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	95.92	-0.04	-6.15	-1.93	35.09	33.11	109.60
	Technology	117	104	79.22	1.66	-0.76	0.46	9.52	16.43	25.94
	Financial	34	28	77.32	0.00	0.59	3.25	6.06	11.50	27.32
	US Brd Mkt	581	552	68.74	0.45	-0.16	1.33	3.54	8.51	19.03
	Utilities	15	12	67.28	-0.61	-4.36	0.50	-3.48	10.53	28.02
	Consum Discr	126	108	65.37	0.08	-1.09	1.72	3.71	4.75	16.56
	Industrial	73	68	62.55	-0.20	-1.00	1.75	2.44	6.71	17.10
	Metals	38	26	54.60	0.67	-0.36	4.86	-6.91	8.65	29.77
	n/c	650	592	49.14	0.32	-0.17	1.20	1.08	4.84	12.28
	Consum Stpl	46	44	47.79	-0.78	-0.14	1.39	-0.48	4.10	13.31
	Health Care	46	40	39.40	0.11	1.74	4.14	-0.93	-1.69	4.97
	Devlpd x/US	309	300	38.80	0.08	0.36	2.61	-0.54	1.42	8.91
	Energy	62	52	38.64	-0.16	-3.45	4.92	4.02	2.19	9.41
	Agriculture	6	6	37.72	0.62	0.53	3.84	2.32	6.16	-0.09
	Fixed Income	384	365	33.11	0.01	0.21	0.81	-0.18	1.69	4.48
	Emerg Mkts	150	132	29.32	0.34	0.19	-0.58	-5.58	1.16	8.14
	Real Estate	39	34	28.59	-1.05	-0.53	0.94	-6.30	0.26	7.30
	Volatility	5	3	26.92	-1.43	0.58	1.67	-6.66	-1.35	-5.75
	Currency	13	9	22.45	-0.22	0.13	0.34	-1.53	-0.23	0.67
	Materials	37	33	14.54	-0.53	-1.56	2.45	-6.30	-4.11	1.27

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	01/28	01/21	01/13	01/03	12/26	12/18	12/11	12/04	11/26	11/19	11/12	11/05	10/29
Crypto/Blkchain	95.9	97.8	98.8	98.9	98.2	99.0	98.6	98.6	98.3	98.7	98.5	91.7	90.1
Technology	79.2	83.5	76.7	81.8	80.2	79.4	78.8	80.6	75.3	73.6	77.6	77.4	77.1
Financial	77.3	77.4	81.2	82.3	81.9	80.3	78.8	78.7	81.7	82.3	80.2	76.3	75.1
US Brd Mkt	68.7	67.8	68.6	69.1	69.3	68.0	66.4	67.5	67.3	67.2	66.8	64.0	64.8
Utilities	67.3	82.6	75.1	78.2	76.1	77.3	74.2	80.7	90.3	89.6	81.1	83.0	88.6
Consum Discr	65.4	68.8	66.2	70.5	66.0	64.9	76.8	76.7	79.0	72.4	77.5	65.9	55.8
Industrial	62.5	64.6	61.0	60.8	60.4	58.7	64.9	67.3	70.0	68.3	69.0	65.0	61.4
Metals	54.6	59.6	55.7	51.6	51.0	57.2	74.4	65.1	62.8	72.9	67.9	87.3	89.0
n/c	49.1	48.7	50.0	49.6	49.7	50.3	48.2	48.3	48.1	48.4	47.5	46.9	46.9
Consum Stpl	47.8	49.2	50.5	52.9	52.5	52.3	54.2	55.5	64.0	60.4	57.0	53.1	54.5
Health Care	39.4	31.6	34.4	33.1	28.4	22.8	28.8	33.1	36.0	25.0	48.8	42.6	43.2
Devlpd x/US	38.8	34.9	28.6	30.6	29.2	29.3	34.6	33.6	28.2	29.4	34.6	43.8	42.6
Energy	38.6	55.7	54.2	31.4	30.7	27.4	37.3	33.4	34.2	34.1	27.8	21.6	15.6
Agriculture	37.7	39.9	42.0	28.4	28.7	30.7	29.5	22.6	23.8	30.5	22.4	18.8	17.4
Fixed Income	33.1	31.0	40.8	37.2	36.8	37.7	26.6	27.2	30.9	31.5	25.9	21.7	24.9
Emerg Mkts	29.3	30.7	19.4	24.9	35.6	40.9	48.7	41.4	37.3	40.1	41.9	55.9	56.2
Real Estate	28.6	33.2	25.8	37.4	32.2	27.6	41.5	47.8	62.7	60.5	55.7	61.0	72.5
Volatility	26.9	25.4	37.6	27.2	28.7	51.5	24.2	23.9	22.5	23.9	22.9	20.2	27.1
Currency	22.4	21.2	33.1	27.9	28.5	29.6	17.4	16.3	17.7	20.0	16.6	14.4	14.4
Materials	14.5	16.2	13.3	10.9	11.6	14.0	29.9	33.7	31.7	30.3	34.0	41.1	33.7

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.