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US Total Market and Broad ETFs Table

 

The table below has the rankings, returns and timing signals for the various ETFs in the US Total Market and Broad ETFs family.

Most of the table headings are self explanatory. However some need further explanation.

rSCR* is risk-adjusted rank. It is similar to Sharpe ratio however it only considers the down-side risk. No one hates standard deviation to the upside :-).

STOMAK*, CONS* and BOX* are timing signals based on different criterion.

BOX* is the fickle one of the three, if you want to make a quick profit. STOMAK* and CONS* are trend following systems. I tend to look for confirmation between them. Also divergence between the two, signals a change in the primary trend.

Send me an email or leave a comment if you need more information.

 

 

 

US Total Market and Broad ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
MKH Market 2000 HOLDRs -3.50 0.60 11.77 -9.99 -28.24 -34.57 -37.73 -33.65 -16.12 -35.05 Sell 11/11/08 Sell 06/02/08 Sell 11/17/08
EXT Total Earnings -3.49 0.75 13.75 -16.11 -34.73 -40.32 -41.44 -41.79 -41.79 -40.67 Sell 09/18/08 Sell 08/25/08 Sell 08/19/08
ISI S&P 1500 Index -3.65 0.99 15.56 -15.96 -37.23 -41.98 -43.02 -40.47 -22.36 -42.58 Sell 09/15/08 Sell 08/26/08 Sell 08/19/08
VTI Total Stock Market ETF -3.57 0.99 16.05 -16.14 -37.70 -42.23 -43.17 -40.46 -12.97 -43.04 Sell 09/15/08 Sell 09/04/08 Sell 08/25/08
IWV Russell 3000 Index -3.60 0.99 15.74 -15.88 -37.73 -42.30 -43.40 -41.22 -14.68 -43.06 Sell 09/15/08 Sell 09/04/08 Sell 08/25/08
IYY Dow Jones U.S. Index -3.63 0.99 15.14 -16.07 -37.64 -42.34 -43.26 -40.52 -13.77 -43.07 Sell 09/15/08 Sell 09/04/08 Sell 09/04/08
TMW DJ Wilshire Total Market -3.74 0.55 19.28 -17.05 -37.90 -42.50 -43.27 -40.67 -15.06 -43.23 Sell 09/09/08 Sell 09/04/08 Sell 08/19/08
NYC NYSE Composite Index -3.54 0.97 15.77 -16.31 -38.94 -45.82 -45.86 -40.54 -16.69 -45.82 Sell 06/12/08 Sell 06/02/08 Sell 05/27/08
QQQQ QQQ -3.16 0.94 15.39 -14.68 -42.66 -44.37 -46.00 -38.98 -19.00 -46.79 Sell 09/04/08 Sell 09/03/08 Sell 08/25/08
VXF Extended Market Index ETF -3.39 0.95 16.11 -21.45 -44.83 -47.97 -47.53 -46.08 -14.85 -49.74 Sell 09/09/08 Sell 08/25/08 Sell 08/25/08
Total 10 tickers in table.

 

 

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