RocketCap Smart Grid Stock Index for 30 SEP 09
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 Portfolio Correlation Matrix: 45 Days Ending 9-30-09
Further Reading and Explanations
Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©