RocketCap Smart Grid Stock Index for 11 SEP 09
The RocketCap Smart Grid Stock Index finished the week at 71%/YR, up from 66%/YR last week. The number of uncorrelated componenets of the RSGSI increased to 20 from 14 last week, with volatility about the same (16% now vs. 18% last week).
RSGSI for 9-11-09: 129 days annualized ROI
RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-11-09
Further Reading and Explanations
Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©
