Performance by Correlated Group

 

Viewing Tuesday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Metals	38	26	94.72	-0.56	0.85	9.77	20.04	11.27	35.28
	Utilities	15	12	84.54	0.49	1.30	0.19	3.28	0.08	21.78
	Financial	34	28	80.90	-0.15	-1.76	-3.37	-0.90	4.47	14.23
	Consum Stpl	46	44	75.42	0.14	1.08	-0.88	2.66	0.07	8.65
	Volatility	5	3	69.22	0.12	5.67	0.29	6.37	0.29	0.36
	Energy	62	52	67.52	0.33	0.51	4.02	6.41	6.34	3.07
	Devlpd x/US	309	300	63.66	0.23	-2.45	-0.55	3.87	-2.62	3.98
	Real Estate	39	34	62.34	-0.08	0.55	-3.24	2.08	-6.98	5.95
	Fixed Income	383	364	58.03	-0.02	-0.09	-0.64	1.08	-1.47	3.49
	Currency	13	9	56.84	0.02	-0.17	0.66	1.66	-2.05	2.11
	Emerg Mkts	150	132	55.90	0.42	-1.52	2.61	2.83	-5.65	6.46
	Agriculture	6	6	53.65	1.55	0.34	2.75	3.80	-1.05	-2.75
	Crypto/Blkchain	24	23	52.16	3.09	-6.07	-5.15	-18.43	12.29	3.20
	n/c	643	585	48.80	0.24	-1.66	-1.41	-1.14	-2.57	3.57
	US Brd Mkt	580	551	44.18	0.30	-2.08	-3.06	-3.85	-2.02	4.79
	Industrial	73	68	42.66	0.33	-1.98	-2.83	-3.85	-4.23	1.40
	Technology	117	104	32.86	0.86	-5.31	-5.05	-9.56	-2.14	3.86
	Materials	37	33	32.39	0.35	-2.75	0.58	1.52	-9.94	-7.04
	Health Care	46	40	24.08	-2.17	-4.78	-5.94	-6.01	-11.10	-10.25
	Consum Discr	126	108	22.45	0.32	-2.55	-3.65	-8.12	-7.30	-2.75

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 Tuesday's Closing data.

Symbol	04/01	03/25	03/18	03/11	03/04	02/25	02/18	02/10	02/03	01/27	01/17	01/10	01/02
Metals	94.7	93.0	93.7	93.7	88.9	84.7	87.3	85.3	70.7	54.3	57.7	67.5	56.9
Utilities	84.5	81.6	83.7	80.1	75.6	76.4	79.7	79.0	76.2	72.6	79.6	78.8	78.1
Financial	80.9	84.0	77.3	66.1	74.4	77.4	74.4	74.1	77.8	78.6	79.0	79.5	83.2
Consum Stpl	75.4	62.4	67.7	67.8	59.0	61.6	50.2	46.7	50.2	52.4	48.7	47.2	53.7
Volatility	69.2	13.5	67.1	76.1	79.2	38.1	30.8	26.1	26.6	25.8	25.7	37.8	29.5
Energy	67.5	59.7	54.4	48.4	41.9	39.1	46.4	44.6	46.0	39.8	61.2	50.7	37.4
Devlpd x/US	63.7	70.2	70.0	63.0	59.9	56.6	53.9	46.0	37.9	39.3	31.8	29.7	29.9
Real Estate	62.3	51.6	51.6	50.0	54.7	49.0	34.5	39.0	29.2	35.5	26.8	21.3	30.0
Fixed Income	58.0	41.2	53.1	57.7	48.2	36.3	26.7	28.9	31.6	32.1	33.6	41.4	40.1
Currency	56.8	42.3	55.7	58.4	41.5	29.8	22.7	23.2	23.6	22.0	24.4	32.5	30.4
Emerg Mkts	55.9	58.2	62.5	56.5	46.1	43.4	42.6	36.4	32.0	27.4	29.7	21.2	23.3
Agriculture	53.6	47.1	53.3	53.3	39.0	54.8	53.3	42.7	42.8	36.1	39.6	38.9	32.6
Crypto/Blkchain	52.2	59.8	50.4	56.6	62.4	67.8	87.4	96.1	96.9	97.0	98.6	98.8	98.9
n/c	48.8	47.7	49.0	49.9	48.9	48.4	48.2	48.7	49.0	48.6	49.1	50.2	50.1
US Brd Mkt	44.2	51.4	43.2	45.3	54.6	62.1	63.9	66.2	68.2	68.8	68.1	67.8	68.9
Industrial	42.7	45.2	40.8	38.6	38.4	46.9	51.1	55.0	61.2	64.9	63.0	58.1	57.5
Technology	32.9	52.1	36.5	37.7	60.3	70.1	81.0	81.7	81.0	78.3	83.3	78.8	79.3
Materials	32.4	41.8	42.4	27.6	18.2	17.9	22.3	16.6	14.8	15.3	15.9	11.3	10.5
Health Care	24.1	28.7	32.6	31.2	28.7	32.2	27.6	29.7	38.3	38.1	25.8	31.3	28.2
Consum Discr	22.4	24.5	19.9	19.5	22.2	35.2	49.9	54.8	62.4	67.4	66.8	64.4	67.1

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.