Weekly RS Recap

Jun. 20, 2011 4:04 PM ET
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors.

Portfolio Strategy, REITs, ETF investing, Long/Short Equity

Contributor Since 2009

The Dorsey Wright Money Management team is composed of Michael Moody, Harold Parker, John Lewis, Andy Hyer, and JP Lee. Mr. Moody and Mr. Parker, Senior Portfolio Managers, joined Dorsey Wright Money Management in 1994. John Lewis, Portfolio Manager, joined the team in 2002. Andy Hyer, Marketing Coordinator, joined in 2004. JP Lee, the most recent addition, came aboard in early 2008 in a client services role.

The table below shows the performance of a universe of mid and large cap U.S. equities, broken down by relative strength decile and quartile and then compared to the universe return.  Those at the top of the ranks are those stocks which have the best intermediate-term relative strength.  Relative strength strategies buy securities that have strong intermediate-term relative strength and hold them as long as they remain strong.

Last week’s performance (6/13/11 – 6/17/11) is as follows:

Sub-par performance for high relative strength stocks last week.

Energy, Materials, and Technology took it on the chin last week, while some of the other sectors held up quite well.

To ensure this doesn’t happen in the future, please enable Javascript and cookies in your browser.
Is this happening to you frequently? Please report it on our feedback forum.
If you have an ad-blocker enabled you may be blocked from proceeding. Please disable your ad-blocker and refresh.