TABLE 1
FROM:
Utility comparison between security selectors, asset allocators and equally weighted portfolios within a selected ETF universe
Walter Hlawitschka and Michael Tucker
BACK TO ARTICLETable 1. Summary statistics on ETFs (HOLDRS)
| ETF symbol | ETF | Percentage in top ten securities (% ) | Mean weekly return | Std dev |
|---|---|---|---|---|
| TTH | ML TELECOM HOLDR | 96.9 | 0.0009 | 0.0233 |
| IIH | ML INFRASTR HLDR | 100.0 | 0.0087 | 0.0492 |
| PPH | ML PHARMA HOLDR | 92.1 | 0.0002 | 0.0202 |
| WMH | ML HOLDRS | 92.2 | 0.0047 | 0.0253 |
| SWH | ML SFTWARE HLDR | 99.3 | 0.0035 | 0.0267 |
| IAH | ML INETARCH HLDR | 97.9 | 0.0033 | 0.0269 |
| BBH | ML BIOTECH HLDR | 97.6 | 0.0080 | 0.0346 |
| BDH | ML BRDBND HLDR | 93.6 | 0.0071 | 0.0358 |
| HHH | ML INTERNET HLDR | 99.1 | 0.0077 | 0.0354 |
