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All Latin American ETFs Table

 

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

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
ECH MSCI Chile Index -2.01 0.71 21.39 12.92 -22.73 -31.75 -36.43 -37.31 -37.31 -46.16 Buy 12/18/08 Sell 08/12/08 Buy 12/24/08
CH CHILE FUND INC -2.01 0.54 19.85 0.00 -21.50 -34.75 -50.17 -29.51 35.76 -53.07 Buy 11/06/08 Sell 06/06/08 Buy 12/11/08
EWW MSCI Mexico Index -1.86 0.90 24.96 19.72 -29.89 -40.59 -39.59 -34.40 104.85 -55.43 Buy 11/26/08 Buy 12/16/08 Buy 12/08/08
TBH ETF Telecom Brasileiras S -1.77 0.83 34.10 2.31 -25.96 -46.10 -46.95 -22.06 -29.44 -62.33 Buy 11/25/08 Sell 12/29/08 Sell 12/22/08
ILF S&P Latin America 40 Index -1.80 0.93 33.30 17.45 -31.98 -49.49 -46.60 -21.52 136.50 -61.89 Buy 11/26/08 Buy 12/16/08 Sell 12/24/08
GML S&P Emerging Latin America -1.81 0.92 30.81 16.02 -33.44 -50.78 -49.24 -29.71 -29.71 -62.33 Buy 11/26/08 Sell 06/10/08 Sell 12/24/08
MXF THE MEXICO FUND INC -1.88 0.67 20.84 0.00 -32.85 -50.96 -50.51 -50.64 50.32 -61.04 Buy 11/10/08 Sell 06/17/08 Buy 12/11/08
MXE MEXICO EQUITY & INCOME FUND INC -1.92 0.57 18.25 0.00 -35.39 -52.26 -50.19 -52.67 65.75 -57.33 Buy 11/17/08 Sell 06/13/08 Buy 12/11/08
EWZ MSCI Brazil Index -1.71 0.90 34.51 17.93 -34.88 -56.37 -54.44 -20.13 135.74 -67.97 Buy 11/26/08 Sell 06/10/08 Buy 12/16/08
Total 9 tickers in table.

 

 

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