Diversified Developed Markets ETFs Table
The table below has the rankings, returns and timing signals for the various ETFs in the Diversified Developed Markets 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.