Performance by Correlated Group

 

Viewing data as of 2024-05-13 3:24 pm ET (10 min updates).

	cGroup	Funds	Trad.	RSf	Today	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Crypto/Blkchain	23	22	88.43	2.93	-1.89	-5.48	14.82	47.34	108.49
	Metals	37	26	84.02	-0.84	1.55	1.54	21.37	23.25	9.51
	Financial	32	26	78.76	-0.02	1.00	5.08	6.25	23.63	33.56
	Utilities	15	12	75.46	-0.01	2.79	9.59	15.04	19.97	11.53
	Technology	117	104	69.88	0.29	-0.22	0.85	1.01	22.50	30.91
	Industrial	68	63	67.35	0.12	1.21	3.13	5.14	21.57	22.49
	Consum Discr	125	107	62.01	0.21	0.72	3.39	2.84	22.43	23.98
	US Brd Mkt	518	490	60.99	0.04	0.70	1.89	3.29	18.12	22.15
	Materials	37	33	56.11	0.15	1.13	2.73	9.43	16.35	9.48
	Devlpd x/US	281	272	55.15	0.12	0.88	3.27	5.49	16.63	13.75
	Energy	65	53	54.45	0.22	0.30	-1.20	8.40	8.68	18.98
	Emerg Mkts	144	127	50.75	0.62	0.39	5.29	7.26	13.28	11.08
	Consum Stpl	45	44	49.10	0.09	1.62	4.36	5.43	15.40	11.38
	n/c	523	476	47.23	0.12	0.41	1.78	3.55	13.91	14.58
	Health Care	44	38	31.25	0.80	0.17	2.19	-2.03	21.37	3.07
	Agriculture	6	6	28.53	-0.85	-0.22	1.80	3.48	-1.24	0.94
	Real Estate	37	32	25.25	0.10	1.45	2.29	0.31	12.20	5.41
	Fixed Income	349	333	20.31	0.06	0.04	0.72	0.44	5.66	3.34
	Volatility	6	4	18.18	0.15	-0.65	-7.92	-5.92	-10.83	-22.20
	Currency	12	8	14.35	0.01	-0.12	0.56	-0.19	1.77	0.68

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 2024-05-13 3:24 pm ET (10 min updates).

Symbol	05/13	05/06	04/29	04/22	04/15	04/08	04/01	03/22	03/15	03/08	03/01	02/23	02/15
Crypto/Blkchain	88.4	96.2	98.7	99.1	96.7	98.6	98.8	98.8	99.2	99.1	99.0	98.6	98.8
Metals	84.0	76.5	79.6	78.6	78.9	69.9	43.7	25.5	34.2	31.3	14.8	14.5	14.4
Financial	78.8	76.9	67.1	73.2	68.6	71.9	71.6	69.5	66.9	64.9	64.4	66.8	70.7
Utilities	75.5	62.6	51.6	51.9	31.8	34.9	37.8	27.8	16.7	21.1	18.5	16.3	17.0
Technology	69.9	75.6	74.2	65.8	72.3	77.3	76.6	78.5	77.3	81.4	82.0	81.2	83.3
Industrial	67.3	66.3	66.7	67.2	66.3	66.4	67.5	67.8	66.8	66.5	67.8	67.6	66.9
Consum Discr	62.0	65.6	59.9	55.6	58.3	63.8	61.5	62.3	59.3	62.8	68.1	65.2	70.4
US Brd Mkt	61.0	60.7	63.0	63.3	65.4	64.7	67.4	67.5	66.6	67.3	67.9	68.2	68.0
Materials	56.1	51.7	51.2	52.0	47.3	45.6	39.7	37.1	38.7	32.7	31.0	30.1	29.0
Devlpd x/US	55.2	52.7	51.5	52.8	49.2	52.6	52.8	53.9	55.2	55.6	52.2	52.5	49.1
Energy	54.5	55.4	62.9	65.5	69.3	62.4	57.5	51.6	57.1	35.6	34.4	29.2	27.3
Emerg Mkts	50.8	52.6	47.6	43.9	37.3	39.9	36.1	37.9	38.5	38.5	38.3	39.7	36.7
Consum Stpl	49.1	42.3	42.4	47.0	37.3	39.2	43.8	41.8	37.0	37.9	37.2	38.0	35.8
n/c	47.2	47.3	48.2	48.5	49.5	48.1	47.9	47.9	48.4	48.1	48.4	48.2	48.2
Health Care	31.2	34.5	28.5	24.0	28.7	34.4	42.7	46.1	44.2	52.7	58.7	57.5	59.1
Agriculture	28.5	27.0	31.0	33.5	33.4	29.6	31.6	25.8	28.7	18.1	14.4	13.3	13.6
Real Estate	25.2	21.7	16.4	11.7	11.1	24.8	23.1	27.2	19.5	31.1	33.9	32.4	35.4
Fixed Income	20.3	20.6	22.3	25.5	26.2	21.8	22.6	23.0	24.6	25.2	25.6	27.3	29.0
Volatility	18.2	16.5	18.7	23.9	27.5	23.5	25.6	26.2	25.2	22.9	25.1	24.4	24.9
Currency	14.3	14.3	17.6	19.6	21.7	14.1	15.3	14.7	18.1	15.1	15.3	16.7	18.1

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.