The Logical-Invest monthly newsletter for September 2015
This is the monthly monthly Logical-Invest newsletter for September 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 273.40 2.59 -7.21 -5.04 -0.55 12.18 0.71 -2.86 1.68 2.74 AGG 108.92 0.18 0.11 -0.34 -0.07 3.80 -0.39 0.17 0.57 0.69 GSRLV 473.69 -0.77 -4.83 -4.80 -1.03 11.23 0.86 -2.12 0.60 1.88 BRS … Read more