 |
0.85 |
0.60 |
| Global Equities (ACWI) |
0.78 |
0.07 |
0.42 |
0.48 |
0.64 |
|
| U.S. Equities (SPY) |
1.09 |
0.27 |
0.59 |
0.71 |
0.91 |
0.59 |
| U.S. Bonds (BND) |
-0.84 |
-0.95 |
-0.41 |
-0.10 |
0.24 |
0.29 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
1.21052113731738 |
0.72411928217274 |
0.625511708249286 |
-0.184977886982473 |
-0.00413557031170203 |
0 |
| DBB |
0.478499315174487 |
0.0499019709942172 |
0.253541698988308 |
0.173940971429977 |
0.196016498465513 |
0 |
| DBO |
0.304746001347804 |
0.445495109218596 |
0.33349964592639 |
-0.0795305974889163 |
0.0664663564891249 |
0 |
| DBC |
-0.0316611761807711 |
0.460214693030919 |
0.405256841550124 |
-0.0388897894431088 |
0.107484093062016 |
0.168516282710073 |
| GLD |
0.69899639638779 |
0.343337136228191 |
0.626293814696362 |
0.315416107575836 |
0.367625103471198 |
0.473817274238121 |
| FXA |
-0.676480492896669 |
-0.823705997342564 |
-0.344964652844346 |
-0.418070192406761 |
-0.000307782155883337 |
0 |
| FXC |
-0.771975933348789 |
-0.977259629328483 |
-0.384471323879048 |
-0.454580550741049 |
-0.194340891877231 |
0 |
| FXF |
-0.823181222945682 |
-0.53788929602494 |
-0.169259396254003 |
-0.361191303992689 |
-0.0136352408852798 |
0 |
| FXE |
-0.987940793091855 |
-0.993172056737557 |
-0.520654383955621 |
-0.623526054654854 |
-0.307731617557557 |
0 |
| FXB |
-0.431107312797691 |
-0.708001917379769 |
-0.321890490625129 |
-0.5125738263079 |
-0.232710111408164 |
0 |
| FXY |
-2.06962216572668 |
-1.4594166036345 |
-1.05157275960451 |
-0.662242615937903 |
-0.466081075654347 |
0 |
| UUP |
0.869043907512826 |
0.565011332909154 |
0.189472645173494 |
0.365826397330309 |
0.0728896302256728 |
0 |
| EEM |
0.211801122110311 |
-0.505909114664113 |
-0.00762536566710648 |
0.101212128328408 |
0.260862916791164 |
0.317979820913318 |
| AMLP |
1.79180335662693 |
0.846941306893722 |
0.334649536341032 |
0.159985740433572 |
0 |
0 |
| IGIB |
-0.363457251619237 |
-0.654995809848886 |
-0.130244100332495 |
0.0633373411925167 |
0.402013461927782 |
0 |
| EMHY |
0.84389755190672 |
-0.347756075660458 |
-0.0359490437242163 |
0.138255799624615 |
0 |
0 |
| HYD |
-0.233061786700783 |
-0.736627959893064 |
-0.207834868664294 |
0.105741081206743 |
0.378467223892524 |
0 |
| IEF |
-1.18417678850893 |
-0.981185764116863 |
-0.440178641046507 |
-0.121838447003907 |
0.138067365654275 |
0.241117287560186 |
| IGOV |
-0.832408674377113 |
-1.07495048790184 |
-0.62269206055408 |
-0.462259674462979 |
-0.158882182068414 |
0 |
| IHY |
0.106827524367817 |
-0.622286573473377 |
-0.0989025482409945 |
0.0364700774905497 |
0 |
0 |
| ITM |
-0.478411061813297 |
-0.708819574172465 |
-0.25138851826953 |
0.0537164594654492 |
0.315566653833349 |
0 |
| JNK |
0.406082704527561 |
-0.350940298355772 |
-0.00422686734903496 |
0.137463042959277 |
0.597705157584307 |
0 |
| MBB |
-0.786996716144971 |
-0.926126313729335 |
-0.532167692568588 |
-0.214219290560327 |
0.077695594330523 |
0 |
| TIP |
-1.2854661198268 |
-0.686415750608757 |
-0.109906612383193 |
0.00510188821014099 |
0.318385026772502 |
0.301752435506872 |
| AGG |
-0.823409612051842 |
-0.927393759630566 |
-0.409669859839717 |
-0.101994954724244 |
0.235677404607797 |
0.274544494109433 |
| BND |
-0.835771708112738 |
-0.949712735350035 |
-0.40604803741768 |
-0.0996479084001943 |
0.242365528781783 |
0.293013761594186 |
| EMB |
0.021119502343684 |
-0.601335329469193 |
-0.19429780434581 |
0.0556900224716984 |
0.357319796926633 |
0 |
| PCY |
0.329872699606715 |
-0.430020042663247 |
