Risk Analytics & Ranking
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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>>> | Not Selected |
** 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