RocketCap IP Stock Indexes and S&P500 Down Over Last 2 Months
We computed our RIPSI and RIPSID indexes for the two month period of trading from 8-1-11 to 9-30-11. That period included August’s remarkable drama in the markets, and all threes indexes performed poorly, as the chart below shows:
Gross ROIs for RIPSID vs RIPSI vs S&P 500 for 2 month period ending 9-30-2011
Examining the correlation matrix in our last post, we note that the present cross-correlations have all increased. This is common when markets are driven by political headlines, as the world has seen and we have noted in our previous post.
Cross-Correlations of gross returns for two month time interval ending 9-30-11