-0.166997275341274 |
0.0518849770399175 |
0.317869603911093 |
0 |
| BIL |
0.27904895341381 |
-0.976621253112282 |
-0.72178850634818 |
-0.608872940348938 |
-0.548631160305244 |
0 |
| TLT |
-0.981677805520666 |
-0.882608391308197 |
-0.358606625903801 |
-0.0539078079183202 |
0.12478498797041 |
0.197072725233015 |
| SHY |
-1.61181747648097 |
-1.42055245515418 |
-0.729822558334671 |
-0.47232276188391 |
-0.186202929059646 |
0.00742453660404713 |
| ACWI |
0.784842180828091 |
0.0741782005877266 |
0.42499174998475 |
0.475361098997201 |
0.641921504035264 |
0 |
| FM |
0.397246881719688 |
-0.227196129298391 |
0.0598778401035785 |
0 |
0 |
0 |
| EFA |
0.257108506694674 |
-0.00387384081680236 |
0.25042676174547 |
0.227224005417456 |
0.433367392027201 |
0.305148981889163 |
| EFG |
0.0601694789613821 |
-0.127250322055158 |
0.237160846245441 |
0.271849394921661 |
0.467847585086809 |
0.321442050361073 |
| EFV |
0.468517127100234 |
0.137359635407039 |
0.2195970781974 |
0.14525114921645 |
0.357600204830277 |
0.257223700040374 |
| SCZ |
-0.0151083591864278 |
-0.342829321873499 |
0.119398722116312 |
0.225092480183959 |
0.49888242521191 |
0 |
| IWB |
1.07335968099343 |
0.217211590560183 |
0.570028441611442 |
0.684755774339315 |
0.888179017261273 |
0.586472673246441 |
| IWV |
1.02375911446877 |
0.18127255206455 |
0.544839407373187 |
0.657414489824783 |
0.863614608002898 |
0.569677530920998 |
| SPY |
1.08838008453595 |
0.273554382680243 |
0.59495266966369 |
0.711293553953132 |
0.905317589075818 |
0.594922120874781 |
| IWF |
1.44386993426687 |
0.276533281205139 |
0.682168880546938 |
0.806646398037216 |
0.957341187914652 |
0.648953039936581 |
| QQQ |
1.42505880330402 |
0.284673338864396 |
0.736152443274008 |
0.888608210512951 |
1.02135029857486 |
0.724133381268323 |
| IWD |
0.532635515238419 |
0.115839774405459 |
0.366244872159548 |
0.467779382598534 |
0.730141810385506 |
0.467776215962712 |
| IWC |
0.328259966365887 |
-0.422446059405723 |
0.188785399263478 |
0.274684114529304 |
0.508169798089928 |
0.294133687495491 |
| IWR |
0.585151312829903 |
-0.00592005102080512 |
0.367678143774547 |
0.486636774698166 |
0.748165036026167 |
0.524792316215979 |
| IWP |
0.746006079561962 |
-0.0580822128840896 |
0.380232819216268 |
0.543882836742242 |
0.76260326255719 |
0.526587096683577 |
| IWS |
0.478087469448087 |
0.0326511857908914 |
0.321136883374216 |
0.403639155866534 |
0.694480316900233 |
0.489429115247837 |
| IWM |
0.419429136129996 |
-0.232779013196176 |
0.230851056389405 |
0.350507455771776 |
0.576067581774132 |
0.399411245742077 |
| IWO |
0.380680572734237 |
-0.336739595947186 |
0.201987322814995 |
0.367172905870241 |
0.590472229252196 |
0.408422501498171 |
| IWN |
0.44489327580408 |
-0.124849783418195 |
0.233895393966881 |
0.308190900910326 |
0.530562688645576 |
0.366433316445221 |
| IYR |
-0.16463817161485 |
-0.239909305954794 |
0.0430978243305342 |
0.258021390670974 |
0.554409426048163 |
0.341656219013432 |
| VNQ |
-0.144217991773106 |
-0.243757878204936 |
0.0628846985065209 |
0.255788936538941 |
0.574062279344873 |
0.373591110514124 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
2.15 |
0.39 |
0.90 |
1.09 |
1.44 |
0.87 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.09 |
-0.10 |
0.57 |
0.85 |
1.33 |
0.87 |
| Global Equities (ACWI) |
1.51 |
0.10 |
0.62 |
0.70 |
0.99 |
|
| U.S. Equities (SPY) |
2.15 |
0.39 |
0.90 |
1.09 |
1.44 |
0.87 |
| U.S. Bonds (BND) |
1.09 |
-0.10 |
0.57 |
0.85 |
1.33 |
