RocketCap Smart Grid Stock Index© Updated for 17 JULY 09
This week, the RSGSI© showed a big uptick in ROI, as did the comparison indexes. Interestingly, the number of uncorrelated components increased this week as well, while the volatility in last 45 day annualization has been stable for several weeks at ~23%/YR.
RSGSI© Update 7-17-09: 89 days annualized ROI
RSGSI© Portfolio Correlation Matrix: 45 Days Ending 7-17-09
Further Reading and Explanations
Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©
