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3rd Quarter MFO Ratings & Flows Posted

CharlesCharles
edited October 4 in MFO Premium
All ratings have been updated on MFO Premium site through July 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
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Comments

  • Sven
    Thank you for all your hard work.
  • Bitzer
    +1
  • CharlesCharles
    A new feature that enables MultiSearch users to screen for funds based on its Benchmark went live today. Use the pulldown menu for Benchmark on the MultiSearch page in More Basic Info group. Can select up to five benchmarks.
  • CharlesCharles
    edited August 2021
    MultiSearch now has ability to screen Trend using EMAs (exponential moving averages), which places more emphasis on more recent month(s) than the SMAs (simple moving averages). With those familiar (@Mav123), it uses the common 2/(N+1) weighted multiplier. You will find ability to screen on both values and ratings in the Trend & Momentum group of MultiSearch screening options.
  • CharlesCharles
    edited August 2021
    And, MultiSearch now has ability to screen funds by 3, 6, 9, and 12 month "momentum" (@MikeW) ... both values and ratings. This new feature is also in the Trend & Momentum group of MultiSearch screening options.
  • MikeW
    I can’t thank you enough for adding the momentum feature @Charles. Really helpful.
  • CharlesCharles
    You're welcome MikeW!

    Just posted description of this month's updates here.

    It includes Brad's latest addition to Ferguson Metrics. It's called Mega Ratio, which he describes as a consistency, risk and expense outperformance measure, similar to other adjusted return measures, like Sharpe.

    He's kind enough to discuss his methodology at our next webinar, 15 September, at 10:30 am Pacific.
  • CharlesCharles
    edited September 2021
    Will keep this thread ...

    All ratings have been updated on MFO Premium site through August 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    edited September 2021
    Just went live with new Ferguson and Trend analysis pages in MultiSearch. Both offer ability now to export to a formatted Excel spreadsheet. Thanks to Allan Jardine of SpryMedia, associate Paul Jones, and GitHub. Will be expanding that option to other tools.
  • CharlesCharles
    Brad Ferguson will be joining us tomorrow to discuss his methodology, 15 September, at 10:30 am Pacific. Please register here.
  • CharlesCharles
    Appropriately, on a day when four civilian astronauts were launched into space with a SpaceX Falcon rocket, Brad Ferguson, an ardent Elon Musk fan, discussed the origin and application of the Ferguson Metrics to identify consistent outperforming funds. Here is the Zoom session recording.
  • MikeW
    GREAT METAPHOR! thx so much Charles
  • CharlesCharles
    Here is blog link compiling All Things Bradford, new styled Excel export option, and more.
  • CharlesCharles
    Will continue this thread ...

    All ratings have been updated on MFO Premium site through September 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    edited October 2021
    Took a couple days longer than planned. Made mistake of trying to add a couple "Super Bull" market evaluation periods, which messed-up release schedule. Curiosity got better of me. It was prompted by M* CEO Kunal Kapoor describing current bull market as one of greatest, if you ignore the CV-19 Bear of March 2020. Similarly, others ignore the Black Monday Bear of October 1987 when discussing the Bull Market of 1980-1990's.
  • CharlesCharles
    edited November 2021
    We're live with several new features in MultiSeach: Decadal Returns, Ratings, and Display Periods; After Tax Returns and Ratings; and Adjustable Column Widths.

    All described here. I also hope to have an expanded piece in the November commentary.
  • CharlesCharles
    All ratings have been updated on MFO Premium site through October 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.

    Going forward, we should now be able to post month ending ratings within 2-3 days of month close, thanks to Refinitiv including latest month ending data in their daily drop.
  • Sven
    Thank you. Will review MFO Premium over the weekend.
  • CharlesCharles
    edited December 2021
    All ratings have been updated on MFO Premium site through November 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.

    Pretty good! Finished late on 2 December (Pacific Time).
  • MikeW
    @Charles. Great news! thanks so much for your work on this Charles.
  • CharlesCharles
    Thanks Mike! About to add ability to screen for SubFamily (e.g., Natixis Oakmark or Allianz PIMCO) and Subadviser, as well as expanded Analyze/Period metrics ... MAXDD and Excess Return. c
  • CharlesCharles
    Usually, I track maximum drawdown across market cycles or other periods of interest, but I found looking by calendar years fun.

    Most years, investors in the S&P 500 can expect drawdowns as much as 10%.

    More details here.
  • Sven
    @Charles, Happy New Year. Thank you for the reminder.

    I rebalanced in early December since my equity positions have grew considerably relative to bonds. This new year I will have more cash than bond, but always looking for opportunties suitable in rising rate environment in 2022.
  • CharlesCharles
    edited February 2022
    All ratings have been updated on MFO Premium site through December 2021, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    All ratings have been updated on MFO Premium site through January 2022, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, and Fund Family Scorecard. The site now includes several analysis tools, including Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    edited April 2022
    Pretty tough month!

    All sectors down, some considerably, but one: energy.

    image
  • yogibearbullyogibearbull
    edited February 2022
    For the S&P sector ETFs, Stockscharts also has nice chart displays for 2-, 6- (shown in the link), 12- months. Some sectors peaked in Fall (XLC, XLI, XLY), but most others peaked around the yearend - except that the energy XLE is doing its own thing.
    LINK
  • CharlesCharles
    edited March 2022
    All ratings have been updated on MFO Premium site through February 2022, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, Fund Family Scorecard. The site now includes several analysis tools, including Charts, Compare, Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    All ratings have been updated on MFO Premium site through March 2022, including MultiSearch, Great Owls, Fund Alarm (Three Alarm and Honor Roll), Averages, Dashboard of Profiled Funds, Dashboard of Launch Alerts, Portfolios, Quick Search, Fund Family Scorecard. The site now includes several analysis tools, including Charts, Compare, Correlation, Rolling Averages, Trend, Ferguson Metrics, Calendar Year and Period Performance.
  • CharlesCharles
    edited April 2022
    Russia ...

    image
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