Performance by Correlated Group

 

Viewing Thursday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Metals	38	26	92.00	-0.39	3.38	1.75	8.06	14.12	35.87
	Volatility	5	3	78.84	4.90	6.72	10.39	13.04	2.28	2.96
	Financial	34	28	73.49	-1.33	-3.00	-4.29	-6.19	5.27	19.45
	Utilities	15	12	67.54	-2.15	-2.71	-3.50	-7.24	3.42	22.60
	Crypto/Blkchain	24	23	64.99	-2.21	3.42	-12.63	-15.67	37.71	15.97
	Devlpd x/US	309	300	64.60	-0.89	1.14	2.37	2.11	2.55	8.24
	Consum Stpl	46	44	59.52	-0.38	-0.79	0.33	-3.50	1.21	11.86
	Emerg Mkts	150	132	56.58	-0.23	1.15	2.10	0.74	4.72	8.58
	Technology	117	104	51.53	-3.10	-3.30	-9.01	-7.51	7.78	7.75
	US Brd Mkt	581	552	51.41	-1.49	-1.87	-4.24	-5.24	2.98	8.93
	n/c	650	592	49.20	-0.99	-0.90	-2.07	-2.94	1.98	6.29
	Currency	13	9	47.72	0.13	0.86	1.33	0.63	-0.63	2.33
	Fixed Income	384	365	47.57	-0.23	-0.35	0.33	-0.48	0.04	4.29
	Real Estate	39	34	46.12	-2.06	-1.09	1.79	-4.29	-3.45	8.30
	Agriculture	6	6	45.53	0.46	-1.92	-4.04	1.35	2.60	0.50
	Energy	62	52	41.65	-0.90	-3.45	-5.12	-3.39	1.61	2.64
	Industrial	73	68	39.98	-1.08	-1.78	-4.22	-7.50	1.56	6.37
	Health Care	46	40	29.95	-1.01	-0.68	-4.58	-6.41	-5.38	-4.57
	Materials	37	33	24.23	-0.24	0.44	-0.73	-5.96	-1.02	-1.05
	Consum Discr	126	108	20.54	-1.44	-3.19	-8.32	-12.78	-1.70	2.36

The dynamics of Relative Strength are illustraded below for the past quarter. From this you can visualize which funds are improving on a relative basis and which are deteriorating.

5-day Intervals

Viewing Thursday's Closing data.

Symbol	03/06	02/27	02/20	02/12	02/05	01/29	01/22	01/14	01/06	12/27	12/19	12/12	12/05
Metals	92.0	84.0	85.9	86.8	78.3	59.6	55.8	62.8	48.8	51.4	54.4	69.1	65.2
Volatility	78.8	55.7	29.9	29.8	22.0	26.0	27.2	30.3	27.0	29.9	73.9	24.4	23.7
Financial	73.5	81.1	70.1	75.8	77.0	78.7	75.7	82.1	80.3	80.9	80.6	79.9	79.2
Utilities	67.5	75.4	76.5	79.7	74.8	71.5	76.5	80.2	75.7	77.1	76.9	75.0	82.6
Crypto/Blkchain	65.0	57.8	90.0	95.2	97.6	98.3	97.0	98.7	98.9	98.1	98.8	98.6	98.6
Devlpd x/US	64.6	54.3	50.8	49.9	42.6	39.2	34.1	28.8	31.7	30.4	30.5	34.3	36.5
Consum Stpl	59.5	59.6	50.7	50.2	47.6	49.2	45.1	52.7	49.3	52.4	51.7	55.5	56.1
Emerg Mkts	56.6	45.6	43.7	39.4	32.2	29.3	29.1	23.0	22.5	35.1	43.6	48.0	44.5
Technology	51.5	63.1	82.2	79.7	83.4	78.9	84.4	77.2	83.3	80.0	78.9	79.0	80.1
US Brd Mkt	51.4	58.6	64.8	65.4	67.1	68.5	68.5	68.3	69.3	69.3	67.7	66.5	67.2
n/c	49.2	49.3	48.5	48.7	47.9	49.1	49.3	49.4	49.9	49.5	50.1	48.4	47.9
Currency	47.7	35.9	23.8	24.9	20.2	23.2	23.4	32.2	28.5	30.3	30.4	18.5	15.9
Fixed Income	47.6	44.2	27.7	28.7	26.6	33.2	33.2	38.7	38.7	37.8	37.4	27.3	25.1
Real Estate	46.1	56.8	37.3	32.7	37.3	22.6	22.4	27.3	29.8	27.1	22.0	41.8	46.3
Agriculture	45.5	47.6	54.7	43.4	39.3	41.8	39.6	40.9	30.6	28.7	29.6	27.8	24.8
Energy	41.6	40.4	48.8	41.8	48.9	39.3	55.2	53.7	32.2	31.3	26.6	37.7	34.6
Industrial	40.0	43.9	50.9	52.4	60.0	62.6	63.1	62.5	59.5	59.2	58.2	64.8	66.7
Health Care	29.9	28.7	37.7	27.8	41.9	38.4	32.1	29.3	31.4	27.0	21.8	24.6	29.8
Materials	24.2	17.3	18.3	17.3	16.7	15.4	14.9	14.4	10.9	11.8	14.4	27.2	33.9
Consum Discr	20.5	27.9	45.3	49.3	66.2	65.4	65.9	68.1	68.5	63.0	63.7	75.8	75.6

Note that some funds will be assigned a group that looks inappropriate. Often there is an economic reason for the fund to track the assigned group but sometimes, especially with low volume funds, the fund may not have strong correlation with any group.

The statistics above reflect the average of all traditional funds in the group. This excludes the effect of short and leveraged funds of which some groups have more than others. The number of traditional funds is in the Trad column above, where the Funds column is the total number of funds in the group.