This is the monthly monthly Logical-Invest newsletter for October 2015.
Strategy performance overview:
symbol |
close |
year to date % ? |
3 month % |
1 month % |
1 day % |
60 day volatility |
60 day correlation |
3 month Sharpe |
12 month Sharpe |
36 month Sharpe |
WORLD-TOP4 |
270.88 |
1.64 |
-6.61 |
-0.92 |
0.66 |
12.90 |
0.53 |
-2.65 |
2.16 |
2.61 |
AGG |
109.58 |
1.00 |
1.60 |
0.81 |
0.04 |
3.68 |
-0.46 |
2.81 |
1.13 |
0.72 |
UIS |
459.84 |
0.24 |
-1.96 |
1.97 |
-0.35 |
16.60 |
0.41 |
-0.63 |
0.98 |
1.92 |
BRS |
247.94 |
-0.08 |
-0.14 |
1.05 |
0.06 |
7.88 |
0.10 |
-0.11 |
0.61 |
2.14 |
TLT |
123.54 |
-0.23 |
7.32 |
1.97 |
-0.35 |
16.34 |
-0.54 |
3.32 |
0.87 |
0.26 |
GSRLV |
473.25 |
-0.87 |
-3.00 |
-0.09 |
0.66 |
11.20 |
0.80 |
-1.45 |
0.89 |
1.66 |
BUGST |
209.64 |
-3.96 |
-2.21 |
-0.07 |
0.15 |
6.24 |
0.75 |
-1.89 |
-0.07 |
1.52 |
BUGLEV |
270.10 |
-4.46 |
-2.72 |
0.03 |
0.11 |
8.07 |
0.76 |
-1.77 |
-0.11 |
1.18 |
GMRS |
3960.17 |
-5.12 |
-7.20 |
2.21 |
-0.50 |
19.59 |
0.23 |
-1.73 |
0.09 |
1.12 |
SPY |
191.59 |
-5.43 |
-7.22 |
-2.51 |
1.87 |
20.13 |
1.00 |
-1.69 |
-0.08 |
1.48 |
UIS-SPXL-TMF |
5109.44 |
-7.48 |
-12.14 |
0.95 |
0.63 |
43.26 |
0.71 |
-1.20 |
0.59 |
1.83 |
MYRS |
535.49 |
-8.56 |
-14.86 |
-2.07 |
0.72 |
27.07 |
0.51 |
-2.27 |
0.33 |
2.05 |
GSRAG |
450.30 |
-13.02 |
-8.72 |
0.39 |
0.50 |
19.89 |
0.65 |
-2.05 |
-0.76 |
1.30 |
GMRSE |
5204.29 |
-14.80 |
-14.59 |
2.21 |
-0.50 |
30.25 |
0.36 |
-1.95 |
-0.47 |
1.31 |
Symbols:
BRS – Bond Rotation Strategy
BUGST – A conservative Permanent Portfolio Strategy
BUGLEV – A leveraged Permanent Portfolio Strategy
GMRS – Global Market Rotation Strategy
GMRSE – Global Market Rotation Strategy Enhanced
GSRLV – Global Sector Rotation low volatility
GSRAG – Global Sector Rotation agressive
WORLD-TOP4 – The Top 4 World Country Strategy
UIS – Universal Investment Strategy
UIS-SPXL-TMF – 3x leveraged Universal Investment Strategy
AGG – iShares Core Total US Bond (4-5yr)
SPY – SPDR S&P 500 Index
TLT – iShares Barclays Long-Term Trsry (15-18yr)
Leave A Comment