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Upside Downside CR

Anyone know of a database that ranks funds by UD CR?  I am not even sure how that would be done.

Or for that matter, simply provide a listing of all the funds with UD CR for each?

What about the same for MaxDraw down by asset class?

 

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Frequent Contributor

Re: Upside Downside CR

M* Premium Screener doesn't have U/D CR data. I don't know who first came up with it, but M* has been promoting it in its Quote pages, analyst write ups, and probably includes it in its professional products, but not in its Fund Screeners [Basic, Premium].

But Bear Market Percentile Rank in M* Portfolio [a customizable column option] is close - it is relative downside [in the universe of all stock funds or all bond funds]. For years, this rank was useless as there weren't many bear months [3% or more decline for SP500, 1% or more decline for US Agg Bnd Idx] but that got changed in March this year. Edit/Add: In several runs, most of the data made sense but some didn't at all. Some higher M* Risk and SD funds had uncharacteristically high Bear Market Percentile Ranks. Something didn't look right, or the data were stale.

M* Risk is also based on downside months but is indicated qualitatively in categories.

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Re: Upside Downside CR

Thanks so much. Is Bear Market Percentile Rank a premium service?   It shows blank (dash) in Basic. 

What are top 5 funds in 50-70 and 30-50 and 100% equity?

It does show up under the 5 year tab.

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Re: Upside Downside CR

Bear Market Percentile Rank is a customizable column option in M* Portfolio, so you can see it for your portfolio funds. I have edited my previous post.

Premium Screener has Bear Market Percentile Rank among the criteria but there are several unfamiliar funds. I show screenshot only for 50-70% equity funds.

Screenshot 2020-07-05 15.00.04.png

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Re: Upside Downside CR

PV creators are open to suggestions to changes or new additions to the data they provide. I have requested MaxDraw be added to one of their reports altho it would be tricky to compare due to fund inception dates differ. Anyone with user suggestions should send it in. Their Email is under contact link.  They do a great job there.

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