RocketCap Smart Grid Stock Index for 31 OCT 09
The RocketCap Smart Grid Stock Index finished the month down to 55%/YR from 67%/YR on 9-30-09. The number of uncorrelated components of the RSGSI is 19 (PDX=9%), down from 26 last month. Portfolio volatility rose from 14% last month to 17% now.
RSGSI for 10-30-09: 164 days annualized ROI
RSGSI Portfolio Correlation Matrix: 45 Days Ending 10-30-09
Further Reading and Explanations
Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©