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Performance by Correlated Group

These fund groupings are generally derived from price correlation and therefore will in a few cases be non-intuitive to the fund name. They do, however, generally reflect what funds are moving in a related pattern within the dynamic marketplace. These groupings are recalculated each weekend and performance numbers are current with the site. See below for more detail.

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

  cGroupFundsTrad.RSf Today5 Days1 Mth3 Mths 6 Mths1 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 06/1806/1106/0405/2505/1805/1105/0404/2704/2004/1304/0603/2903/22
Technology 91.189.391.489.087.590.892.186.987.791.888.889.590.6
Consum Discr 81.378.975.875.772.168.774.976.168.566.777.071.073.4
Health Care 74.067.865.168.468.464.752.654.455.356.948.957.861.7
Energy 73.674.072.669.171.965.764.961.657.347.436.638.444.5
Materials 71.775.772.468.675.269.770.161.072.960.149.656.660.2
US Brd Mkt 70.568.067.168.465.462.860.156.656.155.154.955.657.7
Industrial 67.070.567.573.872.966.153.857.171.057.959.768.067.7
Financial 60.965.666.773.871.072.460.774.871.663.469.571.573.8
n/c 55.855.154.358.256.254.555.556.556.556.054.954.757.4
Real Estate 45.045.451.239.224.035.231.316.410.312.113.911.910.3
Devlpd x/US 42.846.947.046.752.253.854.155.554.656.056.255.250.9
Fixed Income 29.725.025.529.124.921.528.133.031.832.634.930.730.0
Emerg Mkts 28.337.543.835.341.552.553.656.860.369.973.378.474.7
Currency 26.724.227.927.925.322.034.338.538.642.845.041.642.6
Agriculture 25.925.926.756.140.732.555.450.736.042.539.539.535.2
Consum Stpl 25.520.720.220.119.819.318.520.120.027.327.525.422.1
Metals 24.726.519.522.819.833.236.625.732.729.325.924.028.7
Utilities 18.310.714.419.014.325.743.938.623.615.919.815.410.0
Volatility 4.117.33.54.33.23.363.692.891.296.797.689.073.3

About Correlated Groups

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.



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