Performance by Correlated Group

 

Viewing Friday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Metals	38	26	90.83	-1.20	-1.15	4.56	16.37	7.80	32.64
	Volatility	5	3	88.96	-2.12	-4.84	18.17	23.83	14.39	13.30
	Utilities	15	12	78.19	-0.30	1.05	0.72	-2.16	-1.73	20.82
	Currency	13	9	71.87	-0.07	-0.02	2.12	3.34	1.63	4.73
	Devlpd x/US	309	300	71.59	0.32	3.26	0.01	2.32	1.48	8.05
	Emerg Mkts	150	132	64.96	-0.29	3.40	-1.21	1.87	-3.90	7.11
	Fixed Income	383	364	64.80	0.23	0.85	-0.11	0.08	-0.50	4.60
	Consum Stpl	46	44	60.54	-0.32	0.76	-2.12	-1.56	-2.52	7.76
	Crypto/Blkchain	24	23	59.81	2.11	13.58	6.20	-17.67	19.37	22.57
	Financial	34	28	57.89	-0.49	2.95	-4.28	-6.51	-1.75	13.29
	Agriculture	6	6	57.38	0.55	0.59	0.56	-0.85	1.45	-3.78
	n/c	643	585	50.73	0.25	2.76	-1.75	-3.98	-3.04	5.21
	Real Estate	39	34	45.55	-0.06	0.61	-3.55	-3.22	-8.92	7.86
	Technology	117	104	40.61	1.15	7.07	-2.71	-12.07	-2.86	10.68
	US Brd Mkt	580	551	39.13	0.33	3.51	-3.08	-8.08	-4.87	6.43
	Energy	62	52	33.54	0.23	0.43	-8.67	-10.05	-4.43	-7.02
	Industrial	73	68	32.71	-0.03	2.95	-4.17	-9.41	-6.99	2.26
	Materials	37	33	29.62	-0.21	3.42	-3.66	-4.17	-9.76	-6.59
	Health Care	46	40	18.81	-0.10	4.35	-3.63	-9.82	-12.41	-4.26
	Consum Discr	126	108	16.93	0.00	3.62	-5.01	-13.78	-10.34	-1.45

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 Friday's Closing data.

Symbol	04/25	04/17	04/10	04/03	03/27	03/20	03/13	03/06	02/27	02/20	02/12	02/05	01/29
Metals	90.8	92.4	90.6	91.3	94.2	93.4	95.1	92.0	84.0	85.9	86.8	78.3	59.6
Volatility	89.0	87.3	92.2	82.2	47.9	55.4	75.5	78.8	55.7	29.9	29.8	22.0	26.0
Utilities	78.2	82.6	83.7	84.7	82.0	87.4	81.6	67.5	75.4	76.5	79.7	74.8	71.5
Currency	71.9	77.9	82.4	70.5	50.9	52.6	62.2	47.7	35.9	23.8	24.9	20.2	23.2
Devlpd x/US	71.6	69.2	58.9	63.0	68.5	69.7	65.4	64.6	54.3	50.8	49.9	42.6	39.2
Emerg Mkts	65.0	61.6	46.9	58.0	60.5	60.6	57.3	56.6	45.6	43.7	39.4	32.2	29.3
Fixed Income	64.8	68.2	73.2	67.7	48.5	52.8	61.5	47.5	44.1	27.6	28.6	26.5	33.2
Consum Stpl	60.5	66.7	67.7	73.2	71.6	66.8	64.0	59.5	59.6	50.7	50.2	47.6	49.2
Crypto/Blkchain	59.8	53.3	54.6	52.8	54.6	51.3	49.7	65.0	57.8	90.0	95.2	97.6	98.3
Financial	57.9	58.0	63.8	65.7	84.6	77.6	69.8	73.5	81.1	70.1	75.8	77.0	78.7
Agriculture	57.4	67.1	65.5	54.6	42.5	53.3	59.2	45.5	47.6	54.7	43.4	39.3	41.8
n/c	50.7	50.6	51.1	50.2	48.3	48.7	50.3	49.1	49.2	48.6	48.7	48.0	49.2
Real Estate	45.5	54.3	41.5	57.1	57.0	50.6	36.8	46.1	56.8	37.3	32.7	37.3	22.6
Technology	40.6	29.5	31.2	27.5	37.9	37.1	36.0	51.5	63.1	82.2	79.7	83.4	78.9
US Brd Mkt	39.1	38.1	42.2	39.7	46.8	43.8	42.9	51.3	58.6	64.8	65.3	67.1	68.5
Energy	33.5	37.1	34.5	46.7	59.8	59.0	51.7	41.6	40.4	48.8	41.8	48.9	39.3
Industrial	32.7	33.8	37.2	36.8	45.5	41.9	35.0	40.0	43.9	50.9	52.4	60.0	62.6
Materials	29.6	29.5	24.3	28.7	39.9	43.3	29.5	24.2	17.3	18.3	17.3	16.7	15.4
Health Care	18.8	21.0	22.5	32.6	28.6	33.6	26.5	29.9	28.7	37.7	27.8	41.9	38.4
Consum Discr	16.9	17.5	20.9	19.7	24.7	20.8	18.2	20.5	27.9	45.3	49.3	66.2	65.4

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.