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All International ETFs Table

 

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

 

 

 

All International ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
TLT Lehman 20+ Year Treas Bond 14.81 -0.55 5.11 4.81 7.75 11.03 11.74 20.88 44.66 -6.39 Sell 10/15/08 Buy 11/19/08 Buy 11/19/08
FDRXX Fidelity Cash Reserves/55 0.00 0.10 0.21 0.24 0.66 1.29 3.32 8.59 17.49 0.00 Buy 09/01/88 Buy 10/14/88 Sell 10/14/88
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
KXI S&P Global Consumer Staples -3.66 0.93 12.48 -7.02 -22.12 -26.12 -27.86 -12.67 -10.24 -28.49 Sell 10/06/08 Sell 09/17/08 Sell 09/17/08
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
SCJ MSCI Japan Small Cap Index -3.21 0.86 17.24 -3.45 -20.69 -33.79 -32.50 -32.50 -32.50 -43.35 Buy 11/03/08 Sell 06/10/08 Sell 11/19/08
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
TF THAI CAPITAL FUND INC -2.41 0.61 20.67 -0.44 -31.08 -50.15 -45.98 -35.57 9.27 -58.01 Buy 11/05/08 Sell 05/29/08 Sell 08/21/08
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
JXI S&P Global Utilities -3.04 0.91 17.92 -5.02 -27.73 -35.35 -36.28 -17.91 -11.11 -40.17 Buy 11/04/08 Sell 06/16/08 Sell 11/12/08
EWM MSCI Malaysia Index -2.97 0.77 13.22 -6.76 -24.92 -39.44 -41.30 -13.04 28.51 -42.35 Buy 11/07/08 Sell 05/08/08 Sell 05/07/08
IFN INDIA FUND INC -2.30 0.77 24.40 -5.53 -33.32 -46.34 -50.92 -41.62 93.43 -52.66 Sell 09/17/08 Sell 08/21/08 Sell 08/18/08
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
GII FTSE/Macquarie Global Infra 100 -3.20 0.84 17.05 -6.89 -30.52 -38.44 -38.53 -27.07 -27.07 -42.83 Buy 11/04/08 Sell 06/12/08 Sell 06/11/08
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
CHN THE CHINA FUND INC -2.70 0.76 25.67 -5.98 -28.00 -43.24 -40.94 0.15 4.77 -48.01 Sell 10/06/08 Sell 05/23/08 Sell 09/29/08
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
ECH MSCI Chile Index -2.74 0.74 19.86 -6.64 -31.71 -41.81 -37.25 -38.47 -38.47 -50.15 Buy 11/06/08 Sell 08/12/08 Sell 11/19/08
TAV TAV - Yahoo Adjusted Data -2.98 0.64 12.41 -7.39 -32.79 -41.33 -41.33 -41.33 -41.33 -44.67 Buy 11/17/08 Sell 06/26/08 Sell 08/28/08
CH CHILE FUND INC -2.42 0.60 20.02 -3.78 -32.43 -44.64 -39.09 -29.65 50.65 -58.15 Buy 11/06/08 Sell 06/06/08 Sell 08/08/08
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
MAY MALAYSIA FUND INC -2.73 0.66 15.52 -7.36 -27.34 -44.40 -41.35 -9.00 8.85 -47.05 Buy 10/31/08 Sell 05/27/08 Sell 11/11/08
PIN India -2.35 0.81 22.64 -4.88 -39.44 -50.14 -52.00 -52.00 -52.00 -57.74 Sell 09/15/08 Sell 08/19/08 Sell 08/18/08
ISL FIRST ISRAEL FUND INC -2.70 0.69 19.37 -7.96 -36.56 -50.20 -49.65 -32.34 9.47 -54.67 Buy 11/03/08 Sell 04/22/08 Sell 04/10/08
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
TOK MSCI Kokusai Index -3.46 0.74 14.70 -16.09 -38.81 -46.73 -47.99 -47.99 -47.99 -46.73 Sell 06/10/08 Sell 05/28/08 Sell 05/23/08
GCH THE GREATER CHINA FUND INC -2.36 0.78 28.66 -9.59 -30.04 -63.62 -67.22 -40.78 -6.03 -69.72 Buy 10/14/08 Sell 05/21/08 Sell 05/09/08
IIF MORGAN STANLEY INDIA INVESTMENT FUN -2.32 0.77 27.79 -9.34 -39.71 -49.61 -56.11 -46.43 50.21 -54.89 Sell 09/12/08 Sell 08/19/08 Sell 08/18/08
TFC TAIWAN GREATER CHINA FUND -2.75 0.69 16.78 -15.66 -38.81 -52.45 -50.50 -42.43 -23.08 -54.62 Sell 06/09/08 Sell 06/03/08 Sell 06/03/08
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
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
DEM Emerg Mkts High-Yielding Eq -2.94 0.96 19.96 -10.10 -40.56 -47.66 -43.10 -41.85 -41.85 -49.24 Sell 06/09/08 Sell 06/03/08 Sell 08/12/08
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
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
EIS MSCI Israel Cap Invest Mkt Index -3.34 0.87 17.20 -18.77 -41.07 -47.82 -40.47 -40.47 -40.47 -50.16 Sell 06/30/08 Sell 06/11/08 Sell 06/10/08
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
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
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
TTF THAI FUND INC -2.65 0.76 19.77 -11.91 -42.74 -59.18 -56.63 -45.23 -28.19 -63.04 Buy 11/19/08 Sell 05/29/08 Sell 08/20/08
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
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
EFV MSCI EAFE Value Index -3.21 0.94 20.27 -16.65 -39.75 -50.62 -52.53 -47.20 -27.66 -50.62 Sell 06/10/08 Sell 05/28/08 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
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
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
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
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
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
SGF SINGAPORE FUND INC -2.63 0.76 20.46 -10.92 -39.50 -48.61 -53.31 -37.30 27.89 -54.29 Buy 11/10/08 Sell 06/06/08 Sell 05/20/08
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
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
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
EFG MSCI EAFE Growth Index -3.15 0.95 19.41 -14.64 -40.19 -50.16 -49.67 -39.18 -22.32 -50.45 Sell 06/11/08 Sell 06/06/08 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
TWN THE TAIWAN FUND INC -2.63 0.74 19.36 -11.07 -38.31 -53.58 -47.46 -36.50 -9.87 -57.33 Sell 05/08/08 Sell 04/30/08 Sell 04/28/08
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
KEF KOREA EQUITY FUND INC -2.68 0.74 23.87 -10.30 -43.57 -53.79 -59.83 -51.06 13.70 -63.84 Buy 11/19/08 Sell 06/11/08 Sell 08/07/08
SNF SPAIN FUND INC -2.69 0.62 23.91 -10.27 -40.64 -57.22 -58.15 -53.24