Grouping ETF's by 'Risk' level?

vregan

Is there anywhere that has ETF's listed by 'risk' level? I'm trying to create three ChartLists of ETF's in 'High', 'Medium', and 'Low' risk levels.

markd

I'm assuming that by "risk" you mean volatility.

If so you , you could run this scan:

// begin scan
[group is ETFNOUI]

and [country is US]

and [volume > 100000]

rank by max(251, absval(ROC(21)))

//end scan

This gets 328 US funds that are not ultra or inverse funds and ranks them by the largest one month rate of change, up or down, in the last year. Presumably, those at the top of the list would be the most volatile, those at the bottom the least.

This doesn't say anything about whether the hits have gone up or down over the year, only that, where ever they went, they moved a lot on the way.

You might want to play with the other selection statements depending on your needs - other countries, a different volume level (probably an average is better).

vregan

I should have been more clear. Low risk is like Fixed income, Avg. would be for large, core holdings and High would take care of Sectors, Countries and commodities, say.

markd

OK. You could explore the Morningstar site for advice and analysis and names (not sure about a list), or go directly to iShares or Vanguard.