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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 2017-12-14 3:24 pm ET (10 min updates).

  cGroupFundsTrad.RSf Today5 Days1 Mth3 Mths 6 Mths1 Year
Technology 43 30 86.11 -0.03 0.79 0.11 6.99 14.04 32.08
Industrial 14 13 79.34 -0.58 -0.14 4.94 7.85 11.85 21.07
Consum Discr 14 14 73.77 -0.05 0.92 5.92 8.78 11.09 21.30
Financial 29 21 69.30 -0.81 -0.97 4.23 9.80 10.03 15.29
Emerg Mkts 135 117 69.07 -0.33 1.70 0.85 0.34 12.15 31.44
n/c 32 28 62.21 -0.35 0.14 2.65 6.02 9.41 15.55
Materials 33 31 62.11 -0.47 1.38 1.82 3.80 14.32 15.54
US Brd Mkt 382 347 61.17 -0.60 0.05 2.88 5.94 8.58 16.67
Devlpd x/US 253 237 59.65 -0.30 0.81 1.54 2.15 7.03 22.20
Health Care 36 28 54.11 -1.30 0.53 3.27 -0.38 9.30 25.25
Consum Stpl 12 11 39.90 -0.31 -0.10 3.23 2.70 3.43 12.50
Utilities 12 10 38.98 -0.50 -0.56 -1.04 0.67 2.10 16.12
Real Estate 34 25 30.36 -0.22 0.90 0.26 -0.10 0.77 9.85
Energy 88 70 28.57 0.19 1.15 0.75 1.80 6.51 -5.15
Fixed Income 232 217 24.21 0.02 0.09 0.43 -0.02 0.95 5.07
Currency 15 12 19.38 0.24 0.43 0.64 -1.37 1.01 3.30
Metals 42 24 12.85 -0.27 2.11 -1.92 -7.59 -1.86 4.56
Agriculture 16 15 8.99 0.06 -1.43 -4.80 -6.14 -7.60 -14.90
Volatility 14 7 1.09 -0.12 -5.04 -13.50 -24.38 -35.50 -62.63

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 2017-12-14 3:24 pm ET (10 min updates).

Symbol 12/1412/0711/3011/2211/1511/0811/0110/2510/1810/1110/0409/2709/20
Technology 86.185.384.586.186.786.485.481.881.080.881.379.176.9
Industrial 79.381.278.366.263.372.975.578.575.575.276.479.173.2
Consum Discr 73.871.364.658.454.747.250.847.150.151.453.449.247.3
Financial 69.378.774.854.562.162.068.673.069.567.564.071.460.6
Emerg Mkts 69.163.266.676.174.272.673.273.576.676.077.577.783.7
n/c 62.264.962.859.158.557.457.555.954.953.153.653.450.2
Materials 62.154.155.861.561.869.173.272.870.869.372.171.175.4
US Brd Mkt 61.264.363.458.958.957.958.957.455.956.557.355.351.9
Devlpd x/US 59.757.359.562.662.663.762.563.765.965.764.766.768.7
Health Care 54.152.256.256.653.060.960.169.466.767.672.564.965.7
Consum Stpl 39.942.939.231.630.022.723.723.730.031.631.927.329.2
Utilities 39.045.250.542.964.647.247.452.449.558.050.342.644.2
Real Estate 30.429.030.432.435.634.429.524.432.734.231.424.231.1
Energy 28.629.231.032.533.137.130.320.920.820.019.727.529.9
Fixed Income 24.223.622.122.623.822.222.825.023.422.623.524.624.3
Currency 19.419.620.521.120.818.418.122.223.224.625.627.632.0
Metals 12.911.013.217.315.815.617.319.920.130.226.022.927.7
Agriculture 9.08.512.515.013.614.910.810.08.810.57.88.67.4
Volatility 1.11.31.21.21.31.31.21.41.11.21.21.31.1

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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