Risk Analytics & Ranking

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Ranking (based on ROI) Ranking (based on Risk) Ranking (based on Risk & ROI) Ticker Total Gain/Loss (%) MTD Change (%) Worst Total Loss (%) Average Cumulative Loss (%) Worst Time Taken to Recover Loss Average Time Taken to Recover Loss Worst Probable Daily Loss (%) Times 1% or more Single Day Loss Recovered by Next Day Number of Prior >5% Corrections & Average Recovery Period Number of Prior >10% Corrections & Average Recovery Period Number of Prior >15% Corrections & Average Recovery Period Number of Prior >30% Corrections & Average Recovery Period Return to Worst Loss Ratio Sharpe Ratio (annualized) Sortino Ratio (annualized) Omega Ratio Return & Duration of (EoD)Winning/Losing Streak Historical Average Return in Current/Ongoing Month
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** Disclaimer: information is provided solely for informational purposes, not for trading purposes or advice

* Note (Securities Currently Analyzed): list of securities (e.g. stocks/ETFs) & corresponding tickers currently analyzed are given on the right hand panel on your laptop or bottom panel on your mobile phone

* Note (Same Day Information): same day information is generally included in the analytics after 10 pm EST and can be delayed by another 24 hours or more at times

* Note (Fully Adjusted Close Price): close prices are used in some cases instead of fully adjusted close prices, and may cause minor deviations

Securities & Tickers

List of securities (e.g. stocks/ETFs) & corresponding tickers currently analyzed. Send us the tickers you want to be added via email

  • Equity ETFs:
  • S&P-500 (ETF): SPY
  • Dow Jones Industrial Average (ETF): DIA
  • NASDAQ Composite (ETF): ONEQ
  • NASDAQ-100 (ETF): QQQ
  • Russell 2000 (ETF): IWM
  • S&P 1500 Composite Stock Market (ETF): SPTM
  • S&P Mid-Cap (ETF): IJH
  • S&P Small-Cap (ETF): IJR
  • S&P Total U.S. Stock Market (ETF): ITOT
  • S&P 500 Value (ETF): IVE
  • S&P 500 Growth (ETF): IVW
  • Technology Select Sector (ETF): XLK
  • Health Care Select Sector (ETF): XLV
  • Consumer Discretionary Select Sector (ETF): XLY
  • Communication Services Select Sector (ETF): XLC
  • Financial Select Sector (ETF): XLF
  • Industrial Select Sector (ETF): XLI
  • Consumer Staples Select Sector (ETF): XLP
  • Utilities Select Sector (ETF): XLU
  • Materials Select Sector (ETF): XLB
  • Real Estate Select Sector (ETF): XLRE
  • Energy Select Sector (ETF): XLE
  • S&P 500 Equal Weight (ETF): RSP
  • Gold Miners (ETF): GDX
  • S&P Oil & Gas Exploration & Production (ETF): XOP
  • S&P Homebuilders (ETF): XHB
  • S&P Metals and Mining (ETF): XME
  • S&P Retail (ETF): XRT
  • Semiconductor (ETF): SMH
  • Nasdaq Biotechnology (ETF): IBB
  • S&P Bank (ETF): KBE
  • S&P Telecom (ETF): XTL
  • Autonomous Technology & Robotics (ETF): ARKQ
  • Cloud Computing (ETF): SKYY
  • NASDAQ Cybersecurity (ETF): CIBR
  • S&P Regional Banking (ETF): KRE
  • Online Retail (ETF): IBUY
  • U.S. Broker-Dealers & Securities Exchanges (ETF): IAI
  • U.S. Pharmaceuticals (ETF): IHE
  • Dynamic Leisure & Entertainment (ETF): PEJ
  • S&P Insurance (ETF): KIE
  • Natural Gas (ETF): FCG
  • Green Energy (ETF): QCLN
  • ESG U.S. Stock (ETF): ESGV
  • Preferred and Income Securities (ETF): PFF
  • Bond ETFs:
  • Total Bond Market (ETF): BND
  • Short-Term Bond (ETF): BSV
  • Long Term Treasury (ETF): SPTL
  • 20+ Year Treasury Bond (ETF): TLT
  • Long-Term Corporate Bond (ETF): VCLT
  • High Yield Corporate Bond (ETF): HYG
  • Investment Grade Corporate Bond (ETF): LQD
  • 15+ Year U.S. TIPS (ETF): LTPZ
  • TIPS Bond (ETF): TIP
  • National Muni Bond (ETF): MUB
  • Mortgage-Backed Securities (ETF): VMBS
  • Commodity ETFs:
  • Gold Shares (ETF): GLD
  • Silver Trust (ETF): SLV
  • Oil Fund (ETF): USO
  • Natural Gas Fund (ETF): UNG
  • Agriculture Fund (ETF): DBA
  • Dry Bulk Shipping (ETF): BDRY
  • Global Market ETFs:
  • EURO STOXX 50 (ETF): FEZ
  • DAX Performance Index (ETF): DAX
  • Global Tech (ETF): IXN
  • Global Jets (ETF): JETS
  • Global Silver and Metals Miners (ETF): SLVP
  • Global Water (ETF): PIO
  • North American Natural Resources (ETF): IGE
  • Europe (ETF): IEV
  • MSCI EAFE (ETF): EFA
  • Emerging Markets (ETF): VWO
  • USD Emerging Markets Bond (ETF): EMB
  • Cryptocurrency:
  • Bitcoin Trust (Stock): GBTC
  • Sponsored Securities:
  • SP Funds S&P 500 Sharia Industry Exclusions ETF: SPUS
  • To feature your ETF(s) or fund(s) in the search results and here: email us