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
	Metals	38	26	92.62	1.13	5.54	5.60	19.83	29.60	36.09
	Crypto/Blkchain	24	23	89.79	-2.91	-2.03	11.93	13.20	-4.23	31.23
	Volatility	5	3	81.57	0.78	0.52	-5.43	4.09	17.22	17.65
	Technology	117	104	75.65	-0.37	1.75	9.21	8.70	0.49	18.84
	Utilities	15	12	75.43	-0.25	-0.27	1.91	8.85	0.79	17.69
	Devlpd x/US	305	296	72.51	-0.07	0.84	4.17	6.63	9.15	10.89
	Emerg Mkts	150	132	71.12	0.42	1.00	3.55	5.92	6.45	9.62
	Financial	33	27	59.82	-0.05	-0.24	3.12	2.51	-4.03	18.93
	US Brd Mkt	576	548	52.33	-0.33	0.64	4.81	2.85	-2.59	10.08
	Currency	13	9	50.64	0.04	0.32	0.37	2.88	3.55	4.51
	n/c	636	579	49.21	-0.17	0.69	3.47	2.84	-0.22	7.31
	Industrial	72	67	44.81	-0.37	0.51	5.29	2.97	-4.76	7.50
	Materials	37	33	39.52	0.30	2.06	5.64	4.29	-2.10	-3.65
	Consum Stpl	46	44	36.14	-0.27	-0.36	0.96	-0.25	-3.73	7.82
	Agriculture	6	6	33.53	0.50	1.10	0.85	-0.52	0.89	-5.06
	Fixed Income	382	363	33.28	-0.15	-0.00	0.38	-0.26	-0.72	3.31
	Consum Discr	124	106	29.00	-0.16	0.38	4.78	1.35	-11.63	2.78
	Energy	62	52	26.85	0.25	1.41	3.29	-1.94	-5.65	-3.59
	Real Estate	39	34	22.30	-0.11	-0.09	0.64	-2.39	-6.58	7.36
	Health Care	46	40	16.03	0.05	1.48	3.81	-4.73	-10.76	-5.30

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 Thursday's Closing data.

Symbol	06/05	05/29	05/21	05/14	05/07	04/30	04/23	04/15	04/08	04/01	03/25	03/18	03/11
Metals	92.6	90.1	91.4	83.5	88.8	89.5	91.6	91.8	88.4	94.7	93.0	93.7	93.7
Crypto/Blkchain	89.8	90.2	89.6	91.4	74.8	59.8	58.2	54.0	52.5	52.2	59.8	50.4	56.6
Volatility	81.6	90.4	91.7	89.5	88.9	91.6	86.3	92.7	89.1	69.2	13.5	67.1	76.1
Technology	75.7	66.5	59.2	68.3	50.4	42.3	32.1	33.1	25.1	32.9	52.1	36.5	37.7
Utilities	75.4	78.0	78.9	72.0	81.1	81.2	80.2	84.9	80.2	84.5	81.6	83.7	80.1
Devlpd x/US	72.5	75.1	75.7	73.7	74.6	73.2	71.1	68.5	53.6	64.3	70.7	70.5	63.4
Emerg Mkts	71.1	73.1	72.5	73.8	69.5	66.5	66.5	55.7	42.5	55.9	58.2	62.5	56.5
Financial	59.8	60.2	61.1	70.0	64.6	57.9	59.9	62.9	63.6	81.3	84.7	77.5	65.6
US Brd Mkt	52.3	50.3	47.3	50.1	44.6	40.4	38.1	41.1	41.3	44.2	51.5	43.3	45.4
Currency	50.6	57.1	61.1	54.6	64.2	70.5	76.0	76.4	84.3	56.8	42.3	55.7	58.4
n/c	49.2	48.8	49.3	49.0	49.5	50.1	50.2	50.3	51.2	48.9	47.9	49.1	49.9
Industrial	44.8	43.6	43.9	44.3	40.1	35.2	32.9	34.9	34.9	42.9	45.4	41.0	38.7
Materials	39.5	33.7	33.9	30.4	30.4	28.1	29.7	25.8	22.9	32.4	41.8	42.4	27.6
Consum Stpl	36.1	42.4	47.5	41.8	57.4	60.8	65.6	67.7	67.2	75.4	62.4	67.7	67.8
Agriculture	33.5	29.6	40.1	34.9	34.6	38.2	61.6	55.0	67.7	53.6	47.1	53.3	53.3
Fixed Income	33.3	38.7	43.5	39.2	51.0	62.4	65.9	67.6	79.6	58.1	41.2	53.1	57.7
Consum Discr	29.0	23.8	22.0	24.6	18.7	16.3	16.9	17.8	21.3	22.4	24.4	19.8	19.5
Energy	26.8	20.2	25.0	29.0	27.9	28.6	34.5	32.0	37.8	67.5	59.7	54.4	48.4
Real Estate	22.3	26.8	24.4	22.9	49.9	53.8	52.3	48.9	46.0	62.3	51.6	51.6	50.0
Health Care	16.0	15.7	14.6	11.5	14.7	22.0	21.5	25.0	30.6	24.1	28.7	32.6	31.2

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.