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Asset Classes Ranked by Relative Performance:

RankCombined Score4-week return13-week return26-week return52-week return
# 1US T-Bills1Large Cap Growth (2.9%)US T-Bills1 (1.2%)GS Commodities (24.8%)GS Commodities (38.9%)
# 2Cash2US T-Bills1 (0.4%)Cash2 (0.0%)US T-Bills1 (2.5%)US T-Bills1 (5.0%)
# 3GS CommoditiesCash2 (0.0%)GS Commodities (-2.6%)Cash2 (0.0%)Cash2 (0.0%)
# 4High Yield BondsInternational Large Cap Growth (-0.3%)High Yield Bonds (-7.3%)Large Cap Value (-11.5%)Large Cap Value (-4.1%)
# 5Large Cap ValueHigh Yield Bonds (-0.4%)Large Cap Value (-10.8%)High Yield Bonds (-13.5%)High Yield Bonds (-15.2%)
# 6Large Cap GrowthLarge Cap Value (-1.5%)Emerging Market Bonds (-11.0%)International Large Cap Value (-18.7%)International Large Cap Value (-18.1%)
# 7Emerging Market BondsEmerging Market Bonds (-2.5%)International Large Cap Growth (-14.3%)Emerging Market Bonds (-20.7%)Large Cap Growth (-20.4%)
# 8International Large Cap ValueInternational Large Cap Value (-5.7%)International Large Cap Value (-14.7%)International Small Cap (-22.7%)Emerging Market Bonds (-24.7%)
# 9International Large Cap GrowthInternational Small Cap (-6.3%)Large Cap Growth (-16.1%)Large Cap Growth (-24.4%)International Small Cap (-25.8%)
# 10International Small CapGS Commodities (-13.6%)International Small Cap (-16.5%)International Large Cap Growth (-24.5%)International Large Cap Growth (-25.8%)
# 11US Real EstateUS Real Estate (---)US Real Estate (---)US Real Estate (---)US Real Estate (---)
# 12Small Cap ValueSmall Cap Value (---)Small Cap Value (---)Small Cap Value (---)Small Cap Value (---)
# 13Small Cap GrowthSmall Cap Growth (---)Small Cap Growth (---)Small Cap Growth (---)Small Cap Growth (---)
# 14Mid Cap ValueMid Cap Value (---)Mid Cap Value (---)Mid Cap Value (---)Mid Cap Value (---)
# 15Mid Cap GrowthMid Cap Growth (---)Mid Cap Growth (---)Mid Cap Growth (---)Mid Cap Growth (---)
# 16Latin AmericalLatin Americal (---)Latin Americal (---)Latin Americal (---)Latin Americal (---)
# 17JapanJapan (---)Japan (---)Japan (---)Japan (---)
# 18International Real EstateInternational Real Estate (---)International Real Estate (---)International Real Estate (---)International Real Estate (---)
# 19EuropeEurope (---)Europe (---)Europe (---)Europe (---)
# 20Emerging Market StocksEmerging Market Stocks (---)Emerging Market Stocks (---)Emerging Market Stocks (---)Emerging Market Stocks (---)
# 21Asia Ex-JapanAsia Ex-Japan (---)Asia Ex-Japan (---)Asia Ex-Japan (---)Asia Ex-Japan (---)

Notes:

  1. For modeling purposes, US T-Bills are assumed to return 5% per annum.
  2. For modeling purposes, Cash is assumed to have no return.
  3. Prices calculated from market close on Tuesday, July 12, 2022.