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Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week! |
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Mid Year
Equal Weighted Long Term Performance & Risk
Name INVESCO ISHARES DIREXION INVESCO FIRST TRUST
S&P 100 MSCI USA NASDAQ-100 S&P 500 DOW 30
EQUAL WEIGHTED EQUAL WEIGHTED EQUAL WEIGHTED EQUAL WEIGHTED EQUAL WEIGHTED
Symbol EQWL EUSA QQQE RSP EDOW
Issue type ETF ETF ETF ETF ETF
Market price $96.60 $90.57 $87.54 $168.98 $34.30
Jul-25-2024 Jul-25-2024 Jul-25-2024 Jul-25-2024 Jul-25-2024
Market total return (1 year) 18.41% 13.77% 16.35% 11.60% 13.35%
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Market total return (3 years) 7.66% 3.08% 4.03% 4.66% 4.98%
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Market total return (5 years) 13.23% 10.03% 13.96% 10.75% 8.64%
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Market total return (10 years) 11.65% 9.53% 13.12% 9.76% --
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Premium / discount (1 year avg.) 0.02% 0.02% 0.01% 0.01% -0.02%
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Beta (month-end 3 years) 0.92 1.01 1.06 0.97 0.86
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Standard deviation (month-end 3 years) 17.08 18.86 19.81 18.34 16.89
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Sharpe ratio (month-end 3 years) 0.32 0.07 0.13 0.15 0.18
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
Alpha (month-end 3 years) -1.72 -6.45 -5.7 -4.73 -3.75
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
R2 (month-end 3 years) 92.88 91.28 91.03 88.66 83.37
Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024 Jun-30-2024
6-QEW: Equal-Wt'd ETF's 6-WtAvg BM LT-12m IT-6m IT-3m ST-1m RRS() MAC IT-18w ST-9w ST-4w
Thursday, July 25, 2024 Symbol INDEX ROC252 ROC126 ROC63 ROC21 %Rank1 MAC>0 MAC(90) MAC(45) MAC(20)
Invesco S&P 100 Equal-Weighted EQWL SP100EW 24.2% 7.0% 5.1% 3.6% 90% 3 2.9% 1.8% 0.5%
Direxion Nasdaq 100 Equal-Wt'd QQQE N100EW 22.5% 2.7% 5.3% -0.4% 58% 0 -0.3% -1.5% -2.3%
Invesco S&P 500 Equal-Weighted RSP SP500EW 19.5% 4.4% 2.4% 4.8% 56% 3 2.2% 1.8% 1.2%
iShares MSCI USA Equal-Weighted EUSA MSCIEW 21.8% 4.3% 2.4% 4.3% 52% 3 2.0% 1.8% 1.0%
First Trust DOW 30 Equal-Weighted EDOW D30EW 18.6% 2.0% 2.8% 3.0% 22% 3 1.5% 1.2% 0.5%
Invesco Russell 1000 Equal-Wt'd EQAL R1000EW 14.6% 3.7% 1.4% 5.1% 22% 3 2.2% 2.0% 1.5%