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 |
3.42213726748459 |
1.22737186998301 |
1.027299316178 |
-0.254391086058855 |
-0.00610057473219213 |
0 |
| DBB |
0.850221456191229 |
0.0730015853371398 |
0.385859795013059 |
0.26333471133782 |
0.292085638373822 |
0 |
| DBO |
0.487590774758602 |
0.671268983013311 |
0.487677408681563 |
-0.104745601487103 |
0.0910837954747583 |
0 |
| DBC |
-0.0491500967157789 |
0.705303990624676 |
0.588696599921134 |
-0.0521615224250745 |
0.149862305399772 |
0.232996548305544 |
| GLD |
1.43333879180315 |
0.583006160725725 |
1.13857418273082 |
0.526292549484941 |
0.594002596327863 |
0.7724369490656 |
| FXA |
-0.892824648104845 |
-0.961543169802737 |
-0.44907277738182 |
-0.546002357966816 |
-0.000447758217183084 |
0 |
| FXC |
-0.996344468088112 |
-1.05598388628388 |
-0.463776361276354 |
-0.565651580763107 |
-0.263474817571658 |
0 |
| FXF |
-1.06149079303146 |
-0.686967212380332 |
-0.229075254021166 |
-0.49372762237539 |
-0.0193982491880493 |
0 |
| FXE |
-1.17395496418353 |
-1.14370968994718 |
-0.666924318223133 |
-0.779505014133719 |
-0.40452976471435 |
0 |
| FXB |
-0.605755294660636 |
-0.844451591882079 |
-0.4212321819311 |
-0.64614401841469 |
-0.313514757561851 |
0 |
| FXY |
-2.07299694504929 |
-1.57671542990663 |
-1.18729343069201 |
-0.817899459833723 |
-0.586379347321783 |
0 |
| UUP |
1.45735684243332 |
0.878963339212385 |
0.272206451749007 |
0.550850405315663 |
0.105518912013296 |
0 |
| EEM |
0.32739751747028 |
-0.678231601631844 |
-0.0106752284486061 |
0.146653468271641 |
0.399182574563232 |
0.474469190855568 |
| AMLP |
4.28521132010922 |
1.38861336636741 |
0.499572397673915 |
0.234367053253834 |
0 |
0 |
| IGIB |
-0.602497056466175 |
-0.818899114160239 |
-0.17144097209358 |
0.0849865403223475 |
0.562047307498787 |
0 |
| EMHY |
1.77443146188289 |
-0.480473544384265 |
-0.0467675602768515 |
0.186946122802923 |
0 |
0 |
| HYD |
-0.373338848455636 |
-0.890299769063686 |
-0.241335276082232 |
0.125170691180417 |
0.489018741305529 |
0 |
| IEF |
-1.49315840258507 |
-1.12771407230968 |
-0.561950428498425 |
-0.164650017365584 |
0.197332816065558 |
0.363329788782601 |
| IGOV |
-1.14962233545312 |
-1.24210368212671 |
-0.763636447529499 |
-0.575093898060109 |
-0.20696392660818 |
0 |
| IHY |
0.198242910411662 |
-0.773263726833246 |
-0.126909637848284 |
0.0489865319812014 |
0 |
0 |
| ITM |
-0.778528529014174 |
-0.875821962648463 |
-0.3334004260977 |
0.0718005512359802 |
0.449316442091896 |
0 |
| JNK |
0.782719832044435 |
-0.448101790905182 |
-0.00549519474772564 |
0.184923383448746 |
0.910289218457897 |
0 |
| MBB |
-1.12168262159115 |
-1.09295214221014 |
-0.645698345910934 |
-0.266887808429708 |
0.10039230987159 |
0 |
| TIP |
-1.54350069226928 |
-0.783587115376336 |
-0.135788463738623 |
0.00652825720937441 |
0.434724187470402 |
0.419161837140044 |
| AGG |
-1.16335424108146 |
-1.08531428102011 |
-0.51423114909595 |
-0.132692047929547 |
0.320267682370761 |
0.396342040485177 |
| BND |
-1.18165473346044 |
-1.09986650205175 |
-0.510207329625481 |
-0.129696829687276 |
0.328828886580662 |
0.418380948678958 |
| EMB |
0.0343222869464552 |
-0.762829440618445 |
-0.245925446927374 |
0.072981846033389 |
0.492017656365051 |
0 |
| PCY |
0.6164911132097 |
-0.571406703520791 |
-0.214844006920971 |
0.0683984749729546 |
0.433649713924792 |
0 |
| BIL |
0.463005299848769 |
-0.9527463958012 |
-0.714444602002405 |
-0.604378531164721 |
-0.545533497575435 |
0 |
| TLT |
-1.31539004232115 |
-1.07925773163373 |
-0.496180013610367 |
