RocketCap Smart Grid Stock Index for 18 SEP 09
The RocketCap Smart Grid Stock Index finished the week at 77%/YR, up from 71%/YR last week. The number of uncorrelated componenets of the RSGSI decreased to 19 from 20 last week (PDX=9%), with portfolio volatility a little lower (15% now vs. 16% last week).
RSGSI for 9-18-09: 134 days annualized ROI
RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-18-09
Further Reading and Explanations
Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©
