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
	Crypto/Blkchain	23	22	99.07	0.74	3.98	-8.47	51.69	74.27	116.49
	Metals	38	26	80.21	1.36	-0.48	10.54	16.91	18.17	6.53
	Technology	122	108	70.68	-0.24	1.11	-5.09	1.43	21.14	29.49
	Financial	34	28	70.39	-0.64	2.85	-0.58	3.10	23.15	23.29
	Industrial	73	68	67.18	-0.23	1.56	-2.36	4.05	19.59	18.04
	Energy	65	53	65.10	0.46	2.11	2.98	9.36	5.56	15.57
	US Brd Mkt	601	572	63.22	-0.43	1.11	-2.69	2.84	17.06	19.45
	Consum Discr	127	109	60.36	-0.59	2.14	-3.06	1.89	19.86	19.27
	Utilities	15	12	54.45	0.15	3.38	4.10	8.43	14.65	3.79
	Devlpd x/US	329	319	50.30	-0.38	1.24	-2.38	2.72	15.12	10.16
	Materials	37	33	49.22	0.43	0.23	0.36	5.65	11.86	4.25
	n/c	668	613	47.88	-0.20	0.86	-1.67	2.58	12.56	11.94
	Consum Stpl	46	44	45.71	-0.49	2.16	-0.36	2.89	13.90	6.77
	Emerg Mkts	152	134	42.87	0.25	1.75	-0.19	3.82	10.13	8.70
	Agriculture	6	6	33.04	-0.13	3.01	2.04	2.74	-0.70	-0.34
	Health Care	47	41	24.16	-1.26	0.27	-6.91	-3.13	12.94	-1.32
	Fixed Income	396	377	23.65	-0.21	0.04	-1.50	-0.72	5.76	1.93
	Volatility	6	4	21.99	0.32	-3.90	-0.11	-1.58	-11.92	-22.12
	Currency	13	9	19.68	0.12	0.34	-0.27	-0.61	1.57	0.91
	Real Estate	40	35	15.05	-0.66	1.86	-3.13	-4.56	11.46	2.47

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	04/25	04/18	04/11	04/04	03/27	03/20	03/13	03/06	02/28	02/21	02/13	02/06	01/30
Crypto/Blkchain	99.1	98.7	96.7	98.8	99.0	99.0	99.2	99.1	99.0	98.9	98.2	95.6	96.4
Metals	80.2	83.4	77.1	65.8	29.9	32.0	34.4	24.9	13.8	15.6	14.2	15.6	12.7
Technology	70.7	68.6	76.4	75.9	77.0	77.4	80.3	80.5	81.4	80.3	82.9	82.1	81.3
Financial	70.4	63.9	61.8	68.2	68.7	65.1	64.9	62.3	63.1	63.7	63.9	59.2	72.2
Industrial	67.2	64.6	64.7	66.9	68.8	66.9	67.0	66.8	68.3	66.8	66.5	64.7	66.2
Energy	65.1	66.3	66.4	63.1	50.9	53.4	45.2	31.2	29.6	33.1	24.9	18.5	20.9
US Brd Mkt	63.2	64.1	65.0	65.3	67.2	66.6	67.2	67.4	68.2	67.5	68.6	68.6	68.1
Consum Discr	60.4	53.0	58.2	61.9	64.0	62.1	62.9	63.3	67.1	64.9	67.3	59.6	70.8
Utilities	54.5	44.1	30.6	34.6	32.5	22.5	19.9	22.3	18.2	17.4	16.3	16.6	18.3
Devlpd x/US	50.3	49.1	50.6	52.4	52.9	54.0	53.3	53.1	50.5	50.3	47.8	50.2	50.0
Materials	49.2	50.1	47.4	43.0	37.8	37.7	36.7	29.7	30.0	28.7	26.4	24.6	27.8
n/c	47.9	49.1	48.9	48.0	47.7	48.0	48.1	48.2	48.8	48.4	48.7	49.2	47.9
Consum Stpl	45.7	40.1	36.4	39.6	43.7	40.2	40.1	37.3	36.9	36.9	33.4	31.9	40.0
Emerg Mkts	42.9	40.8	42.6	38.9	35.7	38.0	38.6	38.6	37.4	41.0	36.2	38.2	30.3
Agriculture	33.0	33.1	31.2	33.2	29.6	24.4	22.1	16.7	16.7	16.6	18.7	17.6	16.9
Health Care	24.2	24.5	32.5	33.8	45.6	45.4	48.7	51.0	61.9	54.9	55.9	52.9	49.4
Fixed Income	23.6	28.0	23.8	23.4	23.0	23.5	23.8	27.6	27.7	28.5	31.7	34.1	30.8
Volatility	22.0	28.2	25.5	22.5	24.6	26.3	24.2	24.4	24.6	25.3	25.2	28.7	26.4
Currency	19.7	22.2	17.9	15.9	14.4	16.7	15.1	15.7	17.0	17.8	21.2	21.5	19.5
Real Estate	15.0	10.0	14.9	18.5	27.8	21.5	28.7	27.0	29.4	34.1	28.0	25.1	45.1

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.