-0.077911417710467 |
0.193263639053247 |
0.30849831574801 |
| SHY |
-1.70265355515912 |
-1.39194850258766 |
-0.78781936709696 |
-0.526531914232643 |
-0.214967569080374 |
0.00938027423043165 |
| ACWI |
1.50607218908276 |
0.103486300005195 |
0.621515026441484 |
0.699329292370323 |
0.993527203757118 |
0 |
| FM |
0.673667562435044 |
-0.310593958062205 |
0.0767696532073679 |
0 |
0 |
0 |
| EFA |
0.424285186783839 |
-0.00555679014042504 |
0.365759972368382 |
0.327930633000792 |
0.662709885949525 |
0.433326144815482 |
| EFG |
0.0938863895570008 |
-0.177187330607968 |
0.346764219694211 |
0.393432117102348 |
0.710831275117738 |
0.455097709852096 |
| EFV |
0.806310832466274 |
0.200902691769928 |
0.315592668268524 |
0.205941471203456 |
0.540156024290933 |
0.366987557863868 |
| SCZ |
-0.0238488173387942 |
-0.4513062507772 |
0.165226848621994 |
0.315898619874394 |
0.75966025493651 |
0 |
| IWB |
2.12190485550491 |
0.309363097502795 |
0.862018167391594 |
1.04292345767857 |
1.41066009229378 |
0.859272512263296 |
| IWV |
2.00879974638735 |
0.257572729157119 |
0.819971558020906 |
0.995415663686685 |
1.36483685749203 |
0.830024342995537 |
| SPY |
2.14667227269617 |
0.391359848064971 |
0.899749766187867 |
1.08575068711542 |
1.44217145953726 |
0.873175836477472 |
| IWF |
3.04440018001897 |
0.396858558334874 |
1.07601780057543 |
1.28483955594069 |
1.5697535806802 |
0.984667323475534 |
| QQQ |
3.10377164935695 |
0.409045492180431 |
1.17051169849275 |
1.4501674632917 |
1.72842195342565 |
1.1223706517208 |
| IWD |
0.926022287625737 |
0.167563134093614 |
0.531020223463788 |
0.684383692490292 |
1.12784022723153 |
0.665504091072013 |
| IWC |
0.543069897232903 |
-0.561038456123565 |
0.276544006097624 |
0.401475485179285 |
0.769434421987219 |
0.420094964513665 |
| IWR |
1.07250811926328 |
-0.00851350640738822 |
0.537345437416667 |
0.716245046166636 |
1.16161617227486 |
0.76165997839846 |
| IWP |
1.45338568569298 |
-0.0827337614075118 |
0.587045748267922 |
0.841354302253246 |
1.22738696262252 |
0.779485215528318 |
| IWS |
0.841234929339293 |
0.0471883207564617 |
0.453369501044448 |
0.576908924248973 |
1.05182237973218 |
0.697312731036508 |
| IWM |
0.718274589188427 |
-0.325760222825605 |
0.335510113996636 |
0.510972083754893 |
0.879344512938364 |
0.578413651724094 |
| IWO |
0.631584416432806 |
-0.455693877059978 |
0.298056476763243 |
0.536229304924856 |
0.907259618880573 |
0.594783827988821 |
| IWN |
0.79483588101789 |
-0.179985189066918 |
0.333532955298369 |
0.446278325497709 |
0.799872246088715 |
0.523923358560101 |
| IYR |
-0.252892528438607 |
-0.330262554061791 |
0.0578434825975749 |
0.365504506107531 |
0.850558534253509 |
0.478461651056057 |
| VNQ |
-0.223207164864016 |
-0.334951914353401 |
0.085141230987794 |
0.365755562672068 |
0.895286222531449 |
0.529713863478984 |
Compare: Risk & Volatility
for period ending April 30, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
8.3% |
23.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| 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) |
4.9% |
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% |
50% |
60.4% |
0% |
| DBB |
5.2% |
32% |
32% |
35.7% |
54.6% |
0% |
| DBO |
17.7% |
30.8% |
48.1% |
81.7% |
83.5% |
0% |
| DBC |
7.6% |
23% |
31.7% |
57.8% |
64.8% |
74.5% |
| GLD |
6% |
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 |
8.5% |
11.6% |
13.4% |
19% |
29% |
0% |
| FXE |
3.5% |
20.7% |
21.2% |
33.1% |
39.5% |
0% |
| FXB |
4.8% |
21.6% |
21.6% |
36.3% |
36.3% |
0% |
| FXY |
