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Chile ETFs Table

 

The table below has the rankings, returns and timing signals for the various ETFs in the Chile 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.

 

 

 

Chile ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
ECH MSCI Chile Index -2.01 0.71 21.39 12.92 -22.73 -31.75 -36.43 -37.31 -37.31 -46.16 Buy 12/18/08 Sell 08/12/08 Buy 12/24/08
CH CHILE FUND INC -2.01 0.54 19.85 0.00 -21.50 -34.75 -50.17 -29.51 35.76 -53.07 Buy 11/06/08 Sell 06/06/08 Buy 12/11/08
Total 2 tickers in table.

 

 

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