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	91.32	-1.77	-2.15	4.45	18.85	9.70	29.68
	Utilities	15	12	84.72	-1.24	0.94	1.18	3.27	-1.34	21.38
	Volatility	5	3	82.22	11.95	15.30	12.45	17.38	8.68	9.12
	Consum Stpl	46	44	73.19	-1.84	-1.07	-1.26	1.35	-1.59	7.97
	Currency	13	9	70.48	0.74	0.76	0.76	2.70	-1.07	3.05
	Fixed Income	383	364	67.66	-0.06	0.25	-0.41	0.90	-1.55	3.99
	Financial	34	28	65.65	-5.37	-5.27	-5.54	-4.73	0.54	11.12
	Devlpd x/US	309	300	63.02	-2.38	-3.49	-4.33	2.36	-3.75	2.84
	Emerg Mkts	150	132	57.98	-1.61	-2.98	-2.25	2.42	-7.44	4.29
	Real Estate	39	34	57.06	-2.90	-2.06	-5.71	-0.92	-9.08	6.17
	Agriculture	6	6	54.61	-1.31	0.44	1.24	1.43	-2.04	-3.20
	Crypto/Blkchain	24	23	52.77	-6.37	-7.57	-13.15	-20.52	15.07	6.60
	n/c	643	585	50.19	-2.69	-2.99	-4.10	-2.72	-4.40	2.00
	Energy	62	52	46.71	-5.92	-4.47	-0.59	-0.79	-0.62	-3.37
	US Brd Mkt	580	551	39.71	-4.15	-4.39	-6.33	-6.22	-4.91	2.25
	Industrial	73	68	36.82	-4.90	-5.05	-6.56	-6.75	-7.81	-1.23
	Health Care	46	40	32.62	-2.64	-4.88	-8.27	-6.26	-11.66	-8.70
	Materials	37	33	28.70	-3.93	-5.51	-5.16	-1.46	-13.26	-10.59
	Technology	117	104	27.55	-6.12	-7.15	-10.90	-12.36	-5.71	-0.02
	Consum Discr	126	108	19.73	-6.23	-6.34	-8.07	-12.16	-11.13	-5.36

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	04/03	03/27	03/20	03/13	03/06	02/27	02/20	02/12	02/05	01/29	01/22	01/14	01/06
Metals	91.3	94.2	93.4	95.1	92.0	84.0	85.9	86.8	78.3	59.6	55.8	62.8	48.8
Utilities	84.7	82.0	87.4	81.6	67.5	75.4	76.5	79.7	74.8	71.5	76.5	80.2	75.7
Volatility	82.2	47.9	55.4	75.5	78.8	55.7	29.9	29.8	22.0	26.0	27.2	30.3	27.0
Consum Stpl	73.2	71.6	66.8	64.0	59.5	59.6	50.7	50.2	47.6	49.2	45.1	52.7	49.3
Currency	70.5	50.9	52.6	62.2	47.7	35.9	23.8	24.9	20.2	23.2	23.4	32.2	28.5
Fixed Income	67.7	48.5	52.8	61.5	47.5	44.1	27.6	28.6	26.5	33.2	33.1	38.7	38.6
Financial	65.7	84.6	77.6	69.8	73.5	81.1	70.1	75.8	77.0	78.7	75.7	82.1	80.3
Devlpd x/US	63.0	68.5	69.7	65.4	64.6	54.3	50.8	49.9	42.6	39.2	34.1	28.8	31.7
Emerg Mkts	58.0	60.5	60.6	57.3	56.6	45.6	43.7	39.4	32.2	29.3	29.1	23.0	22.5
Real Estate	57.1	57.0	50.6	36.8	46.1	56.8	37.3	32.7	37.3	22.6	22.4	27.3	29.8
Agriculture	54.6	42.5	53.3	59.2	45.5	47.6	54.7	43.4	39.3	41.8	39.6	40.9	30.6
Crypto/Blkchain	52.8	54.6	51.3	49.7	65.0	57.8	90.0	95.2	97.6	98.3	97.0	98.7	98.9
n/c	50.2	48.3	48.7	50.3	49.1	49.2	48.6	48.7	48.0	49.2	49.5	49.5	50.0
Energy	46.7	59.8	59.0	51.7	41.6	40.4	48.8	41.8	48.9	39.3	55.2	53.7	32.2
US Brd Mkt	39.7	46.8	43.8	42.9	51.3	58.6	64.8	65.3	67.1	68.5	68.5	68.2	69.3
Industrial	36.8	45.5	41.9	35.0	40.0	43.9	50.9	52.4	60.0	62.6	63.1	62.5	59.5
Health Care	32.6	28.6	33.6	26.5	29.9	28.7	37.7	27.8	41.9	38.4	32.1	29.3	31.4
Materials	28.7	39.9	43.3	29.5	24.2	17.3	18.3	17.3	16.7	15.4	14.9	14.4	10.9
Technology	27.5	37.9	37.1	36.0	51.5	63.1	82.2	79.7	83.4	78.9	84.4	77.2	83.3
Consum Discr	19.7	24.7	20.8	18.2	20.5	27.9	45.3	49.3	66.2	65.4	65.9	68.1	68.5

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.