12.1% |
31.6% |
35.8% |
39% |
54.5% |
0% |
| UUP |
4% |
8% |
9.7% |
12% |
17.3% |
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 |
4.8% |
18.7% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
4.3% |
24.7% |
24.7% |
24.7% |
0% |
0% |
| HYD |
6.2% |
20.1% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
7.5% |
20.6% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.4% |
31.2% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3% |
26.7% |
26.7% |
26.7% |
0% |
0% |
| ITM |
5.3% |
15% |
15% |
15% |
15% |
0% |
| JNK |
2.7% |
16.2% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
6.5% |
16.5% |
17% |
17% |
17% |
0% |
| TIP |
3.7% |
13.9% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
5.1% |
16.5% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
4.9% |
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 |
17.9% |
42% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.5% |
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 |
| SPY |
17.5% |
19.1% |
20.9% |
17.1% |
16.8% |
16.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
12.9% |
13.2% |
13.9% |
11.1% |
10.6% |
10.6% |
| Global Equities (ACWI) |
16.7% |
17.6% |
19.5% |
16.0% |
17.0% |
|
| U.S. Equities (SPY) |
17.5% |
19.1% |
20.9% |
17.1% |
16.8% |
16.5% |
| U.S. Bonds (BND) |
7.1% |
7.0% |
6.3% |
5.0% |
4.5% |
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 |
16% |
11.3% |
13.4% |
11.4% |
13.3% |
0% |
| DBB |
22.7% |
23.4% |
22.6% |
19.3% |
21.2% |
0% |
| DBO |
26.4% |
29.7% |
36.1% |
30.8% |
30% |
0% |
| DBC |
13.8% |
17.9% |
20.8% |
17.7% |
18.2% |
19.8% |
| GLD |
14.8% |
15.4% |
16.6% |
15.1% |
17.4% |
18.3% |
| FXA |
8% |
9.9% |
10.5% |
9.8% |
11.6% |
0% |
| FXC |
5.8% |
6.1% |
6.4% |
7.5% |
8.4% |
0% |
| FXF |
8.7% |
8.3% |
7.8% |
7.8% |
9.4% |
0% |
| FXE |
6.1% |
7.1% |
6.9% |
7.1% |
8.5% |
0% |
| FXB |
6.4% |
8% |
8.4% |
8.2% |
8.5% |
0% |
| FXY |
8% |
9.5% |
8.4% |
8.8% |
9% |
0% |
| UUP |
6.9% |
7.6% |
7% |
6.9% |
7.6% |
0% |
| EEM |
16.8% |
17.1% |
19.5% |
18% |
20.4% |
23.2% |
| AMLP |
15.1% |
25.5% |
46.7% |
33.2% |
0% |
0% |
| IGIB |
8.6% |
8.8% |
8.9% |
6.6% |
5.9% |
0% |
| EMHY |
9.9% |
11.7% |
13.6% |
11.1% |
0% |
0% |
| HYD |
8.3% |
8.8% |
12.4% |
9.9% |
9.8% |
0% |
| IEF |
7.8% |
8.1% |
7.7% |
6.6% |
6.6% |
6.7% |
| IGOV |
10.9% |
11.3% |
10.2% |
8.7% |
8.8% |
0% |
| IHY |
8% |
10.2% |
11.6% |
9.6% |
0% |
0% |
| ITM |
7.6% |
7.7% |
7.5% |
6.1% |
6.2% |
0% |
| JNK |
7.1% |
9.7% |
10.3% |
8.5% |
9.2% |
0% |
| MBB |
8.3% |
7.6% |
6.3% |
4.8% |
4.2% |
0% |
| TIP |
4.9% |
7% |
6.4% |
5.2% |
5.3% |
6% |
| AGG |
7.3% |
7.1% |
6.3% |
5% |
4.5% |
4.5% |
| BND |
7.1% |
7% |
6.3% |
5% |
4.5% |
4.5% |
| EMB |
10.4% |
11.7% |
12.9% |
10.3% |
9.9% |
0% |
| PCY |
15.9% |
16.5% |
16.7% |
13% |
12.2% |
0% |
| BIL |
0.1% |
0.7% |
0.6% |
0.5% |
0.4% |
0% |
| TLT |
16.1% |
14.9% |
15.8% |
14.1% |
14.2% |
14.4% |
| SHY |
1.8% |
2.2% |
1.9% |
1.5% |
1.3% |
1.5% |
| ACWI |
16.7% |
17.6% |
19.5% |
16% |
17% |
0% |
| FM |
19.3% |
17.4% |
19.8% |
0% |
0% |
0% |
| EFA |
15.5% |
18.1% |
19.4% |
15.9% |
17.7% |
18.3% |
| EFG |
17.2% |
20.3% |
20% |
16.4% |
17.8% |
18.1% |
| EFV |
15.3% |
17.8% |
20.9% |
16.9% |
18.7% |
19.3% |
| SCZ |
16.9% |
17.9% |
21.1% |
17.3% |
19.2% |
0% |
| IWB |
18.1% |
19% |
21.3% |
17.4% |
17.1% |
16.8% |
| IWV |
18.5% |
19% |
21.4% |
17.5% |
17.3% |
17.1% |
| SPY |
17.5% |
19.1% |
20.9% |
17.1% |
16.8% |
16.5% |
| IWF |
20.8% |
23% |
24.3% |
19.7% |
18.7% |
18.1% |
| QQQ |
21.9% |
24.9% |
26.2% |
