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US Growth ETFs Table

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

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
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
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
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
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
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
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
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
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
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
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
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
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
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

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US Growth ETFs Table

US Growth ETFs Funds