Performance by Correlated Group

 

Viewing Monday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Crypto/Blkchain	24	23	97.79	-4.79	-14.75	-6.94	37.23	35.15	56.20
	Financial	34	28	81.62	-0.11	-3.61	-4.75	4.98	17.05	23.41
	Technology	117	104	81.16	0.42	-3.13	1.40	9.49	13.61	26.02
	Utilities	15	12	77.27	0.10	-1.75	-7.55	-2.52	12.39	23.75
	US Brd Mkt	584	555	69.21	0.26	-2.39	-1.60	2.15	7.64	18.12
	Consum Discr	127	109	64.12	-0.22	-4.58	-4.65	0.65	10.08	11.94
	Industrial	73	68	59.46	0.03	-3.11	-4.02	-0.09	7.27	13.84
	Metals	38	26	52.25	-0.38	-3.53	-5.48	-8.23	5.27	15.33
	Consum Stpl	46	44	51.93	-0.17	-2.77	-4.50	-2.67	6.36	11.10
	n/c	652	594	49.71	0.07	-2.33	-1.88	-1.01	3.76	10.19
	Emerg Mkts	150	132	38.14	-0.17	-2.91	-2.61	-5.95	0.82	6.28
	Fixed Income	385	366	37.18	-0.19	-1.20	-0.95	-2.53	1.47	3.11
	Devlpd x/US	313	304	29.83	0.32	-2.72	-1.95	-5.83	-0.48	5.50
	Real Estate	39	34	29.14	-0.08	-4.57	-6.46	-10.13	5.96	2.60
	Health Care	46	40	28.00	0.34	-2.23	-3.26	-6.20	-0.97	2.48
	Currency	13	9	27.60	-0.62	-1.08	-1.38	-3.83	-0.33	-0.82
	Volatility	6	4	27.14	-2.38	0.07	-0.51	-1.69	0.02	-8.95
	Agriculture	6	6	27.07	-0.40	-2.46	-2.20	-4.91	-2.35	-3.82
	Energy	62	52	26.76	-0.04	-2.55	-6.87	-2.91	-5.13	2.59
	Materials	37	33	12.69	-0.37	-4.19	-8.55	-10.33	-6.26	-6.60

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 Monday's Closing data.

Symbol	12/23	12/16	12/09	12/02	11/22	11/15	11/08	11/01	10/25	10/18	10/11	10/04	09/27
Crypto/Blkchain	97.8	98.8	98.2	98.5	98.8	98.9	95.6	93.4	81.4	85.6	45.9	54.5	54.2
Financial	81.6	80.2	77.5	80.1	82.1	83.1	78.7	77.1	73.9	77.6	79.4	78.3	77.9
Technology	81.2	82.2	80.6	78.6	74.6	71.3	78.1	77.1	74.3	69.0	66.7	61.4	59.3
Utilities	77.3	72.9	74.1	85.5	90.1	90.0	80.6	85.5	92.2	94.0	92.0	95.0	93.4
US Brd Mkt	69.2	67.5	65.9	67.2	66.9	68.2	65.9	64.4	64.6	63.1	63.6	60.7	58.7
Consum Discr	64.1	72.4	76.7	79.0	77.3	73.5	76.0	62.3	53.6	60.9	59.4	63.3	54.5
Industrial	59.5	63.1	65.4	68.5	69.3	70.3	68.7	64.4	62.3	64.9	66.3	65.5	62.4
Metals	52.3	61.8	69.4	58.3	74.9	60.4	75.3	87.7	90.3	86.2	83.7	82.6	84.9
Consum Stpl	51.9	52.7	53.0	59.4	63.1	61.6	55.7	53.3	56.5	61.0	65.5	65.2	63.8
n/c	49.7	49.0	47.8	48.0	48.1	48.2	46.9	46.9	47.2	46.3	46.7	46.0	46.3
Emerg Mkts	38.1	46.2	51.5	39.9	37.3	35.7	45.0	56.0	58.9	58.6	61.5	65.7	67.5
Fixed Income	37.2	29.7	24.8	28.2	30.0	33.2	23.6	21.3	25.5	24.8	25.7	25.2	26.9
Devlpd x/US	29.8	33.3	36.0	31.9	29.1	30.3	38.5	44.6	43.3	45.1	46.2	49.1	54.4
Real Estate	29.1	38.2	44.8	52.8	59.8	58.1	58.4	60.6	74.9	75.5	69.0	81.1	85.2
Health Care	28.0	25.1	31.0	36.7	31.3	25.5	49.6	43.1	38.0	46.3	40.9	44.4	39.4
Currency	27.6	21.2	15.7	16.1	18.9	21.0	14.2	14.5	13.5	12.7	14.6	14.4	21.1
Volatility	27.1	22.3	19.2	18.2	18.4	19.3	17.5	15.8	21.8	18.6	22.3	18.5	19.0
Agriculture	27.1	27.8	30.0	21.7	25.1	28.6	18.6	20.6	16.3	14.1	22.1	18.8	22.3
Energy	26.8	29.2	34.4	34.4	38.7	29.3	25.3	19.8	17.7	15.9	21.7	21.5	15.0
Materials	12.7	19.6	35.6	35.2	32.9	27.8	38.0	39.8	35.6	37.2	33.2	36.5	35.1

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.