RocketCap Smart Grid Stock Index for 30 SEP 09

Posted on October 1st, 2009 by admin in Smart Grid

The RocketCap Smart Grid Stock Index finished the month at 67%/YR, the same value as on 31 AUG 09. The number of uncorrelated components of the RSGSI is at a record high 26 (PDX=12%), with portfolio volatility at 14%.

RSGSI for 9-30-09: 142 days annualized ROI

RSGSI for 9-30-09: 142 days annualized ROI

RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-30-09

RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-30-09

Further Reading and Explanations

Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©

What annualization means

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