Snapshot*
Top 10 Holdings
What is RUFF?
Our investment objective is capital appreciation. In pursuit of the investment objective we seek both long and short term capital appreciation. We begin by determining which sectors are leading the markets higher. The sectors are then rated for factors promoting sustainability of market leadership. The system then extracts what we believe to be the leading stocks of leading sectors, holding positions for as long as this remains true. This discipline aims to force the purchase of stocks that benefit from larger market and economic trends. We have a clear bias towards innovative and disruptive companies that we believe are emerging and displacing the old guard.
ETFs related toRUFF
ETFs correlated to RUFF include LGRO, GAUG, XAUG
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Automated Strategies
Related toRUFF
Controlling for Volatility
Rotating Bonds
Create your own algorithmic trading strategy with RUFF using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.