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
	Volatility	5	3	92.17	-0.85	-1.47	13.90	23.56	13.36	16.20
	Metals	38	26	87.87	-1.85	-3.56	0.77	11.14	7.28	26.85
	Utilities	15	12	80.57	0.37	1.01	0.89	0.63	-0.26	20.78
	Devlpd x/US	309	300	72.06	-0.11	0.99	2.14	2.27	2.19	7.90
	Currency	13	9	71.01	-0.47	-0.30	1.90	3.30	1.68	4.17
	Emerg Mkts	150	132	63.91	-0.17	0.22	0.27	1.49	-3.30	4.65
	Crypto/Blkchain	24	23	62.43	2.82	3.04	10.78	-15.28	17.18	30.55
	Fixed Income	383	364	61.22	-0.39	0.07	-0.49	-0.41	-0.43	4.35
	Financial	34	28	57.81	0.21	0.61	-1.91	-6.74	-0.99	15.54
	Consum Stpl	46	44	57.22	-0.35	0.04	-2.36	-2.16	-1.90	7.95
	Real Estate	39	34	51.13	0.18	1.63	-2.15	-1.80	-7.38	9.15
	n/c	643	585	50.62	0.06	0.71	-0.34	-3.68	-2.46	4.82
	Technology	117	104	45.36	0.73	2.38	1.81	-10.32	-2.02	9.99
	US Brd Mkt	580	551	41.62	0.34	1.37	-0.80	-6.98	-3.65	6.85
	Agriculture	6	6	40.74	-0.13	-2.16	-3.33	-4.78	-0.21	-5.99
	Industrial	73	68	34.19	0.22	1.09	-1.63	-8.28	-5.74	2.87
	Energy	62	52	29.23	0.77	-1.55	-10.75	-10.12	-4.64	-9.23
	Materials	37	33	26.75	-0.01	-0.37	-1.61	-4.16	-9.97	-8.86
	Health Care	46	40	17.14	-1.24	0.65	0.72	-10.41	-11.16	-4.24
	Consum Discr	126	108	15.99	0.48	0.93	-2.32	-13.20	-9.97	-1.23

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	05/01	04/24	04/16	04/09	04/02	03/26	03/19	03/12	03/05	02/26	02/19	02/11	02/04
Volatility	92.2	87.1	87.8	87.8	65.3	31.8	60.5	74.1	75.0	38.0	31.1	29.2	25.5
Metals	87.9	92.0	92.5	88.8	94.0	94.0	93.3	94.6	90.3	85.6	85.8	83.6	73.8
Utilities	80.6	79.6	83.4	84.3	85.3	82.3	84.6	79.8	69.5	76.3	78.7	80.9	67.6
Devlpd x/US	72.1	71.0	66.8	59.5	63.8	68.5	70.4	65.6	63.7	56.4	50.1	45.7	41.1
Currency	71.0	73.2	79.3	76.4	53.1	47.7	50.0	58.2	40.2	30.6	23.5	24.1	21.3
Emerg Mkts	63.9	67.9	56.4	38.6	54.8	59.2	61.1	58.6	54.5	46.9	42.4	32.1	34.6
Crypto/Blkchain	62.4	57.9	53.6	54.2	53.5	57.3	55.0	53.0	68.0	63.6	90.0	94.7	96.9
Fixed Income	61.2	64.7	70.5	70.5	53.3	45.9	49.7	55.8	42.8	38.4	27.3	29.5	27.9
Financial	57.8	61.0	58.9	72.6	84.5	84.8	78.7	67.1	71.8	76.3	73.1	77.5	77.4
Consum Stpl	57.2	63.9	66.4	69.8	75.6	69.0	65.7	62.4	53.8	56.0	50.7	51.5	45.9
Real Estate	51.1	48.1	53.3	43.1	65.0	56.2	46.8	45.3	55.2	45.7	34.4	38.2	28.6
n/c	50.6	50.4	50.8	50.3	48.4	48.3	48.7	50.0	49.0	48.8	48.6	48.6	48.6
Technology	45.4	36.3	29.5	36.8	36.4	43.1	41.2	40.7	61.7	72.2	81.8	80.3	83.3
US Brd Mkt	41.6	38.5	38.6	45.4	46.7	48.6	45.0	45.2	54.1	60.9	65.1	66.8	67.5
Agriculture	40.7	56.2	65.8	51.9	51.7	45.6	49.1	49.5	40.5	53.8	54.0	42.7	41.3
Industrial	34.2	33.1	33.8	39.2	47.3	45.3	44.1	35.7	38.7	44.4	52.0	55.6	60.5
Energy	29.2	34.5	35.5	33.8	65.1	62.1	55.5	53.5	38.5	37.7	47.5	47.5	49.4
Materials	26.7	31.5	28.4	22.6	32.1	41.9	43.3	28.4	20.6	16.4	18.4	15.4	17.3
Health Care	17.1	20.7	24.6	24.5	26.6	26.5	32.8	27.0	29.6	30.4	33.3	27.2	38.6
Consum Discr	16.0	17.0	17.6	23.1	25.9	24.4	22.0	18.7	21.7	31.4	48.6	54.2	64.7

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.