Issue link: https://info.seic.com/i/1456554
13 Asset Class Returns Annual Returns for Key Indices (2015-2024) Ranked in Order of Performance (Best to Worst) Source: SEI, Investment Management Unit (IMU) Data Warehouse. Not intended to represent the performance of any particular investment. Indices are unmanaged and one cannot invest directly in an index. Diversification may not protect against market risk. High Yield = ICE BofAML US High Yield Constrained Index, Emerging Debt = 50/50 JPM EMBI Global Diversified & JPM GBI EM Global Diversified, Emerging Equity = MSCI Emerging Markets Index (Net), International Equity = MSCI EAFE Index (Net), Cash = ICE BofAML 3-Mon Deposit Offered Rate Constant Maturity, TIPS = Bloomberg 1-5 Year US TIPS Index, Core Fixed = Bloomberg US Aggregate Bond Index, US Large Cap = S&P 500 Index (Net), US Small Cap = Russell 2000 Index, Long Duration = Bloomberg Barclays Long US Government/Credit Index, Commodities = Bloomberg Commodity Total Return Index, Short Duration = ICE BofAML 1-5 Year US Treasury Index. 2 0 1 5 2 0 1 6 2 0 1 7 2 0 1 8 2 0 1 9 2 0 2 0 2 0 2 1 2 0 2 2 2 0 2 3 2 0 2 4 Short Duration 1.0% US Small Cap 21.3% Emerging Equity 37.3% Cash 2.1% US Large Cap 30.7% US Small Cap 20.0% US Large Cap 28.2% Commodities 16.1% US Large Cap 25.7% US Large Cap 24.5% US Large Cap 0.7% High Yield 17.5% International Equity 25.0% Short Duration 1.5% US Small Cap 25.5% Emerging Equity 18.3% Commodities 27.1% Cash 1.2% International Equity 18.2% US Small Cap 11.5% Core Fixed 0.5% Commodities 11.8% US Large Cap 21.1% TIPS 0.4% International Equity 22.0% US Large Cap 17.8% US Small Cap 14.8% TIPS -4.0% US Small Cap 16.9% 60/40 Portfolio 10.8% Cash 0.2% US Large Cap 11.2% 60/40 Portfolio 15.6% Core Fixed 0.0% 60/40 Portfolio 20.1% Long Duration 16.1% International Equity 11.3% Short Duration -5.2% 60/40 Portfolio 15.6% High Yield 8.2% TIPS -0.1% Emerging Equity 11.2% US Small Cap 14.6% High Yield -2.3% Long Duration 19.6% 60/40 Portfolio 13.3% 60/40 Portfolio 10.9% High Yield -11.2% High Yield 13.5% Emerging Equity 7.5% 60/40 Portfolio -0.8% Emerging Debt 10.0% Emerging Debt 12.7% Long Duration -4.7% Emerging Equity 18.4% International Equity 7.8% TIPS 5.5% Core Fixed -13.0% Emerging Debt 11.9% Cash 5.5% International Equity -0.8% 60/40 Portfolio 7.0% Long Duration 10.7% US Large Cap -4.9% High Yield 14.4% Core Fixed 7.5% High Yield 5.3% International Equity -14.5% Emerging Equity 9.8% Commodities 5.4% Long Duration -3.3% Long Duration 6.7% High Yield 7.5% 60/40 Portfolio -5.1% Emerging Debt 14.3% High Yield 6.1% Cash 0.2% Emerging Debt -14.7% Long Duration 7.1% TIPS 4.4% US Small Cap -4.4% TIPS 3.1% Core Fixed 3.5% Emerging Debt -5.2% Core Fixed 8.7% TIPS 5.7% Short Duration -1.1% 60/40 Portfolio -15.9% Core Fixed 5.5% International Equity 3.8% High Yield -4.6% Core Fixed 2.6% Commodities 1.7% US Small Cap -11.0% Commodities 7.7% Short Duration 4.3% Core Fixed -1.5% US Large Cap -18.5% Cash 5.1% Short Duration 3.4% Emerging Debt -6.9% Short Duration 1.1% Cash 1.1% Commodities -11.2% TIPS 5.1% Emerging Debt 4.0% Long Duration -2.5% Emerging Equity -20.1% TIPS 4.4% Emerging Debt 2.0% Emerging Equity -14.9% International Equity 1.0% TIPS 0.8% International Equity -13.8% Short Duration 4.2% Cash 1.1% Emerging Equity -2.5% US Small Cap -20.4% Short Duration 4.3% Core Fixed 1.3% Commodities -24.7% Cash 0.7% Short Duration 0.7% Emerging Equity -14.6% Cash 2.6% Commodities -3.1% Emerging Debt -5.3% Long Duration -27.1% Commodities -7.9% Long Duration -4.2% BEST WORST