Thursday, 1 September 2011

Sector Rotation for August 31, 2011


At the end of each month, I rank a selection of  Canadian ETFs according to their price strength. The ranking is based on a simple average of three month returns, six month returns and twelve month returns.

Canadian size portfolios
iShares S&P/TSX 60 Index (XIU.TO)
iShares S&P/TSX Completion Index (XMD.TO)
iShares S&P/TSX SmallCap Index (XCS.TO)

Canadian industry sectors
iShares S&P/TSX Capped REIT Index (XRE.TO)
iShares S&P/TSX Capped Energy Index (XEG.TO)
iShares S&P/TSX Global Gold Index (XGD.TO)
iShares S&P/TSX Capped Financials Index (XFN.TO)
iShares S&P/TSX Capped Info Tech Index (XIT.TO)
iShares S&P/TSX Capped Materials Index (XMA.TO)

International portfolios
iShares S&P 500 Index C$-Hedged (XSP.TO)
iShares MSCI EAFE Index C$-Hedged (XIN.TO)
iShares MSCI Emerging Markets Idx (XEM.TO)
Claymore BRIC (CBQ.TO)

Commodities
iSHARES GOLD TRUST (IGT.TO)

Ticker XCS XEM IGT XEG XFN XGD XIT
Rank 7 12 1 13 9 2 11
Above ma(10)? No No Yes No No Yes No
















Ticker XMA XRE XIU XMD XSP XIN CBQ
Rank 4 3 8 5 6 14 10
Above ma(10)? Yes Yes No No No No No

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