Standard Deviation Report – March 2017

On page 8 of the March 2017 newsletter, there’s a piece about looking at out Unit Trust and OEIC data in a slightly different way, and there’s also an excerpt from a table.

Here’s a copy of the article, and a link to download the complete table.

Here at Saltydog we’re always keen to find different ways to look at the data, to try and identify new trends, and to pick funds ‘on the up’, but in a steady way.

In our regular weekly data, the funds are initially sorted into their Groups, to give us an indication of their volatility, and then we calculate the decile rankings of all the funds in each Group to help us analyse their performance.

In the four week data, we initially sort the funds by their four week decile ranking, and then by the most recent individual weekly decile rankings. We’re looking for funds that have done well over the last four weeks, and that are doing well at the moment.

Here we’ve tried to do something similar, but in a slightly different way.

We’ve looked at all the funds as a big group, and only selected the ones that have gone up by at least 0.8% in the last 10 days. We’re targeting 12% a year, and are allowing for some slippage.

We have then sorted them by their standard deviation over the last 10 days. This is to try and help identify the funds that have been doing well, but with the least volatility.

Finally, we have used colour to highlight where the funds have maintained this rate of growth over four, twelve, and twenty-six weeks.

We’ll keep an eye on the funds that we think look promising from this report, and see how they perform in the coming weeks. If anyone has any suggestions of how we could develop this report please let us know.

Click here for the full report