RocketCap Smart Grid Stock Index for 18 SEP 09

Posted on September 20th, 2009 by admin in Smart Grid

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 for 9-18-09: 134 days annualized ROI

RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-18-09

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©

What annualization means

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