Performance by Correlated Group

 

Viewing data as of 2018-06-18 12:04 pm ET (10 min updates).

	cGroup	Funds	Trad.	RSf	Today	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Technology	44	31	91.14	-0.31	0.96	4.94	5.51	16.88	33.11
	Consum Discr	15	15	81.32	-0.07	1.01	5.47	5.97	11.38	23.78
	Health Care	37	29	73.96	-0.68	0.59	3.82	4.76	12.40	24.11
	Energy	81	63	73.60	0.81	-2.15	-3.95	9.53	8.37	16.28
	Materials	32	30	71.75	-0.40	-2.67	-1.68	2.50	5.45	19.82
	US Brd Mkt	387	351	70.54	-0.19	-0.22	2.49	3.70	6.11	15.47
	Industrial	15	13	67.01	-0.30	-1.63	0.79	0.49	3.97	16.44
	Financial	30	21	60.94	-0.40	-1.85	-1.42	-1.99	3.77	14.29
	n/c	82	69	55.82	-0.16	-0.90	0.14	1.04	3.95	12.28
	Real Estate	34	25	45.01	-0.08	-0.53	4.27	5.93	-1.26	0.13
	Devlpd x/US	246	233	42.77	-0.78	-1.89	-2.20	-0.82	0.38	7.66
	Fixed Income	230	214	29.73	-0.04	0.01	0.52	-0.10	-0.84	0.59
	Emerg Mkts	130	112	28.26	-1.35	-3.33	-3.69	-7.87	-2.03	9.80
	Currency	15	12	26.74	-0.18	-0.64	-0.49	-2.13	-0.79	0.16
	Agriculture	8	7	25.86	-0.81	-1.90	-3.66	-3.77	2.96	-6.11
	Consum Stpl	13	11	25.48	-1.09	-0.01	1.75	-0.75	-3.11	0.18
	Metals	40	23	24.65	-0.24	-1.90	-0.75	0.00	1.07	-0.87
	Utilities	11	10	18.28	-0.03	2.45	2.03	1.50	-6.71	-4.80
	Volatility	13	7	4.08	0.13	-0.84	-6.46	-19.66	8.72	-31.83

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 data as of 2018-06-18 12:04 pm ET (10 min updates).

Symbol	06/18	06/11	06/04	05/25	05/18	05/11	05/04	04/27	04/20	04/13	04/06	03/29	03/22
Technology	91.1	89.3	91.4	89.0	87.5	90.8	92.1	86.9	87.7	91.8	88.8	89.5	90.6
Consum Discr	81.3	78.9	75.8	75.7	72.1	68.7	74.9	76.1	68.5	66.7	77.0	71.0	73.4
Health Care	74.0	67.8	65.1	68.4	68.4	64.7	52.6	54.4	55.3	56.9	48.9	57.8	61.7
Energy	73.6	74.0	72.6	69.1	71.9	65.7	64.9	61.6	57.3	47.4	36.6	38.4	44.5
Materials	71.7	75.7	72.4	68.6	75.2	69.7	70.1	61.0	72.9	60.1	49.6	56.6	60.2
US Brd Mkt	70.5	68.0	67.1	68.4	65.4	62.8	60.1	56.6	56.1	55.1	54.9	55.6	57.7
Industrial	67.0	70.5	67.5	73.8	72.9	66.1	53.8	57.1	71.0	57.9	59.7	68.0	67.7
Financial	60.9	65.6	66.7	73.8	71.0	72.4	60.7	74.8	71.6	63.4	69.5	71.5	73.8
n/c	55.8	55.1	54.3	58.2	56.2	54.5	55.5	56.5	56.5	56.0	54.9	54.7	57.4
Real Estate	45.0	45.4	51.2	39.2	24.0	35.2	31.3	16.4	10.3	12.1	13.9	11.9	10.3
Devlpd x/US	42.8	46.9	47.0	46.7	52.2	53.8	54.1	55.5	54.6	56.0	56.2	55.2	50.9
Fixed Income	29.7	25.0	25.5	29.1	24.9	21.5	28.1	33.0	31.8	32.6	34.9	30.7	30.0
Emerg Mkts	28.3	37.5	43.8	35.3	41.5	52.5	53.6	56.8	60.3	69.9	73.3	78.4	74.7
Currency	26.7	24.2	27.9	27.9	25.3	22.0	34.3	38.5	38.6	42.8	45.0	41.6	42.6
Agriculture	25.9	25.9	26.7	56.1	40.7	32.5	55.4	50.7	36.0	42.5	39.5	39.5	35.2
Consum Stpl	25.5	20.7	20.2	20.1	19.8	19.3	18.5	20.1	20.0	27.3	27.5	25.4	22.1
Metals	24.7	26.5	19.5	22.8	19.8	33.2	36.6	25.7	32.7	29.3	25.9	24.0	28.7
Utilities	18.3	10.7	14.4	19.0	14.3	25.7	43.9	38.6	23.6	15.9	19.8	15.4	10.0
Volatility	4.1	17.3	3.5	4.3	3.2	3.3	63.6	92.8	91.2	96.7	97.6	89.0	73.3

Groups are seeded with one or more funds and then other funds are added based on correlation. Exceptions include Currency and Fixed Income funds which are assigned to their group due to generally weak correlations.

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.