ETW - ETW: Down In The Dumps And Likely To Stay There
While we are in a period of heightened market volatility, one thing we like to do to keep ourselves entertained is to keep pulling the handle on our fund screen slot machine and see what pops out.
One of the fund metrics we screen for is a short-term Z-score change which highlights funds that see higher than usual volatility relative to their own price history.
When we ran the screen, to be perfectly honest, we did not expect any large negative Z-score moves in the past three months but we were proven wrong when two