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US Large Growth ETFs Table

 

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

 

 

 

US Large Growth ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
IVW S&P 500 Growth Index -3.49 0.98 14.92 -12.11 -35.52 -39.24 -39.75 -35.77 -17.03 -40.22 Sell 06/18/08 Sell 09/04/08 Sell 09/02/08
ELG DJ Wilshire Large Cap Growth -3.47 0.95 14.73 -15.32 -39.32 -42.62 -42.84 -37.82 -22.94 -44.26 Sell 06/20/08 Sell 09/04/08 Sell 09/02/08
IWF Russell 1000 Growth Index -3.50 0.97 15.04 -14.67 -39.08 -42.82 -43.74 -38.48 -20.84 -44.26 Sell 06/19/08 Sell 09/03/08 Sell 09/02/08
IWZ Russell 3000 Growth Index -3.48 0.98 14.14 -15.20 -39.60 -43.03 -43.88 -39.21 -21.57 -44.54 Sell 06/20/08 Sell 09/03/08 Sell 08/25/08
VUG Growth ETF -3.49 0.98 15.58 -15.67 -39.93 -43.10 -43.20 -37.58 -24.97 -44.52 Sell 06/20/08 Sell 09/03/08 Sell 09/02/08
PWB Dynamic Large Cap Growth -3.36 0.95 17.41 -15.65 -41.51 -43.94 -45.10 -39.79 -33.02 -45.69 Sell 06/25/08 Sell 09/02/08 Sell 09/02/08
PGZ Dynamic Aggressive Growth -3.26 0.80 11.99 -15.50 -41.24 -42.24 -45.29 -39.46 -39.46 -44.79 Sell 06/27/08 Sell 09/03/08 Sell 08/25/08
RPG Rydex S&P 500 Pure Growth -3.43 0.88 14.89 -16.58 -42.02 -45.79 -45.36 -43.68 -40.20 -46.69 Sell 06/18/08 Sell 09/04/08 Sell 08/25/08
JKE Morningstar Large Growth Index -3.46 0.96 15.36 -17.18 -41.76 -45.29 -46.22 -40.78 -34.88 -46.67 Sell 06/24/08 Sell 09/03/08 Sell 09/02/08
Total 9 tickers in table.

 

 

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