21.9% |
21% |
21.2% |
| IWD |
17.5% |
17.4% |
20.7% |
16.8% |
16.9% |
16.8% |
| IWC |
28.6% |
21.5% |
28.5% |
23.9% |
23.9% |
23.2% |
| IWR |
22.7% |
20.2% |
23.6% |
19.1% |
19.1% |
19.3% |
| IWP |
24.2% |
22.3% |
24.5% |
20.3% |
20% |
20.1% |
| IWS |
22.7% |
20.3% |
24.3% |
19.3% |
19.3% |
19.6% |
| IWM |
26.7% |
21.5% |
26.2% |
22.3% |
22.2% |
22% |
| IWO |
27.5% |
22% |
26.3% |
22.9% |
22.9% |
22.6% |
| IWN |
26.3% |
22% |
27.4% |
22.7% |
22.4% |
22.1% |
| IYR |
22% |
21.4% |
21.8% |
18.8% |
19.6% |
23.4% |
| VNQ |
22.1% |
21.5% |
21.8% |
19.2% |
20.3% |
24.4% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
8.3% |
12.5% |
13.2% |
10.8% |
10.2% |
11.0% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
6.6% |
9.1% |
9.0% |
7.1% |
6.5% |
7.0% |
| Global Equities (ACWI) |
8.0% |
11.7% |
12.7% |
10.4% |
10.6% |
|
| U.S. Equities (SPY) |
8.3% |
12.5% |
13.2% |
10.8% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
4.2% |
5.2% |
4.3% |
3.3% |
2.9% |
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 |
4.8% |
5.8% |
7.7% |
8% |
8.8% |
0% |
| DBB |
12.2% |
15.2% |
14.2% |
12.3% |
13.9% |
0% |
| DBO |
16.2% |
18.9% |
24.2% |
23% |
21.5% |
0% |
| DBC |
8.4% |
10.9% |
13.9% |
13% |
12.8% |
14% |
| GLD |
6.6% |
8.2% |
8.5% |
8.7% |
10.6% |
10.9% |
| FXA |
5.4% |
7.8% |
7.5% |
7.2% |
7.7% |
0% |
| FXC |
3.7% |
5% |
4.7% |
5.7% |
6% |
0% |
| FXF |
6% |
5.7% |
5.2% |
5.4% |
6.4% |
0% |
| FXE |
4.4% |
5.4% |
4.8% |
5.4% |
6.3% |
0% |
| FXB |
3.9% |
6% |
5.9% |
6.2% |
6.1% |
0% |
| FXY |
7.3% |
8.1% |
6.9% |
6.8% |
6.9% |
0% |
| UUP |
3.4% |
4.2% |
4.3% |
4.3% |
5% |
0% |
| EEM |
10.3% |
11.9% |
13.3% |
12% |
13% |
15.2% |
| AMLP |
5.6% |
14.8% |
30.7% |
22.3% |
0% |
0% |
| IGIB |
4.4% |
6.1% |
6.2% |
4.5% |
3.8% |
0% |
| EMHY |
3.8% |
7.6% |
10.1% |
7.9% |
0% |
0% |
| HYD |
4.5% |
6.4% |
10.4% |
8.2% |
7.4% |
0% |
| IEF |
5.4% |
6.3% |
5.4% |
4.4% |
4.3% |
4.1% |
| IGOV |
7.3% |
9% |
7.8% |
6.6% |
6.4% |
0% |
| IHY |
3.4% |
7.5% |
8.7% |
6.8% |
0% |
0% |
| ITM |
3.8% |
5.3% |
5% |
4.2% |
4.1% |
0% |
| JNK |
2.9% |
6.9% |
7.5% |
6% |
5.8% |
0% |
| MBB |
5.1% |
5.6% |
4.5% |
3.3% |
2.8% |
0% |
| TIP |
3.2% |
5.4% |
4.5% |
3.6% |
3.5% |
4% |
| AGG |
4.4% |
5.2% |
4.3% |
3.3% |
2.9% |
2.7% |
| BND |
4.2% |
5.2% |
4.3% |
3.3% |
2.9% |
2.8% |
| EMB |
5.7% |
8.4% |
9.8% |
7.5% |
6.9% |
0% |
| PCY |
7.8% |
11.7% |
12.5% |
9.5% |
8.7% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
11.6% |
11.5% |
10.8% |
9.3% |
8.8% |
8.8% |
| SHY |
0.9% |
1.5% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
8% |
11.7% |
12.7% |
10.4% |
10.6% |
0% |
| FM |
10.7% |
11.8% |
15% |
0% |
0% |
0% |
| EFA |
8.7% |
11.7% |
12.7% |
10.6% |
11.2% |
12.6% |
| EFG |
10.5% |
13.8% |
13.1% |
10.9% |
11.4% |
12.5% |
| EFV |
8.2% |
11.2% |
14% |
11.6% |
12.1% |
13.3% |
| SCZ |
10.1% |
12.8% |
14.7% |
12% |
12.3% |
0% |
| IWB |
8.6% |
12.4% |
13.5% |
11% |
10.4% |
11.2% |
| IWV |
8.8% |
12.5% |
13.7% |
11.1% |
10.6% |
11.4% |
| SPY |
8.3% |
12.5% |
13.2% |
10.8% |
10.2% |
11% |
| IWF |
9.3% |
15.2% |
14.8% |
11.9% |
11% |
11.6% |
| QQQ |
9.4% |
16.5% |
15.8% |
12.9% |
12% |
13.3% |
| IWD |
9.4% |
11% |
13.7% |
11.1% |
10.6% |
11.6% |
| IWC |
16.8% |
15.5% |
18.9% |
15.9% |
15.5% |
15.9% |
| IWR |
11.7% |
13.1% |
15.6% |
12.6% |
12% |
13% |
| IWP |
11.8% |
14.9% |
15.3% |
12.7% |
12.1% |
13.3% |
| IWS |
12.3% |
13.1% |
16.7% |
13.1% |
12.4% |
13.5% |
| IWM |
15.1% |
14.5% |
17.4% |
14.8% |
14.2% |
14.9% |
| IWO |
16.1% |
15.5% |
17.3% |
