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Diversified International ETFs Table

 

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

 

 

 

Diversified International ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
ACWI MSCI ACWI Index -3.35 0.96 17.10 -15.25 -39.87 -47.79 -43.85 -43.85 -43.85 -47.79 Sell 06/16/08 Sell 06/04/08 Sell 06/04/08
DOL International LargeCap Div -3.28 0.94 18.59 -15.17 -38.45 -49.06 -50.45 -40.69 -29.93 -49.06 Sell 06/10/08 Sell 06/02/08 Sell 05/27/08
GWL S&P World ex-US -3.08 0.82 19.45 -11.37 -38.11 -48.91 -49.17 -48.20 -48.20 -51.06 Buy 11/10/08 Sell 06/02/08 Sell 09/29/08
DWM DEFA -3.16 0.95 19.16 -15.00 -38.92 -49.93 -51.34 -41.43 -30.34 -50.61 Sell 06/10/08 Sell 06/02/08 Sell 05/27/08
DTH DEFA High-Yielding Equity -3.19 0.91 18.44 -18.88 -39.84 -50.71 -52.66 -45.04 -33.94 -50.90 Sell 10/03/08 Sell 06/02/08 Sell 05/27/08
DLS International SmallCap Div -3.08 0.94 15.23 -14.34 -41.06 -51.56 -53.38 -45.56 -36.80 -51.78 Sell 06/11/08 Sell 06/04/08 Sell 06/02/08
HGI Claymore/Zacks International Yield -2.88 0.66 21.38 -18.42 -42.18 -52.27 -49.30 -53.80 -53.80 -54.48 Sell 06/06/08 Sell 06/04/08 Sell 08/04/08
DIM International MidCap Dividend -3.10 0.94 18.38 -13.99 -40.52 -50.72 -52.32 -44.27 -33.70 -52.00 Sell 06/11/08 Sell 06/03/08 Sell 05/29/08
GWX S&P International Small Cap -3.06 0.92 18.07 -14.36 -41.96 -52.17 -53.69 -54.06 -54.06 -54.84 Sell 06/11/08 Sell 06/04/08 Sell 05/29/08
CWI MSCI ACWI (ex-US) -3.16 0.94 22.03 -16.17 -42.31 -52.65 -52.60 -45.36 -45.36 -53.23 Sell 06/11/08 Sell 06/03/08 Sell 05/27/08
VEU FTSE All-World ex-US ETF -3.08 0.94 19.56 -16.12 -42.57 -52.80 -52.56 -45.58 -45.58 -53.61 Sell 06/11/08 Sell 06/03/08 Sell 05/28/08
DOO International Div Top 100 -3.13 0.92 19.88 -19.10 -43.42 -53.45 -55.24 -46.44 -35.29 -53.45 Sell 10/03/08 Sell 06/02/08 Sell 05/29/08
PID Intl Dividend Achievers -3.38 0.92 18.33 -22.41 -45.46 -53.97 -54.19 -47.27 -34.58 -53.97 Sell 10/02/08 Sell 06/02/08 Sell 05/27/08
IDV Dow Jones EPAC Select Dividend -3.03 0.85 16.81 -22.85 -47.76 -58.52 -61.39 -62.88 -62.88 -58.52 Sell 09/29/08 Sell 05/29/08 Sell 05/21/08
CRO Claymore/Zacks Country Rotation -3.11 0.68 16.72 -22.69 -47.00 -57.17 -57.72 -57.58 -57.58 -57.17 Sell 06/11/08 Sell 06/02/08 Sell 05/27/08
Total 15 tickers in table.

 

 

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