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All Developed Markets ETFs Table

 

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

 

 

 

All Developed Markets ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
EEW EEW - Yahoo Adjusted Data 0.00 0.00 0.00 0.00 0.00 0.00 -11.27 -0.75 -0.75 0.00 Buy 03/06/08 Sell 12/14/07 Buy 03/19/08
DNL Japan High-Yielding Equity -2.95 0.84 15.26 -1.72 -16.13 -23.93 -24.22 -23.76 -17.83 -36.41 Buy 10/30/08 Sell 06/10/08 Sell 11/12/08
JSC Russell/Nomura Small Cap Japan -2.86 0.80 14.95 0.28 -16.73 -29.11 -28.80 -32.92 -33.89 -40.62 Buy 11/03/08 Sell 06/10/08 Sell 11/19/08
DFJ Japan SmallCap Dividend -2.69 0.79 13.38 -0.36 -17.39 -28.57 -27.09 -29.51 -33.01 -39.64 Buy 11/03/08 Sell 06/11/08 Buy 11/04/08
JEQ JAPAN EQUITY FUND INC -2.71 0.79 15.90 -7.87 -20.52 -34.22 -34.31 -37.40 -25.11 -43.77 Buy 10/30/08 Sell 06/11/08 Sell 06/10/08
DXJ Japan Total Dividend -3.35 0.80 14.90 -8.91 -24.50 -34.87 -34.66 -33.89 -31.48 -41.11 Buy 11/04/08 Sell 06/10/08 Sell 11/11/08
SWZ THE SWISS HELVETIA FUND INC -3.18 0.79 15.17 -10.57 -26.02 -34.52 -39.19 -45.82 10.77 -41.44 Buy 10/31/08 Sell 06/11/08 Sell 06/11/08
PJO FTSE RAFI Japan -3.14 0.59 21.95 -10.42 -28.27 -39.44 -36.53 -39.86 -39.86 -42.04 Buy 11/04/08 Sell 06/10/08 Sell 11/19/08
JPP Russell/Nomura PRIME Japan -3.27 0.81 15.53 -10.30 -26.76 -37.53 -37.19 -36.76 -37.48 -43.54 Buy 11/04/08 Sell 06/10/08 Sell 11/12/08
JOF JAPAN SMALLER CAPITALIZATION FUND I -2.97 0.73 12.88 -11.05 -23.50 -36.58 -39.47 -46.17 -30.06 -45.90 Sell 06/26/08 Sell 06/12/08 Sell 06/12/08
EWJ MSCI Japan Index -3.37 0.92 18.94 -11.66 -29.44 -39.93 -39.97 -38.78 -4.40 -43.34 Buy 11/05/08 Sell 06/10/08 Sell 11/12/08
EWL MSCI Switzerland Index -3.74 0.93 15.46 -15.80 -31.86 -40.41 -40.22 -34.24 20.63 -40.55 Sell 06/09/08 Sell 08/14/08 Sell 08/12/08
IOO S&P Global 100 Index -3.65 0.98 16.84 -13.80 -33.26 -40.81 -42.90 -36.30 -7.52 -40.81 Sell 06/09/08 Sell 05/23/08 Sell 08/18/08
LDN LDN - Yahoo Adjusted Data -2.80 0.57 16.96 -2.84 -31.33 -43.38 -40.80 -40.80 -40.80 -50.19 Buy 11/12/08 Sell 05/30/08 Sell 05/30/08
ITF S&P/TOPIX 150 Index -3.43 0.90 16.53 -14.66 -30.27 -40.52 -40.02 -39.08 -3.68 -43.20 Buy 11/05/08 Sell 06/11/08 Sell 06/10/08
VPL Pacific Stock ETF -3.23 0.93 18.50 -14.95 -35.17 -46.16 -46.37 -39.42 -23.67 -47.25 Buy 11/10/08 Sell 06/06/08 Sell 05/28/08
BRU BRU - Yahoo Adjusted Data -2.52 0.11 16.90 -3.12 -37.52 -51.09 -51.09 -51.09 -51.09 -57.36 Buy 11/17/08 Sell 08/07/08 Sell 08/04/08
EEN Claymore/Robeco Developed Intl Equi -2.90 0.67 18.22 -10.66 -37.19 -47.14 -49.20 -45.00 -45.00 -51.10 Buy 11/10/08 Sell 06/03/08 Sell 05/30/08
DEW Europe High-Yielding Equity -3.17 0.85 18.66 -17.71 -39.55 -49.81 -51.90 -45.58 -34.93 -50.47 Sell 09/29/08 Sell 08/15/08 Sell 08/13/08
DEB Europe Total Dividend -3.21 0.85 16.31 -17.89 -39.32 -49.98 -51.66 -43.36 -31.97 -49.98 Sell 06/10/08 Sell 05/29/08 Sell 08/13/08
