RSGSI© Index Updated for 10 JULY 09

Posted on July 13th, 2009 by admin in Smart Grid

The RocketCap Smart Grid Stock Index © has been updated for 10 JULY 09. As usual, we display both the annualized returns for the index since inception, and the correlation matrix of the elements based on data for the trailing 45 days. It is clear that the major market draw downs this week made a big difference in the ROI. The correlation matrix is especially revealing: it shows how compared to last week the ROI plunged, even as volatility stayed the same as last week, and correlations among the components increased slightly (PDX dropped).

RSGSI© Update 7-10-09: 84 days annualized ROI

RSGSI© Update 7-10-09: 84 days annualized ROI

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 7-10-09

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 7-10-09

Further Reading and Explanations

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

What annualization means

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