Performance by Correlated Group

 

Viewing Wednesday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Metals	38	26	94.03	0.01	1.21	8.85	21.44	12.76	34.17
	Utilities	15	12	85.29	0.61	1.79	2.03	4.29	0.50	22.99
	Financial	34	28	84.47	1.01	-0.35	0.27	0.66	5.14	16.40
	Consum Stpl	46	44	75.62	0.26	0.85	0.83	3.53	0.15	9.52
	Volatility	5	3	65.33	-1.17	2.87	-1.52	4.14	-0.02	-1.04
	Energy	62	52	65.13	0.65	1.08	5.15	5.90	6.95	3.12
	Real Estate	39	34	65.04	0.36	0.58	-1.95	2.95	-7.07	7.71
	Devlpd x/US	309	300	63.76	0.34	-1.10	-0.01	4.73	-1.96	4.60
	Emerg Mkts	150	132	54.75	0.15	-0.83	2.10	3.67	-5.19	6.25
	Crypto/Blkchain	24	23	53.46	2.15	-1.21	-3.68	-16.08	18.87	7.80
	Fixed Income	383	364	53.29	0.00	0.22	-0.43	0.88	-1.37	3.88
	Currency	13	9	53.12	0.10	0.07	0.41	1.68	-1.82	2.42
	Agriculture	6	6	51.66	0.32	1.56	3.58	3.68	-0.49	-2.55
	n/c	643	585	48.41	0.48	-0.49	-0.47	-0.26	-2.01	4.29
	Industrial	73	68	47.32	0.93	-0.57	-0.52	-2.17	-3.52	2.89
	US Brd Mkt	580	551	46.73	0.73	-0.56	-1.34	-2.42	-1.47	5.83
	Technology	117	104	36.41	1.13	-2.17	-3.55	-7.39	-1.04	5.25
	Materials	37	33	32.06	0.29	-1.93	1.36	2.68	-9.54	-7.01
	Health Care	46	40	26.57	1.43	-2.12	-4.32	-3.43	-10.18	-8.28
	Consum Discr	126	108	25.90	1.34	-0.53	-0.90	-6.24	-6.23	-0.69

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 Wednesday's Closing data.

Symbol	04/02	03/26	03/19	03/12	03/05	02/26	02/19	02/11	02/04	01/28	01/21	01/13	01/03
Metals	94.0	94.0	93.3	94.6	90.3	85.6	85.8	83.6	73.8	54.6	59.6	55.7	51.6
Utilities	85.3	82.3	84.6	79.8	69.5	76.3	78.7	80.9	67.6	67.3	82.6	75.1	78.2
Financial	84.5	84.8	78.7	67.1	71.8	76.3	73.1	77.5	77.4	77.3	77.4	81.2	82.3
Consum Stpl	75.6	69.0	65.7	62.4	53.8	56.0	50.7	51.5	45.9	47.8	49.2	50.5	52.9
Volatility	65.3	31.8	60.5	74.1	75.0	38.0	31.1	29.2	25.5	26.9	25.4	37.6	27.2
Energy	65.1	62.1	55.5	53.5	38.5	37.7	47.5	47.5	49.4	38.6	55.7	54.2	31.4
Real Estate	65.0	56.2	46.8	45.3	55.2	45.7	34.4	38.2	28.6	28.6	33.2	25.8	37.4
Devlpd x/US	63.8	68.5	70.4	65.6	63.7	56.4	50.1	45.7	41.1	38.8	34.9	28.6	30.6
Emerg Mkts	54.8	59.2	61.1	58.6	54.5	46.9	42.4	32.1	34.6	29.3	30.7	19.4	24.9
Crypto/Blkchain	53.5	57.3	55.0	53.0	68.0	63.6	90.0	94.7	96.9	95.9	97.8	98.8	98.9
Fixed Income	53.3	45.9	49.7	55.8	42.8	38.4	27.3	29.5	27.9	33.0	30.9	40.8	37.1
Currency	53.1	47.7	50.0	58.2	40.2	30.6	23.5	24.1	21.3	22.4	21.2	33.1	27.9
Agriculture	51.7	45.6	49.1	49.5	40.5	53.8	54.0	42.7	41.3	37.7	39.9	42.0	28.4
n/c	48.4	48.3	48.7	50.0	49.0	48.8	48.6	48.6	48.6	49.3	48.8	50.0	49.7
Industrial	47.3	45.3	44.1	35.7	38.7	44.4	52.0	55.6	60.5	62.5	64.6	61.0	60.8
US Brd Mkt	46.7	48.6	45.0	45.2	54.1	60.9	65.1	66.8	67.5	68.7	67.8	68.6	69.1
Technology	36.4	43.1	41.2	40.7	61.7	72.2	81.8	80.3	83.3	79.2	83.5	76.7	81.8
Materials	32.1	41.9	43.3	28.4	20.6	16.4	18.4	15.4	17.3	14.5	16.2	13.3	10.9
Health Care	26.6	26.5	32.8	27.0	29.6	30.4	33.3	27.2	38.6	39.4	31.6	34.4	33.1
Consum Discr	25.9	24.4	22.0	18.7	21.7	31.4	48.6	54.2	64.7	65.4	68.8	66.2	70.5

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.