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US Small Growth ETFs Table

 

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

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
RZG Rydex S&P Smallcap 600 Pure Growth -3.39 0.74 13.62 -19.94 -39.31 -38.75 -41.89 -41.43 -38.19 -41.53 Sell 09/30/08 Sell 09/09/08 Sell 09/29/08
PWT Dynamic Small Cap Growth -3.44 0.85 13.68 -20.70 -41.43 -42.17 -45.96 -48.46 -39.08 -44.90 Sell 09/15/08 Sell 09/04/08 Sell 08/21/08
IJT S&P SmallCap 600 Growth -3.48 0.93 15.27 -21.43 -42.47 -42.97 -43.05 -41.04 -8.92 -45.17 Sell 09/17/08 Sell 09/05/08 Sell 08/25/08
JKK Morningstar Small Growth Index -3.28 0.89 15.56 -22.07 -45.25 -46.11 -47.89 -45.23 -30.24 -48.23 Sell 09/10/08 Sell 09/04/08 Sell 08/25/08
IWO Russell 2000 Growth Index -3.33 0.91 16.32 -22.47 -45.52 -45.64 -47.04 -45.72 -21.96 -48.15 Sell 09/11/08 Sell 09/04/08 Sell 08/25/08
VBK Small Cap Growth ETF -3.29 0.94 16.18 -22.81 -46.84 -48.45 -48.31 -45.18 -26.16 -50.73 Sell 09/05/08 Sell 09/04/08 Sell 08/25/08
DSG DJ Wilshire Small Cap Growth -3.32 0.89 16.00 -23.83 -47.78 -49.15 -49.87 -47.64 -21.92 -51.36 Sell 09/05/08 Sell 09/04/08 Sell 08/25/08
Total 7 tickers in table.

 

 

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