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	95.12	1.98	3.82	4.03	9.17	17.66	35.68
	Utilities	15	12	81.59	-0.04	1.48	-3.76	-2.91	4.13	22.19
	Volatility	5	3	75.50	1.77	0.53	11.66	12.94	4.38	0.77
	Financial	34	28	69.80	-0.73	-3.37	-7.81	-7.71	3.65	13.73
	Devlpd x/US	309	300	65.43	-0.74	-1.51	-0.38	-0.14	2.21	5.64
	Consum Stpl	46	44	63.95	-0.48	-1.82	-2.28	-3.75	-0.27	8.29
	Currency	13	9	62.25	-0.07	-0.08	1.14	0.51	-0.91	1.52
	Fixed Income	383	364	61.45	-0.01	-0.35	-0.00	-0.94	-1.07	3.33
	Agriculture	6	6	59.18	0.81	1.35	-2.75	1.05	5.40	-0.15
	Emerg Mkts	150	132	57.26	-0.24	-0.93	0.62	-3.44	4.78	6.20
	Energy	62	52	51.68	-0.81	0.77	-5.51	-1.08	5.79	2.32
	n/c	643	585	50.31	-0.73	-1.80	-4.13	-4.81	0.72	4.12
	Crypto/Blkchain	24	23	49.72	-3.13	-9.25	-18.05	-24.30	24.28	0.72
	US Brd Mkt	580	551	42.90	-1.20	-3.17	-7.60	-7.88	0.38	5.42
	Real Estate	39	34	36.75	-1.56	-3.10	-2.75	-6.47	-8.29	4.30
	Technology	117	104	35.96	-1.97	-4.09	-13.09	-12.40	4.27	4.14
	Industrial	73	68	34.97	-1.12	-3.33	-7.59	-9.48	-0.87	2.54
	Materials	37	33	29.54	-0.11	-1.29	-2.29	-6.20	-0.07	-4.11
	Health Care	46	40	26.54	-1.35	-3.30	-5.97	-8.27	-7.65	-7.21
	Consum Discr	126	108	18.17	-1.71	-3.92	-11.36	-14.94	-3.48	-1.50

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	03/13	03/06	02/27	02/20	02/12	02/05	01/29	01/22	01/14	01/06	12/27	12/19	12/12
Metals	95.1	92.0	84.0	85.9	86.8	78.3	59.6	55.8	62.8	48.8	51.4	54.4	69.1
Utilities	81.6	67.5	75.4	76.5	79.7	74.8	71.5	76.5	80.2	75.7	77.1	76.9	75.0
Volatility	75.5	78.8	55.7	29.9	29.8	22.0	26.0	27.2	30.3	27.0	29.9	73.9	24.4
Financial	69.8	73.5	81.1	70.1	75.8	77.0	78.7	75.7	82.1	80.3	80.9	80.6	79.9
Devlpd x/US	65.4	64.6	54.3	50.8	49.9	42.6	39.2	34.1	28.8	31.7	30.4	30.5	34.3
Consum Stpl	64.0	59.5	59.6	50.7	50.2	47.6	49.2	45.1	52.7	49.3	52.4	51.7	55.5
Currency	62.2	47.7	35.9	23.8	24.9	20.2	23.2	23.4	32.2	28.5	30.3	30.4	18.5
Fixed Income	61.5	47.5	44.1	27.6	28.6	26.5	33.2	33.1	38.7	38.6	37.7	37.3	27.2
Agriculture	59.2	45.5	47.6	54.7	43.4	39.3	41.8	39.6	40.9	30.6	28.7	29.6	27.8
Emerg Mkts	57.3	56.6	45.6	43.7	39.4	32.2	29.3	29.1	23.0	22.5	35.1	43.6	48.0
Energy	51.7	41.6	40.4	48.8	41.8	48.9	39.3	55.2	53.7	32.2	31.3	26.6	37.7
n/c	50.3	49.1	49.2	48.6	48.7	48.0	49.2	49.5	49.5	50.0	49.6	50.3	48.6
Crypto/Blkchain	49.7	65.0	57.8	90.0	95.2	97.6	98.3	97.0	98.7	98.9	98.1	98.8	98.6
US Brd Mkt	42.9	51.3	58.6	64.8	65.3	67.1	68.5	68.5	68.2	69.3	69.2	67.7	66.5
Real Estate	36.8	46.1	56.8	37.3	32.7	37.3	22.6	22.4	27.3	29.8	27.1	22.0	41.8
Technology	36.0	51.5	63.1	82.2	79.7	83.4	78.9	84.4	77.2	83.3	80.0	78.9	79.0
Industrial	35.0	40.0	43.9	50.9	52.4	60.0	62.6	63.1	62.5	59.5	59.2	58.2	64.8
Materials	29.5	24.2	17.3	18.3	17.3	16.7	15.4	14.9	14.4	10.9	11.8	14.4	27.2
Health Care	26.5	29.9	28.7	37.7	27.8	41.9	38.4	32.1	29.3	31.4	27.0	21.8	24.6
Consum Discr	18.2	20.5	27.9	45.3	49.3	66.2	65.4	65.9	68.1	68.5	63.0	63.7	75.8

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.