February MFO Ratings Posted - SPY Rolling Over

[MikeW]

@Charles. Great news! thanks so much for your work on this Charles.

[Charles]

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

[Charles]

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.

[Charles]

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.

[Charles]

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.

[Charles]

Pretty tough month!

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

[yogibearbull]

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

[Charles]

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.

[Charles]

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.

[Charles]

Russia ...

[rforno]

In other words....



(couldn't resist)

[carew388]

Yes-nice picture of Putin there !

[Charles]

Yesterday, all ratings have been updated on MFO Premium site through April 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.

Awful month, April, for all markets, except perhaps oil.

[Charles]

After brief March respite, markets continued to sell off in April, especially tech and bonds.

Other than pure energy bet or market short, alternative funds may be only bright spot. AQR boasts nine with double-digit returns YTD.

The Decline Continues

[carew388]

I own ADANX , which of course is down 2.48%

[yogibearbull]

Good observation that I ran into elsewhere too.

While YTD is important, indexes had peaks at different times. #DJIA, #SP500 peaked around New Year, #NasdaqComp & #R2000 in early-Nov 2021, highflyers & EMs in Feb 2021. Those hi-to-lo provide a better assessment of damage.

[Charles]

@yogibearbull

I agree. Here are current drawdowns ...

[yogibearbull]

As of 5/9/22 close, from the recent highs (#StockCharts data),
#SP500 -16.26% YTD
#DJIA -11.26% YTD
#NasdaqComp -27.27% since 11/8/21
#R2000/ $IWM -27.52% since 11/8/21
#EM $EEM -29.87% since 2/12/21
#Highflyers $ARKK -73.59% since 2/12/21

[Charles]

Brutal out there!

Even in bond land.