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US Market Cap & Style ETFs Table

 

The table below has the rankings, returns and timing signals for the various ETFs in the US Market Cap & Style 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 Market Cap & Style 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
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
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
MYY Short MidCap400 ProShares 49.13 -0.95 15.18 18.95 60.11 70.95 63.26 67.35 56.03 -18.55 Buy 06/24/08 Buy 09/05/08 Buy 11/19/08
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
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
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
MKH Market 2000 HOLDRs -3.50 0.60 11.77 -9.99 -28.24 -34.57 -37.73 -33.65 -16.12 -35.05 Sell 11/11/08 Sell 06/02/08 Sell 11/17/08
PWV Dynamic Large Cap Value -3.74 0.98 17.72 -12.96 -29.82 -35.42 -35.69 -32.92 -11.68 -35.55 Sell 10/03/08 Sell 08/25/08 Sell 08/19/08
JKF Morningstar Large Value Index -3.77 0.94 16.79 -13.57 -30.10 -39.87 -41.42 -41.70 -16.12 -39.87 Sell 10/07/08 Sell 05/22/08 Sell 10/06/08
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
ELV DJ Wilshire Large Cap Value -3.72 0.94 15.92 -15.76 -33.30 -40.29 -42.34 -41.18 -9.41 -40.29 Sell 10/02/08 Sell 08/21/08 Sell 08/19/08
VTV Value ETF -3.73 0.98 16.20 -15.40 -33.86 -40.52 -42.53 -41.95 -15.72 -40.52 Sell 10/02/08 Sell 08/25/08 Sell 08/19/08
PVM Dynamic Deep Value -3.52 0.79 13.60 -16.23 -35.01 -39.01 -37.89 -39.09 -39.09 -39.36 Sell 10/01/08 Sell 09/09/08 Sell 09/29/08
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
EXT Total Earnings -3.49 0.75 13.75 -16.11 -34.73 -40.32 -41.44 -41.79 -41.79 -40.67 Sell 09/18/08 Sell 08/25/08 Sell 08/19/08
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
IWD Russell 1000 Value Index -3.66 0.98 16.89 -16.19 -35.30 -41.76 -42.98 -42.85 -8.24 -41.76 Sell 10/01/08 Sell 08/25/08 Sell 08/19/08
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
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
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
IWW Russell 3000 Value Index -3.69 0.98 16.65 -17.27 -36.09 -42.14 -43.11 -43.89 -9.75 -42.14 Sell 10/01/08 Sell 08/25/08 Sell 08/19/08
JKL Morningstar Small Value Index -3.18 0.89 16.55 -21.43 -38.38 -42.67 -41.86 -47.31 -24.34 -44.72 Sell 10/03/08 Sell 09/29/08 Sell 09/29/08
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
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
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
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
ISI S&P 1500 Index -3.65 0.99 15.56 -15.96 -37.23 -41.98 -43.02 -40.47 -22.36 -42.58 Sell 09/15/08 Sell 08/26/08 Sell 08/19/08
JKI Morningstar Mid Value Index -3.44 0.90 14.45 -19.68 -38.32 -43.83 -44.66 -47.47 -22.11 -44.20 Sell 10/02/08 Sell 09/17/08 Sell 09/29/08
VTI Total Stock Market ETF -3.57 0.99 16.05 -16.14 -37.70 -42.23 -43.17 -40.46 -12.97 -43.04 Sell 09/15/08 Sell 09/04/08 Sell 08/25/08
IVE S&P 500 Value Index -3.72 0.98 16.28 -18.19 -37.06 -43.46 -45.55 -44.38 -12.57 -43.65 Sell 09/30/08 Sell 08/25/08 Sell 08/19/08
