Performance by Correlated Group

 

Viewing Wednesday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Metals	38	26	94.61	1.03	1.40	1.10	9.28	16.37	34.38
	Utilities	15	12	79.82	-0.01	-0.67	-3.48	-4.39	4.69	22.56
	Volatility	5	3	74.14	-2.71	3.65	9.75	11.86	1.38	-1.27
	Financial	34	28	67.11	0.39	-3.95	-6.87	-8.18	3.62	14.63
	Devlpd x/US	309	300	65.61	0.49	-1.66	0.53	0.60	2.61	5.98
	Consum Stpl	46	44	62.40	-0.78	-1.73	-1.28	-3.66	0.13	9.17
	Emerg Mkts	150	132	58.60	0.32	-0.92	0.39	-0.84	4.67	7.04
	Currency	13	9	58.25	-0.01	0.12	1.28	0.59	-0.80	1.57
	Fixed Income	383	364	55.80	-0.11	-0.56	-0.10	-1.07	-0.90	3.30
	Energy	62	52	53.53	0.42	0.68	-4.39	0.08	5.54	3.59
	Crypto/Blkchain	24	23	53.03	0.17	-8.40	-17.44	-26.31	30.37	5.81
	n/c	643	585	50.05	0.25	-2.07	-3.64	-4.26	1.56	4.77
	Agriculture	6	6	49.53	-0.17	0.98	-3.28	0.37	3.71	0.39
	Real Estate	39	34	45.34	-0.28	-3.60	-0.77	-4.66	-5.69	5.66
	US Brd Mkt	580	551	45.20	0.20	-3.46	-6.55	-7.29	1.84	6.52
	Technology	117	104	40.70	1.21	-5.19	-12.07	-11.46	7.01	5.75
	Industrial	73	68	35.67	-0.22	-3.30	-6.69	-8.88	0.26	3.38
	Materials	37	33	28.45	-0.17	-1.42	-2.63	-5.13	-0.52	-3.57
	Health Care	46	40	26.96	-0.06	-2.97	-5.62	-7.08	-6.37	-6.70
	Consum Discr	126	108	18.72	-0.10	-3.66	-10.12	-13.89	-2.01	-0.30

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 Wednesday's Closing data.

Symbol	03/12	03/05	02/26	02/19	02/11	02/04	01/28	01/21	01/13	01/03	12/26	12/18	12/11
Metals	94.6	90.3	85.6	85.8	83.6	73.8	54.6	59.6	55.7	51.6	51.0	57.2	74.4
Utilities	79.8	69.5	76.3	78.7	80.9	67.6	67.3	82.6	75.1	78.2	76.1	77.3	74.2
Volatility	74.1	75.0	38.0	31.1	29.2	25.5	26.9	25.4	37.6	27.2	28.7	51.5	24.2
Financial	67.1	71.8	76.3	73.1	77.5	77.4	77.3	77.4	81.2	82.3	81.9	80.3	78.8
Devlpd x/US	65.6	63.7	56.4	50.1	45.7	41.1	38.8	34.9	28.6	30.6	29.2	29.3	34.6
Consum Stpl	62.4	53.8	56.0	50.7	51.5	45.9	47.8	49.2	50.5	52.9	52.5	52.3	54.2
Emerg Mkts	58.6	54.5	46.9	42.4	32.1	34.6	29.3	30.7	19.4	24.9	35.6	40.9	48.7
Currency	58.2	40.2	30.6	23.5	24.1	21.3	22.4	21.2	33.1	27.9	28.5	29.6	17.4
Fixed Income	55.8	42.8	38.4	27.3	29.5	27.9	33.0	30.9	40.8	37.1	36.7	37.6	26.5
Energy	53.5	38.5	37.7	47.5	47.5	49.4	38.6	55.7	54.2	31.4	30.7	27.4	37.3
Crypto/Blkchain	53.0	68.0	63.6	90.0	94.7	96.9	95.9	97.8	98.8	98.9	98.2	99.0	98.6
n/c	50.0	49.0	48.8	48.6	48.6	48.6	49.3	48.8	50.0	49.7	49.8	50.4	48.4
Agriculture	49.5	40.5	53.8	54.0	42.7	41.3	37.7	39.9	42.0	28.4	28.7	30.7	29.5
Real Estate	45.3	55.2	45.7	34.4	38.2	28.6	28.6	33.2	25.8	37.4	32.2	27.6	41.5
US Brd Mkt	45.2	54.1	60.9	65.1	66.8	67.5	68.7	67.8	68.6	69.1	69.3	68.0	66.3
Technology	40.7	61.7	72.2	81.8	80.3	83.3	79.2	83.5	76.7	81.8	80.2	79.4	78.8
Industrial	35.7	38.7	44.4	52.0	55.6	60.5	62.5	64.6	61.0	60.8	60.4	58.7	64.9
Materials	28.4	20.6	16.4	18.4	15.4	17.3	14.5	16.2	13.3	10.9	11.6	14.0	29.9
Health Care	27.0	29.6	30.4	33.3	27.2	38.6	39.4	31.6	34.4	33.1	28.4	22.8	28.8
Consum Discr	18.7	21.7	31.4	48.6	54.2	64.7	65.4	68.8	66.2	70.5	66.0	64.9	76.8

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.