Max Money Blog

Stretch your dollar and grow your nest egg.

Custom Search

 

US Small Cap and Microcap ETFs Table

 

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

Funds Name rSCR* Corr StdDev 1mo% 3mo% 6mo% 12mo% 2Yr% 5Yr% 6moMdd STOMAK* CONS* BOX*
SDD UltraShort SmallCap600 ProShares 46.21 -0.91 31.51 46.32 117.88 117.74 105.89 118.98 118.98 -33.41 Buy 09/30/08 Buy 11/19/08 Buy 11/19/08
TWM UltraShort Russell2000 ProShares 39.51 -0.92 35.19 43.96 113.97 109.22 101.15 118.95 118.95 -34.79 Buy 09/29/08 Buy 11/19/08 Buy 11/19/08
RWM Short Russell2000 ProShares 31.25 -0.93 17.33 22.21 55.18 54.60 55.53 65.98 65.98 -18.20 Buy 09/29/08 Buy 09/29/08 Buy 11/19/08
SBB Short S&P SmallCap600 ProShares 34.46 -0.85 15.27 25.77 56.10 56.50 55.49 66.77 66.77 -16.96 Buy 09/30/08 Buy 09/29/08 Buy 11/19/08
DES SmallCap Dividend -3.37 0.91 17.08 -21.85 -36.85 -40.32 -41.71 -48.08 -39.87 -43.05 Sell 10/03/08 Sell 10/02/08 Sell 10/02/08
EES SmallCap Earnings -3.25 0.75 14.60 -19.50 -38.21 -39.78 -41.30 -50.72 -50.72 -41.84 Sell 10/01/08 Sell 09/29/08 Sell 09/29/08
FDM First Trust Dow Jones Select MicroC -3.32 0.76 14.34 -17.99 -38.07 -39.07 -42.02 -45.56 -36.35 -42.04 Sell 09/30/08 Sell 09/05/08 Sell 09/29/08
PJM Dynamic Small Cap -3.38 0.68 14.82 -20.67 -41.73 -42.53 -42.41 -45.79 -45.79 -44.31 Sell 09/17/08 Sell 09/05/08 Sell 08/25/08
IJR S&P SmallCap 600 Index -3.56 0.91 15.95 -22.39 -41.47 -42.33 -42.33 -43.42 -9.09 -44.55 Sell 09/29/08 Sell 09/05/08 Sell 09/29/08
IWM Russell 2000 Index -3.44 0.92 17.17 -22.23 -42.56 -43.14 -44.25 -46.23 -15.73 -45.40 Sell 09/29/08 Sell 09/05/08 Sell 09/29/08
IWC Russell Microcap Index -3.49 0.91 16.32 -23.40 -42.68 -43.99 -48.46 -52.99 -45.22 -46.08 Sell 09/29/08 Sell 09/05/08 Sell 09/29/08
PZI Zacks Micro Cap -3.50 0.88 15.22 -22.84 -43.70 -45.23 -49.96 -56.58 -48.46 -47.07 Sell 09/30/08 Sell 09/09/08 Sell 09/29/08
DSC DJ Wilshire Small Cap -2.30 0.43 28.39 -22.77 -44.28 -46.68 -47.14 -46.98 -36.26 -58.43 Sell 09/25/08 Sell 09/26/08 Sell 09/30/08
VB Small Cap ETF -3.46 0.94 16.55 -22.04 -43.79 -46.25 -45.92 -46.00 -22.53 -48.05 Sell 09/25/08 Sell 09/05/08 Sell 08/25/08
JKJ Morningstar Small Core Index -3.39 0.93 15.40 -22.51 -46.01 -47.80 -47.18 -50.35 -26.85 -49.76 Sell 09/17/08 Sell 09/05/08 Sell 08/25/08
PZJ Zacks Small Cap -3.38 0.84 15.44 -25.59 -46.30 -48.03 -51.22 -53.56 -51.23 -49.97 Sell 09/17/08 Sell 09/04/08 Sell 08/25/08
SAA Ultra S&P SmallCap600 ProShares -2.57 0.90 32.86 -41.20 -69.05 -70.58 -72.06 -75.20 -75.20 -72.63 Sell 09/29/08 Sell 09/05/08 Sell 09/29/08
UWM Ultra Russell2000 ProShares -2.47 0.92 35.57 -43.02 -71.40 -72.54 -74.98 -78.57 -78.57 -74.79 Sell 09/25/08 Sell 09/05/08 Sell 09/29/08
Total 18 tickers in table.

 

 

Custom Search