PDN FTSE RAFI Dvp Mkts exUS S/M -3.10 0.85 16.25 -11.52 -38.41 -49.25 -49.25 -52.04 -52.04 -49.42 Buy 11/07/08 Sell 06/03/08 Sell 05/27/08
EKH Europe 2001 HOLDRs -3.12 0.66 17.89 -15.50 -37.29 -47.10 -47.89 -42.59 -9.46 -49.00 Sell 06/12/08 Sell 06/02/08 Sell 05/27/08
VEA Europe Pacific ETF -3.18 0.93 18.53 -15.21 -39.68 -50.14 -50.69 -48.63 -48.63 -50.28 Sell 06/11/08 Sell 06/02/08 Sell 05/29/08
AUS AUS - Yahoo Adjusted Data -2.66 0.60 21.09 -7.32 -36.64 -51.15 -46.46 -46.46 -46.46 -56.24 Buy 11/06/08 Sell 06/04/08 Sell 05/27/08
EFA MSCI EAFE Index -3.19 0.96 20.14 -15.38 -39.75 -50.29 -51.20 -43.33 1.70 -50.69 Sell 06/11/08 Sell 06/02/08 Sell 05/29/08
FEU DJ STOXX 50 ETF -3.28 0.93 18.16 -16.69 -40.57 -49.99 -51.73 -43.91 -4.38 -49.99 Sell 06/10/08 Sell 05/29/08 Sell 05/27/08
IAF ABERDEEN AUSTRALIA EQUITY FUND INC -2.37 0.74 28.05 -8.59 -39.13 -51.57 -49.26 -31.33 53.41 -61.78 Buy 11/04/08 Sell 06/11/08 Sell 11/12/08
ADRU Europe 100 ADR Index -3.15 0.87 18.27 -18.32 -41.56 -51.00 -52.31 -42.96 -11.48 -51.00 Sell 06/10/08 Sell 06/02/08 Sell 05/27/08
IRL NEW IRELAND FUND INC -2.23 0.73 21.43 -0.12 -39.05 -57.36 -57.72 -63.93 -19.17 -64.96 Buy 11/03/08 Sell 05/21/08 Sell 05/14/08
EWP MSCI Spain Index -3.29 0.92 20.03 -19.14 -38.15 -51.55 -53.47 -39.71 36.71 -53.12 Sell 10/07/08 Sell 05/27/08 Sell 05/23/08
EWU MSCI United Kingdom Index -3.21 0.93 20.98 -15.72 -41.25 -50.87 -52.62 -47.23 -9.18 -51.97 Sell 06/10/08 Sell 05/30/08 Sell 05/30/08
EWQ MSCI France Index -3.17 0.94 19.71 -14.47 -41.34 -51.41 -51.75 -43.60 5.55 -52.04 Sell 06/11/08 Sell 06/04/08 Sell 06/02/08
PXF FTSE RAFI Dvlpd Mkts ex-US -3.15 0.87 18.88 -16.43 -40.27 -50.92 -52.40 -51.55 -51.55 -50.92 Sell 06/10/08 Sell 05/28/08 Sell 05/27/08
EWI MSCI Italy Index -3.00 0.90 18.83 -13.66 -40.43 -52.50 -54.28 -50.32 -8.09 -53.80 Sell 06/11/08 Sell 06/02/08 Sell 05/29/08
ADRD Developed Markets 100 ADR Index -3.22 0.86 20.62 -18.43 -41.43 -50.76 -51.50 -43.70 -17.93 -50.76 Sell 06/11/08 Sell 06/02/08 Sell 05/27/08
IEV S&P Europe 350 Index -3.18 0.96 19.35 -15.10 -40.98 -51.39 -52.59 -44.35 1.62 -51.77 Sell 06/10/08 Sell 06/02/08 Sell 05/29/08
PEF FTSE RAFI Europe -3.01 0.75 16.91 -14.50 -41.43 -52.79 -53.93 -52.10 -52.10 -53.40 Sell 06/09/08 Sell 06/02/08 Sell 06/02/08
LIS LIS - Yahoo Adjusted Data -2.93 0.16 11.89 -16.41 -41.66 -54.91 -54.91 -54.91 -54.91 -54.91 Sell 08/21/08 Sell 08/01/08 Sell 07/30/08
SNF SPAIN FUND INC -2.69 0.62 23.91 -10.27 -40.64 -57.22 -58.15 -53.24 -4.60 -62.11 Buy 11/05/08 Sell 01/22/08 Sell 04/15/08
VGK European Stock ETF -3.17 0.95 19.26 -16.01 -42.38 -52.64 -53.20 -44.88 -25.61 -52.64 Sell 06/10/08 Sell 06/02/08 Sell 05/27/08
ADRA Asia 50 ADR Index -3.17 0.93 20.79 -20.40 -41.91 -51.17 -51.13 -44.90 -10.03 -51.93 Sell 06/19/08 Sell 05/28/08 Sell 05/21/08
FEZ DJ Euro STOXX 50 ETF -3.12 0.94 20.99 -15.64 -41.81 -52.05 -53.70 -42.88 5.80 -52.35 Sell 06/10/08 Sell 06/02/08 Sell 06/02/08
