Max Money Blog

Stretch your dollar and grow your nest egg.

Custom Search

 

US Large Cap Broad Index ETFs Table

 

The table below has the rankings, returns and timing signals for the various ETFs in the US Large Cap Broad Index 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 Cap Broad Index ETFs Funds

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
QID UltraShort QQQ ProShares 58.27 -0.95 30.72 23.02 120.45 126.55 127.14 85.84 25.03 -31.23 Buy 11/18/08 Buy 11/19/08 Buy 11/19/08
SDS UltraShort S&P500 ProShares 33.74 -0.99 31.05 22.65 80.39 109.69 114.60 110.13 70.09 -31.02 Buy 11/18/08 Sell 11/03/08 Sell 10/30/08
PSQ Short QQQ ProShares 43.53 -0.95 15.42 12.92 57.42 60.64 64.15 54.25 36.70 -16.58 Buy 09/04/08 Buy 11/19/08 Buy 11/19/08
SH Short S&P500 ProShares 29.06 -0.99 16.07 13.14 42.42 53.95 58.74 62.75 48.71 -17.15 Buy 09/17/08 Buy 11/19/08 Buy 11/19/08
NY NYSE 100 Index -3.09 0.91 13.82 -4.98 -25.82 -32.37 -35.16 -33.31 -18.96 -36.59 Sell 10/02/08 Sell 05/23/08 Sell 08/19/08
XLG Rydex Russell Top 50 -3.78 0.99 15.27 -12.50 -30.22 -34.99 -38.38 -35.71 -23.05 -35.24 Sell 09/18/08 Sell 09/04/08 Sell 08/19/08
DLN LargeCap Dividend -3.88 0.97 15.44 -15.46 -32.08 -38.68 -41.44 -39.70 -31.04 -38.80 Sell 10/03/08 Sell 08/25/08 Sell 10/03/08
OEF S&P 100 Index -3.67 0.98 16.02 -13.50 -32.62 -37.38 -40.04 -36.83 -16.25 -37.58 Sell 09/18/08 Sell 08/25/08 Sell 08/19/08
PJF Dynamic Large Cap -3.37 0.90 15.44 -11.43 -34.12 -37.33 -37.90 -33.79 -33.79 -37.89 Sell 09/09/08 Sell 09/04/08 Sell 09/03/08
JKD Morningstar Large Core Index -3.58 0.97 13.43 -13.68 -33.93 -36.14 -38.33 -33.36 -13.09 -37.01 Sell 09/23/08 Sell 09/04/08 Sell 08/25/08
ELR DJ Wilshire Large Cap -3.51 0.84 13.00 -13.57 -35.10 -39.88 -40.93 -37.79 -27.96 -40.56 Sell 09/05/08 Sell 05/28/08 Sell 08/26/08
EPS Earnings 500 -3.68 0.92 13.58 -17.02 -35.69 -41.68 -42.46 -42.59 -42.59 -41.87 Sell 09/18/08 Sell 08/26/08 Sell 08/19/08
SPY s -3.57 0.98 16.92 -14.98 -35.87 -40.96 -42.48 -39.64 -13.85 -41.49 Sell 09/17/08 Sell 09/04/08 Sell 08/19/08
IVV S&P 500 Index -3.63 0.99 15.65 -14.85 -36.18 -41.16 -42.62 -39.82 -14.10 -41.61 Sell 09/16/08 Sell 09/04/08 Sell 09/04/08
VV Large Cap ETF -3.61 0.99 15.65 -15.42 -36.94 -41.84 -42.77 -39.62 -20.13 -42.52 Sell 09/15/08 Sell 09/04/08 Sell 08/25/08
IWB Russell 1000 Index -3.62 0.99 15.72 -15.79 -37.53 -42.52 -43.55 -40.75 -14.58 -43.15 Sell 09/10/08 Sell 09/04/08 Sell 08/25/08
QQQQ QQQ -3.16 0.94 15.39 -14.68 -42.66 -44.37 -46.00 -38.98 -19.00 -46.79 Sell 09/04/08 Sell 09/03/08 Sell 08/25/08
RSP Rydex S&P Equal Weight -3.48 0.98 16.69 -20.25 -42.52 -47.52 -47.78 -47.71 -18.42 -48.15 Sell 09/26/08 Sell 08/26/08 Sell 08/25/08
EEZ Earnings Top 100 -3.44 0.76 20.24 -19.67 -43.21 -50.69 -50.97 -52.11 -52.11 -52.03 Sell 10/01/08 Sell 05/23/08 Sell 08/19/08
SSO Ultra S&P500 ProShares -2.63 0.99 30.22 -30.03 -63.34 -69.52 -72.32 -72.12 -65.26 -70.04 Sell 09/15/08 Sell 09/04/08 Sell 08/19/08
QLD Ultra QQQ ProShares -2.26 0.95 31.14 -30.86 -70.68 -73.06 -76.08 -72.23 -63.94 -75.38 Sell 09/03/08 Sell 09/02/08 Sell 08/25/08
Total 21 tickers in table.

 

 

Custom Search