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	84.48	2.10	1.82	-5.28	11.83	14.75	18.15
	Crypto/Blkchain	23	22	77.23	1.43	-1.45	-0.74	2.08	36.01	115.42
	Technology	121	108	70.12	-0.84	-0.14	1.23	2.43	12.34	23.31
	Utilities	15	12	68.15	0.60	-0.45	-3.74	7.53	9.84	10.65
	US Brd Mkt	601	572	66.32	-0.14	0.33	0.98	2.27	10.23	18.72
	Financial	34	28	60.27	0.36	0.62	-2.09	0.12	5.46	20.82
	Industrial	73	68	56.35	-0.13	-0.60	-1.97	-0.29	6.97	14.98
	Emerg Mkts	152	134	52.28	-0.32	0.38	-3.08	2.54	6.82	7.40
	Devlpd x/US	329	319	50.05	0.01	-1.20	-2.23	0.31	6.91	10.55
	n/c	667	612	49.81	-0.10	-0.15	-0.64	1.40	6.76	11.64
	Energy	65	53	44.17	0.55	-0.18	-2.71	1.01	7.63	14.13
	Consum Discr	127	109	41.50	-0.35	-1.55	-3.43	-2.28	3.24	12.99
	Consum Stpl	46	44	41.36	0.18	0.11	-2.21	0.12	4.26	8.80
	Materials	37	33	33.64	0.24	-1.23	-6.16	-1.16	1.64	2.88
	Fixed Income	395	376	30.83	-0.14	0.22	0.78	1.00	1.87	4.97
	Volatility	6	4	29.25	1.42	2.85	2.85	-3.84	-5.89	-16.06
	Agriculture	6	6	28.27	-0.90	-2.43	-4.21	-1.39	-1.45	-7.90
	Health Care	47	41	25.94	0.06	-2.31	-2.95	-3.99	3.88	0.11
	Currency	13	9	21.51	-0.17	-0.17	-0.02	0.07	-0.12	1.03
	Real Estate	40	35	20.54	-0.28	0.31	-0.88	-0.36	-2.50	4.19

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	06/20	06/12	06/05	05/29	05/21	05/14	05/07	04/30	04/23	04/16	04/09	04/02	03/25
Metals	84.5	80.7	84.3	89.1	88.0	86.5	78.0	74.5	75.8	78.0	74.3	53.5	25.6
Crypto/Blkchain	77.2	54.5	89.7	92.5	97.1	87.6	95.8	98.1	99.1	97.0	97.6	98.8	99.0
Technology	70.1	70.6	66.5	71.3	73.7	70.2	73.9	72.6	68.3	72.7	76.3	75.2	77.4
Utilities	68.1	70.0	78.5	74.4	75.9	75.1	68.5	56.5	50.4	29.0	34.0	39.1	31.3
US Brd Mkt	66.3	65.2	63.5	62.2	61.2	59.7	62.3	63.4	62.4	65.4	64.4	67.0	67.4
Financial	60.3	59.0	62.1	66.9	70.4	74.2	71.9	65.4	70.1	64.3	67.0	67.6	67.1
Industrial	56.4	59.2	60.1	59.1	62.9	65.3	65.4	66.6	66.8	66.1	66.3	66.7	67.3
Emerg Mkts	52.3	46.4	46.0	50.7	50.6	51.6	45.7	47.5	41.9	36.1	41.9	37.5	36.5
Devlpd x/US	50.1	56.2	60.0	55.4	53.9	56.2	52.7	50.8	52.3	48.3	50.9	50.1	52.3
n/c	49.8	49.4	48.8	48.5	47.6	46.9	47.5	48.2	47.0	49.0	47.7	48.0	47.7
Energy	44.2	48.2	37.8	56.6	52.4	52.6	56.2	55.8	63.6	68.4	64.7	63.9	56.0
Consum Discr	41.5	51.8	54.0	55.1	60.2	65.9	64.5	56.8	60.0	59.0	63.5	59.6	62.8
Consum Stpl	41.4	39.4	46.6	41.7	46.4	49.1	44.6	42.9	45.3	37.0	40.0	44.0	43.1
Materials	33.6	38.6	47.4	54.6	55.6	57.4	52.6	46.4	46.7	46.9	48.2	41.4	37.4
Fixed Income	30.8	26.9	24.9	23.3	20.6	19.9	21.7	23.8	24.1	26.5	22.3	23.7	23.0
Volatility	29.2	27.5	25.2	22.9	19.3	17.2	18.4	20.5	21.1	27.8	22.8	25.9	26.1
Agriculture	28.3	34.3	39.0	45.6	38.1	27.1	30.2	30.2	31.7	32.9	30.6	34.2	30.2
Health Care	25.9	35.6	31.7	21.6	31.4	34.8	32.6	31.3	26.0	28.8	32.3	38.0	44.7
Currency	21.5	18.6	17.4	19.1	14.3	14.5	15.2	19.7	17.4	21.9	15.0	16.0	15.3
Real Estate	20.5	17.4	19.8	15.6	28.9	31.4	19.1	15.4	14.2	10.7	26.5	18.9	26.9

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.