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US Mid Growth ETFs Table

 

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

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
RFG Rydex S&P Midcap 400 Pure Growth -3.49 0.90 13.67 -18.94 -42.33 -44.78 -43.47 -39.35 -38.07 -47.06 Sell 06/26/08 Sell 06/24/08 Sell 09/04/08
PWJ Dynamic Mid Cap Growth -3.24 0.94 17.78 -17.45 -43.56 -49.42 -48.69 -37.55 -20.87 -50.19 Sell 06/25/08 Sell 06/10/08 Sell 06/06/08
EMG DJ Wilshire Mid Cap Growth -3.22 0.86 14.77 -20.86 -45.57 -48.92 -47.66 -43.22 -35.61 -50.92 Sell 06/26/08 Sell 08/26/08 Sell 08/25/08
IJK S&P MidCap 400 Growth Index -3.37 0.95 15.25 -19.90 -45.34 -48.50 -45.42 -40.80 -16.30 -50.50 Sell 06/26/08 Sell 06/24/08 Sell 09/03/08
IWP Russell Midcap Growth Index -3.27 0.96 16.16 -20.07 -47.58 -52.08 -51.04 -47.69 -21.17 -53.47 Sell 06/23/08 Sell 06/11/08 Sell 09/03/08
JKH Morningstar Mid Growth Index -3.19 0.95 16.79 -21.79 -48.54 -53.12 -51.28 -45.08 -20.52 -54.82 Sell 06/26/08 Sell 06/11/08 Sell 06/11/08
VOT Mid-Cap Growth ETF -3.09 0.95 17.88 -21.22 -49.06 -54.07 -52.46 -47.22 -42.54 -55.51 Sell 06/26/08 Sell 06/11/08 Sell 06/11/08
Total 7 tickers in table.

 

 

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