15.3% |
14.6% |
15.2% |
| IWN |
14.1% |
14.3% |
18.7% |
15.2% |
14.5% |
15.2% |
| IYR |
13.8% |
14.7% |
15.7% |
12.8% |
12.4% |
16.4% |
| VNQ |
13.8% |
14.8% |
15.5% |
13% |
12.6% |
16.9% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| SPY |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.79 |
0.72 |
0.69 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.98 |
0.93 |
0.94 |
0.94 |
1.00 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.79 |
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 |
0.265550062384283 |
0.166532174862135 |
0.242391588726844 |
0.187108224039286 |
0.283154682137949 |
0 |
| DBB |
-0.0825908216974459 |
0.555330331281137 |
0.608052456407626 |
0.534168959121591 |
0.717525982338989 |
0 |
| DBO |
-0.103532444704906 |
0.247820226447964 |
0.723190978928991 |
0.805787442834364 |
0.923977036987633 |
0 |
| DBC |
-0.00778741802104629 |
0.178476480839449 |
0.464362904550754 |
0.466295849932389 |
0.585125412577547 |
0.572426958625215 |
| GLD |
0.0998825577517871 |
0.218001081456251 |
0.202688731120435 |
0.0919766570821551 |
0.146268574770844 |
0.102199317052638 |
| FXA |
0.376793891217207 |
0.40221841187547 |
0.421354524861445 |
0.406356742536602 |
0.490928906421351 |
0 |
| FXC |
0.30036622558678 |
0.256695172879882 |
0.26366110081608 |
0.282828677067067 |
0.359151428159243 |
0 |
| FXF |
0.387167096432169 |
0.216059121102816 |
0.144455447515253 |
0.10855982724901 |
0.199597187096735 |
0 |
| FXE |
0.330604543861447 |
0.21612675399053 |
0.175504581833803 |
0.14913257471886 |
0.262121664610571 |
0 |
| FXB |
0.384435123356433 |
0.341062866290111 |
0.306725010291009 |
0.308749936109624 |
0.306664878640599 |
0 |
| FXY |
0.322745789422593 |
0.221822266901951 |
0.108551953382429 |
0.0304091062171177 |
-0.00914369653177895 |
0 |
| UUP |
-0.344039054544525 |
-0.237503655468917 |
-0.200504132824732 |
-0.166119487407629 |
-0.244162120551868 |
0 |
| EEM |
0.859125459094216 |
0.670025317083509 |
0.747754133512931 |
0.789895848573064 |
0.949233233940129 |
1.06304521805103 |
| AMLP |
0.435988042108736 |
0.583099993267101 |
1.34519939845689 |
1.30333988133961 |
0 |
0 |
| IGIB |
0.453016141377778 |
0.384084129701998 |
0.330724083850121 |
0.25667666615287 |
0.203343790152782 |
0 |
| EMHY |
0.568180142670867 |
0.514466166853572 |
0.568011001678687 |
0.482797018431415 |
0 |
0 |
| HYD |
0.495026604792271 |
0.391761362740859 |
0.442050504117439 |
0.329943936160313 |
0.251209603941431 |
0 |
| IEF |
0.400282727907552 |
0.311282728940547 |
0.107643204523468 |
0.0450388553094251 |
-0.0299754028239494 |
-0.0421973217068355 |
| IGOV |
0.627689110010139 |
0.529976024705065 |
0.357335781734504 |
0.272995256974334 |
0.281836029133955 |
0 |
| IHY |
0.42451843970304 |
0.472039062382467 |
0.500515556622198 |
0.448328907335583 |
0 |
0 |
| ITM |
0.444266746989167 |
0.314717793928057 |
0.20945202979531 |
0.136487406264195 |
0.0908509082787751 |
0 |
| JNK |
0.399521925323533 |
0.474424737326021 |
0.466029359240018 |
0.43907461873257 |
0.464131724758611 |
0 |
| MBB |
0.446398424609615 |
0.316665126471734 |
0.164654778740036 |
0.114681232605449 |
0.0733462550543361 |
0 |
| TIP |
0.25529776714476 |
0.317812770672665 |
0.217588899713071 |
0.170314503570532 |
0.119285145989433 |
0.119034064099756 |
| AGG |
0.387946220454843 |
0.295957005856226 |
0.170164477186115 |
0.118477573617006 |
0.0732147038289498 |
0.0658903004370768 |
| BND |
0.382420204462528 |
0.295815754269447 |
0.185475491935124 |
0.130265680373553 |
0.0810068758606657 |
