RocketCap IP Stock Indexes Gain Relative to S&P500 for 2 Months Ending 11-30-11

Posted on December 1st, 2011 by admin in Intellectual Property, Market Indexes, Portfolio Diversification, Uncategorized

The chart below shows how our two indexes gained on the S&P500 over the last two months.

Gross ROIs for RIPSID vs RIPSI vs S&P 500 for 2 month period ending 11-30-2011

 

 

 

 

 

 

 

Index Performance would have been substantially better if RAMBUS (ticker: RMBS) hadn’t taken a major drop on 11-15-11:

RIPSID component returns:2 mon ending 11-30-11

 

 

 

 

 

 

 

Cross-correlations increased compared to last month’s correlation matrix. Here are the current values:

Cross-Correlations of gross returns for two month time interval ending 11-30-11

 

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