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