RocketCap IP Stock Indexes Performance for Two Months Ending 8-31-11

Posted on September 1st, 2011 by admin in Intellectual Property, Market Indexes, Portfolio Diversification, Technology

We computed our RIPSI and RIPSID indexes for the two month period of trading from 6-30-11 to 8-31-11. Even though that period included two weeks of remarkabke drama in the markets, both indexes perfromed well compared to the S&P 500, as the chart below shows:

Gross ROIs for RIPSID vs RIPSI vs S&P 500 for 2 month period ending 8-31-2011

Cross-Correlations of gross returns for two month time interval ending 8-31-11

Using the correlation matrix in our last post, we note that the present correlations had some large changes from two weeks ago: RIPSI and RIPSID both gained about 10% points of correlation with the S&P 500, yet both IP indexes continued to have superior gross returns.

 

 

 

 

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