The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Foolish Workshop


Subject:  ETF Trends & Ranks 2012Q4 Date:  9/28/2012  4:52 PM
Author:  DreadPotato Number:  33002 of 33598

Revisions to the Dow Jones Sectors and S&P Sectors were made this quarter period. Other than a few tweeks the criteria is the same.

The performance of these screens are lagging the BroadMarket while the VL screens continue to outperform.

Market Total Returns (CAGR ex. YTD)        YTD(ROI)       TTM  Jan-09 TD  Jan-03 TD  StartD  Reference:
Four-in-One Index (FFNOX) 13.5% 17.6% 13.1% 7.3% Sep-99 BrdMkt_AA
VL Arithmetic Index (.VAY) 13.4% 28.2% 23.1% 11.8% Apr-84 VL-Screens
S&P 1500 (EqWt: SPY,MDY,IJR) 13.5% 28.5% 17.0% 9.1% Jan-93 US-Equity
Foreign (EqWt: EFA,EEM) 8.0% 14.3% 11.8% 11.8% Apr-01 Foreign-Eq
US Bonds (EqWt: AGG,SHY) 1.0% 1.0% 3.1% 3.5% Jul-02 FixedIncome
MI Screens - Average Annual IRR (ex. YTD) YTD(ROI) TTM(IRR) Jan-09 TD Jan-03 TD StartD Vested (N)
BroadMarket_AA: SMA_PO 5.6% 6.8% 10.5% 10.5% Jun-98 101%
ETF's @ Fido: RRS_FIDO_Free 6.4% 9.3% 7.4% 15.4% Jan-05 0%
ETF's @ WT: RRS_TAR/DJ_Sector 2.1% 2.7% 3.0% 1.4% Apr-07 75%
ETF's @ IRA: RRS_SPEW/FIDO_Bal -1.0% -1.0% 3.9% 10.3% Feb-99 0%
ETF Screens Total Return = 3.1% 3.8% 3.5% 6.2% Jun-98 49%

Tactical_Asset_Rotation : ETF's
PowerShares DB Commodity Index (DBC)
PowerShares FTSE RAFI Dev Mkts ex-US (PXF)
PowerShares FTSE RAFI US 1000 (PRF)
Vanguard REIT Index ETF (VNQ)
iShares Barclays 20+ Year Treas Bond (TLT)
PowerShares Preferred (PGX)

Dow Jones Sectors: ETF's
iShares DowJones US Broker-Dealers (IAI)
iShares DowJones US Insurance (IAK)
iShares DowJones US Regional Banks (IAT)
iShares DowJones US Utilities (IDU)
iShares DowJones US Oil & Gas Expl & Prod (IEO)
iShares DowJones US Oil Equip & Svcs (IEZ)
iShares DowJones US Pharmaceuticals (IHE)
iShares DowJones US Healthcare Providers (IHF)
iShares DowJones US Medical Devices (IHI)
iShares DowJones US Aerospace & Defense (ITA)
iShares DowJones US Home Construction (ITB)
iShares DowJones US Consumer Services (IYC)
iShares DowJones US Energy (IYE)
iShares DowJones US Financial Sector (IYF)
iShares DowJones US Financial Services (IYG)
iShares DowJones US Healthcare (IYH)
iShares DowJones US Industrial (IYJ)
iShares DowJones US Consumer Goods (IYK)
iShares DowJones US Basic Materials (IYM)
iShares DowJones US Real Estate (IYR)
iShares DowJones Transportation Average (IYT)
iShares DowJones US Technology (IYW)
iShares DowJones US Total Market (IYY)
iShares DowJones US Telecommunications (IYZ)

FIDO_Balanced: ETF's
Barclays Aggregate Bonds (AGG
MSCI Emerging Markets Index (EEM)
Russell 1000 Value Index (IWD)
Russell 1000 Growth Index (IWF)
Russell 2000 Value Index (IWN)
Russell 2000 Growth Index (IWO)
Dow Jones US Real Estate (IYR)
MSCI EAFE Small Cap Index (SCZ)
iShares Barclays 1-3 Yr Bonds (SHY)
PowerShares DB Agriculture Fund (DBA)
PowerShares DB Base Metals Fund (DBB)
PowerShares DB Energy Fund (DBE)
PowerShares DB Precious Metals (DBP)
Dow Jones Select Dividend (DVY)

Equal Weight Sector & BroadMkt: ETF's
Guggenheim S&P Equal Weight Consumer Disc (RCD)
Guggenheim S&P Equal Weight Consumer Staples (RHS)
Guggenheim S&P Equal Weight Energy (RYE)
Guggenheim S&P Equal Weight Financials (RYF)
Guggenheim S&P Equal Weight Health Care (RYH)
Guggenheim S&P Equal Weight Industrials (RGI)
Guggenheim S&P Equal Weight Materials (RTM)
Guggenheim S&P Equal Weight Technology (RYT)
Guggenheim S&P Equal Weight Utilities (RYU)
Guggenheim S&P 500 Equal Weight (RSP)
Guggenheim Russell 1000 Equal Weight (EWRI)
Guggenheim Russell 2000 Equal Weight (EWRS)
Guggenheim Russell MidCap Equal Weight (EWRM)
Guggenheim MSCI EAFE Equal Weight (EWEF)
Guggenheim MSCI Emerging Markets Eq Wt (EWEM)
Barclays TIPS (TIP)

FIDO_Free: ETF's
iBoxx $ Investment Grade Corporate (LQD)
DJ Select Dividend (DVY)
MSCI Emerging Markets (EEM)
JPM Emerging Markets Bond Fund (EMB)
DJ International Select Dividend (IDV)
S&P Mid Cap 400 (IJH)
S&P Small Cap 600 (IJR)
S&P 500 (IVV)
DJ US Real Estate (IYR)
iBoxx High Yield Corporate Bond (HYG)

Shortables: ETF's
S&P 500 (IVV)
Dow Jones US Real Estate (IYR)
Russell 2000 (IWM)
S&P 500 Growth (IVW)
MSCI Emerging Markets (EEM)
iBoxx High Yield Corporate Bond (HYG)
iBoxx $ Investment Grade Corporate (LQD)
S&P Mid Cap 400 (IJH)
PowerShares QQQ (QQQ)
Copyright 1996-2018 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us