Performance by Correlated Group

 

Viewing Tuesday's Closing data.

	cGroup	Funds	Trad.	RSf	1 Day	5 Days	1 Mth	3 Mths	6 Mths	1 Year
	Crypto/Blkchain	24	23	90.88	-2.18	1.08	3.49	31.19	1.71	45.48
	Metals	38	26	89.84	0.40	1.21	6.00	11.67	33.79	41.48
	Technology	117	104	79.43	-0.89	1.05	6.99	19.00	5.01	20.03
	Financial	33	27	71.95	0.98	2.47	4.58	7.29	5.32	25.55
	Devlpd x/US	305	296	70.86	-0.05	1.14	2.35	10.05	13.88	14.70
	Emerg Mkts	150	132	66.70	0.12	1.07	4.88	9.80	11.89	13.58
	Utilities	15	12	66.40	-0.18	-0.24	1.27	7.83	9.80	24.42
	Volatility	5	3	62.82	-0.04	0.07	-3.01	4.71	12.67	14.38
	US Brd Mkt	576	548	55.63	0.21	1.48	4.11	8.53	2.85	11.84
	Industrial	72	67	54.94	0.79	1.79	4.34	8.98	3.34	12.43
	Materials	37	33	49.59	0.95	2.03	5.78	9.93	10.18	4.43
	n/c	636	579	47.71	-0.02	0.82	3.09	6.62	4.20	9.22
	Currency	13	9	44.68	0.02	0.60	1.14	4.08	5.85	5.97
	Consum Discr	124	106	44.31	1.21	2.05	5.00	8.09	-2.38	9.02
	Consum Stpl	46	44	37.97	1.09	1.00	1.23	1.04	3.09	10.99
	Fixed Income	382	363	26.36	-0.23	0.18	0.90	0.85	1.72	3.71
	Real Estate	39	34	21.07	0.63	-0.75	0.61	-0.54	0.63	7.61
	Health Care	46	40	17.75	0.44	0.59	3.35	0.92	-4.10	-3.10
	Energy	62	52	16.80	0.36	-0.11	4.26	-5.31	0.42	-3.54
	Agriculture	6	6	16.30	-0.48	-1.19	-1.34	-3.32	-1.57	-3.22

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 Tuesday's Closing data.

Symbol	07/01	06/24	06/16	06/09	06/02	05/23	05/16	05/09	05/02	04/25	04/17	04/10	04/03
Crypto/Blkchain	90.9	85.9	94.7	96.0	89.9	89.6	88.6	90.3	66.3	59.8	53.3	54.6	52.8
Metals	89.8	91.3	91.0	92.6	91.7	91.0	85.7	90.2	85.6	90.8	92.4	90.6	91.3
Technology	79.4	76.8	76.0	77.8	68.6	61.2	64.1	54.4	48.5	40.6	29.5	31.2	27.5
Financial	72.0	68.5	63.6	68.1	58.2	62.7	69.2	66.6	61.9	57.5	57.2	62.9	65.3
Devlpd x/US	70.9	71.2	70.8	71.1	75.5	75.4	74.4	74.8	74.6	72.4	69.9	59.5	63.7
Emerg Mkts	66.7	71.0	69.3	72.0	72.5	74.4	71.5	68.9	70.9	65.0	61.6	46.9	58.0
Utilities	66.4	77.1	72.5	67.0	77.2	78.7	80.9	78.9	79.2	78.2	82.6	83.7	84.7
Volatility	62.8	70.1	85.2	61.9	86.7	90.6	91.2	89.7	91.3	89.0	87.3	92.2	82.2
US Brd Mkt	55.6	53.8	54.1	53.7	50.8	46.7	51.6	45.4	44.1	39.2	38.1	42.2	39.7
Industrial	54.9	50.0	48.5	48.0	44.2	43.5	49.2	41.8	38.5	32.8	33.7	37.0	36.9
Materials	49.6	42.9	44.4	44.1	39.4	36.4	31.7	32.1	29.0	29.6	29.5	24.3	28.7
n/c	47.7	48.4	49.0	48.8	48.9	49.3	48.2	49.1	49.4	50.7	50.5	50.9	50.1
Currency	44.7	47.0	47.5	44.6	56.6	62.7	51.6	60.9	67.4	71.9	77.9	82.4	70.5
Consum Discr	44.3	35.1	32.6	36.7	24.8	23.6	25.6	20.7	17.8	16.9	17.3	20.6	19.5
Consum Stpl	38.0	40.6	38.6	35.0	41.9	45.0	52.1	55.1	59.3	60.5	66.7	67.7	73.2
Fixed Income	26.4	29.6	29.4	27.8	35.7	43.3	37.1	48.3	52.8	64.9	68.2	73.3	67.7
Real Estate	21.1	30.8	20.7	23.7	24.9	22.6	37.6	43.9	56.2	45.5	54.3	41.5	57.1
Health Care	17.7	16.3	16.0	17.3	15.8	13.6	12.8	13.8	19.0	18.8	21.0	22.5	32.6
Energy	16.8	22.4	38.0	26.9	24.0	25.9	25.1	29.1	29.3	33.5	37.1	34.5	46.7
Agriculture	16.3	23.9	32.0	30.9	31.7	38.2	31.2	37.3	38.9	57.4	67.1	65.5	54.6

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.