IWN Russell 2000 Value Index -3.25 0.90 18.17 -21.22 -39.69 -40.27 -41.22 -47.23 -10.62 -44.92 Sell 09/30/08 Sell 09/15/08 Sell 09/29/08
IYY Dow Jones U.S. Index -3.63 0.99 15.14 -16.07 -37.64 -42.34 -43.26 -40.52 -13.77 -43.07 Sell 09/15/08 Sell 09/04/08 Sell 09/04/08
IWV Russell 3000 Index -3.60 0.99 15.74 -15.88 -37.73 -42.30 -43.40 -41.22 -14.68 -43.06 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
TMW DJ Wilshire Total Market -3.74 0.55 19.28 -17.05 -37.90 -42.50 -43.27 -40.67 -15.06 -43.23 Sell 09/09/08 Sell 09/04/08 Sell 08/19/08
PWY Dynamic Small Cap Value -3.44 0.83 14.66 -21.64 -41.52 -43.01 -44.12 -47.41 -36.55 -44.13 Sell 10/01/08 Sell 09/09/08 Sell 09/29/08
DSV DJ Wilshire Small Cap Value -3.45 0.90 15.43 -21.98 -40.38 -43.98 -43.54 -46.39 -13.82 -44.95 Sell 10/01/08 Sell 09/15/08 Sell 09/29/08
IJS S&P SmallCap 600 Value Index -3.47 0.91 16.95 -22.18 -40.35 -41.65 -41.92 -45.59 -9.87 -44.06 Sell 09/30/08 Sell 09/09/08 Sell 09/29/08
EMV DJ Wilshire Mid Cap Value -3.48 0.80 12.99 -19.33 -39.41 -44.10 -42.62 -44.38 -34.57 -44.88 Sell 09/30/08 Sell 08/26/08 Sell 09/29/08
DON MidCap Dividend -3.53 0.90 14.77 -20.33 -39.33 -44.27 -44.04 -46.78 -39.47 -45.26 Sell 10/02/08 Sell 08/25/08 Sell 09/29/08
VBR Small Cap Value ETF -3.42 0.93 16.49 -21.42 -40.89 -44.14 -43.28 -47.35 -20.33 -45.51 Sell 10/01/08 Sell 09/15/08 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
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
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
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
EZM MidCap Earnings -3.51 0.79 14.34 -20.79 -41.41 -45.00 -43.63 -48.88 -48.88 -46.22 Sell 09/26/08 Sell 09/09/08 Sell 09/04/08
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
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
NYC NYSE Composite Index -3.54 0.97 15.77 -16.31 -38.94 -45.82 -45.86 -40.54 -16.69 -45.82 Sell 06/12/08 Sell 06/02/08 Sell 05/27/08
RZV Rydex S&P Smallcap 600 Pure Value -3.17 0.86 18.86 -24.78 -43.58 -45.29 -47.88 -57.24 -52.44 -49.05 Sell 10/03/08 Sell 09/29/08 Sell 09/29/08
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
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
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
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
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
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
VOE Mid-Cap Value ETF -3.56 0.98 16.40 -19.38 -41.76 -47.26 -47.07 -48.67 -43.43 -47.99 Sell 09/29/08 Sell 08/26/08 Sell 08/25/08
IJJ S&P MidCap 400 Value Index -3.52 0.97 16.66 -19.63 -42.06 -46.53 -44.51 -44.23 -9.80 -47.87 Sell 09/17/08 Sell 08/25/08 Sell 08/25/08
PWP Dynamic Mid Cap Value -3.39 0.91 14.55 -19.98 -42.49 -46.63 -49.45 -48.64 -36.14 -47.45 Sell 09/18/08 Sell 08/26/08 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
RPV Rydex S&P 500 Pure Value -3.35 0.83 16.97 -26.75 -43.30 -51.37 -55.81 -56.74 -50.76 -51.72 Sell 10/06/08 Sell 09/17/08 Sell 09/29/08
RFG Rydex S&P Midcap 400 Pure Growth -3.49 0.90 13.67 -18.94 -42.33 -44.78 -43.47 -39.35