SCZ MSCI EAFE Small Cap Index -3.02 0.87 16.99 -15.22 -43.13 -54.09 -56.32 -56.32 -56.32 -54.17 Sell 06/11/08 Sell 06/04/08 Sell 05/27/08
EWN MSCI Netherlands Index -3.02 0.91 19.92 -15.51 -45.80 -55.22 -54.28 -45.23 -1.49 -55.28 Sell 06/10/08 Sell 05/29/08 Sell 08/19/08
EZU MSCI EMU Index -3.06 0.95 20.54 -15.79 -43.81 -54.74 -55.67 -45.63 3.85 -55.15 Sell 06/09/08 Sell 06/02/08 Sell 05/27/08
IFSM FTSE Dvlpd Sm Cap ex-North Amer -2.94 0.85 15.37 -15.12 -45.08 -55.12 -55.83 -55.50 -55.50 -55.12 Sell 06/10/08 Sell 06/03/08 Sell 05/27/08
AEX AEX - Yahoo Adjusted Data -2.76 0.07 14.75 -4.04 -46.19 -56.41 -56.41 -56.41 -56.41 -60.08 Buy 11/07/08 Sell 06/18/08 Sell 06/16/08
DFE Europe SmallCap Dividend -2.99 0.84 14.28 -18.97 -46.94 -57.26 -59.12 -55.07 -46.64 -57.26 Sell 06/10/08 Sell 05/30/08 Sell 08/15/08
EWG MSCI Germany Index -3.05 0.92 20.80 -14.41 -44.26 -53.54 -54.11 -37.39 17.69 -53.54 Sell 06/11/08 Sell 06/03/08 Sell 06/02/08
EWC MSCI Canada Index -2.96 0.84 18.51 -15.22 -46.69 -53.92 -48.41 -33.18 28.82 -55.25 Sell 06/23/08 Sell 06/10/08 Sell 06/03/08
PAF FTSE RAFI Asia Pacific ex-Jp -2.95 0.76 17.92 -23.18 -44.81 -55.44 -56.27 -49.98 -49.98 -55.44 Sell 06/11/08 Sell 06/02/08 Sell 08/04/08
DNH Pacific ex-Japan Hi-Yld Eq -2.90 0.81 20.66 -24.92 -44.70 -54.59 -57.42 -42.84 -31.16 -54.85 Sell 10/03/08 Sell 06/06/08 Sell 07/31/08
DND Pacific ex-Japan Total Div -2.93 0.91 19.57 -23.03 -44.86 -55.04 -55.54 -36.72 -23.90 -55.04 Sell 06/11/08 Sell 06/02/08 Sell 07/31/08
EPP MSCI Pacific ex-Japan -2.91 0.92 22.19 -22.84 -47.49 -57.97 -59.27 -42.78 11.82 -57.97 Sell 06/12/08 Sell 06/03/08 Sell 06/02/08
EWD MSCI Sweden Index -2.84 0.92 23.22 -16.84 -48.12 -60.12 -58.59 -54.21 -0.85 -60.53 Sell 06/09/08 Sell 06/02/08 Sell 05/29/08
PWD FTSE RAFI Europe Small-Mid -2.87 0.77 18.66 -22.10 -50.82 -60.19 -60.43 -62.39 -62.39 -60.19 Sell 06/09/08 Sell 06/02/08 Sell 06/02/08
EWA MSCI Australia Index -2.87 0.87 24.56 -23.98 -48.80 -59.78 -60.30 -43.44 15.00 -59.78 Sell 10/03/08 Sell 06/04/08 Sell 05/28/08
GF NEW GERMANY FUND INC -2.46 0.76 20.81 -8.36 -48.83 -60.14 -57.04 -45.79 21.66 -65.02 Buy 11/10/08 Sell 06/11/08 Sell 06/02/08
PDQ FTSE RAFI Asia Pac exJpn S/M -2.69 0.54 21.38 -23.66 -49.93 -60.29 -64.00 -64.31 -64.31 -60.46 Sell 06/12/08 Sell 05/27/08 Sell 05/23/08
EWK MSCI Belgium Index -2.64 0.89 19.67 -17.33 -54.88 -66.94 -66.33 -66.13 -24.34 -66.94 Sell 06/02/08 Sell 05/21/08 Sell 05/07/08
EWO MSCI Austria Index -2.45 0.85 22.71 -27.97 -62.17 -71.41 -68.64 -66.03 -1.43 -71.43 Sell 06/13/08 Sell 06/09/08 Sell 06/02/08
GUR S&P Emerging Europe -2.30 0.83 31.75 -20.00 -62.00 -70.53 -69.17 -63.48 -63.48 -72.09 Buy 11/04/08 Sell 06/09/08 Sell 11/12/08
RSX Market Vectors Russia ETF -1.98 0.83 38.19 -27.37 -70.09 -78.75 -74.97 -69.08 -69.08 -79.62 Sell 11/18/08 Sell 06/11/08 Sell 11/12/08
Total 63 tickers in table.

 

 

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