0.0689367515227803 |
| EMB |
0.627411101428909 |
0.57483399846908 |
0.54968152817238 |
0.450463017142093 |
0.402818954909195 |
0 |
| PCY |
0.909969222085373 |
0.807352396418234 |
0.708616218130979 |
0.566728794266693 |
0.481714567032185 |
0 |
| BIL |
0.0019641228491241 |
0.00607500984612703 |
-0.00112264785173076 |
-0.000167300008725531 |
-0.00124185101785419 |
0 |
| TLT |
1.04028124545661 |
0.606280513971862 |
0.200025440007553 |
0.0947574009953133 |
-0.111030500615491 |
-0.103628615274944 |
| SHY |
0.0433052041818589 |
0.0583130926695336 |
0.0159393291292011 |
0.00519552828056793 |
0.000671832041158062 |
-0.0127318012604304 |
| ACWI |
0.980246132286697 |
0.934755414672678 |
0.943175052609204 |
0.940997743461235 |
1.00320809335591 |
0 |
| FM |
1.01082156876212 |
0.678906414645865 |
0.742725421024671 |
0 |
0 |
0 |
| EFA |
0.917525590684625 |
0.873570374059848 |
0.881132906723025 |
0.870079807912718 |
0.969205661357611 |
1.00539528911157 |
| EFG |
1.07954154228672 |
1.03532741925207 |
0.922895975083715 |
0.902026004928253 |
0.982567287657058 |
0.997105395761073 |
| EFV |
0.762202317798467 |
0.719444741169524 |
0.85786744302712 |
0.851381720644506 |
0.9669711387948 |
1.02036428964901 |
| SCZ |
0.982360972164331 |
0.909613440039505 |
0.977250575848113 |
0.939150536709775 |
1.01590365503355 |
0 |
| IWB |
1.03211830312931 |
1.00161877699396 |
1.01841783573937 |
1.01528703328593 |
1.01474108082551 |
1.01540719596671 |
| IWV |
1.05449813084701 |
1.00836490767343 |
1.02615926790057 |
1.02557522049078 |
1.0256160186401 |
1.03112965970775 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.05812909199173 |
1.14080018569697 |
1.07787813271432 |
1.07396890130426 |
1.05208535774089 |
1.04152511493463 |
| QQQ |
1.02882184595481 |
1.18612567971349 |
1.100410337087 |
1.1168911731736 |
1.09756247516407 |
1.11794901667021 |
| IWD |
1.00068907485326 |
0.869417652581545 |
0.96381464842147 |
0.959402739568423 |
0.982444690937123 |
0.995123413864602 |
| IWC |
1.5294076573647 |
1.00987948462797 |
1.14393026071624 |
1.13515163260969 |
1.17425134615422 |
1.20232779321085 |
| IWR |
1.29362493271323 |
1.05485034876697 |
1.10295110611875 |
1.08600239902603 |
1.09156408230659 |
1.11463280458482 |
| IWP |
1.35087182778378 |
1.14448100490107 |
1.10634585590753 |
1.10840336289628 |
1.11000090818401 |
1.13183858791938 |
| IWS |
1.28227098158869 |
1.01189323702651 |
1.10889986863345 |
1.07633069788359 |
1.08319617236453 |
1.11638623439024 |
| IWM |
1.44695019411619 |
1.0693705881231 |
1.15696144008917 |
1.16300330680566 |
1.18505519572037 |
1.19703371901982 |
| IWO |
1.52502923025078 |
1.10390899934302 |
1.15448858453711 |
1.18197801678102 |
1.198066829575 |
1.21312404363452 |
| IWN |
1.36228838167894 |
1.02511917908486 |
1.16146808181244 |
1.14201752814589 |
1.16780631339346 |
1.17743276440734 |
| IYR |
1.36956543503169 |
1.08647382714 |
0.981549245975817 |
0.90317066703453 |
0.92532426731323 |
1.09283448707695 |
| VNQ |
1.36178914056521 |
1.09182198012892 |
0.976354819219454 |
0.895052097534997 |
0.924811383759924 |
1.0953520564333 |
Compare: Correlation
for period ending April 30, 2024
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.99 |
0.98 |
0.98 |
0.97 |
0.96 |
|
| to S&P500 (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| to U.S. Bonds (BND) |
0.76 |
0.72 |
0.54 |
0.40 |
0.27 |
0.23 |
| to Commodities (DBC) |
-0.01 |
0.20 |
0.45 |
0.40 |
0.49 |
0.45 |
| to Gold (GLD) |
0.11 |
0.27 |
0.25 |
0.10 |
0.13 |
0.09 |
